Software suite for the measurement of financial risk

Maria Andrea Arias-Serna; Francisco Jose Caro-Lopera; Diego Alejandro Castaneda-Palacio; Juan Guillermo Murillo-Gomez; Linda Tatiana Toro

doi:10.23919/CISTI.2018.8399143

Software suite for the measurement of financial risk

Maria Andrea Arias-Serna, Francisco Jose Caro-Lopera, Diego Alejandro Castaneda-Palacio, Juan Guillermo Murillo-Gomez, Linda Tatiana Toro

Research output: Contribution to conference › Paper

Abstract

© 2018 AISTI. In order to manage the different types of financial risks to which the entities of the sector are exposed on a daily basis, different national and international regulatory organizations have developed a set of monitoring and control tools in which the quantification of risks is vital for financial institutions as this allows calculating their probable losses, and subsequently allows defining and implementing procedures that contemplate the definition of general policies and risk mitigation. In coordination with these tools at the University of Medellin, a software tool called SICRIF has been developed, which has been designed as a suite composed of specialized modules that allow the quantification of liquidity risk, market risk and operational risk.

Original language	American English
Pages	1-6
Number of pages	6
DOIs	https://doi.org/10.23919/CISTI.2018.8399143
State	Published - 27 Jun 2018
Event	Iberian Conference on Information Systems and Technologies, CISTI - Duration: 27 Jun 2018 → …

Conference

Conference	Iberian Conference on Information Systems and Technologies, CISTI
Period	27/06/18 → …

Access to Document

10.23919/CISTI.2018.8399143

https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85049901304&origin=inward

Cite this

@conference{51b3149191ef4623b534dec3533593c9,

title = "Software suite for the measurement of financial risk",

abstract = "{\textcopyright} 2018 AISTI. In order to manage the different types of financial risks to which the entities of the sector are exposed on a daily basis, different national and international regulatory organizations have developed a set of monitoring and control tools in which the quantification of risks is vital for financial institutions as this allows calculating their probable losses, and subsequently allows defining and implementing procedures that contemplate the definition of general policies and risk mitigation. In coordination with these tools at the University of Medellin, a software tool called SICRIF has been developed, which has been designed as a suite composed of specialized modules that allow the quantification of liquidity risk, market risk and operational risk.",

author = "Arias-Serna, {Maria Andrea} and Caro-Lopera, {Francisco Jose} and Castaneda-Palacio, {Diego Alejandro} and Murillo-Gomez, {Juan Guillermo} and Toro, {Linda Tatiana}",

year = "2018",

month = jun,

day = "27",

doi = "10.23919/CISTI.2018.8399143",

language = "American English",

pages = "1--6",

note = "Iberian Conference on Information Systems and Technologies, CISTI ; Conference date: 27-06-2018",

}

TY - CONF

T1 - Software suite for the measurement of financial risk

AU - Arias-Serna, Maria Andrea

AU - Caro-Lopera, Francisco Jose

AU - Castaneda-Palacio, Diego Alejandro

AU - Murillo-Gomez, Juan Guillermo

AU - Toro, Linda Tatiana

PY - 2018/6/27

Y1 - 2018/6/27

N2 - © 2018 AISTI. In order to manage the different types of financial risks to which the entities of the sector are exposed on a daily basis, different national and international regulatory organizations have developed a set of monitoring and control tools in which the quantification of risks is vital for financial institutions as this allows calculating their probable losses, and subsequently allows defining and implementing procedures that contemplate the definition of general policies and risk mitigation. In coordination with these tools at the University of Medellin, a software tool called SICRIF has been developed, which has been designed as a suite composed of specialized modules that allow the quantification of liquidity risk, market risk and operational risk.

AB - © 2018 AISTI. In order to manage the different types of financial risks to which the entities of the sector are exposed on a daily basis, different national and international regulatory organizations have developed a set of monitoring and control tools in which the quantification of risks is vital for financial institutions as this allows calculating their probable losses, and subsequently allows defining and implementing procedures that contemplate the definition of general policies and risk mitigation. In coordination with these tools at the University of Medellin, a software tool called SICRIF has been developed, which has been designed as a suite composed of specialized modules that allow the quantification of liquidity risk, market risk and operational risk.

U2 - 10.23919/CISTI.2018.8399143

DO - 10.23919/CISTI.2018.8399143

M3 - Paper

SP - 1

EP - 6

T2 - Iberian Conference on Information Systems and Technologies, CISTI

Y2 - 27 June 2018

ER -

Software suite for the measurement of financial risk

Abstract

Conference

Access to Document

Fingerprint

Cite this