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Estimación de la Carga Financiera en Colombia

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  • Gerencia de Riesgo Asobancaria

Abstract

Los indicadores de endeudamiento permiten evaluar la posición crediticia de cada individuo. A nivel agregado, contribuyen al seguimiento de la dinámica y sostenibilidad del crédito en el sistema. A pesar de su importancia, en Colombia, la información financiera que se obtiene a nivel micro no se encuentra disponible para la construcción de indicadores a nivel macro. Por esta razón se propone un método de inferencia de la renta de los individuos a partir de su relación con el gasto financiero, que permite medir la carga financiera para la totalidad de titulares de crédito en el país. La metodología parte de la conformación de segmentos para estimar, en cada uno de ellos, regresiones múltiples basadas en Redes Neuronales Artificiales (RNA). La agregación de indicadores micro fundamentados puede contribuir al diseño e implementación de mecanismos de estabilización financiera. Los resultados sugieren exceso probable de endeudamiento para un 10% de la población.3

Suggested Citation

  • Gerencia de Riesgo Asobancaria, 2011. "Estimación de la Carga Financiera en Colombia," Temas de Estabilidad Financiera 056, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:temest:056
    DOI: 10.32468/tef.56
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    References listed on IDEAS

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