Maestría en Administración de Riesgos (tesis)

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  • Ítem
    Caracterización de la cultura de riesgo en entidades públicas alcaldías del departamento de Risaralda – Colombia. Año 2024
    (Universidad EAFIT, 2024) Jiménez Zuluaga, Diana Patricia; Mazuera Castillo, Ana Milena; Guerrero, Jorge Harley
    The main objective of this research project is to characterize the risk culture in public entities (mayors) in the department of Risaralda. The above is with the objective of proposing improvement actions based on the results obtained in the characterization process. Being what has been presented so far, a starting point, a theoretical framework is shown that contains various postulates about risk culture in public entities and the process of characterization of this aspect in this type of organizations. The methodology is presented as qualitative research in conjunction with an exploratory ˗ descriptive base that helped the use of instruments for collecting information such as the semi-structured interview and the documentary review. The results allowed us to establish that although the different public entities carry out actions for risk management under the framework of Colombian regulations, related to fields such as knowledge about risk management regulations, perception of the importance of risk culture, participation in training programs on risk management, attitudes towards the identification and management of risks in everyday life, previous experiences of confronting and managing risk situations, level of compliance with established security protocols, internal communication and external on risk situations, availability of resources for risk management, risk evaluation and monitoring processes, culture of prevention and response to emergencies, this is not enough to consider that in these municipalities there is an established risk culture. Due to the above, actions and improvements were proposed to strengthen this culture in these organizations.
  • Ítem
    Monitoreo de KRI´s influyentes en la liquidación temprana de empresas mipymes en Pereira
    (Universidad EAFIT, 2024) Chica Cubillos, Natalia; Bravo Sepúlveda, Mariana
    Micro, small and medium-sized enterprises (MSMEs) are important in economic development. However, statistics suggest that these companies go bankrupt easily, for this reason, this research assesses the risk of these companies through key risk indicators (KRI), the research methodology is based on a mixed sequential analysis with a literature review and then the evaluation of tools through KRI to quantify the probability of bankruptcy of companies. The findings of the research show how to generate alerts to companies about dangerous situations, and context about the variables that facilitate decision making for business survival and sustainability. The originality of the research results in the practical implication of a stochastic model designed to quantify the risks of bankruptcy in companies based on KRI indicators. Finally, the results obtained may be limited to the specific segment of MSMEs.
  • Ítem
    Evaluación de riesgos éticos empresariales para la toma de decisiones en pymes del Valle del Cauca
    (Universidad EAFIT, 2024) Molina Gallardo, Jorge Mauricio; Velasco Betancourt, Joe Raphael; Trujillo Peñaranda, Camilo Andrés; Betancur Hurtado, Carlos Mario
    This research characterizes the business ethical risks to which smes in Valle del Cauca are exposed in a highly competitive market. The methodology has had a mixed and descriptive approach, based on documentary analysis and implementation of an interview. The results have shown that the ethical risks with the greatest presence in the organizational field are established through administrative corruption and bribery to obtain private benefits, illegal collection of economic resources, fraudulent hiring of personnel, non-compliance with the conditions regarding the quality of goods and services, alteration of accounting information and personal data of clients, among others. It should be noted that this series of situations compromises the stability of the SME with an impact on the reputational aspects of the company, withdrawal of products or services offered by the company due to non-compliance with quality standards, effects on the stability and productive efficiency of the company and legal actions by Stakeholders. In this sense, a management process has been established that allows evaluating the level of maturity in the face of business ethical risks by smes in Valle del Cauca, based on a series of definitions that configure the risk, determination of criteria for probability measurement, impact, heat map, control, warning signs and matrix for ethical risk assessment.
  • Ítem
    Metodología para la evaluación y tratamiento de los riesgos en seguridad pública para las pymes del sector de Acopi en Yumbo
    (Universidad EAFIT, 2024) Agudelo Vargas, Juan Carlos; Bonilla Gómez, Paul; Peña Palacio, Juan Alejandro
  • Ítem
    Gobernanza del riesgo en el sector de la vigilancia y la seguridad privada en Colombia
    (Universidad EAFIT, 2024) Franco Suárez, Sergio Alejandro; Gómez Salazar, Elkin Arcesio
  • Ítem
    Medición de las brechas de origen reputacional por lavado de activos en empresas colombianas
    (Universidad EAFIT, 2024) Ruiz Franco, Grettel Alexa; Molina Herrera, Gerardo José; Peña Palacio, Juan Alejandro
    Today's business environment, reputational risk has become one of the main challenges for organizations. Its materialization not only impacts the company's prestige, but also triggers the realization of operational and financial risks that threaten the continuity of the business. In this context, the reputational risk associated with the crime of money laundering has become especially relevant in recent years, significantly impacting the operations of companies. In this regard, various institutions worldwide have undertaken a series of initiatives to measure the reputational risk gap linked to money laundering and its effect on the business operations of companies. For this reason, this article develops and analyzes the concept of reputational GAP, identifying the affinity behaviors through the financial indicators of a company over the time, which were taken from the Superintendence of Companies of Colombia (Superintendencia de Sociedades de Colombia, s.f.). For this purpose, a methodology inspired by the structure of a KNN (K-Nearest Neighbor) model was implemented (Ertuğrul & Tağluk, 2017), that allows analyzing a series of financial indicators showing the behavior and evolution of such GAP. The results show a trend of proximity to materialized cases according to the money laundering and financial indicators evaluated, which turns into a materialization of reputational risk and economic harm, allowing to generate recommendations for future decision making of companies.
  • Ítem
    Sostenibilidad ambiental con enfoque de riesgos en algunas empresas del sector farmacéutico en Colombia
    (Universidad EAFIT, 2024) Gómez Acevedo, Luz Adriana; Vargas de la Hoz, María Camila; Guerrero Latorre, Jorge Arley
    The study was designed to explore the coexistence between the implementation of environmental sustainability and risk management in some companies in the pharmaceutical sector in Colombia. Environmental conservation and legislative compliance are becoming more important every day, such that the design and implementation of these systems has become a key factor for the competitiveness of companies in the pharmaceutical sector, however, the requirements Existing regulatory frameworks are mainly aimed at processing the information necessary for management from an economic point of view (Gainza, 2009). Today, companies need to fully integrate sustainability and risk management into their organizational strategy, not only to minimize potential losses but also to explore new business opportunities that arise from the sustainability agenda (Yilmaz and Floriz, 2009). . This research was developed through a qualitative study, with the design of a questionnaire of closed questions, which was distributed to eight companies in the pharmaceutical sector in Colombia, being able to establish that there is coexistence between the implementation of environmental sustainability and the management of risks in the companies evaluated, taking into account that there are two areas in each of them (environmental and risks), demonstrating that there is joint work in relation to the achievements of environmental objectives and risk management.
  • 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.
  • Ítem
    Management of strategic risks for the sustainability of SMEs in the manufacturing sector in Antioquia
    (Universidad EAFIT, 2024) Jiménez Castrillón, Andrea; Arrieta Martínez, Yennifer; Nuñez Patiño, María Antonia; Villanueva Herrera, Eduart Humberto
  • Ítem
    Fuzzy electre model for the characterisation of aeronautical operational risks in the approach and landing phase
    (Universidad EAFIT, 2023) Leal Cabra, Estefanía del Pilar; Peña, Juan Alejandro
    One of the significant challenges facing the aviation sector is the management of risks arising from its flight operations, especially in the approach and landing phases, where pilot experience and training are of great importance and where the most significant incidents for air safety occur. Therefore, this paper proposes a model inspired by the structure of a Fuzzy ELECTRE model for managing the operational risks that arise in the approach and landing phases that can lead to safety events. Thanks to the analysis of the literature collected, the management criteria and risk parameters to be taken into account for these two flight phases were shown following air safety manuals such as the International Civil Aviation Organization (ICAO) manual, and where the data obtained was obtained qualitatively thanks to the implementation of surveys with expert pilots, whose information served as the primary input for the characterisation of risks. Following the structure of the proposed model, five (5) reference risk scenarios management were constructed using the previous information, and an analysis of the dominance and discrepancy of a risk scenario vs. the previously established reference scenarios was carried out. Finally, it can be concluded that the proposed model allowed the quantitative-qualitative characterisation for managing the most relevant risks in the approach and landing phases, integrating the expertise of experts in this area.
  • Ítem
    Elaboración de un modelo de segmentación para el factor de riesgo cliente en una entidad administradora de un sistema de pago de bajo valor
    (Universidad EAFIT, 2023) Moreno Olier, Johaan Alberto; Osorio Gómez, Jorge Andrés
    This document develops a model for the segmentation of the customer risk factor in an administrative entity of a low-value payment system, which complies with the statistical and regulatory aspects defined by the Financial Superintendency of Colombia.
  • Ítem
    Fuzzy Model for Risk Characterization in Avocado Crops for Index Insurance Configuration
    (Universidad EAFIT, 2023) Jiménez Benjumea, Juan Pablo; López Giraldo, Laura Isabel; Peña Palacio, Juan Alejandro
    Climate change has caused strong variations in agro-climatic parameters such as precipitation, temperature, and relative humidity, accelerating the phytosanitary conditions associated with agricultural crops, mainly in insect pests, since these generate an alteration in their life cycle and an increase in their population. This causes significant economic damage to important crops such as the Hass avo- cado, which has had a growing development and demand in national and inter- national markets, which has generated significant income for small and medium- sized farmers and exporters of this fruit in the country. To mitigate the impacts of climate change on agricultural production, it is possible to implement digital agriculture technologies. These technologies allow estimating the incidence of climate variations on crops through the monitoring of agro-climatic and phyto- sanitary variables that affect fruit growth. Therefore, a variable dispersion model with fuzzy characterization is proposed that seeks to establish a correlation be- tween rainfall and the aggregate distribution of losses in the Hass avocado crop. In order to analyze and validate the proposed model, the random variables related to phytosanitary risk were taken and characterized. Subsequently, the frequency and severity random variables were modeled as linguistic random variables using fuzzy logic concepts. The results indicate that rainfall is the key variable to cor- relate in the search for an index insurance model based on agricultural risk, as well as in the characterization of qualitative and quantitative risks, promoting the improvement of financial and environmental sustainability by reducing agricul- tural losses through better crop management.
  • Ítem
    Características de la cultura de ciberseguridad en fintech colombianas
    (Universidad EAFIT, 2023) Vargas Molina, Camilo; Uribe Orrego, Andrés Felipe; Manrique Tisnés, Horacio
  • Ítem
    Comunicación efectiva sobre la gestión de riesgos : un reto entre los administradores de riesgos y los niveles directivos
    (Universidad EAFIT, 2023) Restrepo Villada, Santiago; Rueda Valencia, Lizeth; Mejía Quijano, Rubi Consuelo
    Effective communication is a fundamental element for an adequate risk management, at concurrency it represents a great challenge given the particularities of the environment and culture of each organization. The purpose of this research was to evaluate the strategies, methods, language and tools used for communicating with management about risk management information and to identify the barriers and failures that hinder such communication, in order to propose alternatives to improve it. The research approach was qualitative, with an exploratory and descriptive scope; ten interviews were conducted with risk management executives and members of boards of directors. With the results of the research, it was possible to understand the most relevant aspects that risk committees and the board of directors need to know in order to make decisions related to risk management, the main barriers that exist in the communication between those responsible for risk management and the management levels, and relevant information was obtained to improve the effectiveness of such communication.
  • Ítem
    Indicadores claves de riesgo en la gestión de riesgos estratégicos
    (Universidad EAFIT, 2023) Fazekas Temporena, Catalina; Arroyave Macias, Tatiana Andrea; Muñoz Ramírez, Carlos Andrés; Villanueva Herrera, Eduart Humberto
  • Ítem
    A Fuzzy ELECTRE method with k-means clustering to qualitative characterize provision factors
    (Universidad EAFIT, 2023) Pérez Muñoz, Natalia; García Suaza, Carlos Daniel; Peña Palacio, Juan Alejandro
  • Ítem
    Modelo AHP para la integración del criterio de expertos en la fase de la aproximación estabilizada del vuelo
    (Universidad EAFIT, 2023) Pedroza Sánchez, Juan Carlos; Peña Palacio, Juan Alejandro; Peña Palacio, Juan Alejandro
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