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Ítem Corporate governance index in emerging markets: Peruvian listed companies(Emerald Group Publishing Ltd., 2016-01-01) Berggrun Preciado, LuisCompanies are wishing to incorporate good corporate governance practices into their organization in order to be more attractive to investors, knowing whether this influences their financial indicators and profitability or not. This, in fact, is beneficial for investors so they know that a company who applies the principles of corporate governance (CG) presents best management practices and transparent information, safeguarding the interests of all its stakeholders, which helps their investment decision; reducing market uncertainty, making it more efficient and liquid. The research focuses on the companies listed in the Stock Exchange of Lima that had implemented CG strategies in their organizationsÍtem Gestión de riesgos financieros. Experiencia en un banco latinoamericano(Universidad Icesi, 2012-10-01) Berggrun Preciado, Luis; Quispe, Julio; Lizarzaburu, EdmundoThe present document attempts to present the basic concepts of financial risk present in a bank, and in particular will present the case of a Peruvian bank, taking into accounts aspects such as risk management, the Third Basel Accord (Basel III) and the international financial crisis. The case was developed in the last quarter of 2012 in the Peruvian market.Ítem Gestión del riesgo cambiario: aplicación a una empresa exportadora peruana(Universidad Icesi, 2013-07-01) Lizarzaburu, EdmundoThis paper aims to assess and quantify the exchange risk in an exporting firm. It begins by explaining currency risk, followed by a qualitative analysis of the dollar exchange rate volatility against the Nuevo Sol. This analysis is relevant, because each country has different exchange characteristics, which in the end impacts on the currency flow and exchange rate, among others. It also explores other financial instruments such as factoring with recourse and Non-Deliverable Forward as coverage alternatives. The range for the analysis is from January 2010 to December 2012.Ítem Idiosyncratic volatility and stock returns: Evidence from the MILA(Elsevier Ltd, 2016-05-01) Cardona, EmilioThis paper examines the association between idiosyncratic volatility and stock returns in the MILA from 2001 to 2014. Based on portfolio strategies that rely on one- or two-way sorts, we find that idiosyncratic risk is not a predictor of returns in the whole period or during high or low volatility months in the integrated market. We confirm the lack of an idiosyncratic volatility effect in a multivariate setting conducting errors-in-variables-free panel regressions. Overall, unsystematic risk is not a priced factor in the MILA, in line with predictions of several pricing models and recent literature in the U.S. market. © 2016 Elsevier B.V.