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Valor de realización de los activos de renta fija privada en los fondos de inversión

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  • Nuria Baena Tovar

Abstract

CONTENTS: Esta Monografía se dedica a los modelos de valoración utilizables por los fondos de inversión en el caso de activos con liquidez reducida, como pueden ser los de renta fija privada. Los dos elementos principales a elegir son el método de estimación de la curva cupón cero y la determinación de la prima de riesgo que mejor se ajusta a las características de solvencia del activo de renta fija privada a valorar. En el trabajo se estudia la normativa española y la internacional, así como se presentan los resultados que producen los distintos modelos de valoración.

Suggested Citation

  • Nuria Baena Tovar, 2006. "Valor de realización de los activos de renta fija privada en los fondos de inversión," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
    • Handle: RePEc:cnv:docutr:dt_17es
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    File URL: http://www.cnmv.es/DocPortal/Publicaciones/MONOGRAFIAS/MON2006_17.pdf
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