MERCADO DE CAPITALES

N° INSTRUMENTOS FINANCIERO VALOR NOMINAL VALOR DEL MERCADO (B) INDICE RIESGO PROCEDIMIENTO INDICE DE CAPITAL
1 CAJA DE AHORRO 12% 12% 1 3.00 3+1(12-3)= 12.00
2 PAPELES COMERCIALES 16% 14% 1.14285714286 4.00 4+1.14(14-4)= 15.40
3 FONDO MUTUAL 12% 10% 1.2 3.00 3+1,2(15-3)= 17.40
4 BONOS PDVSA 2023 12% 8% 1.5 4.00 4+1.5(8-4)= 10.00
5 BONO VENEZUELA 2016 13% 15% 0.86666666667 5.00 5+0,87(7-5)= 6.74
6 BONO VENEZUELA 20XX 12% 8% 1.5 3.00 3+1.5(5-3)= 6.00
7 BONO BRASIL 5% 2% 2.5 4.00 4+2,5(3-4)= 1.50
8 BONO ARGENTINA 13% 15% 0.86666666667 5.00 5+0,87(4-5)= 4.13
9 BONO TESORO USA 3% 2% 2 6.00 6+1,5(6-6)= 6.00
10 BONO ALEMAN 2% 2% 1 3.00 3+0,5(4-3)= 3.50
11 GENERAL MOTORS 7% 10% 0.7 4.00 4+2,33(3-4)= 1.67
12 CEMEX 10% 12% 0.83333333333 5.00 5+0,83(12-5)= 10.81
4267145594

20
18
INDICE DE CAPITAL B (INDICE)
16 12.00 1
14 15.40 1.1422857143
17.40 1.2
12
10.00 1.5
10 Column G 6.74 0.866666667
Column H
8 6.00 1.5
1.50 2.5
6
4
2
0
1 2 3 4 5 6 7 8 9 10 11 12

IC= 69,04
I B= 9,708952381
INDICE DE CAPITAL RIESGO
12.00 3.00
15.40 4.00
17.40 3.00
10.00 4.00
6.74 5.00
6.00 3.00 20.00
1.50 4.00 18.00
16.00
14.00
12.00
10.00 INDICE DE CAPITAL
RIESGO
8.00
6.00
4.00
2.00
0.00
1 2 3 4 5 6 7 8 9 10 11 12
INDICE DE CAPITAL
RIESGO