{"id":13714,"date":"2001-09-11T00:00:00","date_gmt":"2001-09-11T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analisis-y-control-del-riesgo-de-credito-en-prestamos-comerciales\/"},"modified":"2001-09-11T00:00:00","modified_gmt":"2001-09-11T00:00:00","slug":"analisis-y-control-del-riesgo-de-credito-en-prestamos-comerciales","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-y-control-del-riesgo-de-credito-en-prestamos-comerciales\/","title":{"rendered":"An\u00e1lisis y control del riesgo de cr\u00e9dito en pr\u00e9stamos comerciales"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Antonio Trujillo Ponce <\/strong><\/h2>\n<p>En nuestro trabajo, analizamos los cambios generados en la gesti\u00f3n del reisgo de cr\u00e9dito en pr\u00e9stamos comerciales que ha supuesto una nueva situaci\u00f3n de reducidos m\u00e1rgenes y creciente competencia entre entidades financieras. para ello, hemos dividido la tesis doctoral en tres partes, que generan un continuo: una primera parte, en la que analizamos y discutimos los diversos tipos de distemas de valuaci\u00f3n de cr\u00e9ditos y su importancia relativa.Estos sistemas pueden ser clasificados como primarios (aquellos cuya vase de an\u00e1lisis la constituye fundamentalmente una serie de ratiso extra\u00eddos de los estados financieros del cliente) o suplementarios o adicionales (aquellos cuya informacion proviene del mercado).  en la segunda parte del trabajo, nos centramos en la utilidad de los sistemas raroc en la actividad crediticia y vemos como el salto cualitativo en esta nueva etapa de gesti\u00f3n del riesgo se produce cuando la entidad financiera decide incorporar el riesgo de cr\u00e9dito en la fijaci\u00f3n de precios en pr\u00e9stamos comerciales. Ello nos permitir\u00e1 aceptar operaciones que, pese a su excesivo riesgo, pueden ser atractivas si se les ha cargado un precio suficiente. En esta labor nos ser\u00e1 de gran utilidad la ayuda proprocionada por los modelos analizados en los cap\u00edtulos anteriores. En este sentido, hemos desarrollado, a partir de una muestra de empresas extra\u00edda de una entidad financiera andaluza, una serie de modelos estad\u00edsticos, cuyo objetivo ser\u00e1 estimar la tasa de insolvencia de un potencial prestatario de la entidad, elemento primoridal de cualquier modelo de fijaci\u00f3n de precios. En concreto, analizamos la posibildiad de utilizar un modelo de an\u00e1lisis discriminante, de regresi\u00f3n log\u00edstica (logit) o probil.  la \u00faltima parte de la tesis doctoral la hemos dedicado a los nuevos contratos derviados que han aparecido en estos \u00faltimos a\u00f1os y que pretenden convertirse en modernos mecanismos de gesti\u00f3n y cobertura del riesgo credi<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>An\u00e1lisis y control del riesgo de cr\u00e9dito en pr\u00e9stamos comerciales<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 An\u00e1lisis y control del riesgo de cr\u00e9dito en pr\u00e9stamos comerciales <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Antonio Trujillo Ponce <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Sevilla<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 09\/11\/2001<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li> Mart\u00edn Mar\u00edn Jos\u00e9 Luis<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: fernando G\u00f3mez-bezares pascual <\/li>\n<li> Mart\u00edn l\u00f3pez Manuel \u00e1ngel (vocal)<\/li>\n<li>Francisco Carrasco fenech (vocal)<\/li>\n<li>Luis Ferruz agudo (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Antonio Trujillo Ponce En nuestro trabajo, analizamos los cambios generados en la gesti\u00f3n del reisgo de cr\u00e9dito [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[772,82,8619,963,1698,1302,4677,10715],"tags":[44420,31985,19155,17137,26673,10960],"class_list":["post-13714","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-ciencias-economicas","category-dinero-y-banca","category-economia-sectorial","category-gestion-financiera","category-organizacion-y-gestion-de-empresas","category-sector-de-finanzas-y-seguros","category-sevilla","tag-antonio-trujillo-ponce","tag-fernando-gomez-bezares-pascual","tag-francisco-carrasco-fenech","tag-luis-ferruz-agudo","tag-martin-lopez-manuel-angel","tag-martin-marin-jose-luis"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/13714","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=13714"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/13714\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=13714"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=13714"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=13714"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}