Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Banda 1
DESCRIPCION
De 1 a 7 días
M/N
ACTIVOS
Caja 11,000.00
Bancos 263,000.00
Inversiones 3,000,000.00
Cartera de Créditos (Vigentes) 81,644.00
Cuentas por Cobrar 24,000.00
Activos Extraordinarios
Activos Fijos
TOTAL ACTIVO 3,379,644.00
PASIVO
Cuentas por Pagar 2,200,000.00
Depósitos a Plazo 300,000.00
Depósitos a la Vista 8,956,484.21
TOTAL PASIVO 11,456,484.21
CAPITAL CONTABLE
TOTAL PASIVO Y PATRIMONIO 11,456,484.21
PREGUNTAS:
1. ¿Cuál es el riesgo en MN y en que bandas?
2. ¿Qué se debe hacer para tener una adecuada gestión de riesgo de líquidez?
Banda 2 Banda 3 Banda 4 Banda 5 Banda 6
7,761,000.00
62,900.00 460,000.00 7,600,000.00
1,301,000.00 840,100.00
3,500,000.00 800,000.00
200,000.00 100,000.00
4,154,466.18 5,430,733.47
4,354,466.18 8,930,733.47 100,000.00 800,000.00 -
o de líquidez?
Banda 7 Banda 8
2,400,000.00
6,500,800.00 90,000,000.00
2,200,000.00
11,500,000.00
8,900,800.00 103,700,000.00
5,000,000.00 43,000,000.00
81,435,747.85
5,000,000.00 124,435,747.85
42,117,982.29
5,000,000.00 166,553,730.14
3,900,800.00 - 62,853,730.14
- 336,239.85 - 63,189,969.99
- 336,239.85 - 63,189,969.99
Chart Title
0.04
0.03
0.02
0.01
0
0 2 4 6 8 10 12
-0.01
-0.02
-0.03
X
Fecha Saldo ln (2/1)
Mar-21 90,211,206.02 0.00560926639
Apr-21 90,718,646.56 507,440.54 -0.018508660401
May-21 89,055,009.28 - 1,663,637.28 0.015558557315
Jun-21 90,451,411.58 1,396,402.30 0.006605461804
Jul-21 91,050,862.57 599,450.99 -0.017073374048
Aug-21 89,509,512.60 - 1,541,349.97 0.0136349494
Sep-21 90,738,328.66 1,228,816.06 0.021392247811
Oct-21 92,700,336.53 1,962,007.87 0.021889430917
Nov-21 94,751,865.63 2,051,529.10 0.020206497292
Dec-21 96,685,943.61 1,934,077.98 0.005760852255
Jan-22 97,244,544.51 558,600.90 0.027715594176
Feb-22 99,977,431.70 2,732,887.19 Promedio (m) 0.009344620265
Des. Vest 0.015241474714
Días Volatilidad
7 9,393,639.88
15 4,357,240.89
30 5,695,801.31
M X-M (X-M)^2 DESVIACION ESTANDAR
0.009344620265 -0.0037354 1.395286857E-05 1.4532%
0.009344620265 -0.0278533 0.0007758052438
0.009344620265 0.0062139 3.861301366E-05 NIVEL DE CONFIANZA
0.009344620265 -0.0027392 7.502989073E-06 99%
0.009344620265 -0.026418 0.0006979104235
0.009344620265 0.0042903 1.840692409E-05 DETERMINACION DE LOS MAXIMOS RET
0.009344620265 0.0120476 0.0001451453295
0.009344620265 0.0125448 0.0001573722743 Nivel de confianza
0.009344620265 0.0108619 0.0001179803726 7 DIAS 2.6457513
0.009344620265 -0.0035838 1.284339315E-05 15 DIAS 3.8729833
0.009344620265 0.018371 0.0003374926825 30 DIAS 5.4772256
0.0002111841377
1.4532%
ESTANDAR
ONFIANZA
5.91 -
Brecha de líquidez 4,115,234.62 -
Brecha de líquidez acumulada 4,115,234.62 4,115,234.62
Activos líquidos - -
Liquidez en riesgo 4,115,234.62 4,115,234.62
Banda 3 Banda 4 Banda 5 Banda 6 Banda 7
De 91 a 180 De 181 a 365
De 16 a 30 días De 31 a 60 días De 61 a 90 días días días
M/E M/E M/E M/E M/E
1,500,000.00 800,000.00
1,500,000.00 - 800,000.00 - -
1,500,000.00 - 800,000.00 - -
0.07 - 0.01 0 -
- 1,290,500.00 580,000.00 - 783,393.00 4,500,000.00 8,000,000.00
2,824,734.62 3,404,734.62 2,621,341.62 7,121,341.62 15,121,341.62
- - -
2,824,734.62 3,404,734.62 2,621,341.62
Banda 8
Más de 365 días
M/E
70,000,000.00
70,000,000.00
20,000,000.00
20,000,000.00
20,000,000.00
1.75
50,000,000.00
65,121,341.62