Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]

This paper presents the design and implementation of the information system called Operational Risk Management that facilitates the quantification of operational risk. The system goal is the fulfillment of national and international standards of banking regulation that search controlling and manage...

Full description

Autores:
Tipo de recurso:
Fecha de publicación:
2016
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
eng
OAI Identifier:
oai:repository.udem.edu.co:11407/2869
Acceso en línea:
http://hdl.handle.net/11407/2869
Palabra clave:
architecture based on filters
loss distribution
operational risk
software engineering
Rights
restrictedAccess
License
http://purl.org/coar/access_right/c_16ec
id REPOUDEM2_e59ae8ad655d70edc8046c657f1349ba
oai_identifier_str oai:repository.udem.edu.co:11407/2869
network_acronym_str REPOUDEM2
network_name_str Repositorio UDEM
repository_id_str
spelling 2016-10-28T16:44:55Z2016-10-28T16:44:55Z2016978989984346221660727http://hdl.handle.net/11407/286910.1109/CISTI.2016.7521570This paper presents the design and implementation of the information system called Operational Risk Management that facilitates the quantification of operational risk. The system goal is the fulfillment of national and international standards of banking regulation that search controlling and manage the financial losses resulting from failures in processes, people, systems or external factors. In the work is presents and describes the architectural components of the system, its functionalities and implementation for calculating the Operational Value at Risk (Op-VaR) and obtaining the matrix of expected and unexpected losses, also is shown as the architecture based on filters facilitates the calculations that require large volumes of data with financial information.engIEEE Computer Societyhttp://ieeexplore.ieee.org/document/7521570/?reload=trueIberian Conference on Information Systems and Technologies, CISTIScopusarchitecture based on filtersloss distributionoperational risksoftware engineeringInformation system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]Conference Paperinfo:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_2df8fbb1info:eu-repo/semantics/restrictedAccesshttp://purl.org/coar/access_right/c_16ecUniversidad de Medellín, Medellín, ColombiaInstituto Tecnológico Metropolitano, Facultad de Ciencias Económicas y Administrativas, Medellín, ColombiaSerna M.A.A.Arias J.A.E.Gomez J.G.M.Lopera F.J.C.Arbelaez L.C.F.11407/2869oai:repository.udem.edu.co:11407/28692020-05-27 17:52:39.455Repositorio Institucional Universidad de Medellinrepositorio@udem.edu.co
dc.title.spa.fl_str_mv Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
title Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
spellingShingle Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
architecture based on filters
loss distribution
operational risk
software engineering
title_short Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
title_full Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
title_fullStr Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
title_full_unstemmed Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
title_sort Information system for the quantification of operational risk in financial institutions [Sistema De Información Para La Cuantificación Del Riesgo Operacional En Entidades Financieras]
dc.contributor.affiliation.spa.fl_str_mv Universidad de Medellín, Medellín, Colombia
Instituto Tecnológico Metropolitano, Facultad de Ciencias Económicas y Administrativas, Medellín, Colombia
dc.subject.spa.fl_str_mv architecture based on filters
loss distribution
operational risk
software engineering
topic architecture based on filters
loss distribution
operational risk
software engineering
description This paper presents the design and implementation of the information system called Operational Risk Management that facilitates the quantification of operational risk. The system goal is the fulfillment of national and international standards of banking regulation that search controlling and manage the financial losses resulting from failures in processes, people, systems or external factors. In the work is presents and describes the architectural components of the system, its functionalities and implementation for calculating the Operational Value at Risk (Op-VaR) and obtaining the matrix of expected and unexpected losses, also is shown as the architecture based on filters facilitates the calculations that require large volumes of data with financial information.
publishDate 2016
dc.date.accessioned.none.fl_str_mv 2016-10-28T16:44:55Z
dc.date.available.none.fl_str_mv 2016-10-28T16:44:55Z
dc.date.created.none.fl_str_mv 2016
dc.type.eng.fl_str_mv Conference Paper
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 9789899843462
dc.identifier.issn.none.fl_str_mv 21660727
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/11407/2869
dc.identifier.doi.none.fl_str_mv 10.1109/CISTI.2016.7521570
identifier_str_mv 9789899843462
21660727
10.1109/CISTI.2016.7521570
url http://hdl.handle.net/11407/2869
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.isversionof.spa.fl_str_mv http://ieeexplore.ieee.org/document/7521570/?reload=true
dc.relation.ispartofes.spa.fl_str_mv Iberian Conference on Information Systems and Technologies, CISTI
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_16ec
dc.rights.accessrights.none.fl_str_mv info:eu-repo/semantics/restrictedAccess
eu_rights_str_mv restrictedAccess
rights_invalid_str_mv http://purl.org/coar/access_right/c_16ec
dc.publisher.spa.fl_str_mv IEEE Computer Society
dc.source.spa.fl_str_mv Scopus
institution Universidad de Medellín
repository.name.fl_str_mv Repositorio Institucional Universidad de Medellin
repository.mail.fl_str_mv repositorio@udem.edu.co
_version_ 1814159195541340160

Publicaciones similares