Bibliographic citations
Hurtado, W., (2021). El Impacto del ciclo económico sobre la tasa de morosidad del crédito consumo condicionado al tipo de entidad financiera en el Perú [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/657054
Hurtado, W., El Impacto del ciclo económico sobre la tasa de morosidad del crédito consumo condicionado al tipo de entidad financiera en el Perú [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2021. http://hdl.handle.net/10757/657054
@misc{renati/396749,
title = "El Impacto del ciclo económico sobre la tasa de morosidad del crédito consumo condicionado al tipo de entidad financiera en el Perú",
author = "Hurtado Ramos, Wilmer Martín",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2021"
}
In this research, the determinants of consumer credit delinquency are studied, emphasizing the effect of the economic cycle conditioned to the type of financial institution during the period 2011 to 2019. In this sense, the types of financial institution proposed are: i) Large Banks, ii) Medium-sized banks, iii) Specialized entities and iv) Banking entities. The criteria with which the institutions were segmented were based on the total level of assets, the share of consumer credit over the total credits issued by each institution, as well as the strength of retail trade and department stores. The research found empirical evidence of positivity between the business cycle and the delinquency rate of consumer loans. In addition, this relationship is stronger in specialized and non-bank companies, not being significant in large and medium-sized companies. These results were estimated through dynamic panels under the Arellano and Bond methodology, as well as five methodologies for obtaining the economic cycle variable, developed in greater detail in section 4 of this document.
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