Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk
In this article we propose a new methodology for measuring companies with financial risk exposure, based on the concept of duration in assets and liabilities management that can be applied in corporate portfolios. Risk indicators in banks usually try to measure the dynamic of accounts in the income...
- Autores:
-
Manco López, Oscar
Medina Hurtado, Santiago
Botero, Oscar
Legendre, François
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2018
- Institución:
- Universidad ICESI
- Repositorio:
- Repositorio ICESI
- Idioma:
- eng
- OAI Identifier:
- oai:repository.icesi.edu.co:10906/83431
- Acceso en línea:
- http://repository.icesi.edu.co/biblioteca_digital/handle/10906/83431
https://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/2659
https://doi.org/10.18046/j.estger.2018.146.2659
- Palabra clave:
- Valoración de riesgos
Riesgo financiero
Indicadores financieros
Mercados financieros
Portafolio financiero
- Rights
- openAccess
- License
- https://creativecommons.org/licenses/by-nc-nd/4.0/