Examinando por Materia "Sociedad fiduciaria"

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    Publicación
    Evaluación de los diez fondos de inversión colectiva de mejor desempeño en Colombia en el período 2015 - 2018
    (Universidad EAFIT, 2020) Pérez Rodriguez, Ana Milena; Quintero Torres, Bibiana Marcela; Waserman Álvarez, Jean Paul
    This study carries out an evaluation of the ten best-performing collective investment funds in Colombia in the 2015-2018 period, through the calculation and analysis of the performance indicators obtained by each of them. As indicators proposed for the evaluation –and approved in the proposal of this thesis– Sharpe ratio, alpha, tracking error and information ratio were used, since they are measures of the risk / return ratio that allow identifying the management performed by the administrator on the asset (Autorregulador del Mercado de Valores de Colombia, AMV, 2018). Additionally, the EVA® model was used to determine the value generated by the funds selected by “XYZ” Trust Company in 2018, which allowed identifying opportunities for improvement in its financial results.
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    Publicación
    Gestión de riesgo de crédito – modelo de otorgamiento de cupos sociedad fiduciaria
    (Universidad EAFIT, 2023) Díaz Díaz, Katherine; Guarín Restrepo, Jhon James; Rojas Ormaza, Brayan Ricardo
    The following degree work proposal is developed with the objective of designing a credit risk management model for the granting of quotas in trust companies that meets the requirements of the Financial Superintendence of Colombia regarding the granting of quotas, which incorporate the critical variables that allow measuring the risk of the counterparties both at the time of granting, as well as during the time that it is in force. For this, an analysis of the target market of the company, its counterparties, and how criteria such as: size of the company, type of guarantee, type of assigned rate (fixed or variable), among others, intervene in the allocation of the qualification and therefore in the allocation of the quota.