Examinando por Materia "Risk measurement"

Mostrando 1 - 1 de 1
  • No hay miniatura disponible
    Ítem
    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 Harley
    The 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.