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Criterios para la agregación de datos sobre eventos operacionales en el sistema financiero argentino

Listed author(s):
  • Miguel Delfiner

El objetivo del presente trabajo es ofrecer criterios comunes que permitan a los bancos del sistema financiero argentino generar datos pasibles de ser agregados y poder aprovecharlos en su gestión diaria del riesgo operacional. A tales efectos, se caracteriza la base de datos sobre eventos de pérdidas operacionales remitidas por las entidades financieras argentinas en forma trimestral al Banco Central de la República Argentina. Se analizan los criterios de imputación de las pérdidas a las líneas de negocio y tipo de eventos predeterminados por la normativa, como así también las principales características de los datos. Se detectan criterios heterogéneos de imputación de los eventos a la base por parte de las entidades, por lo cuál se proponen mejoras a la taxonomía y la aplicación de criterios homogéneos de imputación de tal manera que puedan ser agregados y usados como base de datos externa por parte de los bancos que decidan compartirlos, a efectos de mejorar la gestión de riesgos de cada banco individual. Se ejemplifican los beneficios a través del caso concreto de los eventos vinculados con hurtos y fraudes externos.

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File URL: http://www.ucema.edu.ar/publicaciones/download/documentos/603.pdf
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Paper provided by Universidad del CEMA in its series CEMA Working Papers: Serie Documentos de Trabajo. with number 603.

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Length: pages
Date of creation: Dec 2016
Handle: RePEc:cem:doctra:603
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