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

Abstract

Abstract: This degree project evaluates the liquidity risk of the Cooperativa de Ahorro y Crédito Tulcán Ltda., a financial institution regulated by the Superintendency of Popular and Solidarity Economy and belonging to the cooperatives Segment 1. This assessment is conducted using the Monte Carlo simulation technique. Its primary purpose is to determine the probability of the cooperative facing liquidity issues that could prevent it from meeting its obligations to members, clients, and third parties, thereby avoiding the forced sale of assets under unfavorable conditions and the acquisition of high-cost liabilities that affect the institution's profitability. The simulation method employed follows a stochastic approach; the research models critical variables such as deposit volatility and the behavior of available funds. The analysis conducted allows for forecasting the future performance of key liquidity indicators, such as immediate liquidity, first and second-line liquidity, and the minimum liquidity indicator, facilitating optimal financial decision-making for the cooperative.