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Bank provisioning and microcredit

dc.creatorCaicedo, Santiago
dc.creatorEstrada, Dairo Ayiber
dc.date.created2010-09-01
dc.date.issued2010-09
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/2091
dc.description.abstractIn this paper we develop a banking model to study the traditional credit and the microcredit markets. We suppose a monopolistic traditional bank that specializes in screening potential debtors based in their risk profile and a microcredit bank that focus on monitoring the riskier profile customers. The model is calibrated with Colombian financial data. The results show when banking provisioning depend only on the screening level, a significant portion of the risky debtors are left out of the financial system and the microcredit bank would not operate in certain market conditions. Nonetheless, when we consider provisions that include monitoring considerations, the microcredit bank would be profitable for the different debtor risk profiles, and its optimal monitoring level is higher in comparison with the ones chosen by the traditional bank. Keywords: Bank Provisioning, Microcredit banking model, Regulation and risk profiles, debtor screening, debtor monitoring.
dc.format.extent17 páginas : gráficas, tablas
dc.format.mimetypePDF
dc.language.isoeng
dc.publisherBanco de la República de Colombia
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesTemas de Estabilidad Financiera
dc.relation.isversionofTemas de Estabilidad Financiera ; No. 49
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.subjectAprovisionamiento bancario
dc.subjectModelo bancario de microcrédito
dc.subjectRegulación y perfiles de riesgo
dc.subjectEstudio de deudor
dc.subjectSupervisión del deudor
dc.titleBank provisioning and microcredit
dc.typeWorking Paper
dc.subject.jelD20 - Production and Organizations: General
dc.subject.jelD23 - Organizational Behavior; Transaction Costs; Property Rights
dc.subject.jelD42 - Monopoly
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.jelG28 - Financial Institutions and Services: Government Policy and Regulation
dc.audiencePolicymakers
dc.audienceResearchers
dc.audienceStudents
dc.audienceTeachers
dc.subject.keywordBank Provisioning
dc.subject.keywordMicrocredit banking model
dc.subject.keywordRegulation and risk profiles
dc.subject.keywordDebtor screening
dc.subject.keywordDebtor monitoring
dc.subject.lembMicrocrédito -- Colombia
dc.subject.lembPréstamos bancarios -- Colombia
dc.subject.lembMicroeconomía -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaD20 - Producción y organizaciones: Generalidades
dc.subject.jelspaD23 - Comportamiento organizativo; Costes de transacción; Derechos de propiedad
dc.subject.jelspaD42 - Monopolio
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.subject.jelspaG28 - Instituciones y servicios financieros: Política pública y regulación
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.source.bibliographicCitationBanco de la Republica, Ministerio de Agricultura and Finagro (2010). Situación actual del microcrédito en Colombia: características y experiencias". Temas de Estabilidad Financiera, Departamento de Estabilidad Financiera del Banco de la República, Forthcom-ing.
dc.source.bibliographicCitationBasel Banking Supervision Committee (2010). Actividades de Micro financiación y Principios Básicos para una Supervisión Bancaria Eficaz". Banco de Pagos Internacionales. Basilea, 2010.
dc.source.bibliographicCitationMonti, M. (1972). Deposit, Credit, and Interest Rate Determination Under Alternative Bank Objectives", en Mathematical Methods in Investment and Finance. Editado por Szego, G.P. y Shell, K. Amsterdam North-Holland.
dc.relation.doihttps://doi.org/10.32468/tef.49
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repechttps://ideas.repec.org/p/bdr/temest/049.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/2091
dc.source.handleRepecRePEc:bdr:temest:049


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