Examinando por Materia "Riesgo crediticio"
Mostrando 1 - 20 de 20
Resultados por página
Opciones de ordenación
Ítem Análisis de riesgo crediticio utilizando matrices de transición(Universidad EAFIT, 2020) Palacios Caciedo, Aura Liliana; Echeverri Tamayo, Rodrigo Andres; Tamara Ayus, Armando LeninÍtem Análisis de riesgo de impago en el sector financiero : enfoque en tarjetas de crédito(Universidad EAFIT, 2024) Herrera Olivares, Maher Stehisy; Moreno Reyes, Nicolás AlbertoÍtem Categorización del riesgo para proyectos de construcción(Universidad EAFIT, 2018) Pacheco Osorio, Andrés Felipe; De los Ríos González, Diego Alejandro; Támara Ayús, Armando LeninThe measurement of risk in private real estate and public infrastructure projects in Colombia is currently done empirically, without any established and general system for all projects, this work creates the basis for organized and equal measurement for projects of construction in Colombia, the research work begins with a literary review worldwide and then focuses on the Colombian conditions, then with a risk categorization methodology and taking as reference the two stages of the project (structuring and monitoring), establishing the Risk rating parameters between very low (C-1) and very high (C-8) levelsÍtem Creación de una app Fintech de crédito por descuento de nómina para la empresa Créditos e Inversiones de Colombia (CICOLSAS), como estrategia de crecimiento empresarial(Universidad EAFIT, 2022) Valencia Tovar, Diana Marcela; Gómez Guerrero, David Wady; Durango Gutiérrez, María PatriciaThis research was developed with the aim of designing a fintech app that offers credit through payroll deduction, for Créditos e Inversiones de Colombia (Cicolsas), Colombian Credits and Investments (in English). To do so, descriptive-analytical research was conducted in three steps: (1) definition of the app structure and content, (2) design of a tool to measure credit risk for the app (using a logistic regression model), and (3) identification of the necessary capital structure and its cost (through a CPPC methodology). As a result of the research, it was possible to develop an app with a landing page and nine information modules. Three types of users can get access to it: registered clients, non-registered clients, and administrators. It was integrated a credit scoring into the app, built with the historical information provided by Cicolsas. This credit scoring has sixteen predictive variables that allow the assessment of new clients’ default likelihood. Finally, an investment proposal of 1000 million COP has been established, funded with third-party and the company’s own resources, in a 50/50 proportion. This investment proposal has a global capital cost equivalent to 9,078% E.A.Ítem Diseño de un modelo de scoring para el otorgamiento de crédito de consumo en una compañía de financiamiento colombiana(Universidad EAFIT, 2017) Arango Duque, Laura; Restrepo Baena, Daniel; Henao Jassan, RodrigoCredit scorings are tools used since the 1970s to grant a probability of default to the applicant of a credit, to weigh their qualitative and quantitative variables; and in turn, including the conditions of the requested credit -- The use of scoring has been boosted since the 1990s, in order to mitigate the credit risk of the requests and to find the clients that fit the profile desired by the entity, complying with what was established by the regulator regarding the implementation of a risk system that reduces economic losses taking care of each stage of the credit cycle, in this case specifically, the granting -- Therefore, the objective of this work is to design a scoring model based on the methodology of logistic regression for a financial institution of the valle de Aburrá, supervised by the Superintendencia Financiera de Colombia, based on information provided by the entity, which comprises qualitative and quantitative variables of a group of clients in a set period of timeÍtem Diseño y evaluación de un score de riesgo crediticio. Evidencia para una empresa comercializadora en Colombia(Universidad EAFIT, 2024) Matiz Ruiz , John Jairo; Cruz Castañeda, Vivian; Álvarez, PilarÍtem Does board diversity matter on credit risk?(Universidad EAFIT, 2020) Giraldo Arango, Daniel; Gaitán Riaño, Sandra ConstanzaÍtem Estimación de rating sintético como método de calificación de riesgo crediticio de pymes en Colombia(Universidad EAFIT, 2018) Herrera Devia, Jeisson Andrés; Velasco Mora, Victoria Margarita; Sánchez Ribero, Gustavo AlbertoÍtem Evaluación y propuesta del manual integral de gestión de riesgos de inversión y crédito para un fondo de empleados del departamento del Cauca.(Universidad Eafit, 2019) Gomez Gomez, Angie Yulieth; Patiño Quilindo, Libia Maria; Torres Oke, Sebastian;71792857Social organizations, such as employee funds, have enabled the communities in which they operate to develop economically and have the need to be able to evaluate, in a technical and objective way, the way in which investment analyzes are carried out. and credit, which are contained in the comprehensive Risk and Investment Management Manual. In this paper, we present the way to be able to carry out the integration of the documents that contain the guidelines of these aspects and, additionally, we propose a credit evaluation model and an investment diagnosisÍtem Implementación de un modelo de scoring de crédito para Mexichem Colombia SAS(Universidad EAFIT, 2024) Vargas Izquierdo, Daniel Camilo; Rojas Ormaza, Brayan RicardoThis project sought to implement a credit scoring model for Mexichem Colombia SAS using machine learning techniques to predict the probability of default in companies. Four algorithms were compared: decision trees, random forest, gradient boosting and neural networks, each with unique characteristics in terms of accuracy and handling of complex data. The research included the selection and evaluation of relevant variables using the Gini index and recursive elimination techniques to avoid overfitting. The results helped to identify the most effective model to predict credit risks, optimizing financial decision-making.Ítem El incumplimiento crediticio mediante un análisis comparativo de diferentes técnicas de predicción en la geografía colombiana(Universidad EAFIT, 2021) Peñaloza Martínez, Eliana María; Tamara Ayús, Armando LeninÍtem Información suave y dura: el caso aplicado para una Asociación de Pequeños Comerciantes de Alimentos y Productos Agrícolas(Universidad EAFIT, 2018) Agámez Fuentes, Carlos Enrique; Velásquez Ceballos, HermilsonAccess to financial leverage is an important factor for microentrepreneurs who are part of the business fabric of the city of Bogotá, limiting these services due to lack of guarantees that support the request, they can affect projected increases in production capacities, reducing scenarios of greater productivity or leading the microentrepreneur to use the services of unscrupulous agents -- This research analyzes the credits delivered during the 589-2013 agreement signed between the District Department of Economic Development and the Mutual Association of Farmers and Agricultural Producers of Colombia, which sought to implement a financing program aimed at Corabastos retailers for 24 months at from September 2013 -- This work begins with a description of the case study identifying variables that can provide information related to default risk, then review features that distinguish soft information and hard information, econometric models of choice are estimated discrete Logit and Probit, where the endogenous variable is qualitative, which allows to identify the variables that explain the phenomenon under study, concluding that the variable Head of Household classified as soft information and the variable Short Term Indebtedness and Term classified as information Hard, show statistical significanceÍtem Integración de estados de flujos de efectivo como modelo de análisis crediticio para banca de empresas en las entidades financieras colombianas(2018) Santa María Ospina, Antonio; Sánchez Ribero, Gustavo AlbertoÍtem Modelo de análisis para un Fondo de Emprendimiento del sector tecnológico en el departamento del Cauca(Universidad EAFIT, 2017) Hincapié Solís, Johana Alexandra; Trespalacios Carrasquilla, AlfredoFor the CreaTIC Entrepreneurship Fund, it is very useful to have a tool that allows analyzing credit risk, in order to determine the likelihood of default, providing measures to aid in decision making; The variables that are used to predict the financial viability of the companies are the Financial indicators of profitability, turnover and level of indebtedness, with these parameters, a logistic model is implemented to analyze the determinants of risk with the available information, but because -- This information from the database CreaTIC Fund fails to deliver sufficient elements to identify the determinants of default risk -- For this paper recommendations are presented to improve the type of information collected and used for decision makingÍtem Modelo de medición de riesgo crediticio aplicado a cooperativa multiactiva(Universidad EAFIT, 2022) Aguilar Narváez, Lina Marcela; García Herrera, Melissa; Rojas Ormaza, Brayan RicardoCredit risk management is a structured approach that solidarity organizations have adopted to identify, measure, monitor and effectively control risk, so that they can take timely decisions to prevent and reduce the default in the payment of obligations by partners. The objective of this paper is to design a model for measuring credit risk to comply with the guidelines given by the regulatory entity and allows standardizing the process of granting credit to a multi-active cooperative in order to help in decision-making, especially by the credit and portfolio evaluation committees. For this, Logistic Regression, Decision Tree and Random Forest models were used, in order to determine from efficiency the most appropriate model for this organization.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 RicardoThe 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.Ítem Modelo para estimar el cupo de tesorería sugerido para la negociación de derivados de los clientes de la mesa empresarial de Bancolombia(Universidad EAFIT, 2022) González Moreno, Pablo; Paniagua Restrepo, Carlos Andrés; Vergara Garavito, Judith CeciliaÍtem Modelo para la determinación de la probabilidad de incumplimiento en el riesgo crediticio(Universidad EAFIT, 2020) Segura Ramos, José Eduardo; Támara Ayús, Armando LeninÍtem Modelo Scoring para el otorgamiento de crédito de las Pymes(Universidad EAFIT, 2017) Valencia Echeverri, Andrea; Saravia Matus, Jimmy AugustoScoring models since the 1990s are widely used as methods of predicting the probability of payment of individuals and companies when they access the financial system -- There are several methods for the development of these models, being the most used over time econometric, mathematical and nowadays artificial intelligence; which has made it possible to automate in many financial institutions worldwide credit studies based on the most relevant variables that determine good behavior -- This project is presented as a way of understanding through the construction of a scoring model, which are the most common possible causes for an SME to pay the obligation or not -- This allows to predict the behavior of payment and in turn to comply with the risk policies defined in the risk management system (SARC); which is regulated in Colombia by the Financial Superintendence and based on the frame of reference of Basel Accords. All of this leads to a balance between the pursuit of utility maximization of a financial institution, which is mostly through the placement of resources, and the level of risk that one wishes to assumeÍtem Riesgo crediticio de las empresas colombianas listadas en el índice de Dow Jones Sustainability(Universidad EAFIT, 2022) Reyes Barrientos, Simón; Bustamante Pulgarín, Sebastián; Peña Higuavita, Germán AdolfoWith the importance in the global context reducing polluting emissions and decarbonizing the economy using the impact and allocation of resources as an instrument. This research work is presented that, based on the literature consulted and the statistical analysis of the rates of bond issues of Colombian companies between 2009 and 2021, between sustainable and ordinary bonds, it could be concluded that there are trends in the reduction of debt acquisition costs, especially if it is dedicated to sustainability; there are also success stories where important actors of the Colombian economy, ensure to reduce their cost of debt.