This study examines the role of advanced operational risk management frameworks in strengthening the financial stability of banking institutions within increasingly complex and volatile financial environments. The research develops an integrated analytical model that combines qualitative governance indicators with quantitative risk metrics to evaluate the effectiveness of operational risk controls on capital adequacy, asset quality, and profitability. Using a panel dataset of commercial banks over a multi-year period, the study employs econometric and stochastic modeling techniques to identify the transmission channels through which operational risk influences systemic resilience. The findings reveal that banks implementing advanced risk identification, loss event databases, and scenario-based stress testing exhibit significantly lower volatility in return on assets and non-performing loan ratios, alongside improved regulatory capital buffers.