Artículos de revistas
Cuantificación del riesgo de incumplimiento en créditos de libre inversión: un ejercicio econométrico para una entidad bancaria del municipio de Popayan, Colombia
Fecha
2013-10-01Registro en:
01235923
Autor
Salazar Villano, Fabian Enrique
Institución
Resumen
This paper approaches the study of credit risk as an objective of modern banking regulation, advancing
from theory to get a specific quantitative approach. In this way, two econometric models are estimated for
a representative bank institution in terms of consumption credits in the municipality of Popayán,
Department of the Cauca (Colombia). These demonstrate that the bank’s portfolio is risk-free according to
some clients and credit characteristics. On the other hand, it is found that the default risk is elastic or
highly sensitive to economic cycles, but inelastic regarding interest and unemployment rates in this city