Qualitative operational value at risk for an electric utility based on the guidelines of the basel committee

Peña Torres, Dionicio and Rodríguez Monroy, Carlos and Solana Perez, Pablo and Portela García-Miguel, Javier (2014). Qualitative operational value at risk for an electric utility based on the guidelines of the basel committee. In: "17th QMOD - ICQSS International Conference on Quality Management and Service Sciences", 3-5 Sep, 2014, Prague, Czech Republic. ISBN 978-91-7623-086-2. pp. 1-18.

Description

Title: Qualitative operational value at risk for an electric utility based on the guidelines of the basel committee
Author/s:
  • Peña Torres, Dionicio
  • Rodríguez Monroy, Carlos
  • Solana Perez, Pablo
  • Portela García-Miguel, Javier
Item Type: Presentation at Congress or Conference (Article)
Event Title: 17th QMOD - ICQSS International Conference on Quality Management and Service Sciences
Event Dates: 3-5 Sep, 2014
Event Location: Prague, Czech Republic
Title of Book: Proceedings of the 17th QMOD- ICQSS International Conference on Quality Management and Service Sciences
Date: 2014
ISBN: 978-91-7623-086-2
Subjects:
Freetext Keywords: operational risks, basel Committee, electric utilities, value at risk
Faculty: E.T.S.I. Industriales (UPM)
Department: Ingeniería de Organización, Administración de Empresas y Estadística
Creative Commons Licenses: Recognition - No derivative works - Non commercial

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Abstract

This paper presents a model for determining value at operational risk ?OpVaR? in electric utilities, with the aim to confirm the versatility of the Bank for International Settlements (BIS) proposals. The model intends to open a new methodological approach in risk management, paying special attention to underlying operational sources of risk.

More information

Item ID: 36769
DC Identifier: http://oa.upm.es/36769/
OAI Identifier: oai:oa.upm.es:36769
Official URL: http://www.ism.lu.se/en/sites/ism.lu.se.en/files/qmod_2014_final_program_with_welcome_20140819.pdf
Deposited by: Memoria Investigacion
Deposited on: 29 Apr 2016 09:54
Last Modified: 29 Apr 2016 09:54
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