Basel II establishes different methodologies for the measurement of the operational risk under advanced methods, being most used by the industry the one that is based on the actuarial models (Loss Distribution Approach). According to the method above mentioned, the regulatory capital by operational risk is obtained from the distribution function of losses, by means of convolution between the frequency and severity distributions of every couple business line - risk type, as well as from the correlation with other ones accounted for by the Financial Institution. We focus on the modeling of the distribution of severity, in particular, by instance of outliers which mismatch the adjustment: a) understate capture of the empirical information of the entity; b) great extrapolation, providing figures of expected loss and percentile of the loss distribution out of any economic rationality. We present an alternative methodology to the traditional one used for modeling outliers. The method proposed could be a first approach to conduct a technical assessment of scenarios in which outliers are involved, being applicable not only to operational risk in financial area, but to another sectors like energetic and aerospace