Artículos de revistas

URI permanente para esta colecciónhttps://hdl.handle.net/20.500.12640/4067

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20122

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Autor: search.filters.author.Quispe Salguero, JulioTema: search.filters.subject.Emerging markets

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  • Miniatura
    ÍtemAcceso Abierto
    Emerging markets portfolio creating a Latin American portfolio peruvian case study
    (David Publisher, 2012) Lizarzaburu, Edmundo. R.; Quispe Salguero, Julio; Berrocal, Renzo
    The case study seeks to identify the most important issues encountered in developing a new portfolio in a Latin America country, exploring several alternatives which include not only stock and sovereign bonds but also more sophisticate products such as American Depositary Receipt (ADR) or Exchange Traded Fund (ETF) from emerging countries, and determine what are the risks involved in the process following not only Basil III standards, but also the local best practice recommend by the local regulators. The study at the beginning used historical information (normal distribution formulas) of several equities and bonds (n = 142) and then selected five Peruvian instruments (one of this involved at least 25 equities, N = 5, n = 30) and then other 30 (one of this include an ETF, N = 30, n = 55) in order to determine the best return and risk combination for an emerging market portfolio. Besides, the additional objective is to examine and introduce the reader in some statistics formulas used in finance and risk management. Senior management must evaluate the issues associated with the new portfolio and strategy developed.
  • Miniatura
    ÍtemAcceso Abierto
    Credit information in emerging markets: the rating agencies and credit risk reports, Peruvian experience
    (Canadian Center of Science and Education (CCSE), 2012-11-21) Cisneros, Diego; Lizarzaburu, Edmundo R.; Quispe Salguero, Julio
    This paper seeks to develop a literature review within the main aspects of credit information in emerging markets, important aspect considering that several companies, including the small enterprises, are looking forward to “go” to capital markets. Thus, we will analyze the role of rating agencies and credit bureaus (credit risk report) in the Peruvian market, considering the current state of economic growth that comes through and, the potential of capital market that comes with MILA (Integrated Latin American Market). Besides, this information will become relevant in the following months, because the actual financial crisis in several countries all over the world (focus in Europe, but it could move to some BRICS – Brazil, Russia, India, China and South Africa – or Latam Countries) has generated a new map in “rating scores” (Note 1) so the questions that we tried to answer is if this unique change is relevant? Or it should be complemented in order to have a significant impact in the market and for the investors.