El margen financiero como medida de riesgo de incumplimiento de los préstamos personales del Perú entre 2019 y 2022
Date
2024-06-28
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Pontificia Universidad Católica del Perú
Abstract
El presente trabajo persigue cuatro objetivos,(1) estimar el margen financiero de los
préstamos personales del Perú para el periodo 2019 y 2022 a través de una base de datos
del Reporte Consolidado de Crédito (RCC) y la Encuesta Nacional de Hogares (ENAHO)
del INEI, (2) contrastar la hipótesis que el margen financiero es una medida del riesgo de
incumplimiento de los préstamos personales, (3) identificar las principales variables que
explican el margen financiero de los hogares a través de una regresión logística y (4)
evaluar los resultados obtenidos a través de una prueba de estrés que nos permita analizar
el impacto de los choques alternativos bajo escenarios relevantes de incumplimiento de los
préstamos. Los resultados indican que, para el grupo de deudores con menor nivel de
ingreso, las variables que determinan la vulnerabilidad de los prestatarios, ordenados por
relevancia, son principalmente de acceso a la tarjeta de crédito. Esto se explica porque los
individuos con menor nivel de ingreso acceden a este producto con un menor conocimiento
sobre su manejo y, por lo tanto, el desorden en el uso de este producto ocasiona mayor
probabilidad de incumplimiento en el futuro. Mientras que en caso de los individuos con
mayor nivel de ingreso prevalece el tipo de entidad donde están utilizando el mayor
porcentaje de su saldo y la mayor capacidad de ahorro, debido a que la variable reducción
de saldos es relevante para determinar el incumplimiento de los préstamos personales.
This document trace four objectives: (1) estimate Peruvian personal loan financial margins for the period 2019 and 2022 though a Consolidated Credit Report Data Base and the INEI National Household Survey’s -ENAHO, (2) test he hypothesis that financial margin is a measure of the risk of default on personal loan, (3) identify the main variables that explain the financial margin of household through a logistic regression and (4) evaluate the results obtained through a stress test that allows us to analyze the impact of alternatives shocks under relevant loan default scenarios. The results indicate that, access to the credit card is an important factor to determinate the vulnerability of borrowers. This is explained because individuals with a lower income level access this product with less knowledge about its use and, therefore, the disorder in the use of this product cause a greater probability of noncompliance in the future. While in the case of individuals with a higher income level, the type of credit entity where they are using the highest percentage of their balance and the greatest savings capacity prevails, because the balance reduction variable is relevant to determinate personal loan default.
This document trace four objectives: (1) estimate Peruvian personal loan financial margins for the period 2019 and 2022 though a Consolidated Credit Report Data Base and the INEI National Household Survey’s -ENAHO, (2) test he hypothesis that financial margin is a measure of the risk of default on personal loan, (3) identify the main variables that explain the financial margin of household through a logistic regression and (4) evaluate the results obtained through a stress test that allows us to analyze the impact of alternatives shocks under relevant loan default scenarios. The results indicate that, access to the credit card is an important factor to determinate the vulnerability of borrowers. This is explained because individuals with a lower income level access this product with less knowledge about its use and, therefore, the disorder in the use of this product cause a greater probability of noncompliance in the future. While in the case of individuals with a higher income level, the type of credit entity where they are using the highest percentage of their balance and the greatest savings capacity prevails, because the balance reduction variable is relevant to determinate personal loan default.
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Keywords
Préstamos personales--Perú, Incumplimiento (Finanzas)--Perú, Economía doméstica--Perú, Análisis de regresión logística
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