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Memorias de investigación
Ponencias en congresos:
Consistency among experts in qualitative operational risk estimates
Año:2016
Áreas de investigación
  • Humanidades y ciencias sociales,
  • Ciencias sociales,
  • Economía,
  • Economía,
  • Asuntos financieros
Datos
Descripción
This paper presents a literature review that provides the basis for determining if it is possible to rely on the results when there is a large amount of qualitative estimates of operational risks (OpR) made by a large number of experts. For this estimation the concepts OPR, particularly those concerning Loss Distribution Approaches are reviewed, then conjugating them afterwards with methods of combining probability distributions provided by specialists. As the two concepts of measurement and evaluation are established a series of analyses is proposed that will make it possible to establish a method for determining whether there is consistency in the estimates of many experts regarding the large variety of OPR. It is to be noted that this test will allow the validation of the reliability of the surveys and estimates, particularly when it is not possible to perform stress testing or back testing due to the absence of time series.
Internacional
Si
Nombre congreso
6th International Conference of the Financial Engineering and Banking Society
Tipo de participación
960
Lugar del congreso
Málaga Spain
Revisores
Si
ISBN o ISSN
0000-0000
DOI
Fecha inicio congreso
10/06/2016
Fecha fin congreso
12/06/2016
Desde la página
1
Hasta la página
6
Título de las actas
Proceedings of the 6th International Conference of the Financial Engineering and Banking Society
Esta actividad pertenece a memorias de investigación
Participantes
  • Autor: Carlos Rodriguez Monroy (UPM)
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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