Iberian Conference on Information Systems and Technologies, CISTI

Resultado de la investigación: Contribución a una conferenciaArtículoInvestigación

2 Citas (Scopus)

Resumen

Idioma originalInglés estadounidense
DOI
EstadoPublicada - 25 jul 2016
Eventoconference -
Duración: 25 jul 2016 → …

Conferencia

Conferenciaconference
Período25/07/16 → …

Huella dactilar

Information systems
Operational risk
External factors
International standards
Risk management
Banking regulation
Functionality
Value at risk
Financial information
Filter
Quantification

Citar esto

@conference{94b5096005af4af6a7f5183fc5115aac,
title = "Iberian Conference on Information Systems and Technologies, CISTI",
abstract = "{\circledC} 2016 AISTI. 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.",
author = "Serna, {Maria Andrea Arias} and Arias, {Jaime Alberto Echeverri} and Gomez, {Juan Guillermo Murillo} and Lopera, {Francisco Jose Caro} and Arbelaez, {Luis Ceferino Franco}",
year = "2016",
month = "7",
day = "25",
doi = "10.1109/CISTI.2016.7521570",
language = "American English",
note = "conference ; Conference date: 25-07-2016",

}

Iberian Conference on Information Systems and Technologies, CISTI. / Serna, Maria Andrea Arias; Arias, Jaime Alberto Echeverri; Gomez, Juan Guillermo Murillo; Lopera, Francisco Jose Caro; Arbelaez, Luis Ceferino Franco.

2016. Papel presentado en conference, .

Resultado de la investigación: Contribución a una conferenciaArtículoInvestigación

TY - CONF

T1 - Iberian Conference on Information Systems and Technologies, CISTI

AU - Serna, Maria Andrea Arias

AU - Arias, Jaime Alberto Echeverri

AU - Gomez, Juan Guillermo Murillo

AU - Lopera, Francisco Jose Caro

AU - Arbelaez, Luis Ceferino Franco

PY - 2016/7/25

Y1 - 2016/7/25

N2 - © 2016 AISTI. 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.

AB - © 2016 AISTI. 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.

U2 - 10.1109/CISTI.2016.7521570

DO - 10.1109/CISTI.2016.7521570

M3 - Paper

ER -