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Process Approach to the Definition of Operational Risk


Yuliya Shevtsova
(about the author)

Shevtsova Yuliya Vladimirovna – Postgraduate Student, Department of Informatics and Computer Science, Senior Lecturer, Chair of Mathematical Modeling of Business Processes, Siberian State University of Telecommunications and Informatics, Novosibirsk

Published in:
Russian Journal of Entrepreneurship
– № 9-2 / September, 2010



Keywords: business processes, causal model, implications ofoperational risk, internal environment, operational losses, risk event, sources of risk


Citation:
Yuliya Shevtsova (2010). Process Approach to the Definition of Operational Risk. Russian Journal of Entrepreneurship, 11(9), 50-55. — url: http://bgscience.ru/com/lib/2437


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Abstract:

The article clarifies the definition of operational risk in terms of resenting it in the form of a causal model. The author reveals the advantages and extra features of applying the process approach to operational risk management.








References:
1. Bukhtin M.A. Risk-menedzhment v kreditnoy organizatsii: metodologiya, praktika, reglamentirovanie. Kniga 1. Metodika i praktika raboty podrazdeleniy risk-menedzhmenta. Metodicheskoe posobie. – M.: Rekvizit, 2008. – 448 s.
2. Sazykin B.V. Upravlenie operatsionnym riskom v kommercheskom banke. – M.: Vershina, 2008. – 272 s.
3. Shevtsova Yu.V. Modelirovanie sobytiy operatsionnogo riska s pomoschyyu diagramm vliyaniya. // Materialy Rossiyskoy nauchno-tekhnicheskoy konferentsiya «Informatika i problemy telekommunikatsiy». – Novosibirsk, 2010. – S. 345.
4. Entsiklopediya finansovogo risk-menedzhmenta. / Pod red. A.A. Lobanova, A.V. Chugunova. – M.: Alpina Biznes Buks, 2005. – 878 s.
5. Pisymo Banka Rossii ot 24.05.2005 № 76-T «Ob organizatsii upravleniya operatsionnym riskom v kreditnyh organizatsiyakh» // Vestnik Banka Rossii. – 2005. – № 28. – S. 15–19.
6. International Convergence of Capital Measurement and Capital Standards: A Revised Framework. [Elektronnyy resurs]. – Rezhim dostupa: http://www.bis.org/publ/bcbs128.htm.

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