{"id":1812,"date":"2022-10-14T12:03:34","date_gmt":"2022-10-14T17:03:34","guid":{"rendered":"https:\/\/www.gcbloomrisk.com\/landing\/?p=1812"},"modified":"2023-06-27T10:59:18","modified_gmt":"2023-06-27T15:59:18","slug":"el-var-correlacionado-de-dos-o-mas-activos","status":"publish","type":"post","link":"https:\/\/www.gcbloomrisk.com\/landing\/el-var-correlacionado-de-dos-o-mas-activos\/","title":{"rendered":"El VaR \u00a0correlacionado de \u00a0dos o m\u00e1s activos"},"content":{"rendered":"\n<p><strong>El VaR mide la peor (m\u00e1xima) p\u00e9rdida esperada en un horizonte de tiempo determinado bajo condiciones normales del mercado y con un nivel de confianza dado<\/strong><strong><\/strong><\/p>\n\n\n\n<ul>\n<li><strong>Las p\u00e9rdidas dependen de dos factores<\/strong><\/li>\n<\/ul>\n\n\n\n<ul>\n<li>Volatilidad &#8211; NO MANEJABLE<\/li>\n\n\n\n<li>Tama\u00f1o de la exposici\u00f3n \u2013 MANEJABLE<\/li>\n\n\n\n<li>No busca describir los peores escenarios (porque son poco probables) sino proveer un estimado de posibles ganancias y p\u00e9rdidas. (ejemplo: existe una probabilidad del 1% de que en un momento de tiempo determinado las perdidas o ganancias superen este par\u00e1metro)<\/li>\n\n\n\n<li>Puede ser expresado en valor absoluto $ o c\u00f3mo % de la variable de inter\u00e9s:<\/li>\n\n\n\n<li>El VaR siempre tiene \u201cdos apellidos\u201d siendo estos el nivel de confianza (99%) y el horizonte de tiempo (en d\u00edas).<\/li>\n\n\n\n<li>El VaR correlacionado se beneficia de la forma diferente c\u00f3mo reaccionan los activos ante el mismo evento econ\u00f3mico. \u201crendimientos de los factores de riesgo (tipo de cambio, precio de acciones, tipo de inter\u00e9s. etc)\u201d, es decir que&nbsp;&nbsp; ser\u00e1 m\u00e1s bajo que el vaR total (sin correlacionar)<\/li>\n<\/ul>\n\n\n\n<p>Supongamos dos VaR de dos factores de riesgo &nbsp;&nbsp;1 con valor de 41 millones y el otro con VaR de 22 millones. El VaR total es de 63 millones de pesos<\/p>\n\n\n\n<p>Ahora supongamos diferentes correlaciones: p=0.9, p=0.8, p=0.1<\/p>\n\n\n\n<p>&nbsp;Con p=0.9 el VaR correlacionado es 61.9 millones<\/p>\n\n\n\n<p>Con p=0.8 el VaR correlacionado es 60.4 millones<\/p>\n\n\n\n<p>Con p=0.1 el VaR correlacionado es 48.7 millones<\/p>\n\n\n\n<p>Ahora supongamos diferentes correlaciones: p=-0.9, p=-0.8, p=-0.1<\/p>\n\n\n\n<p>Con p=-0.9 el VaR correlacionado es 23.1 millones<\/p>\n\n\n\n<p>Con p=-0.8 el VaR correlacionado es 26.8 millones<\/p>\n\n\n\n<p>Con p=-0.1 el VaR correlacionado es 44.7 millones<\/p>\n\n\n\n<p>La conclusi\u00f3n hasta este punto es que si las correlaciones entre dos factores de riesgo o carteras son positivas y altas entonces los VaR en riesgo correlacionados tienden a los valores VaR totales sin correlacionar. Mientras que si las correlaciones son negativas y tendientes a -1 en VaR en riesgo correlacionado tiende a cero<\/p>\n\n\n\n<p>Esto b\u00e1sicamente sugiere que una diversificaci\u00f3n o protecci\u00f3n al riesgo es tener carteras con activos que se correlaciones negativamente<\/p>\n\n\n\n<p>Para profundizar en el ejemplo que pasar\u00eda si en un portafolio hay carteras con correlaci\u00f3n negativas y positivas. En este caso el VaR en riesgo correlacionado bajara m\u00e1s dependido de las magnitudes de las correlaciones por ejemplo considere la siguiente matriz de correlaci\u00f3n:<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" loading=\"lazy\" width=\"423\" height=\"106\" src=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/1-1.jpg\" alt=\"\" class=\"wp-image-1813\" srcset=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/1-1.jpg 423w, https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/1-1-300x75.jpg 300w\" sizes=\"(max-width: 423px) 100vw, 423px\" \/><\/figure>\n\n\n\n<p>N\u00f3tese que el caso de que el activo o factor de riesgo tenga correlaci\u00f3n positiva y no negativa el VaR crecer\u00e1. En este caso el valor es de 40 Millones<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" loading=\"lazy\" width=\"443\" height=\"89\" src=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/3-1.jpg\" alt=\"\" class=\"wp-image-1814\" srcset=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/3-1.jpg 443w, https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/3-1-300x60.jpg 300w\" sizes=\"(max-width: 443px) 100vw, 443px\" \/><\/figure>\n\n\n\n<p>Mientras que para esta matriz el VaR correlacionado es de 31.2 Millones<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" loading=\"lazy\" width=\"418\" height=\"77\" src=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/5-1.jpg\" alt=\"\" class=\"wp-image-1815\" srcset=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/5-1.jpg 418w, https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/5-1-300x55.jpg 300w\" sizes=\"(max-width: 418px) 100vw, 418px\" \/><\/figure>\n\n\n\n<p>N\u00f3tese que el caso de que el activo o factor de riesgo tenga correlaci\u00f3n positiva y no negativa el VaR crecer\u00e1. En este caso el valor es de 40 Millones.<\/p>\n\n\n\n<p>La conclusi\u00f3n es que si se tiene una cartera&nbsp;&nbsp; con 2 o m\u00e1s factores de riesgo entonces el VaR correlacionado ser\u00e1 menor al VaR total (sin correlacionar) y ser\u00e1 m\u00e1s bajo, tendiente a cero entre m\u00e1s alta o muy baja correlaci\u00f3n negativa exista entre los activos del portafolio<\/p>\n\n\n\n<p>Esto nos lleva una definici\u00f3n t\u00e9cnica<strong>. La diversificaci\u00f3n&nbsp;de&nbsp;portafolios&nbsp;de inversi\u00f3n:<\/strong> que b\u00e1sicamente es la evaluaci\u00f3n, selecci\u00f3n, administraci\u00f3n y control de un conjunto de activos financieros para el cumplimiento de un objetivo determinado, que en nuestro caso es la diminuci\u00f3n del riesgo total<\/p>\n\n\n\n<p>As\u00ed concluimos que La&nbsp;diversificaci\u00f3n&nbsp;funciona porque todos estos activos reaccionan de forma diferente ante el mismo evento econ\u00f3mico, unos en forma positiva y otros en forma negativa. La conjugaci\u00f3n de estas fuerzas es lo que nos dar\u00e1 el VaR en riesgo total.<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" loading=\"lazy\" width=\"364\" height=\"465\" src=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/6-1.jpg\" alt=\"\" class=\"wp-image-1816\" srcset=\"https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/6-1.jpg 364w, https:\/\/www.gcbloomrisk.com\/landing\/wp-content\/uploads\/2022\/10\/6-1-235x300.jpg 235w\" sizes=\"(max-width: 364px) 100vw, 364px\" \/><\/figure>\n","protected":false},"excerpt":{"rendered":"<p>El VaR mide la peor (m\u00e1xima) p\u00e9rdida esperada en un horizonte de tiempo determinado bajo condiciones normales del mercado y con un nivel de confianza dado<\/p>\n","protected":false},"author":2,"featured_media":1823,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_joinchat":[]},"categories":[18,22],"tags":[],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.1 - 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