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Arquitectura de software para la medición del riesgo operacional en entidades del sector financiero

Authors: Arias Serna, María A.; Echeverri Arias, Jaime A.; Murillo Gómez, Juan G.; Caro Lopera, Francisco J.; Franco Arbeláez, Luis C.;

Arquitectura de software para la medición del riesgo operacional en entidades del sector financiero

Abstract

La medición de los riesgos financieros tales como operacional, liquidez y crédito, entre otros, es una de las preocupaciones más frecuentes en el sector financiero; en este sentido, la materialización del riesgo operacional da lugar a enormes pérdidas monetarias derivadas de fallos en las personas, en los procesos y en los procedimientos que inciden en la operación de la entidad. Con el fin de sistematizar la medición del riesgo operacional se ha desarrollado el Sistema de Información Operational Risk Management, el cual facilita la medición del riesgo operacional, a partir de la obtención de la matriz de pérdidas esperadas e inesperadas y la estimación de Valor en Riesgo Operacional (Op-VaR) para los diferentes fallos que se puedan presentar en cada una de las líneas de negocio con las que cuenta la entidad. En este trabajo se muestra cómo el uso de la arquitectura basada en filtros facilita y agiliza cálculos que requieren grandes volúmenes de datos con información financiera. Actualmente el Sistema de Información es utilizado por entidades del sector financiero colombiano quienes a partir de su uso han optimizado tanto sus utilidades como la productividad del talento humano, toda vez que el sistema ha permitido generar planes de contingencia para atender una crisis por riesgo operacional

Country
Spain
Related Organizations
Keywords

Valor en Riesgo, Arquitectura basada en filtros, Software engineering, Pruebas de bondad de ajuste, Goodness of fit tests, Operational risk, Architecture based on filters, Distribución de pérdidas, Ingeniería de software, Riesgo operacional, Value at risk, Loss distribution

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green