Repositorio Institucional Universidad EAFIT :: Examinando por Materia "RIESGO

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Medición cuantitativa de riesgo de mercado en instituciones no financieras
(Universidad EAFIT, 2019) Angulo Martínez, Mario Germán; Correa Agudelo, Ximena
In this article, a quantitative measurement of financial market risk of four non-financial institutions listed on the Colombian stock exchange was carried out. Initially, the risk and different types of risk are defined, and then the article emphasizes in the risk market. Subsequently, recognized and studied methodologies are applied to measure the financial market risk and determine the expected return, volatility, value at risk (VaR), the conditional value at risk (CVaR) of each institution. Finally, from the results obtained is concluded that the Ecopetrol group is the institution that presents the most risk.