The Approaches to Assesing of the Operational Risk in the Russian Commercial Bank

This graduation thesis analyses the two special methods of assessment of operational risk, proposed by the Bazel II, in a bank: Basic Indicator Approach and the Standardized Approach. The sample included 610 banks of Russia for the period from the beginning of the January 2010 to the end of the December 2015. Both particular figures of the reserve for the capital share of the total capital, calculated in the two approaches, and their difference so that to determine whether this two methods, were used for the study of the assessment. The division was made into two categories: small and medium banks and large banks. The obtained results of the regressions clearly demonstrate the positive dependence of the difference of the two methods and size of the bank. However, detailed analysis demonstrated that both attitudes in the large banks are stable to the size of the bank, while basic indicator approach in small banks showed dependence on the size.