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Un enfoque complementario para la supervisión bancaria en Uruguay

Author

Listed:
  • Mario Bergara

    (Banco Central del Uruguay)

  • Gerardo Licandro

    (Banco Central del Uruguay)

  • Jorge Ottavianelli

    (Banco Central del Uruguay)

Abstract

La utilización conjunta de las calificaciones PADUL, el seguimiento frecuente de los indicadores de base contable y de modelos de tipo econométrico parece apropiada a efectos de mantener un monitoreo adecuado de la salud y solvencia de las entidades de intermediación financiera. Este trabajo propone un modelo logit ordenado para la calificación de los bancos, que complemente los procesos inspectivos y la supervisión a distancia que realiza actualmente la Superintendencia de Instituciones de Intermediación Financiera. Incluyendo variables básicas de un estudio de tipo PADUL y otros factores cualitativos, se encuentra un esquema de ponderaciones que permite replicar la serie de calificaciones históricas en un 89%. Este esquema de calificación a distancia aplicado a las series históricas de los bancos sugiere que, promedialmente, un PADUL pierde representatividad de la situación de la entidad a los dos años, frecuencia que es mayor en casas financieras y cooperativas y menor en bancos nacionales y sucursales.Language: es

Suggested Citation

  • Mario Bergara & Gerardo Licandro & Jorge Ottavianelli, 2000. "Un enfoque complementario para la supervisión bancaria en Uruguay," Documentos de trabajo 2000010, Banco Central del Uruguay.
    • Handle: RePEc:bku:doctra:2000010
    as

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    File URL: https://www.bcu.gub.uy/Estadisticas-e-Indicadores/Documentos%20de%20Trabajo/10.2000.pdf
    File Function: First version, 2000
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    Cited by:

    1. Edgardo Demaestri & Jorge Ottavianelli & Gustavo Ferro, 2015. "Integracion de la supervisión financiera en el Banco Central: La experiencia de Uruguay," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 32(64), pages 31-51, january-j.

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