Observatorio de I+D+i UPM

Memorias de investigación
Ponencias en congresos:
Qualitative Operational Risk Software -Development of a Software Tool for Determining the Root of Operational Risk
Año:2012
Áreas de investigación
  • Ingenierías,
  • Economía,
  • Asuntos financieros
Datos
Descripción
This article shows software that allows determining the statistical behavior of qualitative data originating surveys previously transformed with a Likert?s scale to quantitative data. The main intention is offer to users a useful tool to know statistics' characteristics and forecasts of financial risks in a fast and simple way. Additionally, this paper presents the definition of operational risk. On the other hand, the article explains different techniques to do surveys with a Likert?s scale (Avila, 2008) to know expert?s opinion with the transformation of qualitative data to quantitative data. In addition, this paper will show how is very easy to distinguish an expert?s opinion related to risk, but when users have a lot of surveys and matrices is very difficult to obtain results because is necessary to compare common data. On the other hand, statistical value representative must be extracted from common data to get weight of each risk. In the end, this article exposes the development of ?Qualitative Operational Risk Software? or QORS by its acronym, which has been designed to determine the root of risks in organizations and its value at operational risk OpVaR (Jorion, 2008; Chernobai et al, 2008) when input data comes from expert?s opinion and their associated matrices.
Internacional
Si
Nombre congreso
INTERNATIONAL CONFERENCE ON QUALITY AND SERVICE SCIENCES 15TH QMOD CONFERENCE
Tipo de participación
960
Lugar del congreso
POZNAN, POLONIA
Revisores
Si
ISBN o ISSN
978-83-89333-46-9
DOI
Fecha inicio congreso
05/09/2012
Fecha fin congreso
07/09/2012
Desde la página
1174
Hasta la página
1101
Título de las actas
INTERNATIONAL CONFERENCE ON QUALITY AND SERVICE SCIENCES
Esta actividad pertenece a memorias de investigación
Participantes
  • Autor: Carlos Rodriguez Monroy (UPM)
  • Autor: DIONICIO PEÑA (UPM)
  • Autor: PABLO SOLANA (UPM)
  • Autor: JOSE DEL HIERRO MARQUES (UNED)
Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Ingeniería de la Calidad Alimentaria
  • Departamento: Ingeniería de Organización, Administración de Empresas y Estadística
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