NDLI: Fuzzy credibility for mixing different data sources in evaluating operational risk: Modelling operational risk

Content Provider	IEEE Xplore Digital Library
Author	Bonet, I. Pena, P.A. Lochmuller, C. Patino, A.
Copyright Year	2014
Description	Author affiliation: Grupo de Investig. en Gerencia, Productividad y Calidad (GPC), Escuela de Ing. de Antioquia, Envigado, Colombia (Lochmuller, C.; Patino, A.) \|\| Grupo de Investig. en Ing. del Software y Modelamiento Computacional (GISMOC), Escuela de Ing. de Antioquia - EIA Envigado, Envigado, Colombia (Bonet, I.; Pena, P.A.)
Abstract	After the global financial crisis of 2008 the banking sector has shown a strong interest, internationally and in Colombia, in developing models to manage and measure the risks of business processes and in particular the risk associated with the operations of an organization (operational risk). This article proposes a model based on fuzzy credibility theory in order to mix different data sources for evaluating operational risk. The results of calculating the OpVaR are compared using both, credibility theory and fuzzy credibility. It can be concluded that these results differ, when the membership of the internal data to the external data set is low. In this case the fuzzy model gives more weight to external data compared to the model that applies credibility theory.
Starting Page	1
Ending Page	6
File Size	320910
Page Count	6
File Format	PDF
ISBN	9789899843431
DOI	10.1109/CISTI.2014.6877030
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-06-18
Publisher Place	Spain
Access Restriction	Subscribed
Rights Holder	AISTI
Subject Keyword	Silicon compounds Fuzzy logic Credibility theory Computational modeling Operational risk Abstracts Media Data models Silicon Software OpVaR
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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