Examinando por Materia "Tasa Representativa del Mercado (TRM)"
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Ítem Análisis financiero de los determinantes de la tasa de cambio en Colombia: perspectiva desde la identificación de Sistemas lineales(Universidad EAFIT, 2018) Bedoya Londoño, José Miguel; Ávila Berrío, Sebastián; Quintero Montoya, Olga LucíaThis paper presents a financial analysis of the variables that determines the exchange rate in Colombia (TRM) from The System Identification perspective, between September 1999 and March 2017 -- An exploration of the recent literature is made to identify the most important variables that affect the TRM´s behavior -- Through The System Identification process linear models are built to estimate and predict the TRM’s behavior and explore some of the most commonly used structures in financial econometrics models (ARX, ARMAX, Box Jenkins and Output Error) -- Finally, an analysis of the results obtained and a comparison of the constructed models are made, showing good results for a better understanding of this variable -- Additionally, an extra experiment is carried out in order to reduce the TRM’s uncertainty, using a classification of important events (news), given that the experience indicates these events are important to explain the TRM’s behavior, which are not possible to collect through time series analysis, establishing the basis for future workÍtem Análisis y consecuencias de la volatilidad de la TRM y el COLCAP en el mercado financiero colombiano entre 2019 y 2020(Universidad EAFIT, 2021) Ruiz Dorado, Alicia Alejandra; Mosquera Oviedo, Juliana; Pérez R. FredyThe constant and diverse changes in volatility make it important to have adequate forecasting instruments to in one way or another anticipate its behavior and thus manage exchange risk. The Market Representative Rate (TRM) is an average rate that measures the value paid in pesos per unit of American currency, volatility measures the variability or dispersion in the profitability of an asset; taking into account that the volatility of the exchange rate can highly affect the real and financial sector; In this research, a study was carried out that analyzes and measures the consequences of the volatility of the TRM and the COLCAP in the Colombian financial market between 2019 and 2020 using ARCH and GARCH family models to estimate a better forecast.Ítem Contabilidad de derivados: el resultado real de la operación(Universidad EAFIT, 2018) Gaviria Rada, Mateo; Restrepo Tobón, Diego AlexanderThe importance of reducing the different risks within companies has become a global trend -- Every time companies seek to minimize their risks with different tools that are backed by financial and accounting standards -- The purpose of this document is to make Colombian companies aware of not only covering these risks, but also accounting for them so that the company's profits and / or results are real, without seeing the effect of external variables such as foreign currencies and interest rates -- at the end of everything, they affect the equity of the stakeholders -- For this, the topics will be supported mainly by IFRS9 and other related documents -- In addition, examples and simulations that demonstrate the importance of hedge accounting will be providedÍtem Estructuración de las etapas para la implementación de un un cuadro de mando financiero y sus efectos en la alta dirección : caso aplicado a la empresa del sector de alimentos comestibles DAN S. A.(Universidad Eafit, 2020) Hernández López, Jaime Andrés; Bustamante Osorno, Jorge Alirio; Aristizábal Velásquez, Raúl EnriqueÍtem Tiempo de respuesta de la inflación frente a decisiones en política monetaria en Colombia: aproximación econométrica con modelos VAR(Universidad EAFIT, 2017) Molina Castaño, Tatiana María; Valencia Álvarez, Manuel AndrésEste trabajo presenta una aproximación econométrica a través de modelos con vectores auto-regresivos (VAR) sobre el tiempo de respuesta de la economía frente a las decisiones de política monetaria, y cómo éstas impactan a la economía colombiana a través de la inflación -- Se realiza una breve descripción de lo que es el esquema de inflación objetivo y sobre cómo ésta se ha acogido a la economía nacional, comparándola a su vez con el tiempo de respuesta de otras economías que han adoptado este mismo esquema -- Adicionalmente, se analiza el comportamiento de dichos rezagos junto con variables externas, como son el índice COLCAP y la TRM -- A través de una modelación econométrica de vectores autorregresivos se encuentra que el tiempo de rezago promedio estimado para el periodo analizado es de cuatro meses -- Por último, se encuentra que el mercado cambiario y el mercado bursátil tienen relación significativa frente a la reacción de la inflación ante cambios en política monetariaÍtem Uso y aplicación de derivados financieros en empresas colombianas : forwards y swaps(Universidad EAFIT, 2020) Fontalvo Jaramillo, Katherine Paola; Rodríguez Velázquez, Pedro Giovanny; Mora Cuartas, Andrés MauricioColombia presents a considerable volatility of the representative market rate; this generates uncertainty in importers and exporters that carry out transactions in foreign currency, which forces them to adopt measures to mitigate risk and hedge their assets and liabilities in foreign currency. One of these measures is financial derivatives, among them we find: Forwards, Options, Currency swaps and interest rates.