title: Ð£Ð¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ðµ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð±Ð°Ð½ÐºÐ°
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Bank operational risk management
Creators: name: Ð¨Ð¸ÑÐ¸ÐºÐ¾Ð²Ð°, ÐÐ¸Ð°Ð½Ð°
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2020
Subjects: Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¹ Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¸Ð¹ ÑÐ¸ÑÐº
Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¾Ð³Ð¾ ÑÐ¸ÑÐºÐ°
ÑÐ¸ÑÑÐµÐ¼Ð½Ð¾-Ð¿ÑÐ¾ÑÐµÑÑÐ½ÑÐ¹ Ð¿Ð¾Ð´Ñ Ð¾Ð´ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÐ¸ÑÐºÐ¾Ð¼
operational banking risk
optimization of operational banking risk
system-process approach of risk management

description: ÐÐ°Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð¸ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐµ Ð¿ÑÐµÐ´Ð»Ð¾Ð¶ÐµÐ½Ð¸Ð¹ Ð¿Ð¾ Ð¿Ð¾Ð²ÑÑÐµÐ½Ð¸Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð² ÐºÑÑÐ¿Ð½ÐµÐ¹ÑÐ¸Ñ ÐºÐ¾Ð¼Ð¼ÐµÑÑÐµÑÐºÐ¸Ñ Ð±Ð°Ð½ÐºÐ°Ñ Ð Ð¤. ÐÐ°Ð´Ð°ÑÐ¸, ÐºÐ¾ÑÐ¾ÑÑÐµ ÑÐµÑÐ°Ð»Ð¸ÑÑ Ð² ÑÐ¾Ð´Ðµ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ: 1) Ð¸Ð·ÑÑÐ¸ÑÑ Ð¸ Ð¾Ð±Ð¾Ð±ÑÐ¸ÑÑ ÑÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð¸ Ð¼ÐµÑÐ¾Ð´Ð¾Ð»Ð¾Ð³Ð¸ÑÐµÑÐºÐ¸Ðµ Ð¾ÑÐ½Ð¾Ð²Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð±Ð°Ð½ÐºÐ°; 2) ÑÐ°ÑÑÐ¼Ð¾ÑÑÐµÑÑ Ð¸ Ð¿ÑÐ¾Ð°Ð½Ð°Ð»Ð¸Ð·Ð¸ÑÐ¾Ð²Ð°ÑÑ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÐ¸ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ ÐºÑÑÐ¿Ð½ÐµÐ¹ÑÐ¸Ñ Ð±Ð°Ð½ÐºÐ¾Ð² Ð² Ð Ð¤; 3) Ð¿ÑÐ¾Ð²ÐµÑÑÐ¸ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¼ ÑÐ¸ÑÐºÐ¾Ð¼ Ð² ÐºÐ¾Ð¼Ð¼ÐµÑÑÐµÑÐºÐ¾Ð¼ Ð±Ð°Ð½ÐºÐµ ÐÐÐ Â«ÐÐ°Ð½Ðº ÐÐ¢ÐÂ»; 4) Ð²ÑÑÐ²Ð¸ÑÑ Ð¾ÑÐ½Ð¾Ð²Ð½ÑÐµ Ð¿ÑÐ¾Ð±Ð»ÐµÐ¼Ñ Ð¸ Ð¾Ð¿ÑÐµÐ´ÐµÐ»Ð¸ÑÑ Ð¼ÐµÑÐ¾Ð¿ÑÐ¸ÑÑÐ¸Ñ Ð¸ Ð¼ÐµÑÐ°Ð½Ð¸Ð·Ð¼ Ð¿Ð¾ ÑÐ»ÑÑÑÐµÐ½Ð¸Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð² ÐºÐ¾Ð¼Ð¼ÐµÑÑÐµÑÐºÐ¾Ð¼ Ð±Ð°Ð½ÐºÐµ ÐÐÐ Â«ÐÐ°Ð½Ðº ÐÐ¢ÐÂ». Ð Ð°Ð±Ð¾ÑÐ° Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð° Ð½Ð° Ð±Ð°Ð·Ðµ 35 ÐºÑÑÐ¿Ð½ÐµÐ¹ÑÐ¸Ñ ÐºÐ¾Ð¼Ð¼ÐµÑÑÐµÑÐºÐ¸Ñ Ð±Ð°Ð½ÐºÐ¾Ð² ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð¹ Ð¤ÐµÐ´ÐµÑÐ°ÑÐ¸Ð¸, Ð³Ð´Ðµ Ð±ÑÐ»Ð° ÑÐ¾Ð±ÑÐ°Ð½Ð° Ð·Ð½Ð°ÑÐ¸ÑÐµÐ»ÑÐ½Ð°Ñ ÑÐ°ÑÑÑ ÑÐ°ÐºÑÐ¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð¸ÑÑÐ¾Ð´Ð½Ð¾Ð³Ð¾ Ð¼Ð°ÑÐµÑÐ¸Ð°Ð»Ð°. Ð ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐµ Ð±ÑÐ»Ð¸ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ñ ÑÐ°ÑÑÐµÑÑ Ð¸ Ð¿ÑÐ¾Ð°Ð½Ð°Ð»Ð¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½ ÑÑÐ¾Ð²ÐµÐ½Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¾Ð³Ð¾ ÑÐ¸ÑÐºÐ° ÐºÑÑÐ¿Ð½ÐµÐ¹ÑÐ¸Ñ ÐºÑÐµÐ´Ð¸ÑÐ½ÑÑ ÑÑÑÐµÐ¶Ð´ÐµÐ½Ð¸Ð¹ Ð Ð¤ Ð¿Ð¾ ÑÐ°Ð·Ð»Ð¸ÑÐ½ÑÐ¼ Ð¼ÐµÑÐ¾Ð´Ð¸ÐºÐ°Ð¼, ÐºÐ¾ÑÐ¾ÑÑÐµ Ð½Ð°Ð³Ð»ÑÐ´Ð½Ð¾ Ð¾ÑÑÐ°Ð·Ð¸Ð»Ð¸ ÑÐ°ÐºÑÐ¾ÑÑ Ð¸ Ð¿ÑÐ¸ÑÐ¸Ð½Ñ Ð¿Ð¾Ð²ÑÑÐµÐ½Ð¸Ñ ÑÑÐ¾Ð²Ð½Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÑ ÑÐ¸ÑÐºÐ¾Ð² Ð¿Ð¾ ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð¼Ñ Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¾Ð¼Ñ ÑÐµÐºÑÐ¾ÑÑ. Ð¢Ð°ÐºÐ¶Ðµ Ð²ÑÐ´ÐµÐ»ÐµÐ½Ñ Ð¾ÑÐ½Ð¾Ð²Ð½ÑÐ¼ Ð¼ÐµÑÐ¾Ð´Ñ ÐºÐ¾Ð¼Ð¼ÐµÑÑÐµÑÐºÐ¸Ñ Ð±Ð°Ð½ÐºÐ¾Ð² Ð Ð¤ Ð¿Ð¾ Ð¾ÑÐµÐ½ÐºÐµ, Ð¼Ð¾Ð½Ð¸ÑÐ¾ÑÐ¸Ð½Ð³Ñ, Ð¼Ð¸Ð½Ð¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸, ÐºÐ¾Ð½ÑÑÐ¾Ð»Ñ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÑ Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¸Ñ ÑÐ¸ÑÐºÐ¾Ð². ÐÑÐ¾Ð²ÐµÐ´ÐµÐ½ Ð°Ð½Ð°Ð»Ð¸Ð· Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ° Ð¿Ð¾ ÐºÑÑÐ¿Ð½ÐµÐ¹ÑÐµÐ¼Ñ ÑÐ¸ÑÑÐµÐ¼Ð¾Ð¾Ð±ÑÐ°Ð·ÑÑÑÐµÐ¼Ñ Ð±Ð°Ð½ÐºÑ ÑÑÑÐ°Ð½Ñ ÐÐÐ Â«ÐÐ°Ð½Ðº ÐÐ¢ÐÂ», Ð²ÑÑÐ²Ð»ÐµÐ½Ñ Ð½ÐµÐ³Ð°ÑÐ¸Ð²Ð½ÑÐµ ÑÐµÐ½Ð´ÐµÐ½ÑÐ¸Ð¸ Ð² ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ð¸ Ð¾Ð¿ÐµÑÐ°ÑÐ¸Ð¾Ð½Ð½ÑÐ¼ ÑÐ¸ÑÐºÐ¾Ð¼ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÑÑÐµÐ¶Ð´ÐµÐ½Ð¸Ñ Ð¸ Ð¸Ñ Ð¿Ð¾ÑÐ»ÐµÐ´ÑÑÐ²Ð¸Ñ Ð½Ð° ÑÐ°Ð±Ð¾ÑÑ Ð±Ð°Ð½ÐºÐ°. Ð Ð°Ð·ÑÐ°Ð±Ð¾ÑÐ°Ð½Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½ÑÐµ Ð¼ÐµÑÐ¾Ð¿ÑÐ¸ÑÑÐ¸Ñ Ð¸ Ð¼ÐµÑÐ°Ð½Ð¸Ð·Ð¼Ñ Ð¿Ð¾ ÑÐ»ÑÑÑÐµÐ½Ð¸Ñ Ð¾ÑÐµÐ½ÐºÐ¸, Ð¼Ð¾Ð½Ð¸ÑÐ¾ÑÐ¸Ð½Ð³Ð°, Ð¼Ð¸Ð½Ð¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸ ÐºÐ¾Ð½ÑÑÐ¾Ð»Ñ ÐºÑÑÐ¿Ð½ÐµÐ¹ÑÐ¸Ñ ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¸Ñ Ð±Ð°Ð½ÐºÐ¾Ð² Ð¸ ÐÐÐ Â«ÐÐ°Ð½Ðº ÐÐ¢ÐÂ». ÐÐ° Ð¾ÑÐ½Ð¾Ð²Ð°Ð½Ð¸Ð¸ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð½ÑÑ ÑÐ°ÑÑÐµÑÐ¾Ð², Ð¾ÑÐ¼ÐµÑÐµÐ½Ð¾ Ð¸Ñ Ð¿Ð¾Ð»Ð¾Ð¶Ð¸ÑÐµÐ»ÑÐ½Ð¾Ðµ Ð²Ð»Ð¸ÑÐ½Ð¸Ðµ Ð½Ð° ÑÐ»ÑÑÑÐµÐ½Ð¸Ðµ Ð´ÐµÑÑÐµÐ»ÑÐ½Ð¾ÑÑÐ¸ ÐÐÐ Â«ÐÐ°Ð½Ðº ÐÐ¢ÐÂ».
description: This work is devoted to the study and development of proposals for improving the efficiency of operational risk management in the largest commercial banks of the Russian Federation. Tasks that were solved during the study: 1) study and generalize the theoretical and methodological foundations of the bank's operational risk management; 2) consider and analyze the features of operational risk management of the largest banks in the Russian Federation; 3) to analyze the management of operational risk in the commercial bank JSC Â«VTB BankÂ»; 4) identify the main problems and determine measures and a mechanism to improve the management of operational risks in the commercial bank JSC Â«VTB BankÂ». The work was carried out on the basis of 35 largest commercial banks of the Russian Federation, where a significant part of the factual source material was collected. As a result, calculations were made and the level of operational banking risk of the largest credit institutions of the Russian Federation was analyzed using various methods, which clearly reflected the factors and reasons for the increase in the level of operational risks in the Russian banking sector. Also, the main methods of commercial banks of the Russian Federation for the assessment, monitoring, minimization, control of operational banking risks are highlighted. The analysis of the operational risk for the largest backbone bank in the country, JSC Â«VTB BankÂ», revealed negative trends in the management of the operational risk of a credit institution and their consequences for the bank's work. Effective measures and mechanisms have been developed to improve the assessment, monitoring, minimization and control of the largest Russian banks and JSC VTB Bank. Based on the calculations carried out, their positive impact on improving the activities of JSC Â«VTB BankÂ» was noted.