Ilościowa ocena ryzyka operacyjnego w praktyce bankowej
A quantitative approach for the measurement of operational risk in banking practice

Summary/Abstract: The work concerns operational risks measurement. The management of this type of risk in the banking practice is very difficult. Problems relate to both identification and measurement methods. Banks are obliged to register losses associated with events from the area of operational risk. This is the basis for the risk assessment. The qualitative methods prevail in banking practice. These methods are based on self-assessment of risk, which, to a large extent, is the subjective assessment. The application of quantitative methods of operational risk assessment is rare. This particularly applies to cooperative banking sector. The article proposes a simple procedure based on a statistical approach to estimating the losses. The possibility of using this procedure in practice is shown. These solutions are illustrated in a case study. The source of study are data provided by one of the biggest cooperative banks in Poland.

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