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Descripción
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| 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. | |
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Internacional
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Si |
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Nombre congreso
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6th International Conference of the Financial Engineering and Banking Society |
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Tipo de participación
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960 |
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Lugar del congreso
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Málaga Spain |
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Revisores
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Si |
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ISBN o ISSN
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0000-0000 |
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DOI
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Fecha inicio congreso
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10/06/2016 |
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Fecha fin congreso
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12/06/2016 |
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Desde la página
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1 |
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Hasta la página
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6 |
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Título de las actas
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Proceedings of the 6th International Conference of the Financial Engineering and Banking Society |