IDEAS home Printed from
   My bibliography  Save this article

Model of Assessment of Operational Risk Linked with a Working Day of Bank Personnel


  • Ivanov Volodymyr M.

    () (Classic Private University)


The article conducts analysis of works of both domestic and foreign scientists, connected with development of risk models in bank activity. It reveals specific features and formulates urgency of development of a model and method of assessment of the operational risk with consideration of fuzzy values. Depending on the nature of the field of identification of fuzzy variables, the article underlines linguistic variables, for which the top and bottom boundaries are determined. The article offers a structural model of assessment of the operational risk, based on the system of fuzzy conclusion, where each term set confronts with a relevant linguistic variable. The process of transformation of qualitative assessments into fuzzy values lies in reflection of the elements of the initial term set in the form of building the belonging functions. The article formulates bases of rules of the fuzzy conclusion system. Results of modelling the assessment of the operational risk are represented in the form of the procedure of fuzzy conclusion and surface with consideration of input linguistic variables.

Suggested Citation

  • Ivanov Volodymyr M., 2014. "Model of Assessment of Operational Risk Linked with a Working Day of Bank Personnel," Business Inform, RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS (KHARKIV, UKRAINE), Kharkiv National University of Economics, issue 1, pages 102-108.
  • Handle: RePEc:idp:bizinf:y:2014:i:1:p:102_108

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. Jianmin Jia & James S. Dyer, 1996. "A Standard Measure of Risk and Risk-Value Models," Management Science, INFORMS, vol. 42(12), pages 1691-1705, December.
    Full references (including those not matched with items on IDEAS)

    More about this item


    operational risk; fuzzy sets; term set;


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:idp:bizinf:y:2014:i:1:p:102_108. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alexey Rystenko). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.