Examinando por Materia "Riesgo de liquidez"
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Ítem Medición de la exposición al riesgo de liquidez para una entidad del sistema financiero colombiano a partir del ratio de cobertura de liquidez de Basilea III(Universidad EAFIT, 2018) Ramírez Parra, Cristián Andrés; Lozada Suárez, Juan DavidThis document shows how the appropriate and opportune measure of liquidity risk, can be used as a tool for purposes of assets and liabilities management and development of profit strategies on a financial institution, and not only as a regulatory compliance; this measure can become a planning resource for senior management and a valid support for regulatory entities over the established politics of assets and liabilities of the institution -- For that manner, based upon existing knowledge about measuring liquidity risk exposure as it’s established on current regulation on chapter six of the Basic Financial Circular Letter of 1995 in Colombia (Superintendencia Financiera de Colombia, 1995), it shows the development of the Liquidity Coverage Ratio (LCR) established by the Basel Committee on Basel III (Basel Committee, 2010 p. 9), which will allow the institution to take an anticipated adoption of international practices and adjust liquidity and balance sheet politics -- All the above is born from the observation of different requirements and questionings from Superintendencia Financiera de Colombia (SFC) on liquidity risk matters to entities of the financial sector, that shows the intention of implementing in the short term the internationally accepted politics related to liquidity risk, with the objective of making the financial institutions stronger and promote integral practices of risk management that will allow entities to make front to stress scenariosÍtem Modelo de flujo de caja bajo estándares regulatorios para la Cooperativa Financiera Cotrafa(Universidad EAFIT, 2021) Ochoa Jaramillo, Leidy Johanna; Restrepo Tobón, Diego AlexanderÍtem Modelo de medición del riesgo de liquidez para un fondo de empleados a partir del modelo de la Superintendencia Financiera de Colombia(Universidad EAFIT, 2019) Valencia Sánchez, Edwin; Gómez Salazar, Elkin ArcesioThis research project aims to address the current need for employee funds to implement a methodology for liquidity risk measurement that is optimal, reliable and generates quality information for decision-making. The methodology currently applied does not allow the identification of liquidity problems with sufficient anticipation. The employee funds have similar characteristics to the entities monitored by the Financial Superintendence of Colombia; therefore, a model of liquidity risk measurement will be designed from the model implemented by this regulatory entity. The model will be proposed incorporating qualitative and transactional variables, which through the use of neural networks allow determining the probability of withdrawal of resources from the partners and thus prevent the materialization of risk. In this way, the model complies with the regulations for the entities monitored by the Superintendence of the Solidarity Economy.