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Covid 19 efecto en la rentabilidad y el rendimiento: El caso del sistema bancario en el Perú, 2019-2020

Author

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  • Carlos González Taranco
  • Víctor Josué Álvarez Quiroz

Abstract

El objetivo de esta investigación es evaluar la pandemia global por impacto de COVID 19 en la rentabilidad y desempeño del sistema bancario peruano, período julio 2019 − junio 2020. Se ha aplicado el modelo de Panel de Datos para verificar la rentabilidad en dos ocasiones con ROA y ROE como variables dependientes. Las variables independientes CARit, LDRit y NIMAit tienen un impacto positivo estadísticamente significativo en ROAit y ROEit; y la variable OEFMit tiene un impacto negativo estadísticamente significativo en ROAit y ROEit. El ROAit de la mayoría de los bancos ha caído desde que el 2% y el 2,5% convergieron a una media del 1,8% en junio de 2020. En relación con el ROEit, la mayoría de los bancos han convergido en un rango entre el 10% y el 15% en junio de 2020.

Suggested Citation

  • Carlos González Taranco & Víctor Josué Álvarez Quiroz, 2021. "Covid 19 efecto en la rentabilidad y el rendimiento: El caso del sistema bancario en el Perú, 2019-2020," Revista de Análisis Económico y Financiero, Universidad de San Martín de Porres, vol. 4(01), pages 07-14.
    • Handle: RePEc:alp:revaef:06-01
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    1. Pesaran, M. Hashem, 2015. "Time Series and Panel Data Econometrics," OUP Catalogue, Oxford University Press, number 9780198759980.
    2. Sandrine Lardic & Virginie Terraza, 2019. "Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 22-47.
    3. Guillermo Jopen Sánchez, 2013. "Poder de mercado, intermediación financiera y banca: un enfoque de organización industrial," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 36(71), pages 75-106.
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