Repositorio Institucional Universidad EAFIT :: Examinando por Materia "BANCOS

Examinando por Materia "BANCOS - COLOMBIA"

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Análisis del impacto de la cuarta revolución industrial en el sector bancario colombiano
(Universidad EAFIT, 2019) González Cano, Lina Camila; Uribe de Correa, Beatriz Amparo; Osorio Lema, Edwin Alexis
The technological advances generated by the Fourth Industrial Revolution (Schwab, 2016) incorporate new competitors in the world banking sector. Fintech, neobanks and big technology companies are offering fully digital financial solutions that response to need of consume of a society hyperconnected to internet, that, in addition, they may offer competitive rates in comparation with a traditional bank because they are born with an enterally automated and robotized operation. To survive the new competitors, banks are obliged to think of a digital transformation strategy that helps in the adoption of technology for the improvement of their processes and the generation of a new offer of value that is attractive to consumers of the new generations. The present work intends to analyze the impact that the Fourth Industrial Revolution in the Colombian financial sector for to propose adaptations to the digital strategy and the administration of human talent.
Big data analytics para la gestión de las relaciones con los clientes fundamentada en su valor estratégico individual : estudio concluyente para el sector financiero colombiano
(Universidad EAFIT, 2019) Arjona Molina, Mateo; Muñoz Molina, Yaromir; Quintero Mesa, Luís Germán
The value of the company is based on its main asset, the customers. This has attracted the attention of senior managers who are concerned about the optimization of resources in organizations, often concentrated homogeneously in customer retention. This paper has a review of the available literature and a CLV performance model considering the client’s churn rate using a logit regression with data of the Colombian financial sector, with the aim of proposing a 3D segmentation model that seeks to create segmented value proposals and increase customer retention and selling.
Diseño de un modelo de gestión de soporte e incidentes para un segmento preferencial de una entidad financiera en Colombia
(Universidad EAFIT, 2025-11-04) Consuegra Villarreal, Paula Lucía; Velásquez Cuartas, Jhon Orlando
This project proposes the design of a Support and Incident Management Model for Corporate clients at a financial institution in Colombia, aimed at improving customer experience and strengthening operational excellence. The research began with a comprehensive diagnosis through qualitative and quantitative analyses, focus groups, and document review, which enabled the identification of the main pain points and root causes using a problem tree. Based on these analyses, an objective tree was developed from which eight key improvement activities derived, oriented at promoting a more efficient, proactive, and customer-centered management model. Specific improvement actions were formulated and prioritized using an effort–benefit matrix, which led to the identification of initiatives with the highest impact and feasibility. The proposed model incorporates an agile implementation strategy to enable iterative, collaborative, and value-driven execution. Additionally, performance indicators and impact metrics were defined to ensure measurable and sustainable results. Finally, the study provides strategic recommendations to extend the model to other business segments, strengthen end-to-end process traceability through system integration, and expand its scope to other post-sale processes such as service requests. Overall, this proposal seeks to consolidate an integrated, efficient, and differentiated service model that enhances the trust and satisfaction of corporate clients.
El poder de mercado y otros determinantes de la intermediación financiera para los bancos colombianos entre 2009 y 2014
(Universidad EAFIT, 2018) Mora Thiriez, Sebastián; Vélez Posada, Diego; Saavedra Caballero, Fabiola
Financial services have a significant weight in countries economic growth; it represented a 20.3% of the GDP at the end of the year 2016 -- Banks are the main providers of financial services, and their main income derives from the net interest margin -- The net interest margin depends on each´s bank capacity to take in deposits and give out loans -- The capacity of each bank to optimize its net interest margin and attract to its balance sheet the best risks depends on the firm´s market power -- In this paper it´s quantified the impact in the net interest margin due to the firm´s market power (with an approximation of Lerner´s Index) and other internal and external determinants for 14 Colombian banks between 2009 and 2014 -- Using econometric analysis, it was found that the variations in the net interest margin are explained with internal determinants: Lerner´s Index, distribution of its loans portfolio, liquid assets, loans quality, opportunity cost and taxes, as well as external determinants: DTF, Colombian Central Bank intervention rate and Colombian Sovereign Bonds (Reference July 2024)
Estrategias de optimización para canales transaccionales físicos en el sector bancario colombiano
(Universidad EAFIT, 2025) Zapata Jiménez, John Fredy; López Moreno, Ana María
Digital transformation is rapidly reshaping the landscape of traditional banking, creating a dilemma for financial institutions: integrate new digital channels or improve the distribution of existing physical ones. This thesis explores how multi-objective optimization techniques, such as integer linear programming and discrete-event stochastic simulation, can help address this dilemma within the context of the Colombian financial system. In an environment where customer habits and distribution models are constantly evolving, decision-makers must consider the impact of technology, implementation costs, and the adaptability of channels. This research addresses these challenges by developing a theoretical framework based on heuristic modeling and advanced techniques such as clustering and NLP algorithms. The aim is to provide recommendations for optimizing the distribution of transactional channels to enhance operational efficiency and customer experience. The thesis focuses on four specific objectives: retrieving and storing transaction data from distribution channels; preparing this information for clustering modeling; developing an optimization model for the distribution of physical channels; and analyzing the information to segment channels according to the optimization model. Optimizing distribution channels is essential to maintaining a competitive advantage in an increasingly digital environment. By effectively combining digital and physical channels, the banking system can improve operational efficiency, broaden its reach, and respond more agilely to market demands. This study offers a comprehensive perspective and practical solutions to address current challenges in the distribution of physical transactional channels in the Colombian banking sector.
Evaluación de un modelo de crédito para el otorgamiento de crédito de la empresa Suprecredito SAS
(Universidad EAFIT, 2025) Gual Restrepo, Felipe; Ruiz Martínez, Juan Camilo; Mora Cuartas, Andrés Mauricio
Incidencia de la política monetaria y los indicadores de crecimiento económico sobre el riesgo de liquidez en instituciones financieras de Colombia
(Universidad EAFIT, 2025-11-25) Cardona Baquero, Giovanny; Cruz Castañeda, Vivian
This research analyzes the impact of changes in monetary policy and economic growth indicators on the Liquidity Risk Index (IRL) of financial institutions in Colombia, considering their implications for banking liquidity and financial stability. A database containing macroeconomic information and financial reports from selected banks for the period March 2020–December 2024 was used. Statistical and econometric techniques, such as multiple regression and vector autoregressive (VAR) models, were applied to examine how macroeconomic indicators affect the liquidity of these institutions. The results show that liquidity risk in Colombia is strongly influenced by macroeconomic factors, particularly interest rates and inflation, which exert significant effects on the IRL, while the non-performing loan ratio (ICV) reflects the influence of the general economic environment. In contrast, variables such as the fixed-term deposit rate (DTF) and unemployment do not show statistically significant effects. These findings highlight the importance of maintaining macroeconomic stability to reduce liquidity risk in financial institutions.
Intervención conductual basada en mensajería asincrónica para mejorar la contactabilidad en clientes bancarios en mora
(Universidad EAFIT, 2025) Idárraga López, Sebastián; Montoya Molina, Jaime Alberto; González Cano, Andrea; Cardona Mesa, Laura Carolia
La volatilidad de la tasa de interés a corto plazo : un ejercicio para la economía colombiana, 2001–2006
(Universidad EAFIT, 2007) Botero Ramírez, Juan Carlos; Ramírez Hassan, Andrés
In this paper we analyze different methodologies that are used to handle the short term interest rate volatility. Specifically, we shall analyze the outcomes that are obtained through three specifications: CKLS, Conditional Heteroscedastic and BHK. The evidence shows that the better specification is reached through the EGARCH model. It is found that positive shocks in the short term interest rate cause a volatility 22,3% higher than negative shock of the same size. Also, the process converges to an unconditioned mean of 7,11% with a correction factor of 1,2% daily. Finally, it is analyzed the stability of the parameters associated to the selected model and the model’s forecast. It is found that the model offers good forecast in a period of three months.
Los determinantes de la rentabilidad de un banco : evidencia empírica del sector bancario colombiano
(Universidad EAFIT, 2024) Valencia Cano , Juan Fernando; Valencia Espinal, Camilo; Cruz Castañeda, Vivian
This study investigates the key determinants of profitability for Colombian banking institutions between 2016 and 2024. Using panel data and multiple linear regression, we analyzed variables such as bank size, capitalization, loan volume, portfolio composition, and deposits. Our findings indicate that larger banks tend to be more profitable. However, higher capitalization and loan volumes do not always lead to greater profits. Portfolio composition is also crucial: segments like housing and microcredit positively impact ROE, while commercial, consumer, and housing portfolios negatively affect ROA. In conclusion, Colombian banks should adjust their capitalization, loan management, and portfolio diversification strategies to enhance profitability. The results of this research provide valuable insights for better decision-making in the banking sector.
Los sistemas de pagos electrónicos y su relación con la inclusión financiera en Colombia para el período comprendido entre el 2018 y 2022
(Universidad EAFIT, 2023) Alzate Vélez, Daniela; Mora Cuartas, Andrés Mauricio
This degree work aims to analyze the relationship between electronic payment systems and financial inclusion in Colombia. The research question that guides this study is: What is the relationship between electronic payment systems and financial inclusion in Colombia for the period between 2018 and 2022? To address this question, a quantitative research methodology is used, data is collected on the adoption and use of electronic payment systems in Colombia and financial inclusion through official reports from financial entities, central banks and regulatory bodies. It was established that there is a statistically significant relationship between financial inclusion and the use of digital payment methods in Colombia. Bank transfers as a means of digital payment have a particularly significant impact on financial inclusion, meaning that as the adoption and use of this means of digital payment increases in Colombia, financial inclusion also improves.
Medición del impacto de la experiencia del cliente en la adopción de productos financieros, un enfoque basado en ciencia de datos y machine learning
(Universidad EAFIT, 2025-10-22) Andrade Franco, Manuel Alejandro; Almonacid Hurtado, Paula María
Metodología de calificación crediticia para una entidad bancaria colombiana (caso aplicado a Davivienda)
(Universidad EAFIT, 2018) Tamayo Jaramillo, Mariana; Muriel Lopera, Paola Andrea; Ospina Mejía, Jaime Alberto
At present, banks are publicly qualified to give the investor a reference of the situation of their counterpart, evaluating qualitative, quantitative, historical and perspective issues -- That is why, given the importance of credit ratings, this paper seeks to build a proposal that serves as an internal rating model, by weighting the factors considered relevant for the construction of the model and financial indicators -- This proposal arises from the study of the methodologies used by the main international rating agencies and the Camels Model; as well as the initiative to create a model applicable to a Colombian banking entity, after reviewing that the bibliography in this field is not very broad about other similar study cases -- This research is expected to complement the knowledge acquired in the Administration Financial Master, in through subjects such as corporate finance, fixed income and financial strategy
Metodología para la evaluación del riesgo de concentración sectorial en el portafolio de crédito de Bancolombia bajo el Marco de Basilea
(Universidad EAFIT, 2025-10) Sáenz Cubillos, Diego Alberto; Salinas Gil, Sergio Andrés; Rojas Ormaza, Brayan Ricardo; Durango Gutiérrez, María Patricia
This paper analyzes the sector concentration risk in Bancolombia's commercial credit portfolio and its impact on the additional capital required under the Basel regulatory framework. The study poses the following central question: What level of sector concentration does Bancolombia have and how does this impact its economic capital requirements? To answer this question, sector portfolio data, risk parameters (probability of default PD, loss given default LGD, and exposure at default EAD), and current regulations were used. The methodology combines concentration indicators (Herfindahl-Hirschman, Gini, and Theil), sector stress simulations, and economic capital models such as the Asymptotic Single Risk Factor (ASRF) and its multifactor extension. This approach allows for comparing real-life scenarios with counterfactual diversification scenarios, identifying the sectors that contribute most to concentration risk, and estimating the additional capital required. The results seek to provide guidelines for strengthening risk management within the framework of the Internal Capital Adequacy Assessment Process (ICAAP) and, thereby, contribute to the entity's financial stability.
Modelo de evaluación de riesgo de crédito desde la perspectiva del inversionista para establecimientos bancarios en Colombia
(Universidad EAFIT, 2025) Patiño Patiño, Carolina; Arévalo Camargo, José Antonio; Bruckner Borrero, Clara Eugenia
This project evaluates the financial strength of banking institutions in Colombia through a credit risk model aimed at identifying vulnerabilities and signs of deterioration in their financial condition. To this end, qualitative and quantitative information from the Superintendence of Finance of Colombia (Superintendencia Financiera de Colombia), the Colombian Stock Exchange (Bolsa de Valores de Colombia), and other relevant sources was used to support and complement the analysis. A binary logistic regression was employed to analyze the predictive capacity of various financial indicators, incorporating an exponentially weighted moving average to capture the evolution of these indicators over time. Finally, a CAMELS-based model was implemented, integrating financial and market indicators along with regulatory criteria, providing a comprehensive analytical tool for decision-making by investors in the local fixed-income market.
Modelos de riesgo crediticio para reducir el riesgo de crédito en la cartera hipotecaria del Banco Unión
(Universidad EAFIT, 2026-02-26) Córdoba Ruiz, Ana Patricia; Rojas Ormaza, Brayan Ricardo
Banco Unión’s mortgage portfolio has increased its exposure to risk as a result of post-pandemic economic uncertainty, evidenced by higher unemployment levels, inflationary pressures, and sustained increases in interest rates. Within this context, the study examines credit risk models designed to enhance the predictive capacity of portfolio deterioration and to support decision-making in the management of mortgage portfolios. The analysis relies on a historical database provided by Banco Unión, which contains information on performing and impaired mortgage loans. This dataset includes macroeconomic variables, credit-specific attributes, and the sociodemographic and financial characteristics of borrowers. From a methodological perspective, a binary Logit model was estimated to assess the probability of default, analyzing the marginal impact of key factors such as income level, interest rate, macroeconomic conditions, and loan maturity. In addition, a Decision Tree model was implemented on the KNIME platform using AutoML techniques, following sample balancing procedures. The predictive performance of the models was evaluated using standard metrics in the financial sector: the area under the ROC curve (AUC), sensitivity (recall), and precision. The results show that the Logit model provides a strong explanatory framework for the determinants of credit risk, while the Decision Tree exhibits greater sensitivity in identifying impaired borrowers while maintaining high levels of precision. By combining both perspectives, Banco Unión gains a more robust analytical tool to anticipate portfolio deterioration, improve customer segmentation, and strengthen credit risk monitoring and mitigation strategies in a changing economic environment, thereby aligning statistical standards with operational and regulatory criteria.
Optimización del margen neto de interés en entidades financieras bajo IFRS 9
(Universidad EAFIT, 2025) García Ocampo, Yuri Vanesa; Londoño Gómez, María Camila; Gómez Rueda, Mario Sergio
This study presents an analysis of the variables that comprise a cash flow, with the objective of identifying which generate the lowest loss in the event of a credit risk modification. After constructing a tool and using dummy data, including information on maturity, book value, projection, and discount rates, different scenarios and loss and materiality values were generated, which were subsequently reviewed through a correlation analysis to determine the most significant relationship between the variables. The results show that the expected loss is primarily correlated with the distance between the rate and the internal rate of return (IRR); however, other concepts such as maturity, amortization, and frequency allowed for the creation of strategies that sales teams could follow in order to minimize the impact on the loss to be recorded in the financial statements, considering the best combination of amortization, payment frequency, maturity, and projection rate.
Sobre tasa al impuesto de renta : un golpe a la rentabilidad del sector financiero
(Universidad EAFIT, 2025) Vallejo Ramos, Oswaldo José; Medina Arango, Oscar Eduardo
The financial system is the backbone of any country's economy, enabling the efficient flow of resources between savers and investors, which in turn drives economic development and financial stability. In Colombia, this sector has faced significant pressure in recent years due to changes in fiscal policies, particularly the implementation of an income tax surcharge. While introduced as a tool to increase revenue and fund essential projects, this measure has raised concerns about its potential repercussions on profitability and competitiveness. The income tax surcharge, in effect since 2018, aims to increase the contribution of highly profitable sectors to the collective well-being. However, this additional tax burden has raised questions about its impact on profit margins, the attraction of foreign investment, and credit stability within a key sector like finance. In this context, this research project seeks to evaluate the quantitative effects of the surcharge on Colombian financial entities during the 2018-2024 period, encompassing a comprehensive analysis to identify trends and strategies. This research aims to provide a comprehensive assessment of the income tax surcharge's effects on the Colombian financial sector. It will foster a deeper understanding of how fiscal policies can influence the performance of a strategic sector and propose solutions aimed at balancing state revenue collection with the sector's sustainability.
Valoración Banco Davivienda
(Universidad EAFIT, 2019) Velásquez Ramírez, Rafael Mauricio; Jiménez Bonilla, Juan Camilo; Ospina, Jaime Alberto

Examinando por Materia "BANCOS - COLOMBIA"

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