Examinando por Materia "CAMELS"

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    Publicación
    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.