Efecto de la tasa de interés de intervención en los establecimientos de crédito en Colombia

To establish the quality of the portfolio of establishments, use the indicator of past due loans (ICV). The studies have tried to determine which are the macroeconomic variables that affect the behavior of this indicator. Given that the Bank of the Republic has used the intervention rate as a tool for compliance with monetary policy, we seek to establish the impact of the Intervention Interest Rate (TII) on the ICV, for which a model is applied. VEC (Vector Error Correction). The results suggest that there is a direct impact of the ICV of increases in the TII, while in the other portfolios the relationship is inverse.