Una aproximación al CVA para instituciones financieras en Colombia

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Autores

Andrés Felipe Páez Montaña

Resumen

En este documento se explican los componentes del ajuste a la valoración por riesgo de crédito (CVA, por sus iniciales en inglés) a partir de modelos teóricos, y se presentan ideas para su implementación por parte de instituciones financieras en Colombia utilizando herramientas informáticas comunes.

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Referencias

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