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Administración del riesgo de crédito en los establecimientos de crédito: comparación crítica del estándar internacional y su implementación

Author

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  • Mery Cecilia Guzmán Delgado

Abstract

El objeto principal del presente trabajo es el riesgo de crédito, específicamente su adecuada administración. Con tal propósito examinaremos algunas de las más importantes herramientas prudenciales establecidas en la regulación y supervisión que tienen como finalidad identificar, evaluar, monitorear ycontrolar o mitigar este riesgo.

Suggested Citation

  • Mery Cecilia Guzmán Delgado, 2008. "Administración del riesgo de crédito en los establecimientos de crédito: comparación crítica del estándar internacional y su implementación," Archivos de Economía 5120, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:005120
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    References listed on IDEAS

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    1. Mariano González, 2004. "Análisis del nuevo acuerdo de capitales de Basilea (BIS-II): PYME-risk, country-risk y operational-risk," I Simposio Docentes de Finanzas 1991, Politécnico Grancolombiano.
    2. Stallings, Barbara & Studart, Rogério, 2003. "Financial regulation and supervision in emerging markets: the experience of Latin America since the Tequila crisis," Copublicaciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 1799.
    3. Xavier Freixas & Anthony M. Santomero, 2002. "An overall perspective on banking regulation," Working Papers 02-1, Federal Reserve Bank of Philadelphia.
    4. Stallings, Barbara & Studart, Rogério, 2003. "Financial regulation and supervision in emerging markets: the experience of Latin America since the Tequila crisis," Series Históricas 7798, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Sistema financiero colombiano; Riesgo de crédito; Establecimientos de crédito; Administración del riesgo de crédito.;
    All these keywords.

    JEL classification:

    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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