Examinando por Autor "Salamanca Arias, Adriana"
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Ítem Estimación de la probabilidad de incumplimiento de créditos para una empresa del sector siderúrgico en Colombia(Universidad EAFIT, 2018) Salamanca Arias, Adriana; Benítez Urrea, John Alejandro; Saravia Matus, Jimmy AugustoThe objective of this essay is to identify the appropriate credit risk model to determine the probability of non-compliance of clients from iron and steel sector in Colombia -- For this purpose, we examined credit risk models literature prepared by authors as Altman (1968), Lennox (1999) and for Colombia Zamudio (2007) -- Validating methodologies and variables used that were part of their models and finally their results -- It was determined in this way to build an ordered logit model, which through a dependent variable discriminated in 4 categories or expiration degree and some determinant estimation variables to represent Liquidity, Indebtedness, profitability, activity and environment would explain the variations and their incidence in the probability of non-compliance -- The analyzed period was 2012-2015 and using as a source our customers database and Superintendence of Companies information to obtain financial indicators -- We could determine that profitability, indebtedness, sector and inflation are variables that explain in some degree the probability of non-compliance fluctuations