Examinando por Materia "Modelos financieros"

Mostrando 1 - 3 de 3
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    Construir un modelo financiero para calcular el VAR para Fondo de Inversión Colectiva con pacto de permanencia Avanzar 180 días
    (Universidad EAFIT, 2018) Cardona Cardona, Madeleyne; Moreno Muñoz, Andrés Rodrigo; Pérez Ramírez, Fredy Ocaris
    Within the strategy of the Coomeva Group, Coomeva Fiduciary was set up with the aim of expanding the portfolio of services to its members -- In this process, the registration and approval of the Collective Investment Fund with a permanence pact ADVANCED 180 days was managed to provide investment options to associated and non-associated clients -- In the optimal operating conditions of the Fund, its necessary to build a Financial Model that supports the timely monitoring and control of the assets that comprise it, for to keep it free of toxic assets that could put its profitability and liquidity at risk -- Therefore, in the present work, the modeling and analysis of data of different financial assets was carried out and, in accordance with this, the most appropriate model was established to calculate the VaR of the portfolio, through methods of wide recognition in this matter
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    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
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    Modelo para la estimación del riesgo de crédito y la asignación de cupos en la cartera de una empresa del sector textil en Colombia
    (Universidad EAFIT, 2020) Campuzano Gómez, Milena; Roldán Moreno, Juan Esteban; Henao Jassan, Rodrigo
    Models of estimation of credit risk have a long history in the financial sector, not being so for the real sector that informally seeks a greater return on investment with commercial credits, which in some cases has implied adherence to advanced operations by the financial sector in the area of risk calculation, based on the characteristics of the companies that undertake this effort. For this reason, the construction of a model of estimation of credit risk proposed so that a company in the textile sector expands the credit quotas in a calculated way. For such compliance was proposed an experimental investigation which allowed the construction of the model under financial indicators. It concluded that by increasing the quotas, at the risk of the company, participation in the marking is gained and profits are improved with an acceptable risk within the financial standards.