Evaluación del riesgo de liquidez mediante simulación Monte Carlo en la Cooperativa de Ahorro y Crédito Chibuleo Limitada. Año 2025

Abstract

Abstract: His study focuses on evaluating the liquidity of Cooperativa de Ahorro y Crédito Chibuleo Ltda., forecasting future scenarios that allow the assessment of liquidity sensitivity under stress situations that affect the most relevant internal variables. The research adds value, first, by identifying the most influential variables and, second, by considering the possible scenarios resulting from the fluctuation of the variables that serve as the basis for strategic decision-making. The results indicate that available funds constitute the variable with the greatest impact on short-term liquidity, while time deposits significantly affect medium-term liquidity. The probabilistic framework provides a broader perspective on the cooperative s liquidity risk by integrating statistical techniques.