Counterpart model for the cooperativa financiera de antioquia

Project Details

Description

According to the good use of liquidity that financial institutions must apply, the risk assumed in highly risky investments that could affect reputational and liquidity risk is hidden, which would generate panic among users of financial services

Objective

Design and implement a quantitative internal model for the identification, measurement, control and monitoring of counterparty risk, which allows timely and continuous decision making in the mitigation of said risk

Expected results

Construction and structuring of the database for the quantification of counterparty risk.
StatusFinished
Effective start/end date1/02/121/08/13

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