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 conferencePaper

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 languageAmerican English
Pages1-6
Number of pages6
DOIs
StatePublished - 27 Jun 2018
EventIberian Conference on Information Systems and Technologies, CISTI -
Duration: 27 Jun 2018 → …

Conference

ConferenceIberian Conference on Information Systems and Technologies, CISTI
Period27/06/18 → …

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Arias-Serna, M. A., Caro-Lopera, F. J., Castaneda-Palacio, D. A., Murillo-Gomez, J. G., & Toro, L. T. (2018). Software suite for the measurement of financial risk. 1-6. Paper presented at Iberian Conference on Information Systems and Technologies, CISTI, . https://doi.org/10.23919/CISTI.2018.8399143