System and Method for modeling and quantifying regulatory capital, Key Indicators of failure, the probability of default, exposure at default, loss due to default, liquidity ratio and value at Risk, within the areas of Management Responsibility D assets, Credit Risk, Market RiskOperational Risk and liquidity risk for banks

摘要

This is in the field of Modelling and Quantification of Key Set of regulatory capital, Risk, probability of lncumplimiento, exposure at default, loss in the case of lmpago, liquidity ratios and Risk value, using quantitative Models, Simulation The Monte Carlo models of Credit Risk, and business statisticsAnd is related to the Modeling and Analysis of Management of assets and liabilities, Credit Risk, Market Risk, Operational Risk and liquidity risk for financial institutions or Banks, allowing them to identify, evaluate, assess, quantify, diversify, Perspective Or to diversify risk.And generate Periodic regulatory reports to the supervisory authorities and central banks in their Credit, Market, and Operational Risk areas.