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

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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.

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Article provided by UNIVERSIDAD ICESI in its journal ESTUDIOS GERENCIALES.

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

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Handle: RePEc:col:000129:008427
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