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Information system for the quantification of financial risk
Sistema de Información para la cuantificación de riesgos financieros
dc.creator | Arias-Serna M.A. | spa |
dc.creator | Caro-Lopera F.J. | spa |
dc.creator | Echeverri-Arias J.A. | spa |
dc.creator | Castaneda-Palacio D.A. | spa |
dc.creator | Murillo-Gomez J.G. | spa |
dc.date.accessioned | 2017-12-19T19:36:43Z | |
dc.date.available | 2017-12-19T19:36:43Z | |
dc.date.created | 2017 | |
dc.identifier.isbn | 9789899843479 | |
dc.identifier.issn | 21660727 | |
dc.identifier.uri | http://hdl.handle.net/11407/4265 | |
dc.description.abstract | The 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.iso | spa | |
dc.publisher | IEEE Computer Society | spa |
dc.relation.isversionof | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85027062875&doi=10.23919%2fCISTI.2017.7975680&partnerID=40&md5=75564feff661035e73ab4e701b68cfd1 | spa |
dc.source | Scopus | spa |
dc.title | Information system for the quantification of financial risk | spa |
dc.title | Sistema de Información para la cuantificación de riesgos financieros | spa |
dc.type | Conference Paper | eng |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.contributor.affiliation | Arias-Serna, M.A., Universidad de Medellín, Medellín, Colombia | spa |
dc.contributor.affiliation | Caro-Lopera, F.J., Universidad de Medellín, Medellín, Colombia | spa |
dc.contributor.affiliation | Echeverri-Arias, J.A., Universidad de Medellín, Medellín, Colombia | spa |
dc.contributor.affiliation | Castaneda-Palacio, D.A., Universidad de Medellín, Medellín, Colombia | spa |
dc.contributor.affiliation | Murillo-Gomez, J.G., Universidad de Medellín, Medellín, Colombia | spa |
dc.identifier.doi | 10.23919/CISTI.2017.7975680 | |
dc.subject.keyword | Architecture based on pipelines | eng |
dc.subject.keyword | Liquidity risk | eng |
dc.subject.keyword | Operational risk | eng |
dc.subject.keyword | Software engineering | eng |
dc.subject.keyword | Value at risk | eng |
dc.publisher.faculty | Facultad de Ingenierías | spa |
dc.publisher.faculty | Facultad de Ciencias Básicas | spa |
dc.abstract | The 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.affiliation | Universidad de Medellín, Medellín, Colombia | spa |
dc.relation.ispartofes | Iberian Conference on Information Systems and Technologies, CISTI | spa |
dc.relation.references | (2010). Marco Internacional Para La Medición, Seguimiento y Regulación De Riesgo De Liquidez. | spa |
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dc.relation.references | Echeverri 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 |
dc.relation.references | Gorge, P. (2000). Some remarks on the value-at-risk and the conditional value-at-risk. Probabilistic Constrained Optimization: Methodology and Applications. | spa |
dc.relation.references | Holton, G. A. (2003). Value-at-Risk: Theory and Practice. | spa |
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dc.relation.references | Irisarri, G., Mokhtari, S., & Ilya, W. (2014). Systems and Methods for Parameter Estimation for use in Determining Value-at-Risk. | spa |
dc.relation.references | James, M. (2006). Agile Estimation and Planning. | spa |
dc.relation.references | Jorion, P. (1997). VaR: The new benchmark for managing financial risk. Value at Risk: The New Benchmark for Controlling Market Risk. | spa |
dc.relation.references | McNeil, A. J., Frey, R., & Embrechts, P. (2005). Quantitative risk management: Concepts, techniques, and tools. Quantitative risk management: Concepts, techniques, and tools. | spa |
dc.relation.references | Morgan, J. P. (1996). Riskmetrics TM Technology. | spa |
dc.relation.references | Pao, D., & Lu, Z. (2014). A multi-pipeline architecture for high-speed packet classification. Computer Communications, 54, 84-96. doi:10.1016/j.comcom.2014.08.004 | spa |
dc.relation.references | Rockafellar, 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)00271-6 | spa |
dc.relation.references | Serna, 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.2016.7521570 | spa |
dc.relation.references | Takala, 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.2000.860106 | spa |
dc.type.version | info:eu-repo/semantics/publishedVersion | |
dc.type.driver | info:eu-repo/semantics/conferenceObject | |
dc.identifier.reponame | reponame:Repositorio Institucional Universidad de Medellín | spa |
dc.identifier.instname | instname:Universidad de Medellín | spa |
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