Checking composition of portfolios before and after events

By Sector

  • Occi and Bog increased share of 60s through 70s (actividades inmobiliarias) in favor of 40s and 50s (comercio y construcción)

Add table with average revenue for these sectors (si el ingreso promedio de una firma inmobiliaria fuera más bajo que el de una firma industrial nuestro resultado negativo en ingreso podría estar explicado por esta recomposición)

By sector variation

  • Y-axis: percent (log) of bank’s debt to given sector in 2008
  • X-axis: percent (log) of bank’s debt to given sector in 2005
  • rank: order of sectors by revenue of average firm in given sector
  • Points above the 45° show sectors whose debt increased
  • Darker points show sectors of average higher revenue

  • Sectors of higher average revenue

    • participate more in the bank’s portfolio
    • have more stable shares between 2005 and 2008

  • Sectors of lower average revenue

    • participate more in the bank’s portfolio
    • increase their share as debtor between 2005 and 2008

By Revenue Group

By Credit worthiness

  • All banks seemed to have moved away from 2 scores 2 towards 1s.

By Credit worthiness minust the best

  • Davi substituted 5s for 4s and 2s for 3s (this last one may explain our results)
  • Bog substituted 5s for 4s and 2s for 3s (idem)
  • Occi substituted 3s for 4s (idem)

By Assets

By Assets minus largest