Examinando por Materia "Cartera vencida"

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    Ítem
    Análisis de la rentabilidad y solidez del sistema financiero bancario en Colombia
    (Universidad EAFIT, 2024) Vélez Alzáte, Melina; Gallego Laverde, Andrea María; Téllez Falla, Diego Fernando
    In this study, the main determinants of banking profitability, measured or represented through traditional indicators such as ROE (Retorn on Equity) and ROA (Retorn on Assets), are analyzed for the five most representative commercial banks in Colombia from January 2015 to December 2022. For this purpose, an econometric model is proposed using panel data methodology, which includes other financial indicators and macroeconomic variables to measure the sensitivity of these profitability indicators to changes in the economic cycle. The results suggest that movements or fluctuations in non-performing loans and provisions are statistically significant and have a direct influence on banking profitability.
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    Publicación
    Modelo para la estimación de cartera vencida en el portafolio de consumo del sector financiero colombiano
    (Universidad EAFIT, 2024) Prens Montes, Isamar del Carmen; Durango Gutiérrez, María Patricia
    This research analyzes the dynamics of the consumer portfolio in the Colombian financial sector, based on the way in which the levels of delinquency and macroeconomic circumstances affect this portfolio. The paper collects historical information from financial and regulatory entities, including indicators such as interest rates, inflation, economic development and levels of delinquency, and carries out the corresponding estimates using quantitative methods such as statistical analysis and econometric models, in order to detect correlations and trends. It is expected to propose a methodology that allows a company in the country´s financial consumer sector to timely anticipate the risk to which it is exposed, given the degree of volatility of the macroeconomic environment.