The article observes the basic theoretical background of forming the "banking risk-processing" concept. Authors give its definition and identify the key areas of the banking risk-processing practical application to the regional banking system. It is settled the correlation between the risk- processing and the strategic development policy of the credit organization in the face of uncertainty. In order to activate and improve the effectiveness, the risk-management algorithm is proposed. It finds out the coherent plan of measures and actions to optimize the reserve accumulation process. The plan is designed based on "from AS IS to TO BE? model as part of the implementation of the banking risk-processing in regional bank.