Examinando por Autor "Álvarez Franco, Sara Isabel"

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    Medición del riesgo crédito en Colombia- Hacia Basilea III
    (2011) Álvarez Franco, Sara Isabel; Osorio Betancur, Alejandra; Lochmuller, Christian; Universidad EIA
    Credit Risk plays an important role in financial institutions as it related with the likelihood that borrowers default and that the institution suffers losses and assets decline in their values as a result of defaults. To quantify this risk different methodologies are available, which are used according to the business model and the requirements of risk management in a financial institution. For instance, Basel II contemplates three methodologies: 1) standard, 2) Internal rating based, and 3) advanced internal rating based. The internal methods include: CAMEL methods, expert systems, decision trees, scoring methods, Value at Risk (VaR), credit metrics, binary response methods, among others.