Articles & references

Articles and technical notes on quantitative risk analysis, as downloadable files.

ENOperational riskRegulationBasel IIILatin America

How quantitative is operational risk supervision in Latin America?

By Fernando Hernández · October 20, 2026 · 7 pages

A comparison of 16 banking supervisors on five dimensions: capital method, use of internal losses, loss event register, internal quantification and reliance on risk matrices. Only Brazil, Colombia, Mexico and Chile currently tie capital to loss history; no supervisor requires Monte Carlo for regulatory capital.

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ESRiesgo operacionalRegulaciónBasilea IIIAmérica Latina

¿Qué tan cuantitativa es la supervisión del riesgo operacional en América Latina?

By Fernando Hernández · October 20, 2026 · 7 pages

Comparación de 16 supervisores bancarios en cinco dimensiones: método de capital, uso de pérdidas internas, registro de eventos, cuantificación interna y dependencia de las matrices. Solo Brasil, Colombia, México y Chile ligan hoy el capital al historial de pérdidas; ningún supervisor exige Monte Carlo para el capital regulatorio.

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