Factores que influyen para establecer una política de regulación de las tasas de interés para créditos comerciales: el caso del Sistema Bancario de Costa Rica
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2021
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Este trabajo de investigación pretende responder a la interrogante ¿Cuáles son los factores que se deben considerar al establecer una política de regulación en las tasas de interés de créditos de los bancos comerciales del Sistema Bancario Nacional de Costa Rica? debido a la relevancia de la intermediación financiera para redistribuir los recursos entre los agentes económicos, de manera tal que se dé una óptima articulación de oferta y demanda monetaria con el fin de propiciar el desarrollo económico de un país y el pleno empleo de los factores económicos. En el primer objetivo se realizó una compilación del desarrollo regulatorio del Sistema Financiero de Costa Rica con la intención de identificar hitos históricos nacionales e internacionales que dieron paso a la creación de normativa para regular la actividad bancaria. En el segundo objetivo se construyó un modelo de regresión lineal múltiple de variables microeconómicas como: eficiencia bancaria, prima de riesgo y tasa básica pasiva, para determinar el grado de significancia estadística de estas en el establecimiento de la tasa de interés activa. Además, se hizo un análisis de la competencia en el sector bancario a través de la aplicación del Índice de Herfindahl e Hirschman (IHH), donde se identificó el grado de concentración presente en la industria bancaria en el periodo de estudio. De igual manera, en el tercer objetivo se construyó un modelo de regresión lineal múltiple de variables macroeconómicas como: Tasa de Política Monetaria (TPM), deuda interna bonificada colocada en el sector bancario, Índice de Precios al Consumidor (IPC), Índice Mensual de Actividad Económica (IMAE), las reservas internacionales y el tipo de cambio. Adicionalmente, se trabajó en un modelo de regresión lineal múltiple que contempla las variables micro y macroeconómicas, en el que se muestra la influencia de las...
Inglés: This research work aims to answer the question ¿Which are the factors that must be considered to establish a regulation policy for the interest rates for credits on commercial banks of the National Banking System of Costa Rica? due to the relevance of financial intermediation to redistribute resources among economic agents, in such a way, so that the optimal articulation of money supply and demand takes place in order to promote the economic development and full use of economic factors. In the first objective, a compilation of the regulatory unfolding of the Financial System of Costa Rica was carried out with the intention of identifying national and international historical milestones that led to the creation of regulations to regulate banking activity. In the second objective, a multiple linear regression model of microeconomic variables such as: bank efficiency, risk premium and basic passive rate was built, to determine the degree of statistical significance of these in the establishment of the active interest rate. Furthermore, an analysis of competition in the banking sector was carried out through the application of the Herfindahl and Hirschman Index, where the degree of concentration present in the banking industry in the study period was identified. In the same way, in the third objective, a multiple linear regression model of macroeconomic variables such as: Monetary Policy Rate, subsidized domestic debt placed in the banking sector, Consumer Price Index, Monthly Index of Economic Activity, international reserves and the exchange rate was built. Additionally, we worked on a multiple linear regression model that considers the micro and macroeconomic variables, in which the influence of the relevant variables of the individual models is shown in order to specify the behavior of the active interest rate in relation to those variables. Finally, for the fourth objective, a series of interviews...
Inglés: This research work aims to answer the question ¿Which are the factors that must be considered to establish a regulation policy for the interest rates for credits on commercial banks of the National Banking System of Costa Rica? due to the relevance of financial intermediation to redistribute resources among economic agents, in such a way, so that the optimal articulation of money supply and demand takes place in order to promote the economic development and full use of economic factors. In the first objective, a compilation of the regulatory unfolding of the Financial System of Costa Rica was carried out with the intention of identifying national and international historical milestones that led to the creation of regulations to regulate banking activity. In the second objective, a multiple linear regression model of microeconomic variables such as: bank efficiency, risk premium and basic passive rate was built, to determine the degree of statistical significance of these in the establishment of the active interest rate. Furthermore, an analysis of competition in the banking sector was carried out through the application of the Herfindahl and Hirschman Index, where the degree of concentration present in the banking industry in the study period was identified. In the same way, in the third objective, a multiple linear regression model of macroeconomic variables such as: Monetary Policy Rate, subsidized domestic debt placed in the banking sector, Consumer Price Index, Monthly Index of Economic Activity, international reserves and the exchange rate was built. Additionally, we worked on a multiple linear regression model that considers the micro and macroeconomic variables, in which the influence of the relevant variables of the individual models is shown in order to specify the behavior of the active interest rate in relation to those variables. Finally, for the fourth objective, a series of interviews...
Descripción
Seminario de graduación (licenciatura en administración pública con énfasis en gestión de banca y finanzas públicas)--Universidad de Costa Rica. Facultad de Ciencias Económicas. Escuela de Administración Pública, 2021
Palabras clave
BANCOS PRIVADOS - COSTA RICA, COSTA RICA - POLITICA ECONOMICA, CREDITO - COSTA RICA, SISTEMA BANCARIO - LEGISLACION - COSTA RICA, TASAS DE INTERES - MODELOS MATEMÁTICOS - COSTA RICA