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Determinantes de la morosidad de la cartera de microcrédito en Colombia

Author

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  • Felipe Clavijo Ramírez

    (Banco de la República de Colombia)

Abstract

El microcrédito es una modalidad de préstamos orientada a financiar microempresas, hogares y personas que tienen acceso limitado al mercado de crédito formal. Teniendo en cuenta que desde 2002 la cartera de microcrédito ha crecido en la mayoría del tiempo a un ritmo mayor que la cartera total del sistema financiero y que esta modalidad de préstamos presenta un deterioro en los indicadores de riesgo de crédito desde finales de 2011, el objetivo de este trabajo es identificar los principales determinantes de la morosidad de los deudores en el pago de los microcréditos. Con tal fin, se hace uso del concepto de Información Suave, que incluye variables socioeconómicas de los deudores y características de las microempresas para determinar su impacto sobre la probabilidad de mora. Usando las metodologías Probit y Logit multinomial se encuentra que entre 2002 y mediados de 2014, existe evidencia estadística a favor de la hipótesis de que variables tales como la edad del deudor, el género, el número de personas que tiene a su cargo, el tipo de vivienda en que vive, los años de experiencia en la actividad que desarrolla, entre otras, clasificadas dentro de la categoría de Información Suave, tienen una relación significativa con dicha morosidad.

Suggested Citation

  • Felipe Clavijo Ramírez, 2016. "Determinantes de la morosidad de la cartera de microcrédito en Colombia," Borradores de Economia 951, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:borrec:951
    DOI: 10.32468/be.951
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    References listed on IDEAS

    as
    1. Grunert, Jens & Norden, Lars & Weber, Martin, 2005. "The role of non-financial factors in internal credit ratings," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 509-531, February.
    2. Nitin Bhatt & Shui–Yan Tang, 2002. "Determinants of Repayment in Microcredit: Evidence from Programs in the United States," International Journal of Urban and Regional Research, Wiley Blackwell, vol. 26(2), pages 360-376, June.
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    More about this item

    Keywords

    Microcrédito; Colombia; morosidad; probabilidad de incumplimiento; información suave; Probit; Logit multinomial;
    All these keywords.

    JEL classification:

    • C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
    • D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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