{"id":25802,"date":"2023-12-20T22:04:27","date_gmt":"2023-12-20T21:04:27","guid":{"rendered":"https:\/\/microfinbolivia.com\/?p=25802"},"modified":"2023-12-27T22:20:52","modified_gmt":"2023-12-27T21:20:52","slug":"elementor-25802","status":"publish","type":"post","link":"https:\/\/microfinbolivia.com\/?p=25802","title":{"rendered":""},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"25802\" class=\"elementor elementor-25802\">\n\t\t\t\t<div class=\"elementor-element elementor-element-6e3394d e-flex e-con-boxed e-con e-parent\" data-id=\"6e3394d\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-cbbc972 elementor-widget elementor-widget-heading\" data-id=\"cbbc972\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Ex - Banco Fassil con desmedido apetito de riesgo<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-29bac87 elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"29bac87\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-2afa767 elementor-widget elementor-widget-text-editor\" data-id=\"2afa767\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p><span class=\"OYPEnA text-decoration-none text-strikethrough-none\" style=\"color: #000000;\">El banco Fassil ten\u00eda un descontrolado apetito de riesgo, de larga data, que pudo haber sido detectado oportunamente por la supervisi\u00f3n, seg\u00fan un ejercicio de aplicaci\u00f3n de Inteligencia Artificial a la informaci\u00f3n financiera p\u00fablica disponible sobre dicho banco.<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-94e4df0 elementor-widget elementor-widget-image\" data-id=\"94e4df0\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"500\" src=\"https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Modelos-Avanzados-de-Riesgo-de-Credito-4.png\" class=\"attachment-large size-large wp-image-25807\" alt=\"\" srcset=\"https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Modelos-Avanzados-de-Riesgo-de-Credito-4.png 1024w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Modelos-Avanzados-de-Riesgo-de-Credito-4-300x146.png 300w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Modelos-Avanzados-de-Riesgo-de-Credito-4-768x375.png 768w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Modelos-Avanzados-de-Riesgo-de-Credito-4-600x293.png 600w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-8e88bfb elementor-widget elementor-widget-text-editor\" data-id=\"8e88bfb\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">El ejercicio confirm\u00f3 el diagn\u00f3stico inicial de una evaluaci\u00f3n realizada con herramientas tradicionales de an\u00e1lisis financiero, que establec\u00eda que Fassil arrastraba elevados riesgos de solvencia, liquidez, administraci\u00f3n de cartera y rentabilidad.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">El trabajo corresponde a la Consultora Intelectual Capital SRL. MicrofinBolivia, especializada en entidades financieras, cuyo asesor, Marcelo Rodr\u00edguez, catedr\u00e1tico de la Universidad Cat\u00f3lica Boliviana,lo elabor\u00f3 para promover entre sus alumnos la aplicaci\u00f3n de nuevas tecnolog\u00edas. El estudio fue presentado en un webinar organizado por la UCB.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">Nosotros ven\u00edamos monitoreando la informaci\u00f3n financiera p\u00fablica de los distintos bancos y nos llam\u00f3 la atenci\u00f3n la situaci\u00f3n del banco Fassil. Tomamos como base los estados financieros p\u00fablicos emitidos por ASFI hasta el 31 de diciembre de 2021 y ya establecimos que hab\u00eda antecedentes de riesgo\u201d, relat\u00f3 Rodr\u00edguez a Nueva Econom\u00eda.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">Con herramientas tradicionales de an\u00e1lisis financiero se estableci\u00f3 que Fassil presentaba un grado de capitalizaci\u00f3n insuficiente, que su patrimonio no guardaba relaci\u00f3n con el volumen de activos que gestionaba y que la liquidez era insuficiente para la cantidad de dinero que ten\u00eda en obligaciones con el p\u00fablico. Era el tercer banco m\u00e1s grande en colocaciones, pero el s\u00e9ptimo en cuanto a patrimonio, detall\u00f3 el entrevistado.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">Despu\u00e9s, se hizo el mismo ejercicio con la informaci\u00f3n p\u00fablica disponible para la gesti\u00f3n 2022 y el an\u00e1lisis ratific\u00f3 el diagn\u00f3stico inicial.<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-a432149 e-flex e-con-boxed e-con e-parent\" data-id=\"a432149\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-e8de0ed e-con-full e-flex e-con e-child\" data-id=\"e8de0ed\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-e74a57a elementor-widget elementor-widget-text-editor\" data-id=\"e74a57a\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">Luego se decidi\u00f3 complementar el an\u00e1lisis recurriendo a la Inteligencia Artificial, el ChatGPT. Para esto, se carg\u00f3 a dicha herramienta la informaci\u00f3n financiera que peri\u00f3dicamente publica ASFI y se gener\u00f3 una serie de \u201cprompts\u201d, preguntas espec\u00edficas elaboradas con una t\u00e9cnica particular de redacci\u00f3n para obtener respuestas puntuales.<\/span><\/p>\n<p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">Se le pidi\u00f3 a la IA que desempe\u00f1ara varios roles. Que opinara como un profesor experto en an\u00e1lisis e interpretaci\u00f3n de estados financieros de entidades financieras; como un consultorprofesional, experto de una empresa calificadora de riesgos; como un profesional especializado en empresas en crisis, predicci\u00f3n y estudio de quiebras de entidades financieras; como un profesional&nbsp;<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-eb6c914 e-con-full e-flex e-con e-child\" data-id=\"eb6c914\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t<div class=\"elementor-element elementor-element-1269391 elementor-widget elementor-widget-image\" data-id=\"1269391\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" width=\"1024\" height=\"1024\" src=\"https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19-1024x1024.png\" class=\"attachment-large size-large wp-image-25808\" alt=\"\" srcset=\"https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19-1024x1024.png 1024w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19-300x300.png 300w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19-150x150.png 150w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19-768x768.png 768w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19-600x600.png 600w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19-100x100.png 100w, https:\/\/microfinbolivia.com\/wp-content\/uploads\/2023\/12\/Microfin-2-19.png 1200w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-16b109e e-flex e-con-boxed e-con e-parent\" data-id=\"16b109e\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-92f6adb elementor-widget elementor-widget-text-editor\" data-id=\"92f6adb\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">experto en an\u00e1lisis, miner\u00eda de datos y detecci\u00f3n de fraude; y como un profesional experto en regulaci\u00f3n de entidades financieras. Era como consultar a cinco distintos expertos.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">\u00abEn todos los escenarios, lo que la Inteligencia Artificial responde es que hay un componente cr\u00edtico de solvencia, que hay problemas con la liquidez, baja rentabilidad y un crecimiento de la cartera reestructurada\u00bb, dice Rodr\u00edguez. A la mayor\u00eda de los indicadores, la IA le asign\u00f3 un alto riesgo, por lo que le otorg\u00f3 a Fassil la calificaci\u00f3n m\u00e1s baja: \u00abC\u00bb. Con los datos a diciembre de 2022, la herramienta estableci\u00f3 un 75% de probabilidad de quiebra y de disoluci\u00f3n.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">Este escenario se agrav\u00f3 tras la informaci\u00f3n, conocida despu\u00e9s de su intervenci\u00f3n, referida a que el banco ten\u00eda una exposici\u00f3n significativa a cr\u00e9ditos vinculados, lo que aumentaba su vulnerabilidad. Rodr\u00edguez dijo que los resultados mencionados fueron obtenidos sobre la base de la informaci\u00f3n p\u00fablica contenida en el sitio web de ASFI, accesible a cualquier persona. \u00abNo tuvimos acceso a informaci\u00f3n espec\u00edfica (privilegiada)\u00bb, precis\u00f3.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">La IA estableci\u00f3 que, con la informaci\u00f3n financiera p\u00fablica disponible antes de su intervenci\u00f3n, los problemas del banco Fassil pudieron haber sido oportunamente detectados por la regulaci\u00f3n.<\/span><\/p><p class=\"cvGsUA direction-ltr align-start para-style-body\"><span class=\"OYPEnA text-decoration-none text-strikethrough-none\">La herramienta formula varias recomendaciones: transparencia en la informaci\u00f3n, que los bancos tengan sistemas robustos de gesti\u00f3n de riesgos, que los reguladores hagan una supervisi\u00f3n cercana y tomen las medidas correctivas oportunas y no cuando las entidades est\u00e1n en situaci\u00f3n cr\u00edtica, y que los bancos tengan una cultura organizacional que promueva la integridad, la responsabilidad y la prudencia.<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>El banco Fassil ten\u00eda un descontrolado apetito de riesgo, de larga data, que pudo haber sido detectado oportunamente por la supervisi\u00f3n, seg\u00fan un ejercicio de aplicaci\u00f3n de Inteligencia Artificial a la informaci\u00f3n financiera p\u00fablica disponible sobre dicho banco.<\/p>\n","protected":false},"author":1,"featured_media":25800,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center 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