{"id":37786,"date":"1998-01-01T00:00:00","date_gmt":"1998-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/el-riesgo-en-la-empresa-no-financiera\/"},"modified":"1998-01-01T00:00:00","modified_gmt":"1998-01-01T00:00:00","slug":"el-riesgo-en-la-empresa-no-financiera","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/el-riesgo-en-la-empresa-no-financiera\/","title":{"rendered":"El riesgo en la empresa no financiera."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Mar\u00eda no Gonzalez Sanchez <\/strong><\/h2>\n<p>La tesis aborda el problema de la medici\u00f3n de riesgo a partir de los modelos aplicados en entidades financieras para desarrollarlos en las no financieras. Analiza los diversos m\u00e9todos de estimaci\u00f3n de riesgo de mercado (simulaci\u00f3n hist\u00f3rica, simulaci\u00f3n de monte carlo, matrices de covarianzas, etc.) Y emplea diferentes sistemas de estimaci\u00f3n de la volatilidad de los precios (garch, exponencial, semidesviaci\u00f3n, error t\u00edpico, etc.).  este trabajo aparece dividido en dos partes. La primera parte recoge la definici\u00f3n de riesgo, una extensa clasificaci\u00f3n del mismo, un estudio sobre la operativa y la valoraci\u00f3n de los diversos instrumentos financieros derivados, un estudio de las normativas contables americana y espa\u00f1ola sobre estos instrumentos y una propuesta contable sobre el riesgo, as\u00ed como su efecto fiscal.  en la segunda parte de la tesis se analizan las diversas metodolog\u00edas sobre la medici\u00f3n del riesgo aplicando la propuesta value at risk y se ponen en pr\u00e1ctica dichas propuestas sobre datos de mercado, con la intenci\u00f3n de evidenciar posibles problemas, ventajas y fundamentalmente, determinar el modo de actuar obteniendo los mejores resultados. En este sentido se articulan los m\u00e9todos m\u00e1s convenientes seg\u00fan el factor riesgo considerado y la posici\u00f3n o instrumento (desde el contado hasta opciones), se establece un sistema de interpolaci\u00f3n de volatilidades, se revisan las medidas de perfomance para adaptarlas a la empresa no financiera y finalmente, se determina la aportaci\u00f3n al riesgo global de la empresa por cada posici\u00f3n individual.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>El riesgo en la empresa no financiera.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 El riesgo en la empresa no financiera. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Mar\u00eda no Gonzalez Sanchez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 San pablo-ceu<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1998<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Enriqueta Gallego Diez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Jos\u00e9 Mar\u00eda Garcia Alonso <\/li>\n<li>Prosper Lamothe Fern\u00e1ndez (vocal)<\/li>\n<li>Jes\u00fas Urias Valiente (vocal)<\/li>\n<li>Jos\u00e9 Luis Sanchez-fernandez Valderrama (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mar\u00eda no Gonzalez Sanchez La tesis aborda el problema de la medici\u00f3n de riesgo a partir de [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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