Análisis de factores que inciden en la rentabilidad de las CMAC del Perú, 2018-2023
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Date
2024
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Universidad Nacional de Trujillo
Abstract
Esta investigación tiene como objetivo principal analizar los factores que inciden en la rentabilidad de las CMAC del Perú, 2018-2023. Para llevar a cabo esta investigación se optó por un enfoque cuantitativo y un diseño no experimental longitudinal sustentado en datos panel con un alcance es descriptivo-correlacional. Se trabajo con datos mensual obtenidos de del el Banco Central de Reserva del Perú (BCRP) y la Superintendencia de Banca, Seguros y AFP (SBS). Con el fin de obtener los resultados, se desarrolló un modelo econométrico de regresión lineal múltiple aplicando datos de panel con efectos aleatorios. Los resultados demuestran que las variables internas como la tasa de morosidad y el número de personal tienen una relación negativa con la rentabilidad (ROA), mientras que la utilidad neta tiene un efecto positivo. En cuanto a las variables externas, tanto el PBI como el tipo de cambio influyen negativamente en la rentabilidad, mientras que la inflación tiene un impacto positivo. Estos resultados son estadísticamente significativos.
ABSTRACT The main objective of this research is to analyze the factors that affect the profitability of CMACs in Peru, 2018-2023. To carry out this research, a quantitative approach and a longitudinal non-experimental design based on panel data with a descriptive-correlational scope were chosen. Monthly data obtained from the Central Reserve Bank of Peru (BCRP) and the Superintendency of Banking, Insurance and AFP (SBS) were used. In order to obtain the results, a multiple linear regression econometric model was developed using panel data with random effects. The results show that internal variables such as the delinquency rate and the number of staff have a negative relationship with profitability (ROA), while net income has a positive effect. Regarding external variables, both GDP and the exchange rate negatively influence profitability, while inflation has a positive impact, these results are statistically significant.
ABSTRACT The main objective of this research is to analyze the factors that affect the profitability of CMACs in Peru, 2018-2023. To carry out this research, a quantitative approach and a longitudinal non-experimental design based on panel data with a descriptive-correlational scope were chosen. Monthly data obtained from the Central Reserve Bank of Peru (BCRP) and the Superintendency of Banking, Insurance and AFP (SBS) were used. In order to obtain the results, a multiple linear regression econometric model was developed using panel data with random effects. The results show that internal variables such as the delinquency rate and the number of staff have a negative relationship with profitability (ROA), while net income has a positive effect. Regarding external variables, both GDP and the exchange rate negatively influence profitability, while inflation has a positive impact, these results are statistically significant.
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Keywords
Rentabilidad, Intermediación financiera, Vulnerabilidad financiera, Ciclo económico