Mostrar el registro sencillo del ítem
Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]
dc.creator | Aguilar D.G. | |
dc.creator | Gómez L.F.M. | |
dc.creator | Londoño D.A.B. | |
dc.creator | Zuluaica C.A. | |
dc.date | 2019 | |
dc.date.accessioned | 2020-04-29T14:54:09Z | |
dc.date.available | 2020-04-29T14:54:09Z | |
dc.identifier.isbn | 9789899843493 | |
dc.identifier.issn | 21660727 | |
dc.identifier.uri | http://hdl.handle.net/11407/5821 | |
dc.description | The measurement of credit risk is a major concern for financial institutions that are dedicated to placing resources and therefore, require elements that allow them to perform analysis and monitoring of the evolution of the credit behavior of their clients, in this way they can minimize future losses. In order to provide tools that support companies has developed the Credit Risk Management Information System that allows the calculation of the probability of default of customers through transition matrices. This tool is useful for a company in the financial and solidarity sector that allows them to manage credit risk more efficiently. © 2019 AISTI. | |
dc.language.iso | spa | |
dc.publisher | IEEE Computer Society | |
dc.relation.isversionof | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85070087521&doi=10.23919%2fCISTI.2019.8760607&partnerID=40&md5=614a5335bd2994479d46d70583882571 | |
dc.source | Iberian Conference on Information Systems and Technologies, CISTI | |
dc.subject | Credit risk | |
dc.subject | Software engineering | |
dc.subject | Transition matrices | |
dc.subject | Finance | |
dc.subject | Information management | |
dc.subject | Information use | |
dc.subject | Risk management | |
dc.subject | Software engineering | |
dc.subject | Credit risk management | |
dc.subject | Credit risks | |
dc.subject | Financial institution | |
dc.subject | Future loss | |
dc.subject | Probability of defaults | |
dc.subject | Transition matrices | |
dc.subject | Risk assessment | |
dc.title | Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras] | |
dc.type | Conference Paper | eng |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.publisher.program | Ingeniería de Sistemas; Ingeniería de Telecomunicaciones;Ingeniería en Energía | |
dc.identifier.doi | 10.23919/CISTI.2019.8760607 | |
dc.relation.citationvolume | 2019-June | |
dc.publisher.faculty | Facultad de Ingenierías | |
dc.affiliation | Aguilar, D.G., Universidad de Medellín, Medellín, Colombia; Gómez, L.F.M., Universidad de Medellín, Medellín, Colombia; Londoño, D.A.B., Universidad de Medellín, Medellín, Colombia; Zuluaica, C.A., Universidad de Medellín, Medellín, Colombia | |
dc.relation.references | Jorion, P., (2007) Valor en Riesgo, , México: Limusa | |
dc.relation.references | (2007) CreditMetrics Technical Document, , J. P Morgan & Co., New York | |
dc.relation.references | Wilson, T., Portfolio credit risk (1997) Risk Primer, 10 (9) | |
dc.relation.references | (2004) International Convergence of Capital Measurement and Capital Standards, , Basel Committee on Banking Supervision Bank for International Settlements, Basilea | |
dc.relation.references | Eduard, A., (2003) Medicion Integral Del Riesgo de Credito, , Mexico: Limusa | |
dc.relation.references | Haro, A.D.L., (2005) Medición y Control de Riesgos Financieros, , México D. F: Limusa | |
dc.relation.references | Colombia, F.D.S., (1995) Gestion de Riesgo de Credito, , Bógota | |
dc.relation.references | Cesar, A.J., (2013) Intridicción Al Analisis de Riesgo Financiero, , Cali: Universidad ICESI | |
dc.relation.references | A risk-sensitive approach for stressed transition probability matrixes (2018) Journal of Risk Model Validation, 12 (3), p. 24 | |
dc.relation.references | Zapata, A., Modelando el riesgo de crédito en Colombia: Matrices de transición para la cartera comercial. Apuntes de banca y finanzas (2003) ASOBANCARIA, (6). , Bogotá | |
dc.relation.references | Bass, L., Clements, P., (1998) Kazman, Software Architecture in Practice, , Addison-Wesley | |
dc.relation.references | Clements, R., Kazman, P., (2001) Evaluating Software Architectures, , Addison Wesley | |
dc.type.version | info:eu-repo/semantics/publishedVersion | |
dc.type.driver | info:eu-repo/semantics/article |
Ficheros en el ítem
Ficheros | Tamaño | Formato | Ver |
---|---|---|---|
No hay ficheros asociados a este ítem. |
Este ítem aparece en la(s) siguiente(s) colección(ones)
-
Indexados Scopus [1813]