Examinando por Materia "Measurement model"

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    Modelo de medición del riesgo de liquidez para un fondo de empleados a partir del modelo de la Superintendencia Financiera de Colombia
    (Universidad EAFIT, 2019) Valencia Sánchez, Edwin; Gómez Salazar, Elkin Arcesio
    This research project aims to address the current need for employee funds to implement a methodology for liquidity risk measurement that is optimal, reliable and generates quality information for decision-making. The methodology currently applied does not allow the identification of liquidity problems with sufficient anticipation. The employee funds have similar characteristics to the entities monitored by the Financial Superintendence of Colombia; therefore, a model of liquidity risk measurement will be designed from the model implemented by this regulatory entity. The model will be proposed incorporating qualitative and transactional variables, which through the use of neural networks allow determining the probability of withdrawal of resources from the partners and thus prevent the materialization of risk. In this way, the model complies with the regulations for the entities monitored by the Superintendence of the Solidarity Economy.