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Information System for the Measurement of Liquidity Risk in the Colombian Solidarity Sector [Sistema de Información para la Medición del Riesgo de Liquidez en el Sector Solidario Colombiano]
dc.contributor.author | Arias-Serna M.A | |
dc.contributor.author | Echeverri-Arias J.A | |
dc.contributor.author | Hernández-Varela D.A. | |
dc.date.accessioned | 2023-10-24T19:26:38Z | |
dc.date.available | 2023-10-24T19:26:38Z | |
dc.date.created | 2021 | |
dc.identifier.issn | 16469895 | |
dc.identifier.uri | http://hdl.handle.net/11407/8160 | |
dc.description.abstract | This article presents the analysis, design and implementation of the information system called “IRL” that calculates the liquidity risk indicator, which is developed according to the requirements of the Superintendency of the Colombian Solidarity Economy. The implemented platform quantifies liquidity risk, identifies early warnings to mitigate the realization of this risk, and facilitates the implementation of the liquidity risk contingency plan. For system development, a microservices-based architecture was designed, highlighting the possibility of each microservice implemented taking care of a single part of the system’s functionality, providing properties such as independence, scaling, and ease of maintenance. © 2021, Associacao Iberica de Sistemas e Tecnologias de Informacao. All rights reserved. | eng |
dc.language.iso | spa | |
dc.publisher | Associacao Iberica de Sistemas e Tecnologias de Informacao | |
dc.relation.isversionof | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134051322&partnerID=40&md5=d87ffede41abd1f41db14f5a0480f337 | |
dc.source | Rev. Iberica Sist. Tecnol. Inf. | |
dc.source | RISTI - Revista Iberica de Sistemas e Tecnologias de Informacao | eng |
dc.subject | Financial risk | eng |
dc.subject | Liquidity Risk Indicator | eng |
dc.subject | Microservices | eng |
dc.subject | Software Architecture | eng |
dc.subject | XQuery | eng |
dc.title | Information System for the Measurement of Liquidity Risk in the Colombian Solidarity Sector [Sistema de Información para la Medición del Riesgo de Liquidez en el Sector Solidario Colombiano] | eng |
dc.type | Article | |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.publisher.program | Ingeniería de Sistemas | spa |
dc.publisher.program | Ingeniería de Sistemas | spa |
dc.type.spa | Artículo | |
dc.identifier.doi | https://www.proquest.com/scholarly-journals/sistema-de-información-para-la-medición-del/docview/2597848934/se-2 | |
dc.relation.citationvolume | 2021 | |
dc.relation.citationissue | E44 | |
dc.relation.citationstartpage | 437 | |
dc.relation.citationendpage | 448 | |
dc.publisher.faculty | Facultad de Ingenierías | spa |
dc.affiliation | Arias-Serna, M.A., Facultad de Ingenierías, Universidad de Medellín, Carrera 87 N° 30-65, Medellín, Colombia | |
dc.affiliation | Echeverri-Arias, J.A., Facultad de Ingenierías, Universidad de Medellín, Carrera 87 N° 30-65, Medellín, Colombia | |
dc.affiliation | Hernández-Varela, D.A., Facultad de Ingenierías, Universidad de Medellín, Carrera 87 N° 30-65, Medellín, Colombia | |
dc.relation.references | Akbulut, A., Perros, H., Performance Analysis of Microservices Design Patterns (2019) IEEE Internet Comput, pp. 19-27 | |
dc.relation.references | Arias-Serna, M. a., Caro-Lopera, F. J., Loubes, J. M., Risk measures: a generalization from the univariate to matrix-variate (2021) Journal of Risk, 23 (4), pp. 1-20 | |
dc.relation.references | Arias-Serna, M. A., Caro-Lopera, F., Murillo, J., Information system for the quantification of operational risk in financial institutions (2016) 11th Iberian Conference on Information Systems and Technologies (CISTI), , Gran Canaria | |
dc.relation.references | Arias-Serna, M., Caro-Lopera, F., Castaño, D., Information system for the quantification of financial risk (2017) de 12th Iberian Conference on Information Systems and Technologies (CISTI), , Lisbón | |
dc.relation.references | Arias-Serna, M., Guzmán-Aguilar, D., Valdez, D., Sistema de información para la cuantificación de pérdidas esperadas: Una aplicación en las entidades del sector solidario colombiano (2021) Revista Iberica de Sistemas e Tecnologias de Informacao, E39, pp. 440-460 | |
dc.relation.references | Arora, A., Kohli, H. K., Liquidity Risk and Asset-Liability Management: A Comparative Study of Public and Private Sector Banks (2018) Journal of Applied Finance, pp. 18-33 | |
dc.relation.references | Bakshi, K., Microservices-based software architecture and approaches (2017) 2017 IEEE Aerospace Conference, pp. 1-8. , IEEE | |
dc.relation.references | Cerny Tom, M. J., Contextual understanding of microservice architecture: current and future directions (2018) ACM SIGAPP Applied Computing Review, 17 (4), pp. 29-45 | |
dc.relation.references | Chen, Y. K., Shen, C. H., Kao, L., Yeh, C. Y., Bank Liquidity Risk and Performance (2018) Review of Pacific Basin Financial Markets and Policies, pp. 395-415 | |
dc.relation.references | Bhamare, D., Multi-objective scheduling of micro-services for optimal service function chains (2017) 2017 IEEE International Conference on Communications (ICC), pp. 1-6. , M. S. pages | |
dc.relation.references | Dieter, M. H., (2011) An architectural approach towards the future internet of things, Architecting the internet of things, pp. 1-24. , Springer Berlin Heidelberg | |
dc.relation.references | Echeverri-Arias, J., Arias-Serna, M., Murillo-Gómez, J., Design of information system for the Liquidity Risk Management in financial institutions 10th Iberian Conference on Information Systems and Technologies, , (20015). Portugal | |
dc.relation.references | García Castro, Á. A., (2015) Metodología para la Medición del Riesgo de Liquidez en una Cooperativa Financiera, , Medellín: Factultad de Ingenierías-Universidad de Medellín | |
dc.relation.references | Gonzales Uribe, J., Osorio Rodríguez, D. E., Una propuesta para la medición, seguimiento y regulación del riesgo de liquidez en Colombia (2007) Boletín del CEMLA, pp. 77-82 | |
dc.relation.references | Osorio Rodríguez, J. E., (2011) Riesgo de Fondeo, riesgo de liquidez y relación de solvencia en un modelo de espirales de liquidez, , México D.F.: Centro de Estudios Monetarios Latinoamericanos | |
dc.relation.references | Pagliacci, C., Peña, J., Una Medida Sistémica del Riesgo de Liquidez (2017) Revista Monetaria, pp. 175-218 | |
dc.relation.references | Parada Martinez, J. V., (2015) Modelos de Riesgo de Liquidez, , México D. F.: Factultad de Ingenierías-Universidad Nacional Autonóma de México | |
dc.relation.references | Saifuddin Khan, M., Scheule, H., Wu, E., Funding liquidity and bank risk taking (2017) Journal of Banking and Finance, pp. 203-2016 | |
dc.relation.references | Sánchez Mayorga, X., Millán Solarte, J. C., Medición del Riesgo de Liquidez. Una Aplicación en el Sector Cooperativo (2012) Revista Entramado-universidad Libre de Colombia, pp. 90-98 | |
dc.relation.references | (2020) Metodología y modelo estándar de medición del riesgo de liquidez para las cooperativas de ahorro y crédito, multiactivas e integrales con sección de ahorro y crédito, , Bogotá: Ministerio de Hacienda y Crédito Público | |
dc.type.version | info:eu-repo/semantics/publishedVersion | |
dc.identifier.reponame | reponame:Repositorio Institucional Universidad de Medellín | |
dc.identifier.repourl | repourl:https://repository.udem.edu.co/ | |
dc.identifier.instname | instname:Universidad de Medellín |
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