El Riesgo de Crédito un Recuento Histórico y Nuevas Perspectivas para su Mejor Gestión

Credit risk is an essential pillar of contemporary financial management, particularly in the wake of the 2007 financial crisis, which exposed systemic weaknesses in investors, financial institutions, and economies previously considered solid, thus creating a pressing need to develop innovative approaches for its effective mitigation. This research examines the asymmetric problem that affects entities of multiple operational scales, from microfinance organizations to those subject to the rigorous requirements established by Basel IV, proposing proactive strategies designed to confront the growing complexity that characterizes globalized financial markets, where the ability to anticipate and analytical precision have become determining factors in ensuring institutional stability. This study integrates traditional credit assessment methodologies with the latest developments in data science and artificial intelligence, providing a comprehensive analytical framework that allows for the systematic and efficient assessment and management of credit risk in the current financial context.