MANAGEMENT OF OPERATIONAL RISK IN COMMERCIAL BANK
The article considers the system of operational risk management in a commercial bank. The system of operational risk assessment based on the calculation of its forecast values. The values of expected and unexpected losses in the framework of the three proposed scenarios are calculated. The comparison of the operational risk calculated using the basic and internal assessment methods is carried out. It is shown that the use of the internal valuation method will reduce the level of capital reserved for operational risk by 25%. The advantages of the proposed method of evaluation are revealed.