Modelo de valorización de empresas enfocado al sector financiero peruano. Caso Interbank
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Date
2020-09-17
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Pontificia Universidad Católica del Perú
Abstract
El presente Plan de Tesis contempla la aplicación del modelo de ingresos residuales para
la valorización de empresas del sistema financiero peruano. El objetivo principal de esta
investigación es analizar si el modelo de ingresos residuales es el más adecuado para la
valorización de empresas financieras peruanas. En este sentido, la investigación busca
identificar las fortalezas y debilidades de los modelos de valorización de empresas
financieras con el fin de determinar qué modelo presenta más fortalezas en su aplicación
a dicho sector. Asimismo, se pretende determinar si la regulación de la Superintendencia
de Banca, Seguros y AFP influye en la elección del modelo. Por último, se busca
determinar si el modelo de ingresos residuales contribuye en la obtención de un valor
fundamental más preciso de la entidad valorizada. Entre las hipótesis, dado que la
finalidad de toda valorización es la obtención del valor fundamental de la empresa, se
aplica el modelo de ingresos residuales a la empresa Interbank y se contrasta la
obtención de dicho valor mediante la simulación de Montecarlo.
This Thesis Plan contemplates the application of the residual income model for the valuation of companies of the Peruvian financial system. The main objective of this research is to analyze whether the residual income model is the most suitable for the valuation of Peruvian financial companies. In this sense, the research seeks to identify the strengths and weaknesses of the valuation models of financial companies in order to determine which model presents more strengths in its application to that sector. Furthermore, it is intended to determine if the regulation of the Superintendence of Banking, Insurance and AFP influences the choice of the model. Finally, it is sought to determine if the residual income model contributes to obtaining a more precise fundamental value of the valued entity. Among the hypotheses, given that the proposal of any valuation is the obtaining of the fundamental value of the company, the residual income model is applied to the Interbank company and the obtaining value is contrasted through the Montecarlo simulation.
This Thesis Plan contemplates the application of the residual income model for the valuation of companies of the Peruvian financial system. The main objective of this research is to analyze whether the residual income model is the most suitable for the valuation of Peruvian financial companies. In this sense, the research seeks to identify the strengths and weaknesses of the valuation models of financial companies in order to determine which model presents more strengths in its application to that sector. Furthermore, it is intended to determine if the regulation of the Superintendence of Banking, Insurance and AFP influences the choice of the model. Finally, it is sought to determine if the residual income model contributes to obtaining a more precise fundamental value of the valued entity. Among the hypotheses, given that the proposal of any valuation is the obtaining of the fundamental value of the company, the residual income model is applied to the Interbank company and the obtaining value is contrasted through the Montecarlo simulation.
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Keywords
Empresas--Perú--Valoración, Empresas--Finanzas--Perú, Superintendencia de Banca, Seguros y AFP (Perú), Bancos--Perú, Instituciones financieras--Perú
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