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

Abstract

Abstract: This study assesses the liquidity risk of the Pastaza Limited Small Business Savings and Credit Cooperative during 2025, through the application of statistical techniques and Monte Carlo simulation, with the purpose of estimating the probability of facing short-term financial stress scenarios. The research is based on a theoretical framework that addresses the conceptualization of liquidity risk, its management, and the current regulatory framework. It includes a comprehensive financial diagnosis, a historical analysis of the main liquidity indicators, and the cooperative s asset and liability structure. The methodology combines qualitative and quantitative approaches and integrates the Risk Simulator tool to analyze and understand the behavior of critical variables. The results allow for the identification of vulnerabilities, the estimation of financial stability levels, and the strengthening of decision-making. It is concluded that proper liquidity risk management is essential to ensure institutional sustainability, solvency, and resilience.