Maestría en Administración Financiera · 2026
Predicción de la cartera vencida de los créditos de consumo en los bancos colombianos a partir de variables macroeconómicas
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Resumen
Non-performing consumer loans represent a critical source of vulnerability for the Colombian banking system, especially in contexts of economic slowdown and rising unemployment. This research seeks to determine how to predict their behavior based on relevant macroeconomic variables. To this end, it adopted a quantitative explanatory-predictive approach by estimating a vector autoregressive (VAR) model using monthly secondary data from official public sources. To capture the dynamic interrelationships and lagged effects on portfolio quality, the economic activity indicator and the unemployment rate were incorporated as variables. The results are expected to identify early patterns of credit deterioration and provide technical tools to strengthen early warning systems, credit risk management, and prudential decision-making in the Colombian financial sector.