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Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
dc.creator | Serna M.A.A. | spa |
dc.creator | Arias J.A.E. | spa |
dc.creator | Gomez J.G.M. | spa |
dc.creator | Lopera F.J.C. | spa |
dc.creator | Arbelaez L.C.F. | spa |
dc.date.accessioned | 2016-10-28T16:44:55Z | |
dc.date.available | 2016-10-28T16:44:55Z | |
dc.date.created | 2016 | |
dc.identifier.isbn | 9789899843462 | |
dc.identifier.issn | 21660727 | |
dc.identifier.uri | http://hdl.handle.net/11407/2869 | |
dc.description.abstract | This paper presents the design and implementation of the information system called Operational Risk Management that facilitates the quantification of operational risk. The system goal is the fulfillment of national and international standards of banking regulation that search controlling and manage the financial losses resulting from failures in processes, people, systems or external factors. In the work is presents and describes the architectural components of the system, its functionalities and implementation for calculating the Operational Value at Risk (Op-VaR) and obtaining the matrix of expected and unexpected losses, also is shown as the architecture based on filters facilitates the calculations that require large volumes of data with financial information. | eng |
dc.language.iso | eng | |
dc.publisher | IEEE Computer Society | spa |
dc.relation.isversionof | http://ieeexplore.ieee.org/document/7521570/?reload=true | spa |
dc.source | Scopus | spa |
dc.subject | architecture based on filters | spa |
dc.subject | loss distribution | spa |
dc.subject | operational risk | spa |
dc.subject | software engineering | spa |
dc.title | Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras] | spa |
dc.type | Conference Paper | eng |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.contributor.affiliation | Universidad de Medellín, Medellín, Colombia | spa |
dc.contributor.affiliation | Instituto Tecnológico Metropolitano, Facultad de Ciencias Económicas y Administrativas, Medellín, Colombia | spa |
dc.identifier.doi | 10.1109/CISTI.2016.7521570 | |
dc.relation.ispartofes | Iberian Conference on Information Systems and Technologies, CISTI | spa |
dc.type.driver | info:eu-repo/semantics/article |
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