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Redes bayesianas e risco operacional

Authors: Doldán Tié, Félix;

Redes bayesianas e risco operacional

Abstract

Texto dispoñible en galego e español Descrición elemental do mecanismo de cálculo dunha rede bayesiana, destacando a importancia desta ferramenta na estimación do risco operacional en banca, dentro do marco das novas normas emanadas dos Acordos de Basilea para a xestión de riscos. O traballo inclúe dúas recompilacións de “software” sobre redes bayesianas, tanto gratuíto coma comercial, coas súas principais características, obtidas de internet, como unha axuda para iniciar un traballo en profundidade sobre o tema Descripción elemental del mecanismo de cálculo de una red bayesiana, destacando la importancia de esta herramienta en la estimación del riesgo operacional en banca, dentro del marco de las nuevas normas emanadas de los Acuerdos de Basilea para la gestión de riesgos. El trabajo incluye dos recopilaciones de “software” sobre redes bayesianas, tanto gratuito como comercial, con sus principales características, obtenidas de internet, como una ayuda para iniciar un trabajo en profundidad sobre el tema Elemental description of the evaluation processs o a bayesian network, highlighting the importante of this tool in relation with the estimation of the operacional risk in banking. A new application of the Bayesian networks as consequence of the norms derived from Basel Accords, regulating risk management. The paper includes a pair of software reference sets, free and commercial, about Bayesian networks, with its main characteristics, obtained from internet. Is a help to initiate a more profound work about the matter SI

Country
Spain
Related Organizations
Keywords

Bayesian networks, Redes bayesianas, Basel accords, Acordos de Basilea, Acuerdos de Basilea, Operational risk, Risco operacional, Riesgo operacional

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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