Thesis LA MOROSIDAD Y LA RENTABILIDAD DE LOS BANCOS EN CHILE
Date
2017
Authors
VIDAL ESPINOZA, SEBASTIÁN ANDRÉS
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Abstract
La Investigación desarrollada tiene como objetivo principal el determinar si la morosidad generada por el incumplimiento, en las responsabilidades de créditos, impacta en la rentabilidad de los bancos en Chile, lo anterior usando un periodo de observación de siete años entre el 2009 y 2015, y cuya aplicación es en el sistema Bancario Chileno. Este estudio está basado en los ya realizados por Chavarín (2015) y Coral (2010), quienes propusieron la hipótesis que, a mayor razón de Morosidad, menor es la rentabilidad percibida, aplicado a la realidad de México y Perú respectivamente. En nuestro caso seguiremos esa misma línea para desarrollar este trabajo, pero obteniendo resultados distintos. Para el análisis de la hipótesis, se utilizó una metodología de Datos de Panel, donde la información necesaria se recopilaron directamente de las bases de datos disponibles de la SBIF, Sernac, Banco Central, entre otros. Entre los principales resultados empíricos obtenidos se pudo ratificar la hipótesis en cuanto a que la morosidad si afecta negativamente la rentabilidad de los Bancos en chile, con un alto nivel de significancia y predictibilidad. Por ende, los Bancos deberían seguir este indicador para prevenir un incremento en la cartera de alto riesgo, provocando incrementos de provisiones, continuas reestructuraciones de créditos, frecuentes castigos, y en consecuencia la disminución de la rentabilidad
The main objective of the Research carried out is to determine if the non-performing loan default on credit liabilities impacts the profitability of banks in Chile, using a seven-year observation period between 2009 and 2015, and whose application is in the Chilean Banking system. This study is based on those already made by Rubén Rodríguez Chavarín (2015) and Francis Yoanna Coral Mendoza (2010), who proposed the hypothesis that, the higher the Morosity ratio, the lower the perceived profitability, applied to the reality of Mexico and Peru respectively. In our case we will follow this same line to develop this work, but obtaining different results. For the analysis of the hypothesis, a Panel Data methodology was used, where the necessary information was collected directly from the databases available from SBIF, Sernac, Central Bank, among others. Among the main empirical results obtained, it was possible to ratify the hypothesis that delinquency would negatively affect the banks' profitability in Chile, with a high level of significance and predictability. Hence, banks should follow this indicator to prevent an increase in the high-risk portfolio, leading to increases in provisions, continuous loan restructurings, frequent write-offs, and consequently a decline in profitability.
The main objective of the Research carried out is to determine if the non-performing loan default on credit liabilities impacts the profitability of banks in Chile, using a seven-year observation period between 2009 and 2015, and whose application is in the Chilean Banking system. This study is based on those already made by Rubén Rodríguez Chavarín (2015) and Francis Yoanna Coral Mendoza (2010), who proposed the hypothesis that, the higher the Morosity ratio, the lower the perceived profitability, applied to the reality of Mexico and Peru respectively. In our case we will follow this same line to develop this work, but obtaining different results. For the analysis of the hypothesis, a Panel Data methodology was used, where the necessary information was collected directly from the databases available from SBIF, Sernac, Central Bank, among others. Among the main empirical results obtained, it was possible to ratify the hypothesis that delinquency would negatively affect the banks' profitability in Chile, with a high level of significance and predictability. Hence, banks should follow this indicator to prevent an increase in the high-risk portfolio, leading to increases in provisions, continuous loan restructurings, frequent write-offs, and consequently a decline in profitability.
Description
Catalogado desde la version PDF de la tesis.
Keywords
BANCOS DE CHILE , DATOS DE PANEL , MOROSIDAD