El Var historico

una propuesta metodologica parra la medicion de perdidas esperadas en pesos de deudores hipotecarios con creditos en Unidades de Valor Real (UVR)

Translated title of the contribution: Historical VaR: a methodological approach for measuring expected losses in pesos in the Colombian indexed inflation mortgage market

Edgardo Cayón Fallón, Julio Sarmiento Sabogal

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Business & Economics