Examinando por Materia "Variables macroeconomicas"

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    VaR corporativo : una aplicación en la industria petroquímica colombiana
    (Universidad EAFIT, 2019) Castañeda Sanchez, Laura; Severiche Calderon, Natalia; Manco López, Oscar
    This study estimates the EaR (Earnings at Risk) for a company in the Colombian petrochemical sector through the impact of its main macroeconomic risk variables: oil, Libor (three months) and the representative market rate in its main financial indicators, given a level of confidence for a projected period of time between 2019 and 2021 and based on the results of 2017 and 2018. The methodology used is based on the definition of the probability distributions for the risk variables, which will be applied in the Montecarlo simulation process, where their impact on the projected financial results will be determined.