【摘要】More and more people are acknowledging the importance of formal operational risk management.The overall trend of operational risk study is to quantify it.But there is still no general techniques accepted by scholar and banking management.The object of this work is to present a model for measuring the operational risk of a bank.This model utilizes a Monte Carlo simulation in order to determine the loss distribution.The methodology presented in this work is based on a frequency/severity model traditionally used in the actuarial sciences for modeling the loss distribution.In particular,the severity for each business line/risk type is modeled through a Generalized Pareto Distribution,while the frequency is modeled through Poisson distribution.