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MODELANDO EL RIESGO DE CRÉDITO: Matrices de transición para la cartera comercial

Listed author(s):
  • Alexander Zapata Galindo


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    Las técnicas para el otorgamiento y seguimiento de los créditos que hace el sector financiero a sus clientes han tenido importantes desarrollos en los últimos años. Las matrices de transición son una de ellas y permiten estimar la probabilidad de pasar de un estado (i) en el cual se encontraba la deuda del individuo en un cierto periodo de tiempo t, a un estado (j) en el periodo siguiente t+1. En este trabajo se estiman probabilidades de transición para la cartera comercial colombiana. Clasificación JEL: Métodos de Sim

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    Paper provided by ASOBANCARIA in its series APUNTES DE BANCA Y FINANZAS with number 003226.

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    Length: 56
    Date of creation: 30 Sep 2004
    Handle: RePEc:col:000086:003226
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