Diseño de estrategias de administración del riesgo crediticio para reducir el índice de morosidad en la Cooperativa de Ahorro y Crédito Minga Ltda.

Abstract

The objective of this research project was to design credit risk management strategies to reduce the NPL rate at Cooperativa de Ahorro y Crédito Minga Ltda; using a combined analytical-synthetic method, since when performing statistical calculations of the information collected, they lead to a quantitative and descriptive approach: to know the level of correlation between the sociodemographic variables of the observed elements. Thus, it was known that the variables that determine whether a partner can fall into default are by the type of home where he lives, the level of studies achieved and the number of family dependents with a cut-off point of 26.13 of the three variables plus the value of the constant; With the application of Markov Chains, it was known that the default point at which defaulting partners can no longer be recovered is in the C1 rating; Finally, for the recovery of unproductive portfolio and written-off portfolio, it was determined that it is necessary to make strategic alliances with financial institutions that provide the portfolio recovery service and that charge based on the amount recovered; concluding that the main cause of default is in badly evaluated loans, lack of monitoring of portfolio maturity and low recovery of unproductive careers; recommending that the developed score be applied to forecast loan applications that could fall into default, not let the portfolio deteriorate more than 80 days late and apply the three steps for the recovery of non-performing portfolio.