Mostrar el registro sencillo del ítem
Riesgo Operativo: modelo LDA con Risk Simulator
dc.contributor.author | León Ardila, Laura Cristina | |
dc.contributor.author | Hernández Macías, Diego Andrés | |
dc.contributor.author | Prada Barajas, Ángela Tatiana | |
dc.contributor.author | Pérez Quintero, Kelly Johanna | |
dc.contributor.author | Delgado Rico, Andrea Carolina | |
dc.coverage.spatial | Bucaramanga (Santander, Colombia) | spa |
dc.coverage.temporal | 2015 | spa |
dc.date.accessioned | 2022-05-25T20:19:11Z | |
dc.date.available | 2022-05-25T20:19:11Z | |
dc.date.issued | 2015-10 | |
dc.identifier.issn | ISSN 2344-7079 | spa |
dc.identifier.uri | http://hdl.handle.net/20.500.12749/16498 | |
dc.description.abstract | Este artículo aborda un análisis de los fundamentos y simulación del modelo de Distribución de Pérdidas Agregadas como una metodología de medición del Riesgo Operacional, basados en los requerimientos que Basilea II propuso en el 2.004 para controlar, medir y gestionar el riesgo. En el artículo se presenta la conceptualización del modelo LDA y parámetros necesarios para su medición incluyendo métodos numéricos y usando como herramienta para su simulación el Risk Simulator | spa |
dc.format.mimetype | application/pdf | spa |
dc.language.iso | spa | spa |
dc.relation.ispartofseries | Generación Creativa : Encuentro de Semilleros de Investigación UNAB | spa |
dc.relation.uri | http://hdl.handle.net/20.500.12749/14236 | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/co/ | * |
dc.source | Generación Creativa. Generación Creativa : Encuentro de Semilleros de Investigación UNAB ; Volumen 04, Número 04 (Octubre 2015) ; páginas 146-150 | spa |
dc.title | Riesgo Operativo: modelo LDA con Risk Simulator | spa |
dc.type | Conference | eng |
dc.title.translated | Operational Risk: LDA model with Risk Simulator | spa |
dc.publisher.grantor | Universidad Autónoma de Bucaramanga UNAB | spa |
dc.rights.local | Abierto (Texto Completo) | spa |
dc.publisher.faculty | Facultad Ingeniería | |
dc.publisher.program | Pregrado Ingeniería Financiera | |
dc.type.driver | info:eu-repo/semantics/conferenceProceedings | spa |
dc.type.local | Memoria de eventos | spa |
dc.type.coar | http://purl.org/coar/resource_type/c_f744 | |
dc.subject.keywords | Loss distribution | spa |
dc.subject.keywords | Frequency | spa |
dc.subject.keywords | Severity | spa |
dc.subject.keywords | Operational risk | spa |
dc.subject.keywords | Event types | spa |
dc.subject.keywords | Business lines | spa |
dc.subject.keywords | OPVaR | spa |
dc.subject.keywords | Research proposal | spa |
dc.subject.keywords | Hotbeds of research | spa |
dc.subject.keywords | UNAB | spa |
dc.subject.keywords | Event memories | spa |
dc.identifier.instname | instname:Universidad Autónoma de Bucaramanga - UNAB | spa |
dc.identifier.reponame | reponame:Repositorio Institucional UNAB | spa |
dc.type.hasversion | info:eu-repo/semantics/acceptedVersion | spa |
dc.rights.accessrights | info:eu-repo/semantics/openAccess | spa |
dc.relation.references | M. Á Nieto Giménez-Montesinos, El tratamiento de Riesgo Operacional en Basilea II, Estabilidad Financiera No 8, Banco de España | spa |
dc.relation.references | Ding, W. and Marchionini, G. 1997. A Study on Video Browsing Strategies. Technical Report. University of Maryland at College Park. | spa |
dc.relation.references | Fröhlich, B. and Plate, J. 2000. The cubic mouse: a new device for three-dimensional input. In Proceedings of the SIGCHI Conference on Human Factors in Computing Systems (The Hague, The Netherlands, April 01 - 06, 2000). CHI '00. ACM, New York, NY, 526-531. DOI= http://doi.acm.org/10.1145/332040.332491. | spa |
dc.relation.references | Tavel, P. 2007. Modeling and Simulation Design. AK Peters Ltd., Natick, MA. | spa |
dc.relation.references | Sannella, M. J. 1994. Constraint Satisfaction and Debugging for Interactive User Interfaces. Doctoral Thesis. UMI Order Number: UMI Order No. GAX95-09398., University of Washington | spa |
dc.relation.references | Forman, G. 2003. An extensive empirical study of feature selection metrics for text classification. J. Mach. Learn. Res. 3 (Mar. 2003), 1289-1305. | spa |
dc.relation.references | Brown, L. D., Hua, H., and Gao, C. 2003. A widget framework for augmented interaction in SCAPE. In Proceedings of the 16th Annual ACM Symposium on User Interface Software and Technology (Vancouver, Canada, November 02 - 05, 2003). UIST '03. ACM, New York, NY, 1-10. DOI= http://doi.acm.org/10.1145/964696.964697. | spa |
dc.relation.references | Yu, Y. T. and Lau, M. F. 2006. A comparison of MC/DC, MUMCUT and several other coverage criteria for logical decisions. J. Syst. Softw. 79, 5 (May. 2006), 577-590. DOI= http://dx.doi.org/10.1016/j.jss.2005.05.030. | spa |
dc.relation.references | Spector, A. Z. 1989. Achieving application requirements. In Distributed Systems, S. Mullender, Ed. ACM Press Frontier Series. ACM, New York, NY, 19-33. DOI= http://doi.acm.org/10.1145/90417.90738. | spa |
dc.subject.lemb | Propuesta de investigación | spa |
dc.subject.lemb | Semilleros de investigación | spa |
dc.subject.lemb | UNAB | spa |
dc.subject.lemb | Memorias de evento | spa |
dc.identifier.repourl | repourl:https://repository.unab.edu.co | spa |
dc.description.abstractenglish | This article deals with an analysis of the fundamentals and simulation of the Aggregate Loss Distribution model as a methodology for measuring Operational Risk, based on the requirements that Basel II proposed in 2004 to control, measure and manage risk. The article presents the conceptualization of the LDA model and the necessary parameters for its measurement, including numerical methods and using the Risk Simulator as a tool for its simulation | spa |
dc.subject.proposal | Distribución de pérdidas | spa |
dc.subject.proposal | Frecuencia | spa |
dc.subject.proposal | Severidad | spa |
dc.subject.proposal | Riesgo operativo | spa |
dc.subject.proposal | Tipos de evento | spa |
dc.subject.proposal | Líneas de negocio | spa |
dc.subject.proposal | OPVaR | spa |
dc.type.redcol | http://purl.org/redcol/resource_type/EC_AC | |
dc.rights.creativecommons | Atribución-NoComercial-SinDerivadas 2.5 Colombia | * |
dc.publisher.deparment | Sistema de Investigación SIUNAB | spa |