Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]

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 losse...

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Fecha de publicación:: 2019

Institución:: Universidad de Medellín

Repositorio:: Repositorio UDEM

Idioma:: spa

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spelling	20192020-04-29T14:54:09Z2020-04-29T14:54:09Z978989984349321660727http://hdl.handle.net/11407/582110.23919/CISTI.2019.8760607The 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.spaIEEE Computer SocietyIngeniería de Sistemas; Ingeniería de Telecomunicaciones;Ingeniería en EnergíaFacultad de Ingenieríashttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85070087521&doi=10.23919%2fCISTI.2019.8760607&partnerID=40&md5=614a5335bd2994479d46d705838825712019-JuneJorion, P., (2007) Valor en Riesgo, , México: Limusa(2007) CreditMetrics Technical Document, , J. P Morgan & Co., New YorkWilson, T., Portfolio credit risk (1997) Risk Primer, 10 (9)(2004) International Convergence of Capital Measurement and Capital Standards, , Basel Committee on Banking Supervision Bank for International Settlements, BasileaEduard, A., (2003) Medicion Integral Del Riesgo de Credito, , Mexico: LimusaHaro, A.D.L., (2005) Medición y Control de Riesgos Financieros, , México D. F: LimusaColombia, F.D.S., (1995) Gestion de Riesgo de Credito, , BógotaCesar, A.J., (2013) Intridicción Al Analisis de Riesgo Financiero, , Cali: Universidad ICESIA risk-sensitive approach for stressed transition probability matrixes (2018) Journal of Risk Model Validation, 12 (3), p. 24Zapata, A., Modelando el riesgo de crédito en Colombia: Matrices de transición para la cartera comercial. Apuntes de banca y finanzas (2003) ASOBANCARIA, (6). , BogotáBass, L., Clements, P., (1998) Kazman, Software Architecture in Practice, , Addison-WesleyClements, R., Kazman, P., (2001) Evaluating Software Architectures, , Addison WesleyIberian Conference on Information Systems and Technologies, CISTICredit riskSoftware engineeringTransition matricesFinanceInformation managementInformation useRisk managementSoftware engineeringCredit risk managementCredit risksFinancial institutionFuture lossProbability of defaultsTransition matricesRisk assessmentInformation system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]Conference Paperinfo:eu-repo/semantics/articlehttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_2df8fbb1Aguilar, 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, Colombiahttp://purl.org/coar/access_right/c_16ecAguilar D.G.Gómez L.F.M.Londoño D.A.B.Zuluaica C.A.11407/5821oai:repository.udem.edu.co:11407/58212020-05-27 15:54:42.463Repositorio Institucional Universidad de Medellinrepositorio@udem.edu.co
dc.title.none.fl_str_mv	Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]
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]
spellingShingle	Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras] Credit risk Software engineering Transition matrices Finance Information management Information use Risk management Software engineering Credit risk management Credit risks Financial institution Future loss Probability of defaults Transition matrices Risk assessment
title_short	Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]
title_full	Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]
title_fullStr	Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]
title_full_unstemmed	Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]
title_sort	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.subject.none.fl_str_mv	Credit risk Software engineering Transition matrices Finance Information management Information use Risk management Software engineering Credit risk management Credit risks Financial institution Future loss Probability of defaults Transition matrices Risk assessment
topic	Credit risk Software engineering Transition matrices Finance Information management Information use Risk management Software engineering Credit risk management Credit risks Financial institution Future loss Probability of defaults Transition matrices Risk assessment
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.
publishDate	2019
dc.date.accessioned.none.fl_str_mv	2020-04-29T14:54:09Z
dc.date.available.none.fl_str_mv	2020-04-29T14:54:09Z
dc.date.none.fl_str_mv	2019
dc.type.eng.fl_str_mv	Conference Paper
dc.type.coarversion.fl_str_mv	http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv	http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.driver.none.fl_str_mv	info:eu-repo/semantics/article
dc.identifier.isbn.none.fl_str_mv	9789899843493
dc.identifier.issn.none.fl_str_mv	21660727
dc.identifier.uri.none.fl_str_mv	http://hdl.handle.net/11407/5821
dc.identifier.doi.none.fl_str_mv	10.23919/CISTI.2019.8760607
identifier_str_mv	9789899843493 21660727 10.23919/CISTI.2019.8760607
url	http://hdl.handle.net/11407/5821
dc.language.iso.none.fl_str_mv	spa
language	spa
dc.relation.isversionof.none.fl_str_mv	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85070087521&doi=10.23919%2fCISTI.2019.8760607&partnerID=40&md5=614a5335bd2994479d46d70583882571
dc.relation.citationvolume.none.fl_str_mv	2019-June
dc.relation.references.none.fl_str_mv	Jorion, P., (2007) Valor en Riesgo, , México: Limusa (2007) CreditMetrics Technical Document, , J. P Morgan & Co., New York Wilson, T., Portfolio credit risk (1997) Risk Primer, 10 (9) (2004) International Convergence of Capital Measurement and Capital Standards, , Basel Committee on Banking Supervision Bank for International Settlements, Basilea Eduard, A., (2003) Medicion Integral Del Riesgo de Credito, , Mexico: Limusa Haro, A.D.L., (2005) Medición y Control de Riesgos Financieros, , México D. F: Limusa Colombia, F.D.S., (1995) Gestion de Riesgo de Credito, , Bógota Cesar, A.J., (2013) Intridicción Al Analisis de Riesgo Financiero, , Cali: Universidad ICESI A risk-sensitive approach for stressed transition probability matrixes (2018) Journal of Risk Model Validation, 12 (3), p. 24 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 Bass, L., Clements, P., (1998) Kazman, Software Architecture in Practice, , Addison-Wesley Clements, R., Kazman, P., (2001) Evaluating Software Architectures, , Addison Wesley
dc.rights.coar.fl_str_mv	http://purl.org/coar/access_right/c_16ec
rights_invalid_str_mv	http://purl.org/coar/access_right/c_16ec
dc.publisher.none.fl_str_mv	IEEE Computer Society
dc.publisher.program.none.fl_str_mv	Ingeniería de Sistemas; Ingeniería de Telecomunicaciones;Ingeniería en Energía
dc.publisher.faculty.none.fl_str_mv	Facultad de Ingenierías
publisher.none.fl_str_mv	IEEE Computer Society
dc.source.none.fl_str_mv	Iberian Conference on Information Systems and Technologies, CISTI
institution	Universidad de Medellín
repository.name.fl_str_mv	Repositorio Institucional Universidad de Medellin
repository.mail.fl_str_mv	repositorio@udem.edu.co
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Information system for the measurement of credit risk in financial institutions [Sistema de Información para la medición del Riesgo de Crédito en Entidades Financieras]

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