Counterpart model for the cooperativa financiera de antioquia

Project Details


According to the good use of liquidity that financial institutions must apply, the risk assumed in highly risky investments that could affect reputational and liquidity risk is hidden, which would generate panic among users of financial services


Design and implement a quantitative internal model for the identification, measurement, control and monitoring of counterparty risk, which allows timely and continuous decision making in the mitigation of said risk

Expected results

Construction and structuring of the database for the quantification of counterparty risk.
Short titleRiesgo de contraparte CFA
AcronymRiesgo de contraparte CFA
Effective start/end date1/02/1222/07/13


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