Design of information system for the Liquidity Risk Management in financial institutions

Author

Echeverri Arias, Jaime Alberto ; Arias Serna, Maria Andrea ; Murillo Gomez, Juan Guillermo ; Kleine, Collin ; Ceferino Franco Arbelaez, Luis

Author_Institution

Fac. de Ingenierias. Medellin, Univ. de Medellin, Medellin, Colombia

fYear

2015

fDate

17-20 June 2015

Firstpage

1

Lastpage

6

Abstract

The financial institutions face risk daily regarding disposition of liquid resources to meet the request from customers, such conflicts found in the information systems potential tools for right decisions. This work present the software architectural design and implementation of information system called Liquidity Risk Management (LRM) helping the collection measures of information in real time for proper risk liquidity management in financial institutions. The paper presents and describe the system architectural components, its functionalities and the implementation of different methods for risk value in a portfolio formed by four portfolios.

Keywords

financial management; investment; management information systems; risk analysis; software architecture; LRM; financial institutions; information system design; information systems potential tool; liquidity risk management; portfolio; risk value; software architectural design; system architectural components; Information systems; Media; Portfolios; Reactive power; Risk management; Software; Testing; Value at Risk; architecture based on filters; financial risk;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Systems and Technologies (CISTI), 2015 10th Iberian Conference on

Conference_Location

Aveiro

Type

conf

DOI

10.1109/CISTI.2015.7170360

Filename

7170360