Conference publications

Some Questions of Measuring Operational Risk Values in Financial Organisations in CIS

Temin L. V.

"Математика. Компьютер. Образование". Cб. трудов XV международной конференции. Под общей редакцией Г.Ю. Ризниченко Ижевск: Научно-издательский центр "Регулярная и хаотическая динамика", 2008. Vol. 1, 302pp. Pp. 122-130. (accepted)

In the article models of operational risk values measurement, their eligibility for the financial organizations in CIS and the adjustments of the models to fit them are considered. LDA method of operational risk analysis is examined in detail. Modifications of its scheme are introduced. First involves the analysis of business-processes according to the sum that is subjected to risk. Other one replaces the indicator of the business-process by generalized indicator computed with the neuron network

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