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(aac)

Disclaimer: This document is a draft, and provided as a courtesy. This document is not to be considered the final version, and all information contained herein is subject to change upon further review.

1 Introducción

Este estudio tiene un enfoque descriptivo.

Se utilizó la base de información de cartera con corte al 30 de junio de 2015 considerando exclusivamente la cartera segregada, se excluyen garantías mayores a 500 VSM y saldos menores a 5 VSM; cada observación corresponde a un crédito. La estructura comprende:

##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##  0.0000  0.2200  0.2582  0.4079  0.3317 23.1200
## 
##   [0,0.1] (0.1,0.2] (0.2,0.3] (0.3,0.4] (0.4,0.5] (0.5,0.6] (0.6,0.7] 
##       402      1919     13600      4322       937       419       307 
## (0.7,0.8] (0.8,0.9]   (0.9,1] (1,40000] 
##       233       316       198      1541

2 Análisis de sensibilidad

# Plusvalía -10% (severidades 70, 60 y 50)
median(cartera$GARANTIA_VSM*0.3*0.9/cartera$SALDO_VSM)
## [1] 0.1743125
median(cartera$GARANTIA_VSM*0.4*0.9/cartera$SALDO_VSM)
## [1] 0.2324166
median(cartera$GARANTIA_VSM*0.5*0.9/cartera$SALDO_VSM)
## [1] 0.2905208
# Sin plusvalía (severidades 70, 60 y 50)
median(cartera$GARANTIA_VSM*0.3*1.0/cartera$SALDO_VSM)
## [1] 0.1936805
median(cartera$GARANTIA_VSM*0.4*1.0/cartera$SALDO_VSM)
## [1] 0.2582407
median(cartera$GARANTIA_VSM*0.5*1.0/cartera$SALDO_VSM)
## [1] 0.3228009
# Plusvalía 10% (severidades 70, 60 y 50)
median(cartera$GARANTIA_VSM*0.3*1.1/cartera$SALDO_VSM)
## [1] 0.2130486
median(cartera$GARANTIA_VSM*0.4*1.1/cartera$SALDO_VSM)
## [1] 0.2840648
median(cartera$GARANTIA_VSM*0.5*1.1/cartera$SALDO_VSM)
## [1] 0.355081