Examinando por Autor "Restrepo Valencia, Nathalia"

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    Ítem
    Modelo para el análisis de riesgo crediticio basado en el modelo de Markov para una empresa del sector alimenticio
    (Universidad EAFIT, 2022) Restrepo Valencia, Nathalia; Batioja Bravo, Marlon Walter; Rojas Ormaza, Brayan Ricardo
    The credit risk seeks to avoid or reduce the possibility of los of the resources of the organization generated by the non-payment of obligations by a debtor, this can be controlled with policies and procedures that comply with current regulations and the risk profile of the company, through an adequate percentage of portfolio provisions. The aim of this work are to develop a credit risk model based on Markov model that would allow customers of an small company that is dedicated to the production of raw materials for the food industry, to analyze the risk default through Credit Transition Matrices (CTMs) matrices and subsequently Project the expected loss.