English Abstract: For operational risk management, the existence of qualified and analytically tractable data, and collection of this data into a systematic database is a mandate. An important phase in studies on developing an operational risk management system is the construction of an operational risk database. In the development process of an operational risk database, the most fundamental parts are defining the risk data and designing the architecture of the database. Defining the risk data requires careful analysis of risks that bank is exposed to. This process begins with a comprehensive search for elements and sources of risks. In this process, the most fundamental question to be answered is what is the operational risk and operational loss. Another central task is defining the basic properties and qualities of data, determining the data needs of measurement methodologies, identifying types and sources of data.For an operational risk database, a proper foundation is crucial to ensure that the structure is built to last. Therefore, each step in the construction has to be handled with care. In this manner, in order to begin with a proper foundation, planning and preparation have to be comprehensive. Designing a database architecture best fitting the bank's needs is crucial. Thereof, the conceptual, logical and physical design phases are immensely important. The implementation phase is the phase where actual performance of the database is tested. Through giving essential information on operational risk data and database modeling, the main aim of this paper is to contribute to the banks' efforts on this topic. In this manner, this paper is organized for providing the most essential and if necessary detailed technical knowledge on developing an operational risk loss database. In the first part, it is discussed that what are the fundamental properties of operational risk data to be eligible for inclusion in the database, what are the data types and data requirements of Basel-II operational risk advanced measurement approaches, and how and from where shall these data be obtained. In the second part, basic information about the building of a database (database, database modeling, database system etc.) is given. The third part is devoted to the development of an operational risk database and in this part; stages of planning, conceptual design, logical design, physical design and implementation are discussed