Browsing by Author "Encalada Pastrana, Jhoselyn Lisbeth"

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    Propuesta de ajuste a las políticas de crédito a partir del análisis de cosechas de enero 2021 a octubre 2024 en la agencia Benigno Malo de la Cooperativa de Ahorro y Crédito Jardín Azuayo
    (Universidad de Cuenca. Facultad de Ciencias Económicas y Administrativas, 2026-01-12) Encalada Pastrana, Jhoselyn Lisbeth; Chapa Zumba, Cristina Victoria
    This thesis evaluates the behavior and deterioration of the loan portfolio of the Benigno Malo Agency of the Jardín Azuayo Savings and Credit Cooperative during the period from January 2021 to October 2024, with the aim of proposing adjustments to internal credit policies and strengthening credit risk management. To this end, a quantitative approach with qualitative support was applied, using cohort analysis, transition matrices, predictive models, and the projection of loan loss provisions based on Markov chains. The results reveal persistent deterioration patterns in the Consumer and Microcredit segments, while the Productive and Mortgage segments exhibited greater stability. Transition matrices showed significant mobility from intermediate categories toward higher risk levels. Among the predictive models evaluated, XGBoost achieved the best predictive performance, with an AUC of 0.946, identifying declared expenses, loan amount, and credit score as the most influential variables in default probability. The projection of provisions indicated a significant increase in estimated requirements for 2025 and a high sensitivity of intermediate categories under different scenarios. The institutional regulatory analysis revealed a conservative stance that has contributed to the stability of certain segments but presents limitations for timely intervention in more vulnerable segments. In this context, a prudent flexibilization of categories A3 to B2 is proposed, aimed at allowing early refinancing or restructuring when there is evidence of repayment capacity, thereby strengthening the sustainability of the loan portfolio.