The article describes a method of a commercial bank financial and economic security protection through the motivation on operational risk reduction (fraud, system failure) and sufficient economic capital coverage in order to provide solvency in the situation of realization of critical financial losses from operational risk. In this paper we describe the structure of operational risk economic capital estimation model suitable for implementation of sophisticated methods of capital allocation to business units. We compare different methods of allocation and discuss their applicability for Russian banks.
Translated title of the contributionFINANCIAL AND ECONOMIC SECURITY IN A COMMERCIAL BANK VIA OPERATIONAL RISK MANAGEMENT
Original languageRussian
Pages (from-to)133-139
Number of pages7
JournalВестник УрФУ. Серия: Экономика и управление
Issue number5
Publication statusPublished - 2014

    GRNTI

  • 82.00.00 ADMINISTRATION AND MANAGEMENT

    Level of Research Output

  • VAK List

ID: 6402854