Table 1. The size of the expected losses as a result of risks impact on business reputation of Bank B
Type of threats Frequency of losses emergence, % Size of the expected losses, mon. un.
1. Receipt of the credit according to fraudulent documents 1,333 8 316 521,2
2. Partial or complete loss of the credit pledge 15,09 94 145 765,5
3.Violation of an order of loan debt restructuring 7,549 47 097 838,5
4. IT systems failure 7,735 48 258 283,4
5. Shortage of money in ATM cartridges 1,28 7 985 856,8
6. Miscalculations and shortage of means in a collector bag for sending to payment processing center 23,906 149 148 354,5
7. Plunder by the employee of a cash liquidity from cash desk 41,233 257 250 652,6
8. Others 1,874 11 691 793,5
Total 100 623 …show more content…
Treelike hierarchy R with the imposed system F
To make a risk assessment quantitatively and qualitatively, it is necessary to perform aggregating of the data displayed within treelike hierarchy; at the same time aggregating is carried out in the direction of graph arches.
The OWA (OWA - Ordered Weighted Averaging – averaging with the ordered scales) Yager operator (Yager, 1993) is applied to aggregating, and as scales in rollup Fishburne's coefficients act (Nedosekin, 2004).
For each indicator of hierarchy of the second level in decreasing preference system of N alternatives Fishburne's coefficients are calculated (Nedosekin, 2004; Trukhaev, 1981; Fishburne, 1978): pi = (2(N-i+1) )/(N+1)N i = 1...N (10) where рi – weight Fishburne coefficient for indicator xi;
N – total quantity of indicators in hierarchy, N > 0; i – sequence number of an indicator xi in group.
In system indifferent each other N alternatives the set of equal scales is: pi = N-1 i = 1..N (11)
At the same time if the preference relations are the parts of the system only,
Type of threats Frequency of losses emergence, % Size of the expected losses, mon. un.
1. Receipt of the credit according to fraudulent documents 1,333 8 316 521,2
2. Partial or complete loss of the credit pledge 15,09 94 145 765,5
3.Violation of an order of loan debt restructuring 7,549 47 097 838,5
4. IT systems failure 7,735 48 258 283,4
5. Shortage of money in ATM cartridges 1,28 7 985 856,8
6. Miscalculations and shortage of means in a collector bag for sending to payment processing center 23,906 149 148 354,5
7. Plunder by the employee of a cash liquidity from cash desk 41,233 257 250 652,6
8. Others 1,874 11 691 793,5
Total 100 623 …show more content…
Treelike hierarchy R with the imposed system F
To make a risk assessment quantitatively and qualitatively, it is necessary to perform aggregating of the data displayed within treelike hierarchy; at the same time aggregating is carried out in the direction of graph arches.
The OWA (OWA - Ordered Weighted Averaging – averaging with the ordered scales) Yager operator (Yager, 1993) is applied to aggregating, and as scales in rollup Fishburne's coefficients act (Nedosekin, 2004).
For each indicator of hierarchy of the second level in decreasing preference system of N alternatives Fishburne's coefficients are calculated (Nedosekin, 2004; Trukhaev, 1981; Fishburne, 1978): pi = (2(N-i+1) )/(N+1)N i = 1...N (10) where рi – weight Fishburne coefficient for indicator xi;
N – total quantity of indicators in hierarchy, N > 0; i – sequence number of an indicator xi in group.
In system indifferent each other N alternatives the set of equal scales is: pi = N-1 i = 1..N (11)
At the same time if the preference relations are the parts of the system only,