TY - JOUR TI - Cuantificación del riesgo de incumplimiento en créditos de libre inversión: un ejercicio econométrico para una entidad bancaria del municipio de Popayan, Colombia JO - ESTUDIOS GERENCIALES;Vol. 29 No. 129 PB - Universidad Icesi PY - 2013 issn 01235923 AB - This paper approaches the study of credit risk as an objective of modern banking regulation, advancing from theory to get a specific quantitative approach. In this way, two econometric models are estimated for a representative bank institution in terms of consumption credits in the municipality of Popayán, Department of the Cauca (Colombia). These demonstrate that the bank’s portfolio is risk-free according to some clients and credit characteristics. On the other hand, it is found that the default risk is elastic or highly sensitive to economic cycles, but inelastic regarding interest and unemployment rates in this city KW - Facultad de Ciencias Administrativas y Ecómicas KW - Producción intelectual registrada - Universidad Icesi KW - Estudios Gerenciales KW - Riesgo KW - Crédito KW - Economía KW - Consumo KW - Bank risk KW - Consumer credits KW - Econometrics for Finances UR - http://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/1737 ER -