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Search Results: 1 - 10 of 36171 matches for " Luis Ceferino Franco "
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Loss Distribution Approach (LDA): metodología actuarial aplicada al riesgo operacional
Franco Arbeláez,Luis Ceferino; Murillo Gómez,Juan Guillermo;
Revista Ingenierías Universidad de Medellín , 2008,
Abstract: this paper is the result of a research project on integrated management of operational risk, promoted by universidad de medellin research vice-principal's office and co-financed by a financial company. it presents an application of the lda model, which is based on data collection of historical losses (frequency and severity), which are recorded internally in organizations. such data can be supplemented with external data. these losses are classified in a matrix that relates business lines of the organization and operational loss events, from which capital charge is estimated. the application was developed for a financial institution. the paper is organized as follows: the first section is introductory to the subject. the second part formally presents a lda model; then an application is made, and in the fourth part some conclusions are presented.
Cuantificación del riesgo operacional utilizando sistemas de funciones iteradas
Franco Arbeláez,Luis Ceferino; Velásquez Ceballos,Hermilson;
Revista Ingenierías Universidad de Medellín , 2011,
Abstract: this article is one of the results obtain in a research project funded by the university eafit in 2011, this paper is based upon a study carried out by iacus and la torre [1], it is presented the fractal estimation, through iterated function systems (ifs), as an alternative to estimate the distribution function of added losses which is necessary to quantify the operational risk. as it is shown in the analysis, this technique can deal with some of the difficulties presented with some of the classic actuarial methodologies. furthermore, an application is presented and conclusions are obtained from it.
Alternativas fundamentales para cuantificar el riesgo operacional
Luis Ceferino Franco Arbeláez,Ermilson Velasquez Ceballos
Ecos de Economía , 2010,
Abstract: El presente artículo es uno de los resultados de un proyecto de investigación financiado por la Universidad EAFIT en el a o 2009. En el contexto del riesgo operacional, se hace un desarrollo formal de los métodos de Simulación Montecarlo, el algoritmo de recursión de Panjer y la Aproximación Analítica de B cker y Klüppelberg, que son tres de las técnicas más utilizados para cuantificar ese riesgo en entidades financieras en el ámbito mundial. Luego se desarrolla una aplicación para un caso práctico, aplicando los tres métodos, y se obtienen conclusiones sobre su desempe o relativo. ABSTRACT This article is one of the outcomes of a research project financed by Universidad EAFIT in the year 2009. In the operational risk context, a formal development of Montecarlo simulation methods, Panjer recursion algorithm, as well as B cker and Klüppelberg analytical approximation is done, which are three of the most used techniques in order to quantify this risk in financial institutions worldwide. Subsequently an application for a practical case is developed by applying the three methods, and conclusions about its relative performance are obtained.
Loss Distribution Approach (LDA): metodología actuarial aplicada al riesgo operacional Loss Distribution Approach (LDA): actuarial methodology apply to operational risk
Luis Ceferino Franco Arbeláez,Juan Guillermo Murillo Gómez
Revista Ingenierías Universidad de Medellín , 2008,
Abstract: Este artículo es resultado de un proyecto de investigación sobre la gestión integral del riesgo operacional promovido por la Vicerrectoria de Investigaciones de la Universidad de Medellín, y cofinanciado por una firma comisionista. Se presenta una aplicación del modelo LDA, el cual se basa en la recopilación de los datos de pérdidas históricas (frecuencia y severidad), que se registran internamente en las organizaciones. Dichos datos pueden ser complementados con datos externos. Estas pérdidas son clasificadas en una matriz que relaciona las líneas de negocio de la organización y los eventos operacionales de pérdida, a partir de la cual se calcula la carga de capital. La aplicación se desarrolló para una entidad financiera. El artículo está organizado de la siguiente forma: la primera sección es introductoria al tema. En la segunda parte se presenta formalmente el modelo LDA; luego se realiza una aplicación, y en la cuarta sección se presentan algunas conclusiones. This paper is the result of a research project on integrated management of operational risk, promoted by Universidad de Medellin Research Vice-Principal's Office and co-financed by a financial company. It presents an application of the LDA model, which is based on data collection of historical losses (frequency and severity), which are recorded internally in organizations. Such data can be supplemented with external data. These losses are classified in a matrix that relates business lines of the organization and operational loss events, from which capital charge is estimated. The application was developed for a financial institution. The paper is organized as follows: The first section is introductory to the subject. The second part formally presents a LDA model; then an application is made, and in the fourth part some conclusions are presented.
Cuantificación del riesgo operacional utilizando sistemas de funciones iteradas Operational risk quantification using iterated functions systems
Luis Ceferino Franco Arbeláez,Hermilson Velásquez Ceballos
Revista Ingenierías Universidad de Medellín , 2011,
Abstract: El presente artículo es uno de los resultados obtenidos en proyectos de investigación financiados por la Universidad EAFIT para el a o 2011 y se basa en un estudio de Iacus y La Torre [1].Se presenta la estimación fractal, mediante sistemas de funciones iteradas (IFS), como una alternativa para estimar la función de distribución de las pérdidas agregadas, la cual es necesaria para la cuantificación del riesgo operacional. Como se muestra en el análisis, esta técnica puede superar algunas de las dificultades presentadas con las metodologías actuariales clásicas. Además, se presenta una aplicación, y se obtienen conclusiones. This article is one of the results obtain in a research project funded by the University EAFIT in 2011, This paper is based upon a study carried out by Iacus and La Torre [1], it is presented the fractal estimation, through Iterated Function Systems (IFS), as an alternative to estimate the distribution function of added losses which is necessary to quantify the operational risk. As it is shown in the analysis, this technique can deal with some of the difficulties presented with some of the classic actuarial methodologies. Furthermore, an application is presented and conclusions are obtained from it.
Riesgo operacional: reto actual de las entidades financieras
Juan Camilo Arbeláez,Luis Ceferino Franco,César Betancur,Juan Guillermo Murillo
Revista Ingenierías Universidad de Medellín , 2006,
Abstract: El presente artículo es uno de los resultados de un proyecto de investigación sobre gestión integral del riesgo operacional, promovido por la Vicerrectoría de Investigaciones de la Universidad de Medellín. El objetivo es presentar, sin ambiciones de exhaustividad, una descripción de los modelos que se consideran más relevantes en la amplia gama de posibilidades para la cuantificación del riesgo operacional. El artículo está estructurado en la siguiente forma: primero se hace una breve contextualización del riesgo operacional en el marco de los riesgos financieros en general, y en el ámbito de la normativa vigente a escala mundial. En la siguiente sección se describen los modelos básicos (Método del indicador básico, Método estándar y Método estándar alternativo) propuestos para la cuantificación del riesgo operacional. Luego se relacionan los mínimos requerimientos generales, cualitativos y cuantitativos que, a luz del Nuevo Acuerdo de Basilea, deben cumplir los modelos de medición avanzada que las entidades financieras pretendan someter a aprobación de los entes reguladores. Posteriormente, se presentan algunos estudios específicos recientes en los ámbitos mundial y local; y finalmente se obtienen algunas conclusiones. Its main objective is to succinctly present a description of the models considered the most relevant in the wide range of possibilities for the quantification of operational risk. The article is structured in the following form: first it briefly contextualizes operational risk in the frame of financial risks in general, and in the frame of the current regulations world-wide. In the following section the basic models (Basic Indicator Approach, Indicator Standard Approach and Alternative Standard Approach) proposed for the quantification of the operational risk are described. Then it describes the minimum general, qualitative and quantitative requirements, in the light of the New Basilea Agreement, that should be met by the advanced measurement approach that financial organizations try to submit to approval of the regulating institutions. Later, it shows some recent specific local and world-wide studies and finally some conclusions are obtained.
Riesgo operacional: reto actual de las entidades financieras
Arbeláez,Juan Camilo; Franco,Luis Ceferino; Betancur,César; Murillo,Juan Guillermo; Gallego,Paula Andrea; Henao,Viviana María; Londo?o,Johana Andrea; Mejía,Claudia Marcela; Palacio,Diana Marcela; Salazar,Elizabeth; Salazar,Luisa Fernanda; Valderrama,Natalia; Varela,Diana Carolina;
Revista Ingenierías Universidad de Medellín , 2006,
Abstract: its main objective is to succinctly present a description of the models considered the most relevant in the wide range of possibilities for the quantification of operational risk. the article is structured in the following form: first it briefly contextualizes operational risk in the frame of financial risks in general, and in the frame of the current regulations world-wide. in the following section the basic models (basic indicator approach, indicator standard approach and alternative standard approach) proposed for the quantification of the operational risk are described. then it describes the minimum general, qualitative and quantitative requirements, in the light of the new basilea agreement, that should be met by the advanced measurement approach that financial organizations try to submit to approval of the regulating institutions. later, it shows some recent specific local and world-wide studies and finally some conclusions are obtained.
Oftalmía simpática: A propósito de un caso
Sigler Villanueva,Aldo; Román González,Ceferino; Díaz Luis,Jackeline;
Revista Cubana de Oftalmolog?-a , 1999,
Abstract: a 65-year-old patient who underwent an intracapsular extraction of the crystalline lens of the left eye without accidents and 3 months later began to suffer from bilateral papillary stasis was presented. the clinical and neurological examination made was negative. the patient was given 80 mg of prednisona daily, and after 2 months he developed bilateral panuveitis. it was decided to extract the crystalline lens due to pathological cataract in the right eye and to administer 7 mg/kg of cyclosporine twice a day and 10 mg of prednisone during 2 months. the afecction dissapeared as a result of the treatment. it remains a visual scuity of 0,1 in the right eye and of counting fingers in the left eye. there has been no relapse after a 6-year follow-up.the patient is doing well in his familial enviroment
Oftalmía simpática: A propósito de un caso Sympathetic ophthalmia: Apropos of a case
Aldo Sigler Villanueva,Ceferino Román González,Jackeline Díaz Luis
Revista Cubana de Oftalmolog?-a , 1999,
Abstract: Se presenta un paciente de 65 a os de edad operado de extracción intracapsular del cristalino del ojo izquierdo (OI), sin accidentes, el cual al cabo de los 3 meses, comienza a presentar éstasis papilar bilateral; el chequeo cliniconeurológico realizado fue negativo. Se comenzó con dosis de 80 mg diarios de prednisona y a los 2 meses desarrolló panuveítis bilateral. Se decidió realizar extracción del cristalino por catarata patológica en ojo derecho (OD) y además comenzar con el uso de ciclosporina a 7 mg/kg en 2 tomas diarias y 10 mg de prednisona. Esta terapia se mantiene por 2 meses al cabo de los cuales el cuadro uveal bilateral desaparece completamente; queda con una agudeza visual en OD de 0,1 y de cuenta dedos en el OI. Después de 6 a os de seguimiento el paciente no ha presentado ninguna recaída y se desenvuelve con normalidad en su medio familiar A 65-year-old patient who underwent an intracapsular extraction of the crystalline lens of the left eye without accidents and 3 months later began to suffer from bilateral papillary stasis was presented. The clinical and neurological examination made was negative. The patient was given 80 mg of prednisona daily, and after 2 months he developed bilateral panuveitis. It was decided to extract the crystalline lens due to pathological cataract in the right eye and to administer 7 mg/kg of cyclosporine twice a day and 10 mg of prednisone during 2 months. The afecction dissapeared as a result of the treatment. It remains a visual scuity of 0,1 in the right eye and of counting fingers in the left eye. There has been no relapse after a 6-year follow-up.The patient is doing well in his familial enviroment
Chemoinformatic Approaches for Inhibitors of DNA Methyltransferases: Comprehensive Characterization of Screening Libraries  [PDF]
Jakyung Yoo, José Luis Medina-Franco
Computational Molecular Bioscience (CMB) , 2011, DOI: 10.4236/cmb.2011.11002
Abstract: Virtual screening of compound databases is a promising approach to identify inhibitors of DNA methyltransferases and other epigenetic targets. An important first step before conducting virtual screening is to characterize the structural diversity and chemical space coverage of the screening collections. Herein, we report a comprehensive chemoinformatic characterization of novel screening libraries, including a focused collection directed to inhibitors of DNA methyltransferases (DNMTs), and two natural product databases. The compound databases were assessed in terms of physicochemical properties, molecular scaffolds, and fingerprints. As part of the scaffold diversity analysis, a recently developed method, based on Shannon Entropy, was used. The overall approach enabled the analysis of property space coverage, degree of overlap between collections, scaffold and structural diversity. Overall, the analysis of the distribution of physicochemical properties indicates that the DNMT focused library and the two natural products collections have molecules with properties similar to approved drugs. Moreover, the natural products databases analyzed in this work have different chemical structures from approved drugs and synthetic databases and therefore are attractive for virtual screening for DNMT inhibitors. The scaffold analysis revealed that the focused library has, overall, the largest scaffold diversity and that the most frequent scaffolds are not identified in the other analyzed collections. Therefore, the focused library is also attractive to perform virtual and experimental screening for novel inhibitors. This study represents a first step towards the virtual screening of novel compound databases to identify inhibitors of DNMTs. Results of this study are general and can be used for the virtual screening of the compound databases against targets directed to other therapeutic applications.
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