Análisis de riesgo bajo simulación Monte Carlo para un proyecto de industrialización de carne de bovino
Fecha
2017
Tipo
artículo original
Autores
Paniagua Molina, Hernán Javier
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Resumen
Se realizó un análisis de riesgo mediante simulación Monte Carlo para un proyecto de establecimiento de planta de sacrificio de bovinos y porcinos en la Zona Norte de Costa Rica. Las variables de riesgo más sensibles fueron los precios de los boletos de sacrificio y la capacidad de uso de la planta para los primeros 4 años de operación. Las variables de respuesta del modelo de simulación fueron el VAN y la TIR y ambas en escenarios dinámicos de 1000 corridas de simulación resultaron muy similares a las obtenidas en el escenario estático. El coeficiente de variación para el VAN fue de 24,63% y para la TIR de 9,02%, asimismo en ninguno de los casos se obtuvo ninguna probabilidad de retorno negativo. Las medidas de riesgo anteriores sugieren que el proyecto presenta un riesgo medio representado por la variabilidad importante en los flujos, más sin probabilidad de obtener retorno negativo.
A risk analysis was carried out using Monte Carlo simulation for a project to establish a slaughtering plant for cattle and pigs in the Northern Zone of Costa Rica. The most sensitive risk variables were the prices of the slaughter tickets and the capacity of the plant for the first 4 years of operation. The response variables of the simulation model were the NPV and the TIR and both in dynamic scenarios of 1000 simulation runs were very similar to those obtained in the static scenario. The coefficient of variation for the NPV was 24.63% and for the IRR of 9.02%, likewise in no case was there any negative probability of return. The previous risk measures suggest that the project presents an average risk represented by the significant variability in flows, but with no probability of obtaining a negative return.
A risk analysis was carried out using Monte Carlo simulation for a project to establish a slaughtering plant for cattle and pigs in the Northern Zone of Costa Rica. The most sensitive risk variables were the prices of the slaughter tickets and the capacity of the plant for the first 4 years of operation. The response variables of the simulation model were the NPV and the TIR and both in dynamic scenarios of 1000 simulation runs were very similar to those obtained in the static scenario. The coefficient of variation for the NPV was 24.63% and for the IRR of 9.02%, likewise in no case was there any negative probability of return. The previous risk measures suggest that the project presents an average risk represented by the significant variability in flows, but with no probability of obtaining a negative return.
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Palabras clave
Análisis de riesgo, Simulación Monte Carlo, Industria de carne, Risk analysis, Monte Carlo simulation, Meat industry