Advanced Search
MyIDEAS: Login

El Var Histórico: Una Propuesta Metodológica Para La Medición De Pérdidas Esperadas En Pesos De Deudores Hipotecarios Con Créditos En Unidades De Valo

Contents:

Author Info

  • EDGARDO CAYÓN FALLÓN

    ()

  • JULIO SARMIENTO SABOGAL

    ()

Abstract

El objetivo principal de esta propuesta es enriquecer la información que sepresenta al futuro deudor hipotecario, desde una perspectiva de riesgos financieros,en el momento de tomar la decisión con respecto a la financiación desu vivienda en créditos denominados en UVR. Para este propósito se utilizóel VaR Histórico como medida de riesgo para créditos indexados por inflación.Por medio de los resultados obtenidos y utilizando esta metodología, sepuede concluir que existe la necesidad de una mayor regulación, por partede las entidades competentes, con relación a la calidad de información queactualmente los establecimientos de crédito proveen al deudor hipotecario ensu proceso de decisión con respecto a su opción de financiación de viviendaen créditos denominados en UVR.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://bibliotecadigital.icesi.edu.co/biblioteca_digital/bitstream/item/4576/1/05VaR-historico.pdf
Download Restriction: no

Bibliographic Info

Article provided by UNIVERSIDAD ICESI in its journal ESTUDIOS GERENCIALES.

Volume (Year): (2010)
Issue (Month): ()
Pages:

as in new window
Handle: RePEc:col:000129:008427

Contact details of provider:

Related research

Keywords: Finanzas; UVR; riesgo; crédito hipotecario.;

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:col:000129:008427. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ximena Duenas).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.