Examinando por Autor "Saavedra Arias, Erick Steephen"
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- ÍtemModelo de pronóstico para estimar el comportamiento de la cartera vencida para créditos en la modalidad consumo frente a la tasa de desempleo(Fundación Universitaria Los Libertadores. Sede Bogotá., ) Saavedra Arias, Erick Steephen; Lozano Forero, SebastienThe objective of this paper is to propose a statistical model that allows analyzing the effect of unemployment on the quality of the portfolio for the products of the consumption modality in financial institutions in Colombia. To carry out the analysis, a contextualisation of the functioning and use of the Expired Portfolio Index is carried out since this element allows to evaluate the quality of the portfolio in the credit institutions. To identify the forecast model, the Box-Jenkins time series methodology is used and the best model found by the SARIMAX methods is proposed, from which the corresponding forecasts are made, the results are analyzed and the best model is chosen.