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Gestión del riesgo cambiario: aplicación a una empresa exportadora peruana

Author

Listed:
  • Edmundo Lizarzaburu
  • Luis Berggrun

Abstract

El presente trabajo tiene como objetivo evaluar y cuantificar el riesgo cambiario en una empresa exporta- dora. Se inicia explicando el riesgo cambiario, seguido de un análisis cualitativo de volatilidad cambiaria del dólar versus el nuevo sol. Este análisis resulta relevante, debido a que cada país tiene diversas caracte- rísticas cambiarias, lo que al final impacta en el flujo de divisas, en la cotización cambiaria, entre otras. Asimismo, se exploran otros instrumentos financieros, como el factoring con recurso y el Non delivery forward, como alternativas de cobertura. Para el análisis, el rango de fechas es desde enero de 2010 a di- ciembre de 2012.

Suggested Citation

  • Edmundo Lizarzaburu & Luis Berggrun, 2013. "Gestión del riesgo cambiario: aplicación a una empresa exportadora peruana," Estudios Gerenciales, Universidad Icesi, September.
    • Handle: RePEc:col:000129:011425
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    File URL: http://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/1723
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    More about this item

    Keywords

    Tipo de cambio Nuevo solRiesgo cambiario Exposición cambiaria;

    JEL classification:

    • F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications

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