Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano

Martínez Sánchez José Francisco () and Francisco Venegas-Martínez
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Martínez Sánchez José Francisco: Instituto Politécnico Nacional

Contaduría y Administración, 2013, vol. 58, issue 2, 221-259

Abstract: This paper identifies and quantifies through a Bayesian Network model (BN) the various factors of Operational Risk (OR) associated with the payment process PROCAMPO. The BN model is calibrated with data from events that occurred during the period 2008-2011. Unlike classical methods, the BN model calibration sources include both objective and subjective ones, allowing to more adequately capture the relationship (cause and effect) between the several elements of operational risk.

Keywords: riesgo operacional; análisis bayesiano; simulación Monte Carlo (search for similar items in EconPapers)
JEL-codes: C11 C15 D81 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:nax:conyad:v:58:y:2013:i:2:p:221-259

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