Financial Analytics: Science and Experience

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Financial Analytics: Science and Experience

35(125) - 2012 September

Improved method for operational risk assessment based on probability model

Vol. 5, Iss. 35, SEPTEMBER 2012

Available online: 27 September 2012

Subject Heading: Financial management

JEL Classification:

Yankina I.A. Doctor of Economic Sciences, Professor of department "Finance", the Institute of Economics, Management and Nature of the Siberian federal university
yankina_ia@ mail.ru

Dolgova Е.Е. Graduate Student of department "Finance", the Institute of Economics, Management and Nature of the Siberian federal university
kittyk@inbox.ru

In the work the need of introduction of the "advanced" ways of an assessment of operational risk is investigated. Application of the approach on the basis of likelihood models will allow to reduce excessive size of an assessment of the capital reserved under operational risks. Requirements of supervising authorities for application of this approach will strengthen aspiration to its corporate governance

Keywords: operational risk, assessment of operational risk, economic-mathematical model, management, capital, bank

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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