JEFAS Vol. 15 Nº 28 (2010)

URI permanente para esta colecciónhttps://hdl.handle.net/20.500.12640/4115

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    Un modelo de Credit Scoring para instituciones de microfinanzas en el marco de Basilea II
    (Universidad ESAN. ESAN Ediciones, 2010-06-30) Rayo Cantón, Salvador; Lara Rubio, Juan; Camino Blasco, David
    The growth of microcredit worldwide along with international rules on capital requirements (Basel II) are increasing the competition between microfinance institutions (MFIs) and banks for this business segment. The bank system traditionally has relied on adequate credit scoring models to analyze the risk of payment failures, but this has not been the case in supervised MFIs. The objective of this research is to design a credit scoring model for any institution subjected to supervision and specialized in microcredit as the Development Agency for Small and Micro Enterprise (Entidad de Desarrollo de la Pequeña y Micro Empresa - Edpyme) of the financial system in Peru. The results of this research includes a methodology and the steps needed to design the model, and the assessment and validation process that can be applied in the business area, in particular, to establish an interest rate policy with customers. Eventually, the paper also explains how the model can be used to develop credit risk management under the Basel II IRB approaches.
  • Miniatura
    Ítem
    Falibilidad del método Rough Set en la conformación de modelos índice de riesgo dinámico en la predicción del fracaso empresarial
    (Universidad ESAN. ESAN Ediciones, 2010-06-30) Mosqueda, Rubén
    Bankruptcy is one of the most important entrepreneurial problems studied by the Financial Theory. Despite this great effort there is not a significant progress in order to predict the economic failure. In this way the evidence suggests that this problem related to the experimental design is still present because of two main reasons: ignorance about bankruptcy process and the use of the accounting information as the unique input to construct the predictive models. In order to solve those problems the RPV Model included both qualitative and accounting information with excellent results. So the Earning Power Theory –upon which the RPV is based– could cause problems of specification and structure in the model. Empirical results not only verify those suspicions but they made a stronger model possible by introducing to the equation ERC values adjusted to the risk.
  • Miniatura
    Ítem
    Benchmarking sobre manufactura esbelta (lean manufacturing) en el sector de la confección en la ciudad de Medellín Colombia
    (Universidad ESAN. ESAN Ediciones, 2010-06-30) Arrieta Posada, Juan Gregorio; Botero Herrera, Victoria Eugenia; Romano Martínez, María Jimena
    This document shows the results of a benchmarking study among different firms from the clothing industry that seeks to evaluate their degree of implementation in Lean Manufacturing during their respective productive processes. The study mainly targets firms that produce blue jeans, cotton shirts and t-shirts. Indeed, this industrial sector in the city of Medellin is highly developed and one of the most dynamic, thus the interest to perform an evaluation in this area. To achieve the benchmarking, a questionnaire was designed and applied to the different firms that were visited. The most significant result obtained was that Lean Manufacturing techniques were not prevalent within the general public. Only those companies with years in the business, exporters or foreign trademarks licensees, were knowledgeable of their application and development.