Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Matrices de Transición
Información crediticia - Octubre a Noviembre de 2016
Al 30 de noviembre de 2016
Realizado por: OMB
A1 A2 B1 B2 C1
A1 6,367,170,881.58 13,187,364.00 232,654,013.49 443,061.05 108,476,571.95
A2 261,203.60 201,008,393.83 - 84,885,153.22 -
B1 110,182,857.85 2,380,695.60 517,029,271.03 553,917.60 141,341,945.08
B2 - 2,885,975.85 - 97,434,873.45 -
C1 55,771,000.55 855,492.40 5,360,515.50 1,078,943.35 80,561,728.84
C2 - 9,661,636.25 - 1,974,577.30 -
D 3,285,013.05 13,647,359.85 - 20,903,032.80 4,606,489.60
E 25,036,638.80 - - - -
A1 A2 B1 B2 C1
A1 4,840,886,071.71 78,574,782.04 555,201,100.20 178,549,258.73 335,183,339.54
A2 20,468,073.93 19,523,055.75 1,313,155.69 118,246,472.00 1,166,305.67
B1 474,793,061.54 11,367,640.24 56,463,455.46 35,564,266.45 34,685,889.88
B2 12,371,852.91 5,592,069.32 884,271.83 36,036,352.94 637,181.96
C1 96,235,278.67 2,613,665.51 10,562,576.34 10,102,066.10 6,374,127.26
C2 64,764,465.22 3,850,831.37 5,576,360.45 20,932,799.37 3,297,516.80
D 52,490,413.51 2,770,071.15 4,644,840.19 15,017,507.42 2,750,639.01
E 211,848,927.07 1,981,396.32 19,034,058.80 2,996,279.81 11,068,672.44
C2 D E
- 3,566,067.90 16,118,876.35 6,741,616,836.32 A1
- - - 286,154,750.65 A2
1,622,221.65 - - 773,110,908.81 B1
9,784,006.25 - 1,041,311.75 111,146,167.30 B2
18,196,410.55 18,214,801.10 - 180,038,892.29 C1
16,316,867.70 171,662,091.52 49,894,818.70 249,509,991.47 C2
5,747,302.65 4,171,413.80 137,905,407.97 190,266,019.72 D
- - 631,245,464.45 656,282,103.25 E
A1
A2
B1
Mes 1
B2
C1
C2
D
E
A1
A2
B1
Mes 2
B2
C1
C2
D
E
Mes 3
A1
A2
B1
Mes 3
B2
C1
C2
D
E
A1
A2
B1
Mes 4
B2
C1
C2
D
E
A1
A2
B1
Mes 5
B2
C1
C2
D
E
A1
A2
B1
Mes 6
B2
C1
C2
D
E
A1
A2
B1
Mes 7
B2
Mes 7
C1
C2
D
E
A1
A2
B1
Mes 8
B2
C1
C2
D
E
A1
A2
B1
Mes 9
B2
C1
C2
D
E
A1
A2
B1
Mes 10
B2
C1
C2
D
E
A1
A2
B1
Mes 11
B2
C1
C2
D
E
tera en t+12
C2 D E
55,796,574.88 76,202,343.08 621,223,366.14 6,741,616,836.32 A1
12,386,602.55 9,400,086.94 103,650,998.12 286,154,750.65 A2
7,656,848.51 9,496,529.75 143,083,216.98 773,110,908.81 B1
Mes 12
3,824,090.59 2,947,192.31 48,853,155.45 111,146,167.30 B2
1,746,970.90 1,952,861.46 50,451,346.05 180,038,892.29 C1
2,500,522.26 2,165,292.19 146,422,203.79 249,509,991.47 C2
1,838,344.41 1,627,449.70 109,126,754.33 190,266,019.72 D
1,424,701.92 2,052,382.13 405,875,684.75 656,282,103.25 E
A1 A2 B1 B2 C1 C2 D E
94.45% 0.20% 3.45% 0.01% 1.61% 0.00% 0.05% 0.24% 100.00%
0.09% 70.24% 0.00% 29.66% 0.00% 0.00% 0.00% 0.00% 100.00%
14.25% 0.31% 66.88% 0.07% 18.28% 0.21% 0.00% 0.00% 100.00%
0.00% 2.60% 0.00% 87.66% 0.00% 8.80% 0.00% 0.94% 100.00%
30.98% 0.48% 2.98% 0.60% 44.75% 10.11% 10.12% 0.00% 100.00%
0.00% 3.87% 0.00% 0.79% 0.00% 6.54% 68.80% 20.00% 100.00%
1.73% 7.17% 0.00% 10.99% 2.42% 3.02% 2.19% 72.48% 100.00%
3.81% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 96.19% 100.00%
Proyecciones
A1 A2 B1 B2 C1 C2 D E
90.20% 0.34% 5.62% 0.09% 2.87% 0.17% 0.21% 0.49% 100.00%
0.15% 50.11% 0.00% 46.84% 0.00% 2.61% 0.00% 0.28% 100.00%
28.66% 0.55% 45.76% 0.31% 20.64% 2.01% 2.00% 0.08% 100.00%
0.04% 4.44% 0.00% 77.69% 0.00% 8.29% 6.06% 3.48% 100.00%
43.72% 1.75% 4.39% 2.13% 21.31% 5.55% 11.72% 9.43% 100.00%
1.95% 7.93% 0.00% 9.45% 1.67% 2.58% 6.01% 70.42% 100.00%
5.19% 5.61% 0.13% 12.04% 1.16% 1.48% 2.37% 72.02% 100.00%
7.27% 0.01% 0.13% 0.00% 0.06% 0.00% 0.00% 92.52% 100.00%
A1 A2 B1 B2 C1 C2 D E
86.90% 0.47% 6.95% 0.23% 3.77% 0.33% 0.46% 0.88% 100.00%
0.20% 36.52% 0.01% 55.95% 0.00% 4.29% 1.80% 1.23% 100.00%
40.02% 0.91% 32.21% 0.83% 18.11% 2.40% 3.53% 2.00% 100.00%
0.28% 5.89% 0.00% 70.15% 0.15% 7.56% 5.84% 10.13% 100.00%
49.08% 2.54% 5.08% 3.85% 11.33% 3.07% 6.25% 18.80% 100.00%
5.16% 6.36% 0.12% 11.33% 0.92% 1.35% 2.07% 72.69% 100.00%
8.07% 4.50% 0.30% 12.50% 0.69% 1.35% 1.19% 71.41% 100.00%
10.44% 0.02% 0.34% 0.00% 0.17% 0.01% 0.01% 89.01% 100.00%
A1 A2 B1 B2 C1 C2 D E
84.28% 0.59% 7.76% 0.43% 4.37% 0.45% 0.66% 1.46% 100.00%
0.30% 27.40% 0.01% 60.11% 0.05% 5.26% 2.99% 3.87% 100.00%
48.13% 1.27% 23.46% 1.54% 14.72% 2.23% 3.58% 5.06% 100.00%
0.80% 6.67% 0.01% 63.95% 0.21% 6.86% 5.35% 16.14% 100.00%
51.41% 2.62% 5.43% 4.92% 6.94% 1.88% 3.42% 23.38% 100.00%
7.99% 4.98% 0.28% 12.06% 0.57% 1.24% 1.07% 71.81% 100.00%
10.63% 3.64% 0.50% 12.44% 0.52% 1.29% 1.03% 69.95% 100.00%
13.35% 0.04% 0.59% 0.01% 0.31% 0.02% 0.03% 85.65% 100.00%
A1 A2 B1 B2 C1 C2 D E
82.12% 0.70% 8.23% 0.67% 4.75% 0.54% 0.81% 2.18% 100.00%
0.53% 21.23% 0.02% 61.20% 0.10% 5.73% 3.69% 7.51% 100.00%
53.62% 1.51% 17.79% 2.25% 11.74% 1.93% 3.13% 8.04% 100.00%
1.54% 7.00% 0.04% 58.68% 0.24% 6.26% 4.86% 21.37% 100.00%
52.44% 2.43% 5.61% 5.52% 5.01% 1.37% 2.10% 25.52% 100.00%
10.52% 3.95% 0.48% 12.18% 0.46% 1.23% 0.94% 70.23% 100.00%
12.96% 3.03% 0.72% 12.11% 0.52% 1.26% 0.97% 68.43% 100.00%
16.06% 0.06% 0.87% 0.03% 0.46% 0.04% 0.05% 82.44% 100.00%
A1 A2 B1 B2 C1 C2 D E
80.30% 0.80% 8.48% 0.93% 4.97% 0.62% 0.92% 2.99% 100.00%
0.90% 16.99% 0.03% 60.40% 0.15% 5.88% 4.03% 11.62% 100.00%
57.17% 1.63% 14.10% 2.86% 9.44% 1.64% 2.61% 10.54% 100.00%
2.44% 7.04% 0.09% 54.11% 0.26% 5.75% 4.44% 25.89% 100.00%
52.89% 2.20% 5.71% 5.84% 4.16% 1.16% 1.52% 26.52% 100.00%
12.85% 3.23% 0.70% 11.97% 0.49% 1.23% 0.92% 68.61% 100.00%
15.14% 2.59% 0.94% 11.64% 0.60% 1.23% 0.95% 66.92% 100.00%
18.58% 0.08% 1.15% 0.05% 0.62% 0.05% 0.08% 79.38% 100.00%
A1 A2 B1 B2 C1 C2 D E
78.72% 0.88% 8.59% 1.20% 5.09% 0.67% 0.99% 3.87% 100.00%
1.43% 14.02% 0.06% 58.48% 0.18% 5.84% 4.15% 15.84% 100.00%
59.38% 1.67% 11.68% 3.36% 7.79% 1.42% 2.17% 12.52% 100.00%
3.47% 6.89% 0.15% 50.05% 0.28% 5.30% 4.08% 29.78% 100.00%
53.09% 1.99% 5.77% 5.99% 3.79% 1.07% 1.28% 27.02% 100.00%
15.02% 2.72% 0.93% 11.57% 0.57% 1.21% 0.92% 67.05% 100.00%
17.19% 2.27% 1.17% 11.09% 0.71% 1.20% 0.94% 65.44% 100.00%
20.93% 0.11% 1.43% 0.09% 0.79% 0.08% 0.11% 76.46% 100.00%
A1 A2 B1 B2 C1 C2 D E
77.31% 0.95% 8.61% 1.47% 5.14% 0.71% 1.04% 4.77% 100.00%
2.10% 11.90% 0.09% 55.92% 0.22% 5.67% 4.13% 19.96% 100.00%
60.67% 1.66% 10.09% 3.76% 6.63% 1.27% 1.85% 14.08% 100.00%
4.59% 6.65% 0.23% 46.42% 0.31% 4.90% 3.77% 33.14% 100.00%
53.19% 1.83% 5.80% 6.02% 3.64% 1.03% 1.18% 27.31% 100.00%
17.08% 2.36% 1.15% 11.06% 0.69% 1.19% 0.92% 65.55% 100.00%
19.13% 2.04% 1.40% 10.51% 0.83% 1.16% 0.92% 64.01% 100.00%
23.14% 0.14% 1.70% 0.13% 0.95% 0.10% 0.15% 73.69% 100.00%
A1 A2 B1 B2 C1 C2 D E
76.04% 1.01% 8.58% 1.73% 5.14% 0.74% 1.07% 5.68% 100.00%
2.91% 10.33% 0.14% 53.05% 0.25% 5.44% 4.02% 23.86% 100.00%
61.37% 1.63% 9.04% 4.05% 5.83% 1.16% 1.61% 15.31% 100.00%
5.80% 6.35% 0.32% 43.12% 0.34% 4.55% 3.49% 36.03% 100.00%
53.26% 1.70% 5.82% 5.98% 3.57% 1.01% 1.13% 27.51% 100.00%
19.02% 2.10% 1.38% 10.52% 0.82% 1.15% 0.91% 64.10% 100.00%
20.98% 1.86% 1.62% 9.94% 0.96% 1.12% 0.91% 62.61% 100.00%
25.21% 0.17% 1.96% 0.18% 1.11% 0.12% 0.18% 71.07% 100.00%
A1 A2 B1 B2 C1 C2 D E
74.87% 1.06% 8.52% 1.98% 5.12% 0.77% 1.10% 6.59% 100.00%
3.84% 9.14% 0.20% 50.06% 0.28% 5.17% 3.86% 27.45% 100.00%
61.67% 1.59% 8.34% 4.26% 5.29% 1.09% 1.46% 16.31% 100.00%
7.07% 6.02% 0.43% 40.10% 0.39% 4.23% 3.25% 38.51% 100.00%
53.31% 1.61% 5.84% 5.91% 3.55% 1.00% 1.11% 27.67% 100.00%
20.88% 1.90% 1.61% 9.96% 0.95% 1.11% 0.90% 62.69% 100.00%
22.75% 1.73% 1.84% 9.38% 1.08% 1.08% 0.90% 61.25% 100.00%
27.14% 0.20% 2.22% 0.24% 1.27% 0.15% 0.21% 68.57% 100.00%
A1 A2 B1 B2 C1 C2 D E
73.78% 1.10% 8.43% 2.22% 5.08% 0.79% 1.11% 7.48% 100.00%
4.86% 8.21% 0.28% 47.06% 0.32% 4.89% 3.67% 30.71% 100.00%
61.72% 1.54% 7.86% 4.42% 4.92% 1.04% 1.35% 17.15% 100.00%
8.39% 5.68% 0.54% 37.33% 0.44% 3.95% 3.03% 40.63% 100.00%
53.35% 1.54% 5.85% 5.82% 3.54% 0.99% 1.10% 27.80% 100.00%
22.65% 1.75% 1.82% 9.41% 1.07% 1.08% 0.89% 61.32% 100.00%
24.44% 1.62% 2.04% 8.85% 1.21% 1.04% 0.88% 59.92% 100.00%
28.96% 0.24% 2.46% 0.30% 1.41% 0.17% 0.25% 66.21% 100.00%
A1 A2 B1 B2 C1 C2 D E
72.76% 1.14% 8.34% 2.44% 5.03% 0.81% 1.12% 8.36% 100.00%
5.97% 7.45% 0.36% 44.14% 0.36% 4.61% 3.48% 33.63% 100.00%
61.61% 1.50% 7.53% 4.53% 4.66% 1.01% 1.28% 17.87% 100.00%
9.75% 5.35% 0.66% 34.78% 0.51% 3.68% 2.83% 42.44% 100.00%
53.40% 1.49% 5.86% 5.72% 3.54% 0.98% 1.09% 27.92% 100.00%
24.34% 1.64% 2.03% 8.88% 1.20% 1.04% 0.88% 59.99% 100.00%
26.05% 1.53% 2.25% 8.36% 1.33% 1.00% 0.87% 58.62% 100.00%
30.67% 0.27% 2.68% 0.38% 1.55% 0.19% 0.28% 63.97% 100.00%
A1 A2 B1 B2 C1 C2 D E
71.81% 1.17% 8.24% 2.65% 4.97% 0.83% 1.13% 9.21% 100.00%
7.15% 6.82% 0.46% 41.32% 0.41% 4.33% 3.28% 36.22% 100.00%
61.41% 1.47% 7.30% 4.60% 4.49% 0.99% 1.23% 18.51% 100.00%
11.13% 5.03% 0.80% 32.42% 0.57% 3.44% 2.65% 43.95% 100.00%
53.45% 1.45% 5.87% 5.61% 3.54% 0.97% 1.08% 28.02% 100.00%
25.96% 1.54% 2.23% 8.39% 1.32% 1.00% 0.87% 58.68% 100.00%
27.59% 1.46% 2.44% 7.89% 1.45% 0.97% 0.86% 57.35% 100.00%
32.28% 0.30% 2.90% 0.46% 1.69% 0.22% 0.31% 61.84% 100.00%
COOPESANRAMÓN, R.L.
Matrices de Transición
Pérdida Esperada, VaR, Pérdida no Esperada
Al 30 de noviembre de 2016
Realizado por: OMB
Probabilidad de Probabilidad de
Categoría Saldo (t+1) Pérdida Recuperación
A1 6,561,707,595.43 9.2148% 90.7852%
A2 243,626,917.78 36.2220% 63.7780%
B1 755,043,800.02 18.5075% 81.4925%
B2 207,273,558.77 43.9540% 56.0460%
C1 334,986,735.47 28.0225% 71.9775%
C2 51,666,808.80 58.6839% 41.3161%
D 197,614,374.32 57.3548% 42.6452%
E 836,205,879.22 61.8447% 38.1553%
Total 9,188,125,669.81
36.04%
Probabilidad
Pagan o no Pérdida (Li)
de Pérdida (Pi)
Combinación No No No No No No No No
0 A1 A2 B1 B2 C1 C2 D E 9,188,125,669.81 0.0158%
Sí No No No No No No No
A1 A2 B1 B2 C1 C2 D E 2,626,418,074.38 0.1560%
A2 A1 B1 B2 C1 C2 D E 8,944,498,752.03 0.0279%
B1 A1 A2 B2 C1 C2 D E 8,433,081,869.79 0.0697%
1 B2 A1 A2 B1 C1 C2 D E 8,980,852,111.04 0.0202%
C1 A1 A2 B1 B2 C1 D E 9,136,458,861.01 0.0194%
C2 A1 A2 B1 B2 C1 D E 9,136,458,861.01 0.0112%
D A1 A2 B1 B2 C1 C2 E 8,990,511,295.49 0.0118%
E A1 A2 B1 B2 C1 C2 D 8,351,919,790.59 0.0098%
Sí Sí No No No No No No
A1 A2 B1 B2 C1 C2 D E 2,382,791,156.60 0.2747%
A1 B1 A2 B2 C1 C2 D E 1,871,374,274.36 0.6871%
A1 B2 A2 B1 C1 C2 D E 2,419,144,515.61 0.1990%
A1 C1 A2 B1 B2 C2 D E 2,291,431,338.91 0.4008%
A1 C2 A2 B1 B2 C1 D E 2,574,751,265.58 0.1099%
A1 D A2 B1 B2 C1 C2 E 2,428,803,700.06 0.1160%
A1 E A2 B1 B2 C1 C2 D 1,790,212,195.16 0.0963%
A2 B1 A1 B2 C1 C2 D E 8,189,454,952.01 0.1228%
A2 B2 A1 B1 C1 C2 D E 8,737,225,193.26 0.0356%
A2 C1 A1 B1 B2 C2 D E 8,609,512,016.56 0.0716%
A2 C2 A1 B1 B2 C1 D E 8,892,831,943.23 0.0196%
A2 D A1 B1 B2 C1 C2 E 8,746,884,377.71 0.0207%
A2 E A1 B1 B2 C1 C2 D 8,108,292,872.81 0.0172%
2 B1 B2 A1 A2 C1 C2 D E 8,225,808,311.02 0.0889%
B1 C1 A1 A2 B2 C2 D E 8,098,095,134.32 0.1791%
B1 C2 A1 A2 B2 C1 D E 8,381,415,060.99 0.0491%
B1 D A1 A2 B2 C1 C2 E 8,235,467,495.47 0.0519%
B1 E A1 A2 B2 C1 C2 D 7,596,875,990.57 0.0430%
B2 C1 A1 A2 B1 C2 D E 8,645,865,375.57 0.0519%
B2 C2 A1 A2 B1 C1 D E 8,929,185,302.24 0.0142%
B2 D A1 A2 B1 C1 C2 E 8,783,237,736.72 0.0150%
B2 E A1 A2 B1 C1 C2 D 8,144,646,231.82 0.0125%
C1 C2 A1 A2 B1 B2 D E 8,801,472,125.54 0.0286%
C1 D A1 A2 B1 B2 C2 E 8,655,524,560.02 0.0302%
C1 E A1 A2 B1 B2 C2 D 8,016,933,055.12 0.0251%
C2 D A1 A2 B1 B2 C1 E 8,938,844,486.69 0.0083%
C2 E A1 A2 B1 B2 C1 D 8,300,252,981.79 0.0069%
D E A1 A2 B1 B2 C1 C2 8,154,305,416.27 0.0073%
Sí Sí Sí No No No No No
A1 A2 B1 B2 C1 C2 D E 1,627,747,356.58 1.2098%
A1 A2 B2 B1 C1 C2 D E 2,175,517,597.83 0.3503%
A1 A2 C1 B1 B2 C2 D E 2,047,804,421.13 0.7057%
A1 A2 C2 B1 B2 C1 D E 2,331,124,347.80 0.1934%
A1 A2 D B1 B2 C1 C2 E 2,185,176,782.28 0.2043%
A1 A2 E B1 B2 C1 C2 D 1,546,585,277.38 0.1695%
A1 B1 B2 A2 C1 C2 D E 1,664,100,715.59 0.8761%
A1 B1 C1 A2 B2 C2 D E 1,536,387,538.89 1.7648%
A1 B1 C2 A2 B2 C1 D E 1,819,707,465.56 0.4837%
A1 B1 D A2 B2 C1 C2 E 1,673,759,900.04 0.5109%
A1 B1 E A2 B2 C1 C2 D 1,035,168,395.14 0.4239%
A1 B2 C1 A2 B1 C2 D E 2,084,157,780.14 0.5111%
A1 B2 C2 A2 B1 C1 D E 2,367,477,706.81 0.1401%
A1 B2 D A2 B1 C1 C2 E 2,221,530,141.29 0.1479%
A1 B2 E A2 B1 C1 C2 D 1,582,938,636.39 0.1228%
A1 C1 C2 A2 B1 B2 D E 2,239,764,530.11 0.2822%
A1 C1 D A2 B1 B2 C2 E 2,093,816,964.59 0.2980%
A1 C1 E A2 B1 B2 C2 D 1,455,225,459.69 0.2473%
A1 C2 D A2 B1 B2 C1 E 2,377,136,891.26 0.0817%
A1 C2 E A2 B1 B2 C1 D 1,738,545,386.36 0.0678%
A1 D E A2 B1 B2 C1 C2 1,592,597,820.84 0.0716%
A2 B1 B2 A1 C1 C2 D E 7,982,181,393.24 0.1566%
A2 B1 C1 A1 B2 C2 D E 7,854,468,216.54 0.3154%
A2 B1 C2 A1 B2 C1 D E 8,137,788,143.21 0.0865%
A2 B1 D A1 B2 C1 C2 E 7,991,840,577.69 0.0913%
A2 B1 E A1 B2 C1 C2 D 7,353,249,072.79 0.0758%
A2 B2 C1 A1 B1 C2 D E 8,402,238,457.79 0.0913%
3 A2 B2 C2 A1 B1 C1 D E 8,685,558,384.46 0.0250%
A2 B2 D A1 B1 C1 C2 E 8,539,610,818.94 0.0264%
A2 B2 E A1 B1 C1 C2 D 7,901,019,314.04 0.0219%
A2 C1 C2 A1 B1 B2 D E 8,557,845,207.76 0.0504%
A2 C1 D A1 B1 B2 C2 E 8,411,897,642.24 0.0533%
A2 C1 E A1 B1 B2 C2 D 7,773,306,137.34 0.0442%
A2 C2 D A1 B1 B2 C1 E 8,695,217,568.91 0.0146%
A2 C2 E A1 B1 B2 C1 D 8,056,626,064.01 0.0121%
A2 D E A1 B1 B2 C1 C2 7,910,678,498.49 0.0128%
B1 B2 C1 A1 A2 C2 D E 7,890,821,575.55 0.2284%
B1 B2 C2 A1 A2 C1 D E 8,174,141,502.22 0.0626%
B1 B2 D A1 A2 C1 C2 E 8,028,193,936.70 0.0661%
B1 B2 E A1 A2 C1 C2 D 7,389,602,431.80 0.0549%
B1 C1 C2 A1 A2 B2 D E 8,046,428,325.52 0.1261%
B1 C1 D A1 A2 B2 C2 E 7,900,480,760.00 0.1332%
B1 C1 E A1 A2 B2 C2 D 7,261,889,255.10 0.1105%
B1 C2 D A1 A2 B2 C1 E 8,183,800,686.67 0.0365%
B1 C2 E A1 A2 B2 C1 D 7,545,209,181.77 0.0303%
B1 D E A1 A2 B2 C1 C2 7,399,261,616.25 0.0320%
B2 C1 C2 A1 A2 B1 D E 8,594,198,566.77 0.0365%
B2 C1 D A1 A2 B1 C2 E 8,448,251,001.25 0.0386%
B2 C1 E A1 A2 B1 C2 D 7,809,659,496.35 0.0320%
B2 C2 D A1 A2 B1 C1 E 8,731,570,927.92 0.0106%
B2 C2 E A1 A2 B1 C1 D 8,092,979,423.02 0.0088%
B2 D E A1 A2 B1 C1 C2 7,947,031,857.50 0.0093%
C1 C2 D A1 A2 B1 B2 E 8,603,857,751.22 0.0213%
C1 C2 E A1 A2 B1 B2 D 7,965,266,246.32 0.0177%
C1 D E A1 A2 B1 B2 C2 7,819,318,680.80 0.0187%
C2 D E A1 A2 B1 B2 C1 8,102,638,607.47 0.0051%
Sí Sí Sí Sí No No No No
A1 A2 B1 B2 C1 C2 D E 1,420,473,797.81 1.5426%
A1 A2 B1 C1 B2 C2 D E 1,292,760,621.11 3.1074%
A1 A2 B1 C2 B2 C1 D E 1,576,080,547.78 0.8517%
A1 A2 B1 D B2 C1 C2 E 1,430,132,982.26 0.8995%
A1 A2 B1 E B2 C1 C2 D 791,541,477.36 0.7464%
A1 A2 B2 C1 B1 C2 D E 1,840,530,862.36 0.8998%
A1 A2 B2 C2 B1 C1 D E 2,123,850,789.03 0.2466%
A1 A2 B2 D B1 C1 C2 E 1,977,903,223.51 0.2605%
A1 A2 B2 E B1 C1 C2 D 1,339,311,718.61 0.2161%
A1 A2 C1 C2 B1 B2 D E 1,996,137,612.33 0.4968%
A1 A2 C1 D B1 B2 C2 E 1,850,190,046.81 0.5247%
A1 A2 C1 E B1 B2 C2 D 1,211,598,541.91 0.4354%
A1 A2 C2 D B1 B2 C1 E 2,133,509,973.48 0.1438%
A1 A2 C2 E B1 B2 C1 D 1,494,918,468.58 0.1193%
A1 A2 D E B1 B2 C1 C2 1,348,970,903.06 0.1260%
A1 B1 B2 C1 A2 C2 D E 1,329,113,980.12 2.2503%
A1 B1 B2 C2 A2 C1 D E 1,612,433,906.79 0.6168%
A1 B1 B2 D A2 C1 C2 E 1,466,486,341.27 0.6514%
A1 B1 B2 E A2 C1 C2 D 827,894,836.37 0.5405%
A1 B1 C1 C2 A2 B2 D E 1,484,720,730.09 1.2425%
A1 B1 C1 D A2 B2 C2 E 1,338,773,164.57 1.3122%
A1 B1 C1 E A2 B2 C2 D 700,181,659.67 1.0888%
A1 B1 C2 D A2 B2 C1 E 1,622,093,091.24 0.3597%
A1 B1 C2 E A2 B2 C1 D 983,501,586.34 0.2984%
A1 B1 D E A2 B2 C1 C2 837,554,020.82 0.3152%
A1 B2 C1 C2 A2 B1 D E 2,032,490,971.34 0.3598%
A1 B2 C1 D A2 B1 C2 E 1,886,543,405.82 0.3800%
A1 B2 C1 E A2 B1 C2 D 1,247,951,900.92 0.3153%
A1 B2 C2 D A2 B1 C1 E 2,169,863,332.49 0.1042%
A1 B2 C2 E A2 B1 C1 D 1,531,271,827.59 0.0864%
A1 B2 D E A2 B1 C1 C2 1,385,324,262.07 0.0913%
A1 C1 C2 D A2 B1 B2 E 2,042,150,155.79 0.2098%
A1 C1 C2 E A2 B1 B2 D 1,403,558,650.89 0.1741%
A1 C1 D E A2 B1 B2 C2 1,257,611,085.37 0.1839%
4 A1 C2 D E A2 B1 B2 C1 1,540,931,012.04 0.0504%
4
A2 B1 B2 C1 A1 C2 D E 7,647,194,657.77 0.4022%
A2 B1 B2 C2 A1 C1 D E 7,930,514,584.44 0.1102%
A2 B1 B2 D A1 C1 C2 E 7,784,567,018.92 0.1164%
A2 B1 B2 E A1 C1 C2 D 7,145,975,514.02 0.0966%
A2 B1 C1 C2 A1 B2 D E 7,802,801,407.74 0.2221%
A2 B1 C1 D A1 B2 C2 E 7,656,853,842.22 0.2345%
A2 B1 C1 E A1 B2 C2 D 7,018,262,337.32 0.1946%
A2 B1 C2 D A1 B2 C1 E 7,940,173,768.89 0.0643%
A2 B1 C2 E A1 B2 C1 D 7,301,582,263.99 0.0533%
A2 B1 D E A1 B2 C1 C2 7,155,634,698.47 0.0563%
A2 B2 C1 C2 A1 B1 D E 8,350,571,648.99 0.0643%
A2 B2 C1 D A1 B1 C2 E 8,204,624,083.47 0.0679%
A2 B2 C1 E A1 B1 C2 D 7,566,032,578.57 0.0563%
A2 B2 C2 D A1 B1 C1 E 8,487,944,010.14 0.0186%
A2 B2 C2 E A1 B1 C1 D 7,849,352,505.24 0.0154%
A2 B2 D E A1 B1 C1 C2 7,703,404,939.72 0.0163%
A2 C1 C2 D A1 B1 B2 E 8,360,230,833.44 0.0375%
A2 C1 C2 E A1 B1 B2 D 7,721,639,328.54 0.0311%
A2 C1 D E A1 B1 B2 C2 7,575,691,763.02 0.0329%
A2 C2 D E A1 B1 B2 C1 7,859,011,689.69 0.0090%
B1 B2 C1 C2 A1 A2 D E 7,839,154,766.75 0.1608%
B1 B2 C1 D A1 A2 C2 E 7,693,207,201.23 0.1698%
B1 B2 C1 E A1 A2 C2 D 7,054,615,696.33 0.1409%
B1 B2 C2 D A1 A2 C1 E 7,976,527,127.90 0.0465%
B1 B2 C2 E A1 A2 C1 D 7,337,935,623.00 0.0386%
B1 B2 D E A1 A2 C1 C2 7,191,988,057.48 0.0408%
B1 C1 C2 D A1 A2 B2 E 7,848,813,951.20 0.0938%
B1 C1 C2 E A1 A2 B2 D 7,210,222,446.30 0.0778%
B1 C1 D E A1 A2 B2 C2 7,064,274,880.78 0.0822%
B1 C2 D E A1 A2 B2 C1 7,347,594,807.45 0.0225%
B2 C1 C2 D A1 A2 B1 E 8,396,584,192.45 0.0272%
B2 C1 C2 E A1 A2 B1 D 7,757,992,687.55 0.0225%
B2 C1 D E A1 A2 B1 C2 7,612,045,122.03 0.0238%
B2 C2 D E A1 A2 B1 C1 7,895,365,048.70 0.0065%
C1 C2 D E A1 A2 B1 B2 7,767,651,872.00 0.0131%
Sí Sí Sí Sí Sí No No No
A1 A2 B1 B2 C1 C2 D E 1,085,487,062.34 3.9622%
A1 A2 B1 B2 C2 C1 D E 1,368,806,989.01 1.0860%
A1 A2 B1 B2 D C1 C2 E 1,222,859,423.49 1.1470%
A1 A2 B1 B2 E C1 C2 D 584,267,918.59 0.9517%
A1 A2 B1 C1 C2 B2 D E 1,241,093,812.31 2.1877%
A1 A2 B1 C1 D B2 C2 E 1,095,146,246.79 2.3104%
A1 A2 B1 C1 E B2 C2 D 456,554,741.89 1.9171%
A1 A2 B1 C2 D B2 C1 E 1,378,466,173.46 0.6333%
A1 A2 B1 C2 E B2 C1 D 739,874,668.56 0.5255%
A1 A2 B1 D E B2 C1 C2 593,927,103.04 0.5549%
A1 A2 B2 C1 C2 B1 D E 1,788,864,053.56 0.6335%
A1 A2 B2 C1 D B1 C2 E 1,642,916,488.04 0.6691%
A1 A2 B2 C1 E B1 C2 D 1,004,324,983.14 0.5552%
A1 A2 B2 C2 D B1 C1 E 1,926,236,414.71 0.1834%
A1 A2 B2 C2 E B1 C1 D 1,287,644,909.81 0.1522%
A1 A2 B2 D E B1 C1 C2 1,141,697,344.29 0.1607%
A1 A2 C1 C2 D B1 B2 E 1,798,523,238.01 0.3694%
A1 A2 C1 C2 E B1 B2 D 1,159,931,733.11 0.3065%
A1 A2 C1 D E B1 B2 C2 1,013,984,167.59 0.3237%
A1 A2 C2 D E B1 B2 C1 1,297,304,094.26 0.0887%
A1 B1 B2 C1 C2 A2 D E 1,277,447,171.32 1.5843%
A1 B1 B2 C1 D A2 C2 E 1,131,499,605.80 1.6732%
A1 B1 B2 C1 E A2 C2 D 492,908,100.90 1.3883%
A1 B1 B2 C2 D A2 C1 E 1,414,819,532.47 0.4586%
A1 B1 B2 C2 E A2 C1 D 776,228,027.57 0.3805%
A1 B1 B2 D E A2 C1 C2 630,280,462.05 0.4019%
A1 B1 C1 C2 D A2 B2 E 1,287,106,355.77 0.9238%
5 A1 B1 C1 C2 E A2 B2 D 648,514,850.87 0.7666%
A1 B1 C1 D E A2 B2 C2 502,567,285.35 0.8096%
A1 B1 C2 D E A2 B2 C1 785,887,212.02 0.2219%
A1 B2 C1 C2 D A2 B1 E 1,834,876,597.02 0.2675%
A1 B2 C1 C2 E A2 B1 D 1,196,285,092.12 0.2220%
A1 B2 C1 D E A2 B1 C2 1,050,337,526.60 0.2344%
A1 B2 C2 D E A2 B1 C1 1,333,657,453.27 0.0643%
A1 C1 C2 D E A2 B1 B2 1,205,944,276.57 0.1294%
A2 B1 B2 C1 C2 A1 D E 7,595,527,848.97 0.2831%
A2 B1 B2 C1 D A1 C2 E 7,449,580,283.45 0.2990%
A2 B1 B2 C1 E A1 C2 D 6,810,988,778.55 0.2481%
A2 B1 B2 C2 D A1 C1 E 7,732,900,210.12 0.0820%
A2 B1 B2 C2 E A1 C1 D 7,094,308,705.22 0.0680%
A2 B1 B2 D E A1 C1 C2 6,948,361,139.70 0.0718%
A2 B1 C1 C2 D A1 B2 E 7,605,187,033.42 0.1651%
A2 B1 C1 C2 E A1 B2 D 6,966,595,528.52 0.1370%
A2 B1 C1 D E A1 B2 C2 6,820,647,963.00 0.1447%
A2 B1 C2 D E A1 B2 C1 7,103,967,889.67 0.0397%
A2 B2 C1 C2 D A1 B1 E 8,152,957,274.67 0.0478%
A2 B2 C1 C2 E A1 B1 D 7,514,365,769.77 0.0397%
A2 B2 C1 D E A1 B1 C2 7,368,418,204.25 0.0419%
A2 B2 C2 D E A1 B1 C1 7,651,738,130.92 0.0115%
A2 C1 C2 D E A1 B1 B2 7,524,024,954.22 0.0231%
B1 B2 C1 C2 D A1 A2 E 7,641,540,392.43 0.1196%
B1 B2 C1 C2 E A1 A2 D 7,002,948,887.53 0.0992%
B1 B2 C1 D E A1 A2 C2 6,857,001,322.01 0.1048%
B1 B2 C2 D E A1 A2 C1 7,140,321,248.68 0.0287%
B1 C1 C2 D E A1 A2 B2 7,012,608,071.98 0.0579%
B2 C1 C2 D E A1 A2 B1 7,560,378,313.23 0.0168%
Sí Sí Sí Sí Sí Sí No No
A1 A2 B1 B2 C1 C2 D E 1,033,820,253.54 2.7896%
A1 A2 B1 B2 C1 D C2 E 887,872,688.02 2.9460%
A1 A2 B1 B2 C1 E C2 D 249,281,183.12 2.4445%
A1 A2 B1 B2 C2 D C1 E 1,171,192,614.69 0.8075%
A1 A2 B1 B2 C2 E C1 D 532,601,109.79 0.6700%
A1 A2 B1 B2 D E C1 C2 386,653,544.27 0.7076%
A1 A2 B1 C1 C2 D B2 E 1,043,479,437.99 1.6266%
A1 A2 B1 C1 C2 E B2 D 404,887,933.09 1.3497%
A1 A2 B1 C1 D E B2 C2 258,940,367.57 1.4254%
A1 A2 B1 C2 D E B2 C1 542,260,294.24 0.3907%
A1 A2 B2 C1 C2 D B1 E 1,591,249,679.24 0.4710%
A1 A2 B2 C1 C2 E B1 D 952,658,174.34 0.3909%
A1 A2 B2 C1 D E B1 C2 806,710,608.82 0.4128%
6 A1 A2 B2 C2 D E B1 C1 1,090,030,535.49 0.1131%
A1 A2 C1 C2 D E B1 B2 962,317,358.79 0.2279%
A1 B1 B2 C1 C2 D A2 E 1,079,832,797.00 1.1780%
A1 B1 B2 C1 C2 E A2 D 441,241,292.10 0.9774%
A1 B1 B2 C1 D E A2 C2 295,293,726.58 1.0323%
A1 B1 B2 C2 D E A2 C1 578,613,653.25 0.2829%
A1 B1 C1 C2 D E A2 B2 450,900,476.55 0.5700%
A1 B2 C1 C2 D E A2 B1 998,670,717.80 0.1651%
A2 B1 B2 C1 C2 D A1 E 7,397,913,474.65 0.2105%
A2 B1 B2 C1 C2 E A1 D 6,759,321,969.75 0.1747%
A2 B1 B2 C1 D E A1 C2 6,613,374,404.23 0.1845%
A2 B1 B2 C2 D E A1 C1 6,896,694,330.90 0.0506%
A2 B1 C1 C2 D E A1 B2 6,768,981,154.20 0.1019%
A2 B2 C1 C2 D E A1 B1 7,316,751,395.45 0.0295%
B1 B2 C1 C2 D E A1 A2 6,805,334,513.21 0.0738%
Sí Sí Sí Sí Sí Sí Sí No
A1 A2 B1 B2 C1 C2 D E 836,205,879.22 2.0741%
A1 A2 B1 B2 C1 C2 E D 197,614,374.32 1.7210%
A1 A2 B1 B2 C1 D E C2 51,666,808.80 1.8176%
7 A1 A2 B1 B2 C2 D E C1 334,986,735.47 0.4982%
A1 A2 B1 C1 C2 D E B2 207,273,558.77 1.0036%
A1 A2 B2 C1 C2 D E B1 755,043,800.02 0.2906%
A1 B1 B2 C1 C2 D E A2 243,626,917.78 0.7268%
A2 B1 B2 C1 C2 D E A1 6,561,707,595.43 0.1299%
8 Sí Sí Sí Sí Sí Sí Sí Sí
A1 A2 B1 B2 C1 C2 D E - 1.2796%
Totales 1,176,363,405,662.35 99.9787%
Pérdida esperada Diferencia Al Cuadrado
- (1,676,591,497.42) 2,810,959,049,213,300,000.00
1,676,591,497.42 Varianza
Desviación estándar
VaR
PNE (capital en riesgo)
Varianza
444,426,004,888,241.00
4,364,751,231,524,800.00
781,553,666,990,595.00
1,946,580,995,637,250.00
566,448,294,897,593.00
544,893,540,302,949.00
313,058,871,532,336.00
330,601,528,250,385.00
274,399,438,636,687.00
7,662,762,075,821,823.00
19,018,198,097,966,100.00
5,560,767,992,537,496.00
11,143,068,021,073,500.00
3,077,647,686,338,490.00
3,250,304,122,265,585.00
2,700,501,177,166,890.00
3,410,339,245,211,590.00
995,835,638,133,768.00
1,998,672,997,850,030.00
550,740,829,723,203.00
581,583,042,532,645.00
482,815,725,825,514.00
2,477,841,633,609,419.00
4,948,429,816,287,640.00
1,373,378,842,567,690.00
1,450,138,011,009,350.00
1,204,708,736,445,500.00
1,450,321,722,731,300.00
399,064,140,037,033.00
421,421,511,418,555.00
349,805,745,188,130.00
802,670,918,505,245.00
847,591,565,957,231.00
703,807,008,553,369.00
232,846,531,978,585.00
193,246,002,969,076.00
204,079,306,681,633.00
33,211,797,705,366,500.00
9,758,269,965,341,030.00
19,496,418,385,460,800.00
5,408,099,149,699,247.00
5,711,730,376,010,896.00
4,749,816,001,351,472.00
24,200,088,200,190,800.00
48,015,891,172,215,400.00
13,455,015,101,359,400.00
14,213,954,326,783,900.00
11,853,111,207,600,800.00
14,183,611,139,632,600.00
3,922,043,708,433,790.00
4,142,166,059,924,128.00
3,442,525,310,102,239.00
7,872,190,753,774,413.00
8,314,516,502,971,007.00
6,920,890,598,046,932.00
2,290,756,039,753,210.00
1,902,511,449,570,640.00
2,009,308,992,276,690.00
4,335,813,932,928,949.00
8,605,649,799,299,522.00
2,409,743,687,623,310.00
2,544,101,509,994,674.00
2,115,361,618,825,422.00
2,543,925,342,782,220.00
701,894,376,510,143.00
741,187,467,874,874.00
615,393,190,305,803.00
1,410,275,856,636,918.00
1,489,080,814,575,140.00
1,237,124,650,191,240.00
409,726,693,219,612.00
340,094,003,315,226.00
359,153,275,664,020.00
6,283,101,880,732,385.00
1,749,106,863,094,400.00
1,846,787,312,432,590.00
1,534,690,975,508,250.00
3,502,210,842,937,869.00
3,696,974,742,746,280.00
3,076,804,580,023,600.00
1,022,528,857,956,464.00
849,165,706,013,121.00
896,705,260,825,154.00
1,022,736,208,432,840.00
1,079,943,485,814,570.00
896,907,277,489,629.00
296,839,822,131,361.00
246,368,533,490,295.00
260,178,353,932,378.00
597,302,820,313,436.00
495,869,530,348,618.00
523,648,864,071,585.00
143,711,486,649,602.00
42,235,196,604,855,300.00
83,210,956,127,065,400.00
23,559,837,760,221,200.00
24,897,985,093,824,500.00
20,832,475,209,214,500.00
24,796,931,239,928,500.00
6,889,892,460,563,358.00
7,277,075,408,344,696.00
6,054,547,926,630,476.00
13,801,333,604,164,100.00
14,579,069,540,277,500.00
12,161,560,943,368,000.00
4,028,028,479,818,170.00
3,347,430,180,519,160.00
3,535,530,444,428,160.00
61,018,096,970,086,300.00
17,133,076,082,908,000.00
18,102,544,742,605,300.00
15,112,418,096,468,400.00
34,161,501,854,468,000.00
36,115,828,613,065,400.00
30,327,779,558,320,500.00
10,039,880,570,701,500.00
8,359,628,106,870,705.00
8,831,608,050,914,040.00
10,025,956,513,413,600.00
10,590,110,990,493,200.00
8,821,329,004,902,408.00
2,919,849,347,207,032.00
2,425,486,117,732,285.00
2,561,703,883,811,872.00
5,867,503,018,986,842.00
4,879,346,510,855,991.00
5,153,820,930,130,458.00
1,415,257,252,728,300.00
10,893,797,944,588,600.00
3,066,401,841,455,893.00
3,237,141,919,017,865.00
2,693,013,547,273,850.00
6,113,511,569,422,360.00
6,451,499,777,847,799.00
5,380,986,169,589,976.00
1,795,869,916,850,667.00
1,492,298,642,844,182.00
1,575,740,005,423,839.00
1,795,986,857,868,200.00
1,896,259,132,112,250.00
1,575,905,234,012,100.00
522,251,754,141,559.00
433,533,937,417,360.00
457,825,250,700,958.00
1,050,067,153,124,197.00
872,066,687,468,469.00
920,882,502,807,649.00
252,951,793,252,624.00
4,452,528,337,297,090.00
4,699,660,960,343,390.00
3,914,252,068,838,253.00
1,302,703,883,067,612.00
1,082,067,737,326,480.00
1,142,621,521,593,410.00
2,612,726,753,243,280.00
2,172,484,130,221,135.00
2,293,796,797,369,943.00
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