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Determinantes del ratio de morosidad en el sistema financiero boliviano

Author

Listed:
  • Oscar A. Díaz Quevedo

    (Banco Central de Bolivia)

Abstract

El riesgo crediticio es probablemente el más importante que debe gestionar una entidad bancaria. En las fases expansivas se registra un mayor ritmo de crecimiento del crédito con bajos niveles de incumplimiento. Sin embargo, en las fases recesivas, los agentes económicos experimentan dificultades en el pago de sus deudas con un eventual incremento de la cartera en mora, que obliga a las entidades financieras a realizar mayores previsiones por cartera lo cual reduce la expansión del crédito y probablemente el ritmo de crecimiento económico. El objetivo del presente trabajo es analizar los determinantes del ratio de morosidad de las entidades del sistema financiero boliviano en el período 2001-2008 incluyendo factores macro y microeconómicos. Se analiza la relación de la morosidad con el ciclo económico, la devaluación del tipo de cambio, así como el crecimiento de la cartera bruta, el grado de eficiencia, la especialización crediticia y otras variables.

Suggested Citation

  • Oscar A. Díaz Quevedo, 2009. "Determinantes del ratio de morosidad en el sistema financiero boliviano," Serie de Documentos de Trabajo 01/2009, Banco Central de Bolivia.
  • Handle: RePEc:blv:doctra:01/2009
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    File URL: https://www.bcb.gob.bo/webdocs/publicacionesbcb/2015/11/51/3.%20Determinantes%20del%20ratio%20de%20morosidad%20en%20el%20sistema%20financiero%20boliviano.pdf
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    More about this item

    Keywords

    Riesgo de crédito; índice de morosidad; ciclo económico;

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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