Resumen

CAYON FALLON, EDGARDO  y  SARMIENTO SABOGAL, JULIO. Historical VaR: a methodological approach for measuring expected losses in pesos in the Colombian indexed inflation mortgage market. estud.gerenc. [online]. 2010, vol.26, n.116, pp.101-114. ISSN 0123-5923.

The objective of this proposal is to provide useful information to the clients of the Colombian mortgage market from the perspective of financial risk. This is done for the purpose of giving the client a complete understanding of the implied financial risks in inflation adjusted mortgages. Our proposal suggests that it is possible to measure and quantify the risk incurred by the users of the Colombian mortgage market based on historical VaR.

Palabras clave : Finance; UVR; risk; mortgage.

        · resumen en Español | Portugués     · texto en Español     · Español ( pdf )