Metodología CAMELS para medir la vulnerabilidad financiera con una aplicación a bancos en Colombia

Abstract

The CAMELS (Capital, Asset, Management, Earning, Liquidity and Sensitivity) evaluation method consists of measuring and analyzing six fundamental parameters for a financial entity: capital, assets, managerial management, profit status, liquidity and market risk. This evaluation is mainly used to measure corporate risk. It is a method adopted in order to evaluate the financial and managerial soundness of financial entities. Based on the results of the financial statements and risk ratings, CAMELS assigns a rating taking into account the six parameters described above, each parameter has a certain level of importance, which is why it is necessary to calculate the weight or weighting for each of them. these. This work describes the construction of this model and an application to banks in Colombia.