Bonos: Análisis de Riesgos

  • Material de Clase (Google Slides)

  • Principal value, face value, redemption value y maturity value.

  • Duration. Relación entre tasas de interés y el valor de un bono

  • Riesgos

    • Yield Curve Risk

    • Call y Prepayment Risk

    • Reinvestment Risk

    • Credit Risk

    • Liquidity Risk

    • Exchange Rate o Currency Risk

    • Inflation o Purchasing Power Risk

    • Volatility Risk

    • Event Risk

    • Sovereign Risk

  • Bonos 1.0 (Google Sheets)