Project Details
Description
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
Objective
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 title | Riesgo de contraparte CFA |
|---|---|
| Acronym | Riesgo de contraparte CFA |
| Status | Finished |
| Effective start/end date | 1/02/12 → 22/07/13 |
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