IDEAS home Printed from https://ideas.repec.org/a/col/000442/010511.html
   My bibliography  Save this article

Alternativas fundamentales para cuantificar el riesgo operacional

Author

Listed:
  • Luis Ceferino Franco Arbeláez

Abstract

El presente artículo es uno de los resultados de un proyecto de investigación financiado por la Universidad EAFIT en el ano 2009. En el contexto del riesgo operacional, se hace un desarrollo formal de los métodos de Simulación Montecarlo, el algoritmo de recursión de Panjer y la Aproximación Analítica de Bocker y Kluppelberg, que son tres de las técnicas más utilizados para cuantificar ese riesgo en entidades financieras en el ámbito mundial. Luego se desarrolla una aplicación para un caso práctico, aplicando los tres métodos, y se obtienen conclusiones sobre su desempeno relativo.

Suggested Citation

  • Luis Ceferino Franco Arbeláez, 2010. "Alternativas fundamentales para cuantificar el riesgo operacional," Revista Ecos de Economía, Universidad EAFIT, March.
    • Handle: RePEc:col:000442:010511
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000442:010511. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Valor Público EAFIT - Centro de estudios e incidencia (email available below). General contact details of provider: https://edirc.repec.org/data/deafico.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.