Repositorio Institucional Universidad EAFIT ::Examinando por Materia "Riesgo financiero"

Examinando por Materia "Riesgo financiero"

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Administración del riesgo financiero bajo NIIF 9
(2018) Bastidas Delgado, David Andrés; Londoño Osorno, Rodrigo Alberto
IFRS 9 (Financial Instruments) introduced a significant change in the estimation of risk in international accounting, since it contemplates the calculation of expected future probabilities that must be measured and recognized in the accounting of an organization -- This research shows simulations of the financial risk and the analysis of models that allow obtaining the quantification of future estimates -- It is expected that the results obtained will help organizations to make better decisions using proper risk management -- The research evaluated different instruments that were the result of the union of several models, methodologies and techniques that allowed a better analysis, which led to propose simulations under hypothetical scenarios and make use of instruments designed for sound financial risk management -- The risks evaluated and managed by this research were: credit risk and market risk, as well as the changes in the NIIF 9 standard for hedge accounting, where a better measurement of the derivative's effectiveness is recognized
Alcatraz : plataforma digital de soporte financiero para pymes colombianas del sector de comercio
(Universidad EAFIT, 2024) Escobar González, Juan Camilo; Castro Cataño, Juan Sebastián; Tobón Restrepo, Diego Alexander
A digital platform for financial technical support will be structured for Colombian micro, small, and medium enterprises (MSME) in the commerce sector. This platform will generate financial indicators of value for the company -through calculations using data given from the company- such as the EBITDA margin, ROIC, EVA, internal growth rate and sustainable growth rate, aiming to assist entrepreneurs in making structured decisions. Ultimately, the platform is expected to aid in the accounting formalization of businesses, facilitating access to credit products that promote long-term financial sustainability and inclusion in formal financial products, as well as enhancing their financial management, all delivered by a digital format.
Alternativas de implementación de un modelo de negocio con componente tecnológico para la compañía Dislicores S.A.S. en la comercialización de bebidas alcohólicas y otros productos
(Universidad EAFIT, 2023) Montaño Herrera, Carlos Arley; Camacho Giraldo, Alexandra Milena; Orozco Echeverry, César Augusto
Alternativas de implementación de un modelo de negocio con componente tecnológico para la compañía Dislicores S.A.S. en la comercialización de bebidas alcohólicas y otros productos
(Universidad EAFIT, 2023) Montaño Herrera, Carlos Arley; Camacho Giraldo, Alexandra Milena; Orozco Echeverry, César Augusto
Análisis de los riesgos operativos y financieros de Automatización S.A.
(Universidad EAFIT, 2025) Yépez Duque, Katherine; Gómez Salazar, Elkin Arcesio
Automatización S. A. is a company with more than sixty-two years of experience in the supply and development of projects in automation and industrial control. The Company’s mission is to generate growth, optimization and productivity in the industrial processes of its customers in order to obtain effective results in the development of the processes. Currently, Automatización S. A. faces numerous operational and financial risks that can affect its performance and stability. These risks include fluctuation of raw material prices, market competition, technological obsolescence, and regulatory challenges. If not properly manage, these risks can have a negative impact on the profitability and sustainability of the company; in view of which it does not have an analysis of operational and financial risks that guarantee the normalization of its operational and financial activity, due to which this analysis is proposed.
Análisis y comparación de alternativas para cuantificar el riesgo operacional
(Universidad EAFIT, 2009) Franco Arbeláez, Luis Ceferino; Velásquez Ceballos, Hermilson
Aplicación de modelos predictivos tradicionales y de machine learning para evaluar la insolvencia en el sector salud de Colombia
(Universidad EAFIT, 2025) Girón Ocampo, César Eduardo; Mercado Vargas, Luis Fernando; Cruz Castañeda, Vivian; Álvarez Franco, Pilar Beatriz
Derivados financieros como instrumento de mitigación de riesgo cambiario para exportadores e importadores colombianos que se apalancan en moneda extranjera
(Universidad EAFIT, 2020) Cárdenas Loaiza, Jose Eduardo; Molina Vásquez, María Alejandra; Waserman Álvarez, Jean Paul
Derivados Forward como herramienta de cobertura para mitigar la exposición al riesgo cambiario, en el sector importador de llantas para automotores en el Eje Cafetero colombiano
(Universidad Eafit, 2020) Orozco Velásquez, Carlos Andrés; Jurado Ramírez, Juan Sebastián; Cardona Llano, Juan Felipe
The automotive tire importer sector in the Coffee Region will be analyzed, between the years 2015 - 2019, reviewing the feasibility of using the Forward financial derivative as a strategic tool to manage the exchange rate risk to which companies are exposed due to their operation in foreign currencies, as well as the importance of including in the financial policy strategies that generate stability in the costs of imported tires to decrease the uncertainty of the company's cash flow in the short and long term. An importer of automotive tires in the coffee region will be selected to analyze how this company manages exchange rate risk, providing us with the financial information necessary to identify opportunities for improvement in the financial coverage strategy that companies have currently. This information will be consolidated and it will be cross-referenced with exchange rate databases of the day and local and foreign interest rates databases as well, to find the implicit devaluation and the Forward rate within the period 2015 to 2019, to later analyze the impact of performing coverage exchange rate in the import operation, or not. In the coffee region Impollantas XR stands out as a major importer and market leader for automotive tires representing in 2019 82.7% of the nationalized companies in the region of automotive tire containers (Legiscomex, 2019) reason why it has been selected for its relevance and impact. During the study it was found possible to freeze the costs of product through a Forward financial derivative this minimizes the uncertainty about the company's future cash flow, hence, facilitating investment decisions in the short and long term. Key words: Financial risk, Risk management, Forward Financial derivative, Exchange rate, Volatility, Cash flow, Financial strategy. Key words: Financial risk, Risk management, Financial derivative Forward, Exchange rate, Volatility, Cash flow, Financial strategy.
Diseño de una nueva metodología de gestión de riesgos cambiarios para empresas de comercio exterior en Colombia
(Universidad EAFIT, 2024) Villegas Muñoz, Carolina Andrea; Hernández Elorza, Juan Pablo; Sánchez Ribero, Gustavo Alberto
Evaluación del riesgo financiero en la contratación de mano de obra del sector constructor en el Área Metropolitana de Antioquia
(Universidad EAFIT, 2021) Uribe Tobón, Juan Esteban; Sánchez Tobón, Gustavo Alberto; Gómez Salazar, Elkin Arcesio
Financial risk in the construction sector affects the execution and evolution of projects, according to the quality parameters established by the parties. Given the above, it is important to establish mechanisms that allow a correct selection of contractors, especially in critical activities of the construction process such as foundations, structure and masonry. This research is focused on analyzing the level of financial risk in the contractual relationship between construction companies and contractors in the metropolitan area of the department of Antioquia (Colombia). The methodological aspects of the study are of a mixed approach (qualitative and quantitative) and a descriptive-explanatory scope, which allows identifying the risk factors associated with labor in the construction process and in the contractor-construction interaction, in addition to carrying out a quantitative analysis on data collected through 31 structured surveys with experts in labor hiring, costs and budgets, risk management, and construction project management. This study made it possible to generate elements and tools to anticipate the materialization of financial risks, which negatively impact the projects in the hiring of labor and generate added value to both parties: construction Company and contractors.
Gestión del riesgo corporativo y opciones reales
(Universidad EAFIT, 2010) Rosales Gómez:, Jorge Armando; Torres Avendaño, Gabriel Ignacio
At present there are several methodologies for the valuation of investment projects such as discounted cash flows, discounted dividends, and the options valuation, among others. The first two methodologies are the most common into the real market, which are based only on a positive VPN. However these types of valuations show several technical flaws, in particular, they are static analyses which do not take into account market issues as macroeconomic factors, risk, volatility, etc. Besides, it is a matter of fact that there are a lot of projects with negative VPN that in some specific moments achieves such appraisal that, in the end of the evaluated period, the result is absolutely positive.
Guía práctica para el manejo de su dinero en Fondos de Inversión Colectiva
(2018) Molano Valenzuela, Ángela María; Díaz Plazas, Andrés Eduardo
The purpose of this project is to provide the investors a simple and friendly document that allows them to identify their risk profile, know the collective investment funds, and based on these infer in what fund could make an investment -- Initially, the concept of risk profile is presented, taking into account multiple analysis variables such as age, investment objective, tolerance to capital losses, among others -- Then, concepts and main characteristics of the Collective Investment Funds (FIC) are presented, emphasizing their strengths, weaknesses and potential benefits -- However, this paper presented some performance measures for investment funds, with the objective that the reader knows them, and understands how they allow them to identify which presents a better performance based on a return - risk analysis -- As a result of this document and with the purpose of providing useful tools, a tool will be built that will allow the investor to know the best investment option of a group of FICs defined and consistent with their risk profile
Impacto de los factores climáticos sobre los resultados financieros de la industria energética y agrícola en Colombia
(Universidad EAFIT, 2023) Abril Méndez, Ángela Patricia; Domínguez Malagón, Luis Fernando; Pantoja Robayo, Javier Orlando
This research aims to carry out a diagnosis of the agricultural market for coffee, wheat and the energy generation market in Colombia, focused on measuring the impact of climatic factors, particularly the El Niño phenomenon on its production, cash flow and sales, through the mathematical correlation tool, since up to now the knowledge of this impact is intuitive, that is, it is known that there is an affectation by the weather but the exact magnitude is not known for sure , neither have companies been concerned with maintaining indicators that allow them to measure the climate impact on their income and prefer to use traditional hedging methods: through inventory maintenance or sale price manipulation, which makes the objective of this article pertinent. finding since it would pave the way for the creation of a cheaper weather coverage tool that would not affect their selling prices or incur additional storage costs.
Impacto del riesgo de tasa de interés del libro bancario (RTILB) en las entidades financieras en Colombia
(Universidad EAFIT, 2024) Sotelo Sotelo, Paula Estefany; Martínez Rodríguez, Francisco Javier; Cruz Pomeo, Alex Mauricio
The present degree work attempted to show the impact of interest rate risk management of the banking book (IRRBB for its acronym in English or RTILB for its acronym in Spanish) in financial entities in Colombia, with an approach to a microcredit entity through an applied exercise. In an increasingly globalized world, where the economic decisions and actions of agent A demand almost immediate effects on the financial, business and organizational structure of agent B, and whose reaction must correspond to adequate management of any risk that may arise. or not, influence the present and future of your capital and investments. In this sense, a qualitative and quantitative investigation was conducted with the approach of bibliographic resources, which account for theoretical and practical advances on the subject and subsequently, using hypothetical scenarios that simulate changes in interest rates, managed to determine the impact of managing this risk in financial entities under study. The findings of this research can serve as a basis for establishing interest rate risk mitigation strategies and for understanding the importance of exhaustive monitoring of the capital structure and its dynamics given interest rate variations.
Impacto que tuvo la pandemia, el paro nacional y los costos financieros de tarjeta de crédito, en la inversión en estrategia de mercadeo de los centros comerciales
(Universidad EAFIT, 2024) Fernández Beltrán, Lizeth Natalia; Tenorio Delgado, Carolina; López Álvarez, Juan Fernando
The Colombian Association of Shopping Centers (Acecolombia) study for 2023 revealed that shopping centers are influenced by external factors that impact administrative and financial management. During 2020-2022, the guild faced a stagnation in their growth due to the pandemic, the national strike of 2021 and the high financial costs of credit cards. Despite its goal of attracting customers, the pandemic and the shutdown reduced the flow of people and mall revenues. This has forced the trade to adapt quickly with new sales and marketing strategies, which has impacted budget restructuring and possibly increased management fees. The study seeks to analyze these external factors and provide guidelines to mitigate financial risk in contingent situations.
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.
Medición del riesgo financiero de empresas constructoras y empresas concesionarias, a nivel mundial, que cotizan en la bolsa de valores en el periodo 2017-2020
(Universidad EAFIT, 2023) Valdez Vásquez, Pamela Carolina; Ramírez Nonsoque, Francisco Javier; Vergara Garavito, Judith Cecilia
The construction sector has specific characteristics that are reflected in its financial information. These characteristics make it necessary to study and manage financial risks in order to protect its business model. This research is based on two models of construction companies (construction company and concessionaire with construction company) listed on the stock exchange, using their financial information to create indicators that will allow us to analyse the financial risks inherent in these models, subsequently using them as an imputation to evaluate them using the Alexander Bathory equation. This analysis will provide the necessary information to observe, using panel data statistics, which of the financial risks have the highest correlation with the risk calculated for each company. The results confirm that construction companies are at the beginning of the road to a robust business that overcomes multiple difficulties in its financial reporting. However, these findings seem to be mitigated in the business model of concessionaires, who can continue with the construction model by accurately managing these types of risks. It is concluded that the concessionaire business model coupled with a construction company could manage financial risks more reasonably, as its ratios are better than those of pure construction companies, demonstrating that the construction business can achieve successful financial maturity by migrating to the concessionaire sector.
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
Modelos de pérdidas agregadas (LDA) y de la teoría del valor extremo para cuantificar el riesgo operativo teoría y aplicaciones
(Universidad EAFIT, 2010) Arias Pineda, Guillermo León; Murillo Gómez, Juan Guillermo

Examinando por Materia "Riesgo financiero"

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