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Operational Risks in Bank: Methods of Calculation

Student: Marina Nosova

Supervisor: Vladimir B. Malyaev

Faculty: Faculty of Economics

Educational Programme: Economics (Bachelor)

Final Grade: 9

Year of Graduation: 2017

This paper aims to explore the key aspects of operational risks in banks and analyze the different approaches of operational risk’s estimation. A careful examination of operational risk’s origin, which have done by the author in this work, indicates that such risks are sophisticated in identification, and the method of calculation of operational risks in Russia is quiet imperfect and controversial, because it does not consider the last implemented losses. The research provides that the banking sector in Russia is needed to apply the more appropriate ways of identification and calculation of the operational risks in the commercial banks. Author investigates the approaches in the estimation of operational risks, suggested by the Basel’s Committie, and distinguish the advantages and weaknesses of these methods, using numerical and empirical examination of the activity of the famous bank in Russia. Using obtained results, the author concludes, that current methods of estimation of OR are ineffective and gives the own recommendations for the seamless transition to advanced approaches.

Full text (added May 25, 2017)

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