Criptomonedas: Una Revisión de su Panorama y de los Riesgos Actuales en México
DOI:
https://doi.org/10.19136/hitos.a28n81.5149Keywords:
Valor en riesgo, Valor en riesgo condicional, Criptomonedas, Riesgos, Regulación.Abstract
OBJETIVO: Mostrar el panorama actual de la regulación sobre criptomonedas en México, el segundo objetivo es exponer otros riesgos que se presentan por el uso de este tipo de activos y, por último, visualizar el comportamiento y el riesgo que presentaron Bitcoin, Ether, Litecoin y Ripple con el uso del VaR y del CVaR.
MATERIAL Y MÉTODO: El uso de métodos de valuación en riesgo, como el Valor en Riesgo y el Valor en Riesgo Condicional, permiten visualizar las pérdidas estimadas a las que se pudiese incurrir. Con el uso de las métricas aplicadas al modelo de Valor en Riesgo, se analizaron los activos para observar cuales tuvieron mayor riesgo entre 2016 y 2021.
RESULTADOS: Bitcoin y Ripple mostraron ser los activos con un resultado de riesgo mayor de acuerdo con las distintas métricas usadas para calcular el VaR, por encima de Litecoin y Ether.
CONCLUSIONES: La regulación en México en materia de criptomonedas sigue siendo un reto para las autoridades regulatorias, por lo cual este tipo de activos presentan todavía un desafío para que puedan usarse legalmente en México.
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