%0 Journal Article 
%T Cuantificación del riesgo de incumplimiento en créditos de libre inversión: un ejercicio econométrico para una entidad bancaria del municipio de Popayan, Colombia
%J ESTUDIOS GERENCIALES;Vol. 29 No. 129
%D 2013
%@ 01235923
%U http://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/1737
%X This paper approaches the study of credit risk as an objective of modern banking regulation, advancing 
from theory to get a specific quantitative approach. In this way, two econometric models are estimated for 
a representative bank institution in terms of consumption credits in the municipality of Popayán, 
Department of the Cauca (Colombia). These demonstrate that the bank’s portfolio is risk-free according to 
some clients and credit characteristics. On the other hand, it is found that the default risk is elastic or 
highly sensitive to economic cycles, but inelastic regarding interest and unemployment rates in this city
%K Facultad de Ciencias Administrativas y Ecómicas
%K Producción intelectual registrada - Universidad Icesi
%K Estudios Gerenciales
%K Riesgo
%K Crédito
%K Economía
%K Consumo
%K Bank risk
%K Consumer credits
%K Econometrics for Finances
%~ GOEDOC, SUB GOETTINGEN