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Estimación de la Carga Financiera en Colombia

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  • Gerencia de Riesgo Asobancaria - CIFIN
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    Los indicadores de endeudamiento permiten evaluar la posición crediticia de cada individuo. A nivel agregado, contribuyen al seguimiento de la dinámica y sostenibilidad del crédito en el sistema. A pesar de su importancia, en Colombia, la información financiera que se obtiene a nivel micro no se encuentra disponible para la construcción de indicadores a nivel macro. Por esta razón se propone un método de inferencia de la renta de los individuos a partir de su relación con el gasto financiero, que permite medir la carga financiera para la totalidad de titulares de crédito en el país. La metodología parte de la conformación de segmentos para estimar, en cada uno de ellos, regresiones múltiples basadas en Redes Neuronales Artificiales (RNA). La agregación de indicadores micro fundamentados puede contribuir al diseño e implementación de mecanismos de estabilización financiera. Los resultados sugieren exceso probable de endeudamiento para un 10% de la población.3

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    Paper provided by Banco de la Republica de Colombia in its series Temas de Estabilidad Financiera with number 056.

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    Handle: RePEc:bdr:temest:056
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    1. Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007. "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 97-109, January.
    2. Annette J Kyobe & Stephan Danninger, 2005. "Revenue Forecasting—How is it done? Results from a Survey of Low-Income Countries," IMF Working Papers 05/24, International Monetary Fund.
    3. Joachim R. Frick & Markus M. Grabka, 2002. "The Personal Distribution of Income and Imputed Rent: A Cross-National Comparison for the UK, West Germany and the USA," Discussion Papers of DIW Berlin 271, DIW Berlin, German Institute for Economic Research.
    4. Ivan O. Kitov, 2009. "Mechanical Model of Personal Income Distribution," Papers 0903.0203,
    5. Munir A. Jalil. B & Martha Misas, 2006. "Evaluación de pronósticos del tipo de cambio utilizando," BORRADORES DE ECONOMIA 002636, BANCO DE LA REPÚBLICA.
    6. Benin, Samuel & Randriamamonjy, Josee, 2008. "Estimating household income to monitor and evaluate public investment programs in Sub-Saharan Africa:," IFPRI discussion papers 771, International Food Policy Research Institute (IFPRI).
    7. Wang, Y., 2004. "A Nonparametric analysis of the Personal Income Distribution across the Provinces and States in the U.S. and Canada," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 4(1).
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