• Sergio Edwin Torrico Salamanca Universidad Privada Boliviana

Palabras clave:

Credit Scoring, Administración de Riesgos, Riesgo de Crédito, Banca


El Credit Scoring es una metodología utilizada en finanzas, para cuantificar el riesgo de crédito de individuos/empresas, este artículo propone la aplicación de esta técnica como una herramienta para medir el riesgo de crédito agregado de los bancos, y del sistema bancario. Se presenta una aplicación en el sistema bancario comercial boliviano, con el objetivo de exponer la metodología propuesta, denominada Macro Credit Scoring. Mediante la aplicación de la metodología, se identifica que la medida de riesgo aplicada  es superior a la necesaria en el sistema bancario comercial boliviano en la coyuntura actual. Finalmente se presenta evidencia empírica de la relación entre el riesgo de crédito y las variables económicas (macro/micro)


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Afiliación del autor/a

Sergio Edwin Torrico Salamanca, Universidad Privada Boliviana

Doctorado en Economía y Administración de Empresas


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Cómo citar

Torrico Salamanca, S. E. (2014). MACRO CREDIT SCORING COMO PROPUESTA PARA CUANTIFICAR EL RIESGO DE CRÉDITO. Revista Investigación &Amp; Desarrollo, 2(14). Recuperado a partir de



Economía, Empresa y Sociedad