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Information system for the quantification of financial risk

Sistema de Información para la cuantificación de riesgos financieros

dc.creatorArias-Serna M.A.spa
dc.creatorCaro-Lopera F.J.spa
dc.creatorEcheverri-Arias J.A.spa
dc.creatorCastaneda-Palacio D.A.spa
dc.creatorMurillo-Gomez J.G.spa
dc.date.accessioned2017-12-19T19:36:43Z
dc.date.available2017-12-19T19:36:43Z
dc.date.created2017
dc.identifier.isbn9789899843479
dc.identifier.issn21660727
dc.identifier.urihttp://hdl.handle.net/11407/4265
dc.description.abstractThe quantification of financial risk such as liquidity risk and others is one of the most frequent concern in the bank and corporative sector, in this sense, the liquidity risk materialization causes big monetary lost when corporations are incapable on give appropriate fulfillment of obligations due to lack of liquid resources. On the other hand, when operational risk is present, there are large losses due to fails on the procedures that adversely affect the functioning of the organization. With the goal of systematize the risk quantification it has implement the Information System Financial Risk Management, which was constructed like a suite of software compound by two applications that facilities the quantification of liquidity risk and operational risk. Nowadays the Information System is used by corporations in Colombian financial sector, who by means of use of tools has been reached the fulfillment the results, avoiding the materialization of negative events. © 2017 AISTI.eng
dc.language.isospa
dc.publisherIEEE Computer Societyspa
dc.relation.isversionofhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85027062875&doi=10.23919%2fCISTI.2017.7975680&partnerID=40&md5=75564feff661035e73ab4e701b68cfd1spa
dc.sourceScopusspa
dc.titleInformation system for the quantification of financial riskspa
dc.titleSistema de Información para la cuantificación de riesgos financierosspa
dc.typeConference Papereng
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.contributor.affiliationArias-Serna, M.A., Universidad de Medellín, Medellín, Colombiaspa
dc.contributor.affiliationCaro-Lopera, F.J., Universidad de Medellín, Medellín, Colombiaspa
dc.contributor.affiliationEcheverri-Arias, J.A., Universidad de Medellín, Medellín, Colombiaspa
dc.contributor.affiliationCastaneda-Palacio, D.A., Universidad de Medellín, Medellín, Colombiaspa
dc.contributor.affiliationMurillo-Gomez, J.G., Universidad de Medellín, Medellín, Colombiaspa
dc.identifier.doi10.23919/CISTI.2017.7975680
dc.subject.keywordArchitecture based on pipelineseng
dc.subject.keywordLiquidity riskeng
dc.subject.keywordOperational riskeng
dc.subject.keywordSoftware engineeringeng
dc.subject.keywordValue at riskeng
dc.publisher.facultyFacultad de Ingenieríasspa
dc.publisher.facultyFacultad de Ciencias Básicasspa
dc.abstractThe quantification of financial risk such as liquidity risk and others is one of the most frequent concern in the bank and corporative sector, in this sense, the liquidity risk materialization causes big monetary lost when corporations are incapable on give appropriate fulfillment of obligations due to lack of liquid resources. On the other hand, when operational risk is present, there are large losses due to fails on the procedures that adversely affect the functioning of the organization. With the goal of systematize the risk quantification it has implement the Information System Financial Risk Management, which was constructed like a suite of software compound by two applications that facilities the quantification of liquidity risk and operational risk. Nowadays the Information System is used by corporations in Colombian financial sector, who by means of use of tools has been reached the fulfillment the results, avoiding the materialization of negative events. © 2017 AISTI.eng
dc.creator.affiliationUniversidad de Medellín, Medellín, Colombiaspa
dc.relation.ispartofesIberian Conference on Information Systems and Technologies, CISTIspa
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dc.relation.referencesEcheverri Arias, J. A., Murillo Gomez, J. G., Arias Serna, M. A., Klein, C., & Franco Arbelaez, L. C. (2015). Design of information system for the liquidity risk management in financial institutions. De Atas Da 10a Conferência Ibérica De Sistema.spa
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dc.relation.referencesRockafellar, R. T., & Uryasev, S. (2002). Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7), 1443-1471. doi:10.1016/S0378-4266(02)00271-6spa
dc.relation.referencesSerna, M. A. A., Arias, J. A. E., Gomez, J. G. M., Lopera, F. J. C., & Arbelaez, L. C. F. (2016). Information system for the quantification of operational risk in financial institutions. Paper presented at the Iberian Conference on Information Systems and Technologies, CISTI, 2016-July doi:10.1109/CISTI.2016.7521570spa
dc.relation.referencesTakala, J., Nikara, J., Akopian, D., Astola, J., & Saarinen, J. (2000). Pipeline architecture for 8×8 discrete cosine transform. Paper presented at the ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, 6 3303-3306. doi:10.1109/ICASSP.2000.860106spa
dc.type.versioninfo:eu-repo/semantics/publishedVersion
dc.type.driverinfo:eu-repo/semantics/conferenceObject
dc.identifier.reponamereponame:Repositorio Institucional Universidad de Medellínspa
dc.identifier.instnameinstname:Universidad de Medellínspa


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