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Qualitative operational value at risk for an electric utility based on the guidelines of the basel committee
Citation
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 |
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| Author/s: |
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| 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 |
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 |
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| DC Identifier: | https://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 |
