1. RIESGO CREDITICIO. UN ANÁLISIS CASO BOLIVIA Y COLOMBIA.
- Author
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Gaitan Angulo, Mercedes, Combariza, German, Inés Gómez-Caicedo, Melva, Camelo Torres, José Camilo, López Riaño, Angie Milena, Vaca, Jose, and Fernández, Victor
- Subjects
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COVID-19 pandemic , *ECONOMIC uncertainty , *PRINCIPAL components analysis , *BANKING industry , *RESEARCH personnel , *FOOD transportation - Abstract
The financial system and the volatility that has been presented in the markets in recent years, has been a topic that has attracted the attention of various researchers and analysts in the world, additionally phenomena such as the Fourth Revolution, cryptocurrencies have emerged within the technological financial products generate and project new risks (Umar, M., et.al, 2021). Hartwell (2018) indicates that financial volatility has different origins some related to economic conditions, institutional issues, market uncertainty. Albulescu, C. T. (2021). The coronavirus crisis (COVID-19), affected the main stock exchanges in the world registering strong shocks from February 2020, similarly financial volatility continued to increase in the context of COVID-19, even in pre-pandemic stage, there have been affectations to the economy with impacts on trade, tourism, transportation and food (Albulescu, 2020). The objective of this document is to identify the impact generated by Covid-19 on the quality of the portfolios of financial entities in Bolivia and Colombia, for which a quantitative methodology was applied, performing an observation of the analysis of different elements considered principal, PCA (Principal Component Analysis), since it is one of the most used tools to identify patterns in highly complex data, reducing the number of variables. Among the most important findings it can be identified that the Bolivian portfolios do not present much variation over time, rather they adapt according to time; while the Colombian portfolios form three groups: portfolio A at the extreme right, portfolios D and E at the upper end and portfolios C and B at the center-bottom, which says that the variation of the Colombian portfolios is high. [ABSTRACT FROM AUTHOR]
- Published
- 2025