Examinando por Materia "Monetary crisis"

Mostrando 1 - 5 de 5
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    PublicaciónAcceso abierto
    Caso de la fusión Fabricato y Tejicóndor como estrategia para superar la crisis
    (Universidad EIA, 2011) Mejía Madrid, Manuela; Restrepo Posada, Simón; Echavarría Goicoechea, María Victoria
    This project work includes the development of a case for use as a teaching tool at the classroom. The case describes the merger between the Colombian textile companies Fabricato and Tejicóndor as a strategy to overcome the crisis that was generated as a result of trade liberalization in the late nineties.
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    PublicaciónAcceso abierto
    Gestión del riesgo operativo en las entidades financieras colombianas desde el punto de vista de la normatividad
    (2011) Sánchez Martínez, Beatriz; Franco Paeres, Vanessa; Lochmuller, Christian
    This is done by analyzing the progress which was made by each of the Basel agreements, with an emphasis in particular on Basel II and connecting it with the current Colombian regulation.
  • Miniatura
    PublicaciónSólo datos
    Incorporación y modelación del riesgo de liquidez en el Acuerdo de Basilea
    (Universidad EIA, 2009) Agudelo Montes, Juan Manuel; Santa María Uribe, Manuel; Lotero Botero, Jorge
    En el presente proyecto se realiza la incorporación del riesgo de liquidez de mercado en el Acuerdo de Basilea II mediante un modelo de simulación que permite cuantificar el riesgo de liquidez en el que incurre una entidad cuando va a liquidar un activo. This project is the incorporation of market liquidity risk in the Basel II Accord using a simula- tion model which quantifies the risk of liquidity in which an entity incurs when it liquidates an asset. The purpose of this incorporation into Basel II is to demand businesses to have capital reserves that enable them to cover potential losses that are caused by being unable to liquidate portfolios at the valued price, at any given time, including crisis.
  • Miniatura
    PublicaciónAcceso abierto
    Medición del riesgo crédito en Colombia- Hacia Basilea III
    (2011) Álvarez Franco, Sara Isabel; Osorio Betancur, Alejandra; Lochmuller, Christian; Universidad EIA
    Credit Risk plays an important role in financial institutions as it related with the likelihood that borrowers default and that the institution suffers losses and assets decline in their values as a result of defaults. To quantify this risk different methodologies are available, which are used according to the business model and the requirements of risk management in a financial institution. For instance, Basel II contemplates three methodologies: 1) standard, 2) Internal rating based, and 3) advanced internal rating based. The internal methods include: CAMEL methods, expert systems, decision trees, scoring methods, Value at Risk (VaR), credit metrics, binary response methods, among others.
  • Miniatura
    PublicaciónAcceso abierto
    Modelo para alerta temprana de crisis económica
    (Universidad EIA, 2009) Correa Ramírez, María Fernanda; Obando López, Jorge Mario
    In this thesis, different models for an early warning of economic crisis for Colombia are presented. All of them are designed with a generalized linear regression model, with binomial response variable. The covariables are series of monthly economic data of the country, which are representative for the economy. Monthly data is used to take into account the trade-off effect.