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Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano
[A new approach to the analysis and rating Ecuadorian Cooperative System]

  • Freire González, Paulo Alejandro
  • Vivar Aguilar, Mayra Isabel
  • Maldonado, Diego
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    This document exposes a EWS that is based on two models, the first corresponds to a full econometric model such as the Logistics and the second is a financial model based on OVT for the KMV model. Both models are based on financial indicators CAMEL evaluation methodology for the Cooperative System of Ecuador, so that they become an easy tool for interpretation by the entities that comprise this system as well as the regulator and supervisor, giving rise to easily identify financial crisis phenomena. The models exposed are considered inside the MPT where CAMEL is a traditional finance valuation model and Logit & KMV are new tools like a EWS. Hence, the three models CAMEL, KMV and Logit, are placed to the Ecuadorian cooperative reality in order to establish a rating of each entity that labors in the Cooperative System headed for analyze its current financial situation and identify possible vulnerability of the system.

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    File URL: http://mpra.ub.uni-muenchen.de/21463/1/MPRA_paper_21463.pdf
    File Function: original version
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    Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 21463.

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    Date of creation: 16 Feb 2010
    Date of revision: 05 Mar 2010
    Publication status: Published in Notas Tecnicas 1.1(2010): pp. 1-58
    Handle: RePEc:pra:mprapa:21463
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    1. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-70, May.
    2. R. Purdy, 2002. "Editorial," Climate Policy, Taylor & Francis Journals, vol. 2(1), pages 1-2, March.
    3. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
    4. R. K. Pachauri & Sujata Gupta, 2002. "Editorial," Climate Policy, Taylor & Francis Journals, vol. 2(2-3), pages 127-128, September.
    5. Maldonado, Diego & Pazmiño, Mariela, 2008. "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
      [New Management Tool for Credit Risk analysis: An aplication for Financial Institutio
      ," MPRA Paper 17163, University Library of Munich, Germany, revised 30 Dec 2008.
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