The Superintendency of Solidarity Economy is redirecting its compliance supervision scheme to a risk supervision system, so changes have been made with the objective of supervision. Under this new scheme, the regulations regarding loans are very clear when they obligate to identify, measure, control and monitor the credit risk to which the entities under their supervision are exposed. There are several methodologies that allow monitoring the credit system, thus in this article are Transition Matrices' mentions of the characteristics of the processes, Logit and Probit, for the credit risk and the calculation of the expected loss. In the content, there is a detailed description of the process that has to be carried out to calculate the expected loss through Transition Matrices, also possible analyses that can be drawn from the results obtained and a step by step process with the information provided by an entity of the solidary sector of the region that provided the information.