Evaluación del Riesgo de Liquidez mediante Simulación Monte Carlo en la Cooperativa de ahorro y crédito CREA Limitada. Año 2025.

Abstract

Abstract:This research analyzes the liquidity risk of the CREA Savings and Credit Cooperative Limited during the year 2025, through the application of a quantitative approach focused on the probabilistic evaluation of the cooperative's institutional financial performance. The study is based on a theoretical review of liquidity risk, its importance in the cooperative system, and compliance with the Ecuadorian regulatory framework. Using historical financial information from the period 2020-2024, the evolution of the main liquidity indicators and the entity's financial structure are examined to identify its level of exposure to potential adverse scenarios. The central tool of the analysis is Monte Carlo simulation, which allows for the generation of multiple scenarios under conditions of uncertainty and the estimation of the probability of short-term illiquidity events. The results demonstrate a stable financial position and a low probability of critical imbalances. It is concluded that the application of quantitative methodologies strengthens preventive risk management and contributes to institutional sustainability.