Operational risk management using a fuzzy logic inference system

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Borradores de Economía; No. 574
Date published
2009-09-20
Date of last update
2009-09-20
Author
Reveiz-Herault, Alejandro
León-Rincón, Carlos Eduardo
Document language
spa
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Abstract
Operational Risk (OR) results from endogenous and exogenous risk factors, as diverse and complex to assess as human resources and technology, which may not be properly measured using traditional quantitative approaches. Engineering has faced the same chal
JEL Codes
D80 - Information, Knowledge, and Uncertainty: GeneralG32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; GoodwillC63 - Computational Techniques; Simulation Modeling
Keywords
Operational risk ; Fuzzy Logic ; Risk management ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5591
https://hdl.handle.net/20.500.12134/5591
https://doi.org/10.32468/be.574
https://ideas.repec.org/p/bdr/borrec/574.html
https://ideas.repec.org/p/col/000094/005841.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit