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Análisis comparativo de las metodologías de estimación del valor en riesgo del mercado de deuda pública colombiano período 2014-2016

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  • Miguel Antonio Alba Suárez

Abstract

El comportamiento del mercado exige hoy más que nunca el abordar el estudio del Valor en Riesgo como instrumento, que pueda ayudar a mitigar las pérdidas que se puedan presentar ante cambios generados por fundamentales internos y externos. Este trabajo está enfocado en hacer una ilustración de las metodologías paramétricas y no paramétricas más frecuentemente utilizadas por los agentes del mercado para encontrar el valor en Riesgo aplicado al mercado de deuda pública.

Suggested Citation

  • Miguel Antonio Alba Suárez, 2019. "Análisis comparativo de las metodologías de estimación del valor en riesgo del mercado de deuda pública colombiano período 2014-2016," Revista de Economía del Caribe 18094, Universidad del Norte.
    • Handle: RePEc:col:000382:018094
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