Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México

José Carlos Trejo García; Humberto Ríos Bolívar; Francisco Almagro Vázquez

doi:10.14718/revfinanzpolitecon.2016.8.1.2

Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México

Translated title of the contribution: Updating the credit risk model: A necessary move for revolving credit facilities in Mexico

José Carlos Trejo García, Humberto Ríos Bolívar, Francisco Almagro Vázquez

Escuela Superior de Economía (ESE)

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

In order to improve the management of revolving credit risk when estimating provisions in Mexico ‒specifically in the case of portfolios administered by credit institutions (banks)‒ this research employs an alternative logit model to reflect levels of risk with greater precision than is customary. Financial indicators for the banking sector, such as savings, assets and profits showed returns 2.2%, above the rates registered in the Mexican banking system as a whole. This confirms the need to implement a model that is capable of measuring the credit risk of these institutions.

Translated title of the contribution	Updating the credit risk model: A necessary move for revolving credit facilities in Mexico
Original language	Spanish
Pages (from-to)	17-30
Number of pages	14
Journal	Revista Finanzas y Politica Economica
Volume	8
Issue number	1
DOIs	https://doi.org/10.14718/revfinanzpolitecon.2016.8.1.2
State	Published - 1 Jan 2016

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abstract = "In order to improve the management of revolving credit risk when estimating provisions in Mexico ‒specifically in the case of portfolios administered by credit institutions (banks)‒ this research employs an alternative logit model to reflect levels of risk with greater precision than is customary. Financial indicators for the banking sector, such as savings, assets and profits showed returns 2.2%, above the rates registered in the Mexican banking system as a whole. This confirms the need to implement a model that is capable of measuring the credit risk of these institutions.",

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AU - Vázquez, Francisco Almagro

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Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México

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