This paper introduces a new methodology to analyze operational risk in the hotel industry. Its purpose is to shed light on the effects of different operational risk events on the performance of share prices and provide tools for risk managers to create buffers to avoid possible failures. Our objective is to develop a simple methodology based on public data that provides useful insights for researchers and practitioners on how to analyze extreme losses in the hotel industry. This is the first paper to analyze the distribution of operational losses in different regions of the world for the hotel industry.