CAMEL vs discriminant, a risk analysis to the Venezuelan financial system

This paper presents the credit ratings of the institutions belonging to the Venezuelan financial system at the end of the first half of 2010, obtained by applying two methods: the first known as CAMEL and the second through a statistical technique called analysis discriminant, the latter will qualif...

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Autores:
Crespo, Jesús Yoel
Tipo de recurso:
Fecha de publicación:
2020
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
spa
OAI Identifier:
oai:repository.eafit.edu.co:10784/15496
Acceso en línea:
http://hdl.handle.net/10784/15496
Palabra clave:
C12
C11
B23
CAMEL
Discriminant Analysis
Risk Rating
the Venezuelan financial system
CAMEL
Análisis discriminante
Calificación de Riesgo
Sistema Financiero Venezolano
Rights
License
Copyright (c) 2011 Jesús Yoel Crespo
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spelling Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees28/10/20112020-01-31T18:34:24Z28/10/20112020-01-31T18:34:24Z2462-81071657-4206http://hdl.handle.net/10784/15496This paper presents the credit ratings of the institutions belonging to the Venezuelan financial system at the end of the first half of 2010, obtained by applying two methods: the first known as CAMEL and the second through a statistical technique called analysis discriminant, the latter will qualify for financial institutions in risk categories, form a profile that shows the most representative feature of the category and quantify the probability of belonging to a rating. This research does not establish whether one model is better than the other, but show that you can supplement purely descriptive analysis multivariate analysis, applied to an area of knowledge that has been little exploited in Venezuela, allowing to inform the public at large , the statistical techniques used in risk.El artículo presentan las calificaciones de riesgo de las instituciones pertenecientes al sistema financiero venezolano al cierre del primer semestre del año 2010, obtenidas mediante la aplicación de dos metodologías: la primera conocida como CAMEL y la segunda a través de una técnica estadística denominada análisis discriminante, esta última permitirá clasificar a las instituciones financieras en categorías de riesgo, formar un perfil que muestre las característica más representativa de las categoría y cuantificar la probabilidad de pertenecer a una calificación. La investigación pretende establecer si un modelo es mejor que el otro, sino demostrar que se puede complementar el análisis netamente descriptivo con el análisis multivariante, aplicándolo en un área del saber que ha sido poco explotada en Venezuela, permitiendo informar a la colectividad en general, las técnicas estadísticas empleadas en materia de riesgo.application/pdfspaUniversidad EAFITEcos de Economía, Vol 15, No 33 (2011)http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/447/450http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/447/450Copyright (c) 2011 Jesús Yoel CrespoAcceso abiertohttp://purl.org/coar/access_right/c_abf2instname:Universidad EAFITreponame:Repositorio Institucional Universidad EAFITEcos de Economía, Vol 15, No 33 (2011)C12C11B23CAMELDiscriminant AnalysisRisk Ratingthe Venezuelan financial systemCAMELAnálisis discriminanteCalificación de RiesgoSistema Financiero VenezolanoCAMEL vs discriminant, a risk analysis to the Venezuelan financial systemCAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolanoarticleinfo:eu-repo/semantics/articlepublishedVersioninfo:eu-repo/semantics/publishedVersionArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Crespo, Jesús Yoelc29213f4-64af-401b-ae89-975098bd0cef-1Universidad Nacional Experimental Politécnica de las Fuerzas Armadas NacionalEcos de Economia: A Latin American journal of applied economics15332547Ecos de EconomíaORIGINALdocument - 2020-03-11T105233.119.pdfdocument - 2020-03-11T105233.119.pdfTexto completo PDFapplication/pdf2091905https://repository.eafit.edu.co/bitstreams/ccbc5610-7c22-49f8-944a-1f8c3c5af8b7/downloada40358f27de255f97dcb3c30a3afd225MD51articulo.htmlarticulo.htmlTexto completo HTMLtext/html376https://repository.eafit.edu.co/bitstreams/f15d240e-4c75-4590-9f70-38073bad2efd/download51f443755c15fb2b53d202b005e75a42MD53THUMBNAILminaitura-ecos_Mesa de trabajo 1.jpgminaitura-ecos_Mesa de trabajo 1.jpgimage/jpeg251248https://repository.eafit.edu.co/bitstreams/58c5d0d4-831c-47d9-a719-cb45905fa592/download9b15d674b076c1793a0bc25cebb1bcefMD5210784/15496oai:repository.eafit.edu.co:10784/154962024-12-04 11:49:09.886open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co
dc.title.eng.fl_str_mv CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
dc.title.spa.fl_str_mv CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano
title CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
spellingShingle CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
C12
C11
B23
CAMEL
Discriminant Analysis
Risk Rating
the Venezuelan financial system
CAMEL
Análisis discriminante
Calificación de Riesgo
Sistema Financiero Venezolano
title_short CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
title_full CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
title_fullStr CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
title_full_unstemmed CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
title_sort CAMEL vs discriminant, a risk analysis to the Venezuelan financial system
dc.creator.fl_str_mv Crespo, Jesús Yoel
dc.contributor.author.spa.fl_str_mv Crespo, Jesús Yoel
dc.contributor.affiliation.spa.fl_str_mv Universidad Nacional Experimental Politécnica de las Fuerzas Armadas Nacional
dc.subject.none.fl_str_mv C12
C11
B23
topic C12
C11
B23
CAMEL
Discriminant Analysis
Risk Rating
the Venezuelan financial system
CAMEL
Análisis discriminante
Calificación de Riesgo
Sistema Financiero Venezolano
dc.subject.keyword.eng.fl_str_mv CAMEL
Discriminant Analysis
Risk Rating
the Venezuelan financial system
dc.subject.keyword.spa.fl_str_mv CAMEL
Análisis discriminante
Calificación de Riesgo
Sistema Financiero Venezolano
description This paper presents the credit ratings of the institutions belonging to the Venezuelan financial system at the end of the first half of 2010, obtained by applying two methods: the first known as CAMEL and the second through a statistical technique called analysis discriminant, the latter will qualify for financial institutions in risk categories, form a profile that shows the most representative feature of the category and quantify the probability of belonging to a rating. This research does not establish whether one model is better than the other, but show that you can supplement purely descriptive analysis multivariate analysis, applied to an area of knowledge that has been little exploited in Venezuela, allowing to inform the public at large , the statistical techniques used in risk.
publishDate 2020
dc.date.available.none.fl_str_mv 2020-01-31T18:34:24Z
dc.date.accessioned.none.fl_str_mv 2020-01-31T18:34:24Z
dc.date.issued.none.fl_str_mv 28/10/2011
dc.date.none.fl_str_mv 28/10/2011
dc.type.eng.fl_str_mv article
info:eu-repo/semantics/article
publishedVersion
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dc.type.local.spa.fl_str_mv Artículo
status_str publishedVersion
dc.identifier.issn.none.fl_str_mv 2462-8107
1657-4206
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10784/15496
identifier_str_mv 2462-8107
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url http://hdl.handle.net/10784/15496
dc.language.iso.none.fl_str_mv spa
language spa
dc.relation.ispartof.none.fl_str_mv Ecos de Economía, Vol 15, No 33 (2011)
dc.relation.isversionof.none.fl_str_mv http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/447/450
dc.relation.uri.none.fl_str_mv http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/447/450
dc.rights.eng.fl_str_mv Copyright (c) 2011 Jesús Yoel Crespo
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.local.spa.fl_str_mv Acceso abierto
rights_invalid_str_mv Copyright (c) 2011 Jesús Yoel Crespo
Acceso abierto
http://purl.org/coar/access_right/c_abf2
dc.format.none.fl_str_mv application/pdf
dc.coverage.spatial.eng.fl_str_mv Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees
dc.publisher.spa.fl_str_mv Universidad EAFIT
dc.source.none.fl_str_mv instname:Universidad EAFIT
reponame:Repositorio Institucional Universidad EAFIT
dc.source.spa.fl_str_mv Ecos de Economía, Vol 15, No 33 (2011)
instname_str Universidad EAFIT
institution Universidad EAFIT
reponame_str Repositorio Institucional Universidad EAFIT
collection Repositorio Institucional Universidad EAFIT
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