El Var Histórico: Una Propuesta Metodológica Para La Medición De Pérdidas Esperada en Pesos De Deudores Hipotecarios Con Créditos en Unidades De Valor Real (Uvr)

Abstract

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