Diseño de una metodología para la identificación y la medición del riesgo operativo en instituciones financieras
No. 19 (2004-05-01)Author(s)
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Mario Castillo*Profesor Asociado de la Universidad de los Andes. mcastill@un¡andes.edu.co.
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Álvaro Mendoza**Profesor Instructor de la Universidad de los Andes, a-mendoz@uniandes.edu.co.
Abstract
Considering the interest of important financial organizations at world-wide level and of regulating organizations like the Basel Committee on Banking Supervision in the operational risk management process, this work develops a methodology for identifying and measuring operational risk in financial institutions, supported in Bayesian Networks and Simulation models, and it applies it in a Colombian financial institution.
Keywords:
Riesgo Operativo, Red Bayesiana, Simulación, Administración del Riesgo