Andrés Mora-Valencia
Universidad de los Andes
Andrés Mora-Valencia is Assistant Professor at the Universidad de los Andes (Colombia). He holds a degree as Industrial Engineer (Universidad del Valle, Colombia), MSc in Industrial Engineering (Universidad de los Andes, Colombia), MSc in Economics and Business Administration (Universidad de Salamanca, Spain), MSc in Banking and Quantitative Finance (Universidad del País Vasco), and Ph.D. in Business Economics (Universidad de Salamanca, Spain). He has been lecturer of Finance area (Industrial Engineering Department) at Universidad de los Andes (Colombia) for three years and lecturer of Colegio de Estudios Superiores de Administración (CESA, Colombia) for also three years, and two years at Universidad EAFIT (Colombia). He has taught courses in Statistics and Finance for undergraduate students. His research interests focus on Quantitative Finance, Financial Risk Measurement and Extreme Value Theory. He has published his recent research work in journals such as Emerging Markets Review, Scientometrics, Emerging Markets Finance and Trade and Physica A.
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Articles by Andrés Mora-Valencia
A note on the standard measurement approach versus the loss distribution approach–advanced measurement approach: the dawning of a new regulation
This paper presents a nonexhaustive review of the literature on operational risk quantification under a combination of the loss distribution approach model – the most commonly used of the AMA models – and extreme value theory.