This work of Doctoral Thesis raises and questions whether, when referring to Corporate Social Responsibility (CSR), we are facing a fleeting fashion speech or a strong long-term vision that really discusses the way of doing business from a different starting point. From the conceptual point of...

In order to provide a tool for risk management improvement and appropriate regulation, a methodology for measuring interest rate risk is applied in this paper. After estimating and simulating the interest rate term structure, the value at risk and expected shortfall are calculated on a...

This work of Doctoral Thesis raises and questions whether, when referring to Corporate Social Responsibility (CSR), we are facing a fleeting fashion speech or a strong long-term vision that really discusses the way of doing business from a different starting point. From the conceptual point of...

Con el propósito de brindar una herramienta que permita una major gestión de riesgos y una adecuada regulación, en este trabajo se aplica una metodología para la medición de riesgo de tasa de interés. Luego de la estimación y simulación de la estructura temporal de tasas de interés se...