Examinando por Materia "Acuerdo de Basilea"
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Ítem El Acuerdo de Basilea: Estado del Arte del SARC en Colombia(Universidad EAFIT, 01/06/2005) Gabriel Ignacio Torres Avendaño; Universidad EAFITÍtem El Acuerdo de Basilea: Estado del Arte del SARC en Colombia(Universidad EAFIT, 2005) Torres Avendaño, Gabriel Ignacio; Docente departamento de Finanzas. Universidad EAFIT; Economía y Finanzas; Finanzas; Grupo de Investigación Finanzas y BancaÍtem El Acuerdo de Basilea: Estado del Arte del SARC en Colombia(Universidad EAFIT, 2005-04-15) Torres Avendaño, GabrielThe first version of the Basel Capital Accord was signed in 1988 by representatives of Group G-10. Since then, this accord has been widely implemented around the world. There has been various amendments including market risk and, lately, in Basel II, the operative risk. In Colombia, since 2002, it is mandatory for risk management in Financial Institutions.Ítem Análisis del sistema de compensación y pagos de cuatro entidades bancarias de los Estados Unidos(Universidad EAFIT, 2018) Rojas Salgado, Ginna Marcela; Salgado Díaz, Yeny; Gaitán Riaño, Sandra ConstanzaThis paper analyzes the compensation system of the 4 largest financial institutions in the United States according to the amount of their assets, by using the principles established by the Basel Committee in order to evaluate whether the compensation systems in these entities are transparent and avoid taking so much risk -- In accordance with this, a methodology analytics descriptive of each of the chosen principles can be presented to show whether or not the financial institutions of the study complied with them -- Finally, it is concluded that the four financial parties comply with most of the established principles, however, it is common among the four banks to attach the compensation with risky assets as stocksÍtem Diseño de un modelo de scoring para el otorgamiento de crédito de consumo en una compañía de financiamiento colombiana(Universidad EAFIT, 2017) Arango Duque, Laura; Restrepo Baena, Daniel; Henao Jassan, RodrigoCredit scorings are tools used since the 1970s to grant a probability of default to the applicant of a credit, to weigh their qualitative and quantitative variables; and in turn, including the conditions of the requested credit -- The use of scoring has been boosted since the 1990s, in order to mitigate the credit risk of the requests and to find the clients that fit the profile desired by the entity, complying with what was established by the regulator regarding the implementation of a risk system that reduces economic losses taking care of each stage of the credit cycle, in this case specifically, the granting -- Therefore, the objective of this work is to design a scoring model based on the methodology of logistic regression for a financial institution of the valle de Aburrá, supervised by the Superintendencia Financiera de Colombia, based on information provided by the entity, which comprises qualitative and quantitative variables of a group of clients in a set period of timeÍtem Medición de la exposición al riesgo de liquidez para una entidad del sistema financiero colombiano a partir del ratio de cobertura de liquidez de Basilea III(Universidad EAFIT, 2018) Ramírez Parra, Cristián Andrés; Lozada Suárez, Juan DavidThis document shows how the appropriate and opportune measure of liquidity risk, can be used as a tool for purposes of assets and liabilities management and development of profit strategies on a financial institution, and not only as a regulatory compliance; this measure can become a planning resource for senior management and a valid support for regulatory entities over the established politics of assets and liabilities of the institution -- For that manner, based upon existing knowledge about measuring liquidity risk exposure as it’s established on current regulation on chapter six of the Basic Financial Circular Letter of 1995 in Colombia (Superintendencia Financiera de Colombia, 1995), it shows the development of the Liquidity Coverage Ratio (LCR) established by the Basel Committee on Basel III (Basel Committee, 2010 p. 9), which will allow the institution to take an anticipated adoption of international practices and adjust liquidity and balance sheet politics -- All the above is born from the observation of different requirements and questionings from Superintendencia Financiera de Colombia (SFC) on liquidity risk matters to entities of the financial sector, that shows the intention of implementing in the short term the internationally accepted politics related to liquidity risk, with the objective of making the financial institutions stronger and promote integral practices of risk management that will allow entities to make front to stress scenariosÍtem Metodología para la elección de proveedores o terceros en entidades financieras desde el punto de vista del riesgo operacional y crediticio(Universidad EAFIT, 2017) Quiceno Rúa, Alejandra; Torres Oke, SebastiánFinancial institutions have wide competition and a big cost structure required for their operation -- Looking for satisfy their clients’ needs, reduce their risks levels, achieve efficiencies and offer a better service they are increasingly using the outsourcing of processes that are not part of the core of its operation delivering them to experts who can generate better results -- However, outsourcing with a third party doesn’t mean it will be responsible for the risks arising from the provision of such service -- The financial institution must have, a methodology to determine the strategy and choice of services that can outsource and have a complete analysis of outsourcing projects that includes risk management to identify, measure, mitigate and monitor them -- The definition of this methodology is the subject of this documentÍtem Oportunidades de cobertura para el riesgo operacional a través del cálculo de la exposición por la metodología VaR(Universidad EAFIT, 2018) Velásquez Sáenz, Cristopher Darío; Bravo Vélez, Juan FelipeThe Banks that within their activity as a company provide financial services and are exposed to three sources of risk (Systemic Risks, Own Business Risk and Financial Risks), just like any other company in another sector -- Particularly in the companies of the financial sector, the border between the risks inherent to the business and the financial risks is very thin; since, the operational assets and liabilities in turn are tied to the financial and macroeconomic variables -- Banks within their activity acquire high expertise in the management of liquidity, market and counterparty risks -- But it has been shown that banks in Colombia, and in many countries around the world, do not have models in place that allow for the management, measurement, analysis and control of their operational risks; which represent an important part of your business risks -- Basel III and IV come with new methodologies and new capital requirements required to solve losses, the new exposure of the risks cause banks to modify their calculation judgments in internal models and the increase in control parameters against leverage levels are some of the new changes proposed by the two Basel committees mentioned above -- Of the different risks to which financial institutions are exposed, it has been shown that banks do not allocate sufficient capital to support the materialization of unexpected losses caused by operational risk events -- Through the Montecarlo simulation, the calculations and adjustments corresponding to the valuation model will be carried out to estimate the capital required by a bank, which contains a high degree of exposure for operational risk -- Finally, a recommendation is made as to which is the best form of coverage for each of the values thrown by the model