Bibliographic citations
Noriega, T., (2021). Caso de estudio: efecto del índice de capital global en la morosidad bancaria de Chile y Perú poscrisis financiera 2009 - 2019 [Universidad de Lima]. https://hdl.handle.net/20.500.12724/15062
Noriega, T., Caso de estudio: efecto del índice de capital global en la morosidad bancaria de Chile y Perú poscrisis financiera 2009 - 2019 []. PE: Universidad de Lima; 2021. https://hdl.handle.net/20.500.12724/15062
@misc{renati/1435322,
title = "Caso de estudio: efecto del índice de capital global en la morosidad bancaria de Chile y Perú poscrisis financiera 2009 - 2019",
author = "Noriega Puicón, Tito Vinicio",
publisher = "Universidad de Lima",
year = "2021"
}
The international financial crisis of 2008, also known as the subprime crisis, has come to be considered the biggest crisis since the Great Depression of 1929, the main trigger of this crisis being the lack of solvency. Maintaining optimal solvency levels is vital for the survival of banks in the face of periods of crisis or speculation that would lead to high levels of bank’s default rates. The objective of this research is to determine the effect of solvency on the evolution of bank’s default rates after the financial crisis in the banking system of Chile and Peru, during the years 2009 - 2019, using a robust panel data methodology. The main variables to be used are bank’s default rate, the global capital index, the economic growth indicator and the benchmark interest rate. It is concluded that the global capital index has a positive and significant impact on bank delinquency in Chile, while in the case of Peru, its impact is positive but not significant. With respect to the variables of economic growth and monetary policy, an inverse and significant relationship is observed with bank delinquency in Peru; in the case of Chilean banks, the same relationship is present, but not significantly.
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