Francisco, Martínez Sánchez José; Martínez, Venegas - In: Contaduría y Administración 58 (2013) 2, pp. 221-259
This paper identifies and quantifies through a Bayesian Network model (BN) the various factors of Operational Risk (OR) associated with the payment process PROCAMPO. The BN model is calibrated with data from events that occurred during the period 2008-2011. Unlike classical methods, the BN model...