Diseño de modelo de riesgo operativo con base a metodología de medición cualitativa aplicado a la Cooperativa de Ahorro y Crédito Maquita Cushunchic

Abstract

Abstract:This work is a proposal to manage operational risk in financial institutions, based on a four-step methodology: identification, quantification, control and mitigation. In the identification the value chain was built, as well as its macroprocesses, processes and subprocesses, determining the risks of the productive processes. In the quantification, a probability matrix was constructed based on the frequency of occurrence that a risk event can have, as well as a severity matrix based on the loss that can be generated by the occurrence of a risk event, both matrices were made based on expert criteria. The combination of matrices gives rise to the gross risk matrix, based on which the different identified risks were evaluated. In the third and four stages, controls and mitigators are proposed for each of the identified risks. With this work, it is possible not only to define an operating risk management methodology, but in the medium term a quantification will be obtained resulting from the collection of information that will allow the establishment of adequate reserves to cover operational risk.