Operation risk management process is one of the methods of managing a company’s changes, conducted through improving business-processes and technologies. While bringing the business to a new level of performance, information technologies lead to its dependency on safe and trouble-free functioning of IT-equipment, infrastructure and user systems. The model considered in the article enables non-financial sector companies to calculate expected and unexpected losses due to technical risk in the statistical incorrect environment.
The business architecture is supposed to be divided into independent scenarios comprising business-processes with different execution time frameworks and relevant IT-systems. Risk assessment results from modeling the support systems availability taking into account critical execution time framework. Risk exposure is derived from matrix determining scenario feasibility through access to a correspondent supporting system. The exponential twisting method is implemented to minimize calculation errors as a tool for more adequate probability assessment of the events which are in the «tail» of loss distribution.
To find the unexpected losses in the model described in the article, the right-hand boundary of confidence interval is to be taken. The risk contribution analysis is based on the whole scope of business-process and IT-systems in the «tail» of loss distribution, and thus leading to severe losses.
The technical analysis of the IT-architecture is an issue, but the key-note of the operational risk analysis is business-process architecture adequacy control. Therefore the proposed model allows not only to assess the operational risk but also to examine the enterprise’s business-architecture adequacy in conformity with existing IT-architecture and trouble-free functioning requirements for further reliability category establishment.
Citation:
Lavrushina Y. N., Makarova A. A., Kulikov А. V. (2012) Postroenie modeli kolichestvennoi otcenki operatcionnogo riska (tekhnicheskii risk - sboi v predostavlenii IT-uslug) v statisticheski nekorrektnoi srede [The model operational risk quantitative assessment (technical risk - IT-system breakdown) in statistical incorrect environment] Biznes-informatika, 2(20), pp. 42-49 (in Russian)
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