Examinando por Materia "Riesgo operacional"
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Ítem Administración del riesgo operacional en Colombia. Estado de la implementación del SARO en el sector bancario(Universidad EAFIT, 15/06/2008) Luz Mercedes Pinto Gaviria; Alejandro Leyva Lemarie; Universidad EAFITÍtem Alternativas fundamentales para cuantificar el riesgo operacional(Universidad EAFIT, 13/04/2010) Franco Arbeláez, Luis Ceferino; Velasquez Ceballos, Hermilson; Universidad EAFITÍtem Análisis del riesgo crediticio y riesgo operacional en los fondos mutuos de inversión en Colombia(2018) Hincapié Marín, Linamaría; Torres Oke, SebastiánFinancial risks have become important in all companies around the world irrespective of their economic activity, size, corporate purpose and complexity -- This is because not having good management of these risks leads to possible losses and even stop the business continuity -- Therefore, it is vital that entities, including mutual investment funds, are able to implement, identify, measure, control and maintain risks management systems -- The purpose of this paper is to analyze the guidelines and methodologies that exist for the identification, measurement and control of the credit risk and operational risk that are applicable to mutual investment funds -- Having as an objective being able to compare how they are currently dealing with these risks and find what they can include in their risk management systems -- All of these to cover themselves in the event of an operational or credit crisis if it occursÍtem Análisis y comparación de alternativas para cuantificar el riesgo operacional(Universidad EAFIT, 2009) Franco Arbeláez, Luis Ceferino; Velásquez Ceballos, HermilsonÍtem Implementación de la torre de control para la administración de riesgos operativos en empresas de transporte terrestre de carga en Colombia(Universidad EAFIT, 2021) Navarro Arango, Oscar Andrés; Escalante Gómez, Juan EstebanÍtem Implementación del modelo LDA para la medición del riesgo operacional : un análisis del sector de los servicios de talento humano(Universidad EAFIT, 2024) Mejía Ortega, Jorge Alberto; Guerrero Latorre, Jorge HarleyThe purpose of this research is to apply an aggregate loss distribution model (Loss distribution approach-LDA) to estimate and analyze operational risk in a human talent company. The methodology consisted of a review of the policies and recommendations of the Basel II risk guide for the implementation of these models in financial entities, based on this risk guide, the theory was analyzed through a systematic literature review of the model LDA and the Montecarlo simulation methodology. Finally, a case study was applied, implementing the model in a human talent company with a time window of 5 years. For the implementation of the LDA model, the frequency and severity distribution functions were adjusted to calculate the aggregate losses of two operational risk events associated with risk in people, work accidents and general diseases, with the Montecarlo methodology, it´s obtained the expected and unexpected losses from these events. The research concludes with observations on the use of these models to measure operational risk in sectors other than finance and insurance with a view to a possible analysis of retention by companies.Ítem Modelos de pérdidas agregadas (LDA) y de la teoría del valor extremo para cuantificar el riesgo operativo teoría y aplicaciones(Universidad EAFIT, 2010) Arias Pineda, Guillermo León; Murillo Gómez, Juan GuillermoÍtem 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 modelÍtem VaR corporativo : una aplicación en la industria petroquímica colombiana(Universidad EAFIT, 2019) Castañeda Sanchez, Laura; Severiche Calderon, Natalia; Manco López, OscarThis study estimates the EaR (Earnings at Risk) for a company in the Colombian petrochemical sector through the impact of its main macroeconomic risk variables: oil, Libor (three months) and the representative market rate in its main financial indicators, given a level of confidence for a projected period of time between 2019 and 2021 and based on the results of 2017 and 2018. The methodology used is based on the definition of the probability distributions for the risk variables, which will be applied in the Montecarlo simulation process, where their impact on the projected financial results will be determined.