Ivanov V. Methods and Models of Operational Risk Assessment in Commercial Bank Management

In the thesis the theoretical analysis of the economic and operational risk assessment has been provided. On the basis of the analysis a conceptual model of the operational risk assessment in commercial Bank management has been developed. It is based on the method in which three main components are used: a preparatory phase, the phase of evolution, a post rendered phase. All these changes are taken into account in the process of operational risk management. The models of operational risk assessment in the commercial Bank have been suggested. They are based on the theory of fuzzy sets and fuzzy cognitive maps. The constructed models will help to assess the level of operational risk in commercial Bank management and find necessary tools for its administration. The information-analytical system assessment and operational risk in commercial Bank management has been worked out. It is based on the developed methods and models of operational risk assessment. In this paper the method of estimating the economic effect of the use of the system of operational risk in commercial bank management is suggested.