Servicios Personalizados
Revista
Articulo
Indicadores
Citado por SciELO
Accesos
Links relacionados
Similares en SciELO
Compartir
Contaduría y administración
versión impresa ISSN 0186-1042
Resumen
MARTINEZ SANCHEZ, José Francisco y VENEGAS MARTINEZ, Francisco. Operational risk in the payment process of Procampo: A bayesian approach. Contad. Adm [online]. 2013, vol.58, n.2, pp.221-259. ISSN 0186-1042.
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.
Palabras llave : operational risk; bayesian analysis; Monte Carlo simulation.