Examinando por Materia "Modelo Camel"

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    Ítem
    Metodología de calificación crediticia para una entidad bancaria colombiana (caso aplicado a Davivienda)
    (Universidad EAFIT, 2018) Tamayo Jaramillo, Mariana; Muriel Lopera, Paola Andrea; Ospina Mejía, Jaime Alberto
    At present, banks are publicly qualified to give the investor a reference of the situation of their counterpart, evaluating qualitative, quantitative, historical and perspective issues -- That is why, given the importance of credit ratings, this paper seeks to build a proposal that serves as an internal rating model, by weighting the factors considered relevant for the construction of the model and financial indicators -- This proposal arises from the study of the methodologies used by the main international rating agencies and the Camels Model; as well as the initiative to create a model applicable to a Colombian banking entity, after reviewing that the bibliography in this field is not very broad about other similar study cases -- This research is expected to complement the knowledge acquired in the Administration Financial Master, in through subjects such as corporate finance, fixed income and financial strategy
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    Ítem
    Modelo de otorgamiento de cupos de negociación a entidades originadoras de créditos respaldados con libranzas
    (Universidad Eafit, 2018) Aguirre Palomino, Ricardo Esteban; Caicedo Cambindo, Nicolás Mauricio; Pérez Ramírez, Fredy Ocaris
    The financial risks in the Colombian financial sector involve a series of procedures and models established by the Financial Superintendence of Colombia, to mitigate the likelihood of materialization of risks that jeopardize the investments and profits of the organizations, although the originating entities of the real sector lack of control procedures in this aspect, proof of this is the ESTRAVAL case, an event that made it possible to demonstrate the weakness that exists in the management of the financial risks of securities, such as the drafts -- Thus, this work has the purpose of determining a model for granting negotiation quotas that qualifies and evaluates the financial structure of the credit origination entities backed by guarantees in Colombia, and in turn the estimation of the maximum negotiation quota must grant for the purchase and sale of securities