Bibliographic citations
Gibaja, C., Guevara, C. (2020). Análisis de los indicadores macroeconómicos que determinan la morosidad de la banca múltiple del Perú para el periodo 2011 al 2018 [Tesis, Universidad Andina del Cusco]. https://hdl.handle.net/20.500.12557/3761
Gibaja, C., Guevara, C. Análisis de los indicadores macroeconómicos que determinan la morosidad de la banca múltiple del Perú para el periodo 2011 al 2018 [Tesis]. PE: Universidad Andina del Cusco; 2020. https://hdl.handle.net/20.500.12557/3761
@misc{renati/24206,
title = "Análisis de los indicadores macroeconómicos que determinan la morosidad de la banca múltiple del Perú para el periodo 2011 al 2018",
author = "Guevara Valencia, Claudia Melissa",
publisher = "Universidad Andina del Cusco",
year = "2020"
}
In this research, the aim is to measure the level of relationship that the most important macroeconomic indicators have in the delinquency of credits to the Peruvian multiple banks, with the GDP, inflation, liquidity, the exchange rate and the interbank interest rate, for the period 2011 to 2018. With monthly information for the period 2011-2018, and for the 3 most important banks in Peru (BBVA, Scotiabank, BCP), a Panel data dynamic model is estimated, this model to contrast the cross-section information whose source is primarily the SBS and the BCRP. Indicators are used for portfolio quality (delinquency) and the indicators of the variables proposed at the macroeconomic level. The research finds that an increase in the exchange rate of liquidity in the economy leads to an increase in non-performing loans. On the other hand, an increase in the interbank interest rate brings a decrease in delinquency and an increase in the interbank rate in foreign currency brings a decrease in delinquency. Finally, an increase in current delinquency brings an increase in future delinquency.
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