Bibliographic citations
Trujillo, E., (2020). Efecto de la gestión del riesgo de crédito en la rentabilidad de los bancos peruanos [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/653948
Trujillo, E., Efecto de la gestión del riesgo de crédito en la rentabilidad de los bancos peruanos [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2020. http://hdl.handle.net/10757/653948
@misc{renati/393074,
title = "Efecto de la gestión del riesgo de crédito en la rentabilidad de los bancos peruanos",
author = "Trujillo Aliaga, Erick Josué",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2020"
}
Banks have as their main activity to generate income to the creation of credits; however, due to the uncertainty they face when carrying out their operations, they are exposed to credit risk. This creates a negative impact on bank performance and profitability; hence the importance of credit risk management to guarantee the financial soundness of banks. This research seeks to determine how credit risk management affects the profitability of Peruvian banks, since in recent years it has been shown that the main indicators of credit risk management are deteriorating. The estimation will be made through a longitudinal database and the application of the Fixed Effects Panel Data methodology, taking profitability as endogenous variable and two credit risk management indicators as exogenous: the delinquent portfolio ratio. and the capital adequacy ratio. The results obtained indicate that an inadequate credit risk management of Peruvian banks negatively affects their profitability but does not lead them to the point of going bankrupt or generating cracks in the banking system. Finally, a larger bank increases its profitability, as it invests in better tools to improve its credit risk management.
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