Modelo de sistema viable para la gestión de riesgo operacional en instituciones bancarias
DOI:
https://doi.org/10.34069/AI/2023.71.11.1Palabras clave:
Gestión de riesgos, riesgo operacional, modelo de sistema viable, cibernética, sistema.Resumen
A partir de los lineamientos que exigen las instancias reguladoras a las instituciones bancarias para poder gestionar sus riesgos operacionales, establecen estándares y marcos que definen sus estructuras de gestión de riesgo para permitir a las instituciones bancarias controlar, mitigar y evitar la materialización del riesgo. Desafortunadamente los marcos hacen que las instituciones bancarias corran el riesgo de desaparecer si no proponen soluciones flexibles en el manejo de reserva de capital para el riesgo operacional. La flexibilidad de la estructura organizacional es necesaria para la viabilidad en la situación actual por lo que la propuesta es la utilización del Modelo de Sistema Viable (VSM) que permite gestionar y supervisar el riesgo operacional de las instituciones bancarias como un marco adaptable e integral basado en un modelo científico con enfoque sistémico. La metodología se realiza en el contexto bancario mexicano, demostrando que al aplicar el VSM como marco para gestionar el riesgo operacional se logra la viabilidad y flexibilidad de los criterios para el correcto manejo de las amenazas futuras. El modelo proporciona un marco integral de gestión del riesgo operacional con un enfoque sistémico.
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Pérez-Ríos, J (2010). Models of organizational cybernetics for diagnosis and design. Kybernetes, 39(9/10), 1529-1550
Raz, T., & Hillson, D. (2005). A Comparative Review of Risk Management Standards. Risk Management, 7(4), 53-66
Ruiz-Canela, J. (2021). How Can Enterprise Risk Management Help in Evaluating the Operational Risks for a Telecommunications Company? Journal of Risk and Financial Management, 14, 139
Sadi, T., Wilberg, J., Tommelein, I.D., & Lindemann, U. (8, 2016). Supporting the design of competitive organizations by a domain-specific application framework for the viable system model. In DSM 2016: Sustainability in modern project management-Proceedings of the 18th International DSM Conference, São Paulo, August 29th and 30th, 2016 (pp. 077-087)
Schneider, A., Wickert, C., & Marti, E. (2016). Reducing Complexity by Creating Complexity: A systems theory perspective on how organizations respond to their environments. Journal of Management Studies, 54(2), 182-208
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Shaw, D., Fattoum, A., Moreno, J., & Bealt, J. (2020). A structured methodology to peer review disaster risk reduction activities: The Viable System Review. International Journal of Disaster Risk Reduction, 46, 101486
Andersen, L.B., Häger, D., Maberg, S., Næss, M.B., & Tungland, M. (2012). The financial crisis in an operational risk management context - A review of causes and influencing factors. Reliability Engineering & System Safety, 105, 3-12
Anderton, R. (1989). The need for formal development of the VSM. In Espejo, R. & Harnden, R. (eds.). The Viable System Model: Interpretations and Applications of Stafford Beer's VSM. Chichester: John Wiley. ISBN-10: 0471922889
Ashby, W. R. (1956). An introduction to cybernetics. London: Chapman & Hall
Baltes?, N., & Ciuhureanu, A.T. (2010). Study on The Risk Management In Banking Institutions. Studies in Business and Economics, 5(3), 67-78
BCBS-BIS (2006). International convergence of capital measurement and capital standards - A revised framework comprehensive version. http://www.bis.org
Beals, S., Fox, C., & Minsky, S. (2015). Why a Mature ERM Effort is Worth the Investment. Risk Management and Insurance Society (RIMS) Executive Report. Disponible en: https://acortar.link/kk4yVi (consultado en enero de 2019)
Beer, S. (1972). Brain of the Firm: A Development in Management Cybernetics. New York: Herder and Herder
Beer, S. (1979). The Heart of Enterprise. Chichester: John Wiley
Beer, S. (1984). The Viable System Model: Its Provenance, Development, Methodology and Pathology. The Journal of the Operational Research Society, 35(1), 7-25
Beer, S. (1985). Diagnosing the system for organizations. Chichester: John Wiley
Berger, A.N., Curti, F., Mihov, A., & Sedunov, J. (2022). Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies. Journal of Banking & Finance, 143, 106619
Brocklesby, J., & Cummings, S. (1996). Designing a viable organization structure. Range Planning, 29(1), 49-57
Chauhan, V., Yadav, R., & Choudhary, V. (2019). Analyzing the impact of consumer innovative-ness and perceived risk in internet banking adoption: A study of Indian consumers. International Journal of Bank Marketing, 37(1), 323-39
Checkland, P. (1981). Systems Thinking, Systems Practice. Chichester, Wiley
Checkland, P., & Holwell, S. (1998). Action research: its nature and validity. Syst Pract Action Res, 11(1), 9-21. https://doi.org/10.1023/A:1022908820784
Corrigan, J., Luraschi, P., & Cantle, N. (2013). Operational risk modelling framework. New York (USA): Milliman. Recuperado de: https://acortar.link/sUODsx
Curry, T.J. (2012). Comptroller of the Currency. [File PDF]. Recuperado de: https://acortar.link/fe1kku
Espejo, R. (1988). “Seeing Complexity” - the cybernetic viewpoint. Transactions of the Institute of Measurement & Control, 10(3), 139-144
Espejo, R., & Harnden, R. (1989). The Viable System Model: Interpretations and applications of Stafford Beer's VSM. Chichester: John Wiley. ISBN-10: 0471922889
Espejo, R., Bowling, D., & Hoverstadt, P. (1999). The viable system model and the Viplan software. Kybernetes, 28(6/7), 661-678
Espinosa, A., & Harden, R. (2008). A complexity approach to sustainability – Stafford Beer revisited. European Journal of Operational Research, 187(2), 636-651
Hoverstadt, P. (2010). The Viable System Model. In: Reynolds, M., Holwell, S. (eds) Systems Approaches to Managing Change: A Practical Guide. Springer, London. https://doi.org/10.1007/978-1-84882-809-4_3
Hoverstadt, P., & Loh, L. (2017). Patterns of strategy. Abingdon: Routledge
Huygh, T., & Haes, S. (2019). Investigating IT Governance through the Viable System Model. Information Systems Management, 36(2), 168-192
Jackson, M.C. (2003). Systems Thinking: Creative Holism for Managers. Chichester: John Wiley. https://acortar.link/oZA5pP
Jafarov, N., & Lewis, E. (2014). Mapping the Cybernetic Principles of Viable System Model to Enterprise Service Bus. Information Technology in Industry, 2(3).
Jorion, P. (2007). Value at Risk: The New Benchmark for Managing Financial Risk. New York: McGraw-Hill. https://acortar.link/NW6VeQ
Luhmann, N. (1995). Poder. Barcelona: Anthropos-Universidad Iberoamericana
McCulloch, W.S., & Pitts, W. (1943). A logical calculus of the ideas immanent in nervous activity. Bull Math Biol, 5, 115-130
Mignola, G., Ugoccioni, R., & Cope, E. (2016). Comments on the Basel Committee on Banking Supervision Proposal for a New Standardized Approach for Operational Risk. Journal of Operational Risk, 11(3).
Pérez-Ríos, J (2010). Models of organizational cybernetics for diagnosis and design. Kybernetes, 39(9/10), 1529-1550
Raz, T., & Hillson, D. (2005). A Comparative Review of Risk Management Standards. Risk Management, 7(4), 53-66
Ruiz-Canela, J. (2021). How Can Enterprise Risk Management Help in Evaluating the Operational Risks for a Telecommunications Company? Journal of Risk and Financial Management, 14, 139
Sadi, T., Wilberg, J., Tommelein, I.D., & Lindemann, U. (8, 2016). Supporting the design of competitive organizations by a domain-specific application framework for the viable system model. In DSM 2016: Sustainability in modern project management-Proceedings of the 18th International DSM Conference, São Paulo, August 29th and 30th, 2016 (pp. 077-087)
Schneider, A., Wickert, C., & Marti, E. (2016). Reducing Complexity by Creating Complexity: A systems theory perspective on how organizations respond to their environments. Journal of Management Studies, 54(2), 182-208
Schwaninger, M., & Scheef, C. (2016). A test of the viable system model: theoretical claim vs empirical evidence. Cybernetics and Systems, 47(7), 544-569
Shaw, D., Fattoum, A., Moreno, J., & Bealt, J. (2020). A structured methodology to peer review disaster risk reduction activities: The Viable System Review. International Journal of Disaster Risk Reduction, 46, 101486
Publicado
2023-11-30
Cómo citar
Cuellar Orozco, M., Patiño Ortiz, J., Cuellar Orozco, L., Cuellar Orozco, A., & Patiño Ortiz, M. (2023). Modelo de sistema viable para la gestión de riesgo operacional en instituciones bancarias. Amazonia Investiga, 12(71), 9–25. https://doi.org/10.34069/AI/2023.71.11.1
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