2007-09-012015-12-062015-12-142017-10-242007-09-012007-09https://repositorio.banrep.gov.co/handle/20.500.12134/2072Se hicieron diferentes estimaciones de matrices de transición para los deudores de la cartera comercial colombiana, y dependiendo de la metodología empleada, los resultados son diferentes.Financial institutions rate loans as an expression of the risk they believe the client poses. With the data from those ratings, they can evaluate the current quality of their balance sheet and calculate the loan-loss provisions required for their loan portfolio. A loan rating also is an instrument for assessing and granting a loan, and for deciding how much to charge for it. However, in a credit-risk management system, the forecast on client default and possible changes in client status also is extremely important.1 For financial institutions, transition matrices are a fundamental tool in this respect, as they measure the likelihood of migration from one rating to another. This is done for each client and should be measured as precisely as possible.14 páginas : tablasPDFspaOpen AccessBancosCréditoMatrices de transiciónEstimacionesColombiaWorking PaperG21 - Banks; Depository Institutions; Micro Finance Institutions; MortgagesG29 - Financial Institutions and Services: OtherG11 - Portfolio Choice; Investment DecisionsBanksCreditTransition matrixEstimationsColombiaCartera comercial -- ColombiaInstituciones financieras -- ColombiaDeudores -- ColombiaAcceso abiertoAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; HipotecasG29 - Instituciones y servicios financieros: OtrosG11 - Selección de cartera; Decisiones de inversiónLas 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.https://hdl.handle.net/20.500.12134/2072