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Influencia de la liquidez de los cuatro Bancos más grandes del Perú: una aproximación mediante datos de panel 2007-2023

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  • Gustavo Herminio Trujillo Calagua

Abstract

El objetivo del presente trabajo de investigación es determinar la influencia que poseen la tasa interbancaria, tasa activa y tasa pasiva, sobre la liquidez de los bancos. Para esto, se trabajó con las entidades bancarias que tienen más presencia en el Perú, estas son: Interbank, Banco de Crédito del Perú, Scotiabank, BBVA. Además, se construyó un modelo econométrico aplicando la técnica de Datos de Panel, tomando datos de frecuencia mensual entre los años 2007-2023 y estableciendo, dentro del modelo econométrico, como variable endógena al ratio de liquidez y como variables exógenas, las tasas anteriormente mencionadas. En base a los resultados obtenidos, se llega a demostrar que, la tasa pasiva tiene una relación inversa a la liquidez de los bancos, mientras las otras variables exógenas mantienen una relación directa; demostrando así que la hipótesis planteada cumple con la teoría económica.

Suggested Citation

  • Gustavo Herminio Trujillo Calagua, 2023. "Influencia de la liquidez de los cuatro Bancos más grandes del Perú: una aproximación mediante datos de panel 2007-2023," Revista de Análisis Económico y Financiero, Universidad de San Martín de Porres, vol. 6(01), pages 12-16.
    • Handle: RePEc:alp:revaef:10-02
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    References listed on IDEAS

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    1. Leon, David & Quispe, Zenon, 2010. "El encaje como instrumento no convencional de Política Monetaria," Revista Moneda, Banco Central de Reserva del Perú, issue 143, pages 8-16.
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