Development of a technological platform for the integral management of financial risk in the Colombian Solidarity Sector [Desarrollo de una plataforma tecnológica para la gestión integral del riesgo financiero en el Sector Solidario Colombiano]
| dc.contributor.affiliation | Arias-Serna, M.A., Facultad de Ingenierías, Universidad de Medellín, Carrera 87 N0-65, Medellín, Colombia | |
| dc.contributor.affiliation | Bedoya-Londoño, D.A., Facultad de Ingenierías, Universidad de Medellín, Carrera 87 N0-65, Medellín, Colombia | |
| dc.contributor.affiliation | Muñoz-Calle, S.M., Facultad de Ingenierías, Universidad de Medellín, Carrera 87 N0-65, Medellín, Colombia | |
| dc.contributor.author | Arias-Serna M.A | |
| dc.contributor.author | Bedoya-Londoño D.A | |
| dc.contributor.author | Muñoz-Calle S.M. | |
| dc.date.accessioned | 2024-07-31T21:07:14Z | |
| dc.date.available | 2024-07-31T21:07:14Z | |
| dc.date.issued | 2023 | |
| dc.description | This paper describes the functionality and results obtained from the implementation of the technological platform, called “Faktor Risk”, which allows to qualitatively and quantitatively manage the different financial risks to which the entities of the Colombian solidarity sector are exposed in an integral, systemic, and optimal way. The technological platform has been used in several entities of the Colombian solidarity sector, facilitating the mitigation of the secondary effects that arise from the materialization of risk events. For the development of the application, the model view controller (MVC) design pattern was implemented, which allows the separation of the Model and the View, improves the separation of data and presentation, speeds up error handling, and makes it possible to add multiple representations of the data. © 2023, Associacao Iberica de Sistemas e Tecnologias de Informacao. All rights reserved. | |
| dc.identifier.instname | instname:Universidad de Medellín | spa |
| dc.identifier.issn | 16469895 | |
| dc.identifier.reponame | reponame:Repositorio Institucional Universidad de Medellín | spa |
| dc.identifier.repourl | repourl:https://repository.udem.edu.co/ | |
| dc.identifier.uri | http://hdl.handle.net/11407/8511 | |
| dc.language.iso | spa | |
| dc.publisher | Associacao Iberica de Sistemas e Tecnologias de Informacao | spa |
| dc.publisher.faculty | Facultad de Ingenierías | spa |
| dc.publisher.program | Ingeniería Financiera | spa |
| dc.relation.citationendpage | 43 | |
| dc.relation.citationissue | Special issue E63 | |
| dc.relation.citationstartpage | 28 | |
| dc.relation.citationvolume | 2023 | |
| dc.relation.isversionof | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85180480641&partnerID=40&md5=3355f1a8002eb22dee090e54ebf7dbd9 | |
| dc.relation.references | Arias-Serna, M. A., Caro-Lopera, F., Murillo, J., Information system for the quantification of operational risk in financial institutions (2016) 11th Iberian Conference on Information Systems and Technologies (CISTI), , Gran Canaria | |
| dc.relation.references | Arias-Serna, M. A., Luna-Moreno, E. P., Hoyos-Barrios, J., Desarrollo de una aplicación para el cálculo del Riesgo de crédito en entidades del sector solidario colombiano (2022) RISTI-Revista Ibérica de Sistemas e Tecnologias de Información, E52, pp. 174-188 | |
| dc.relation.references | Arias-Serna, M., Caro-Lopera, F., Castaño, D., Information system for the quantification of financial risk (2017) de 12th Iberian Conference on Information Systems and Technologies (CISTI), , Lisbón | |
| dc.relation.references | Arias-Serna, M., Guzmán-Aguilar, D., Valdez, D., Sistema de información para la cuantificación de pérdidas esperadas: Una aplicación en las entidades del sector solidario colombiano (2021) RISTI-Revista Ibérica de Sistemas e Tecnologias de Informação, E39, pp. 440-460 | |
| dc.relation.references | Arora, A., Kohli, H. K., Liquidity Risk and Asset-Liability Management: A Comparative Study of Public and Private Sector Banks (2018) Journal of Applied Finance, pp. 18-33 | |
| dc.relation.references | Bedoya, D., (2009) Propuesta para la modelación cuantitativa del riesgo operativo en una entidad financiera, , Medellín | |
| dc.relation.references | Castillo Huerta, E. R., Generalizaciones de la metodología VAR para el análisis de riesgos de fondeo, liquidez y margén financiero (2008) Revista de Administracíon, Finanzas y Economía (Journal of Management, Finance and Economics), pp. 1-8 | |
| dc.relation.references | Chen, Y. K., Shen, C. H., Kao, L., Yeh, C. Y., Bank Liquidity Risk and Performance (2018) Review of Pacific Basin Financial Markets and Policies, pp. 395-415 | |
| dc.relation.references | (2020) Circular externa 022 | |
| dc.relation.references | (2020) Circular Básica Jurídica Supersolidaria | |
| dc.relation.references | Echeverri-Arias, J. A., Arias-Serna, M. A., Murillo-Gómez, J. G., Klein, C., Franco-Arbelaez, L. C., Design of information system for the Liquidity Risk Management in financial institutions (2015) 10th Iberian Conference on Information Systems and Technologies (CISTI), , Portugal | |
| dc.relation.references | García Castro, Á. A., (2015) Metodología para la Medición del Riesgo de Liquidez en una Cooperativa Financiera, , Medellín: Factultad de Ingenierías-Universidad de Medellín | |
| dc.relation.references | Gonzales Uribe, J., Osorio Rodríguez, D. E., Una propuesta para la medición, seguimiento y regulación del riesgo de liquidez en Colombia (2007) Boletín del CEMLA, pp. 77-82 | |
| dc.relation.references | Osorio Rodríguez, J. E., (2011) Riesgo de Fondeo, riesgo de liquidez y relación de solvencia en un modelo de espirales de liquidez, , México D.F.: Centro de Estudios Monetarios Latinoamericanos | |
| dc.relation.references | Pagliacci, C., Peña, J., Una Medida Sistémica del Riesgo de Liquidez (2017) Revista Monetaria, pp. 175-218 | |
| dc.relation.references | Pasricha, P., Lu, X., Zhu, S.-P., A note on the calculation of default probabilities in “Structural credit risk modeling with Hawkes jump–diffusion processes” (2020) Journal of Computational and Applied Mathematics, 381, p. 113037. , (June de) | |
| dc.relation.references | Saifuddin Khan, M., Scheule, H., Wu, E., Funding liquidity and bank risk taking (2017) Journal of Banking and Finance, pp. 203-2016 | |
| dc.relation.references | Sánchez Mayorga, X., Millán Solarte, J. C., Medición del Riesgo de Liquidez. Una Aplicación en el Sector Cooperativo (2012) Revista Entramado-universidad Libre de Colombia, pp. 90-98 | |
| dc.relation.references | (2007) Reglas relativas a la administración del riesgo operativo (Circular externa 041 de 2007), , Bogotá Colombia | |
| dc.relation.references | (2007) Reglas relativas al sistema de administración de riesgo de mercado (Circular externa 051 de 2007), , Bogotá | |
| dc.relation.references | (2015) Reglas relativas al sistema de administración del Riesgo de liquidez (Circular externa 003 de 2015), , Bogotá | |
| dc.relation.references | (2020) Reglas relativas a la administración del riesgo operativo (Circular externa 025 de 2020), , Bogotá | |
| dc.relation.references | (2014) Circular básica jurídica | |
| dc.relation.references | (2020) Circular basica contable y financiera, , Circular Externa 025 de 2020 | |
| dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
| dc.source | RISTI - Revista Iberica de Sistemas e Tecnologias de Informacao | |
| dc.source | Rev. Iberica Sist. Tecnol. Inf. | |
| dc.source | Scopus | |
| dc.subject | Faktor Risk | eng |
| dc.subject | Financial risk | eng |
| dc.subject | Integral risk management system | eng |
| dc.subject | Software engineering | eng |
| dc.subject | View control model | eng |
| dc.title | Development of a technological platform for the integral management of financial risk in the Colombian Solidarity Sector [Desarrollo de una plataforma tecnológica para la gestión integral del riesgo financiero en el Sector Solidario Colombiano] | eng |
| dc.type | article | |
| dc.type.local | Artículo | spa |
| dc.type.version | info:eu-repo/semantics/publishedVersion |
