Evaluación del Riesgo de Liquidez mediante Simulación Monte Carlo en la Cooperativa de ahorro y crédito de la pequeña empresa CACPE Loja Ltda. Año 2025.

Abstract

Abstract: This thesis analyzes liquidity risk at the Small Business Savings and Credit Cooperative CACPE Loja Ltda., using Monte Carlo simulation as the main tool, with the aim of contributing to better strategic decision-making in the future. To this end, several stress scenarios were created using this quantitative approach. These were based on real situations observed over the last five years and help to predict how the main liquidity indicators will behave when there are changes in assets and liabilities. Once applied, the results show that the cooperative's liquidity is very sensitive to variations in time deposits and depends largely on how quickly we can recover available liquid assets. In addition, minimum levels of financial security and critical points of institutional vulnerability were identified. The main contribution of the study is the application of a dynamic liquidity risk management model, which goes beyond traditional approaches and serves as a tool for contingency planning and financial stability.