BANCOLOMBIA SA | CIK:0001071371 | 3

  • Filed: 4/30/2018
  • Entity registrant name: BANCOLOMBIA SA (CIK: 0001071371)
  • Generator: DataTracks
  • SEC filing page: http://www.sec.gov/Archives/edgar/data/1071371/000114420418023396/0001144204-18-023396-index.htm
  • XBRL Instance: http://www.sec.gov/Archives/edgar/data/1071371/000114420418023396/cib-20171231.xml
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  • EDGAR Dashboard: https://edgardashboard.xbrlcloud.com/edgar-dashboard/?cik=0001071371
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    • ifrs-full:DisclosureOfMarketRiskExplanatory

    The following table presents the total change on market risk and every risk factor.
     
    December 2017
    In millions of COP
    Factor
    December 31
    Average
    Maximum
    Minimum
    Interest Rate
    283,548
    289,811
    303,876
    269,572
    Exchange Rate
    559,362
    488,395
    883,924
    330,108
    Share Price
    70,758
    76,632
    84,059
    70,758
    Collective Portfolios
    173,236
    156,335
    174,373
    34,558
    Total Value at Risk
    1,086,904
    1,011,173
    1,406,154
    877,348
      
    December 2016 (1)
    In millions of COP
    Factor
    December 31
    Average
    Maximum
    Minimum
    Interest Rate
    251,904
    266,447
    308,534
    238,625
    Exchange Rate
    247,047
    331,528
    393,365
    247,047
    Share Price
    61,120
    61,811
    76,438
    55,264
    Collective Portfolios
    161,225
    55,149
    161,225
    36,808
    Total Value at Risk
    721,296
    714,935
    827,564
    627,812
     
    (1)
    An update is presented in the amount official about Total Market Risk (VaR) calculated for the period ended at December 31st, 2016; it according to a change in the exposure of factor of Collective portfolios in Bancolombia.