Riesgo operacional en la banca trasnacional: un enfoque bayesiano

This paper identifies and quantifies through a Bayesian Network model (BN) the various factors of Operational Risk (OR) associated with business lines of transnational banks. The BN model is calibrated with data from events that occurred in different lines of business of such banks during 2006-2009. Unlike classical methods, the BN model calibration include information sources from both objective and subjective, allowing more adequately capture the relationship (cause and effect) amongst the various elements of operational risk. Which potentiates its utility as shown in the comparative analysis performed between RB and classical approaches.

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