El var histórico: una propuesta metodológica para la medición de pérdidas esperadas en pesos de deudores hipotecarios con créditos en unidades de valor real (UVR)1
Historical VaR: a methodological approach for measuring expected losses in pesos in the Colombian indexed inflation mortgage market
O var histórico: urna proposta metodológica para a medição de perdas esperadas em pesos de devedores hipotecarios com créditos em unidades de valor real (UVR)
Edgardo Catón Fallón
Autor para correspondencia
McGill University, Canadá. Profesor Asociado en Finanzas, Colegio de Estudios Superiores de Administración (CESA), Colombia. Grupo de investigación “Gestión e Innovación Empresarial”, afiliado a CESA, clasificación B de Colciencias. Dirigir correspondencia a: Calle 35 No. 6-16, Bogotá, Colombia
Julio Sarmiento Sabogal
Candidate, Macquarie University.Australia. Profesor, Pontificia Universidad Javeriana, Colombia. Grupo de investigación “Riesgos financieros y métodos de valoración de empresas (RISVAL)”, afiliado a la Pontificia Universidad Javeriana. sarmien(3>iaveriana.edu.co
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