ECONOMIC AND MATHEMATICAL MODELING OF OPERATIONAL RISK OF A COMMERCIAL BANK

This article explores the notion of operational risk of a commercial bank, reveals the essence of the operational risk management system and examines economic and mathematical models that allow to assess the identified risks. The subject of the research is the capital needed to cover the operational risks of the commercial bank. The subject of the study is economic and mathematical models of forecasting operational risks. Operational risk is a potential risk to the long-term existence of a banking institution arising from the deficiencies of corporate governance, internal control systems or the inadequacy of information technology and information processing processes in terms of manageability, versatility, reliability, controllability and continuity of operation [1]. The empirical level research methods used in this article are a description of what operational risk is, its types, tools, and methods of assessment; analysis and synthesis of information received; at the theoretical level, a hypothetical-deductive method is used.