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

Resultado de la investigación: Contribución a una conferenciaArtículoInvestigación

Resumen

© 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.
Idioma originalInglés estadounidense
Páginas1-6
Número de páginas6
DOI
EstadoPublicada - 27 jun 2018
EventoIberian Conference on Information Systems and Technologies, CISTI -
Duración: 27 jun 2018 → …

Conferencia

ConferenciaIberian Conference on Information Systems and Technologies, CISTI
Período27/06/18 → …

Huella dactilar

Financial risk
Software
Quantification
Market risk
Operational risk
Liquidity risk
Monitoring
Module
Risk mitigation
Financial institutions

Citar esto

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. Papel presentado en Iberian Conference on Information Systems and Technologies, CISTI, . https://doi.org/10.23919/CISTI.2018.8399143
Arias-Serna, Maria Andrea ; Caro-Lopera, Francisco Jose ; Castaneda-Palacio, Diego Alejandro ; Murillo-Gomez, Juan Guillermo ; Toro, Linda Tatiana. / Software suite for the measurement of financial risk. Papel presentado en Iberian Conference on Information Systems and Technologies, CISTI, .6 p.
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Software suite for the measurement of financial risk. / Arias-Serna, Maria Andrea; Caro-Lopera, Francisco Jose; Castaneda-Palacio, Diego Alejandro; Murillo-Gomez, Juan Guillermo; Toro, Linda Tatiana.

2018. 1-6 Papel presentado en Iberian Conference on Information Systems and Technologies, CISTI, .

Resultado de la investigación: Contribución a una conferenciaArtículoInvestigación

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AU - Toro, Linda Tatiana

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Arias-Serna MA, Caro-Lopera FJ, Castaneda-Palacio DA, Murillo-Gomez JG, Toro LT. Software suite for the measurement of financial risk. 2018. Papel presentado en Iberian Conference on Information Systems and Technologies, CISTI, . https://doi.org/10.23919/CISTI.2018.8399143