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

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

Escuela Superior de Economía (ESE)

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

1 Cita (Scopus)

Resumen

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.

Título traducido de la contribución	Updating the credit risk model: A necessary move for revolving credit facilities in Mexico
Idioma original	Español
Páginas (desde-hasta)	17-30
Número de páginas	14
Publicación	Revista Finanzas y Politica Economica
Volumen	8
N.º	1
DOI	https://doi.org/10.14718/revfinanzpolitecon.2016.8.1.2
Estado	Publicada - 1 ene. 2016

Palabras clave

Banking sector
Credit
Estimation model
Optimization techniques
Returns

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10.14718/revfinanzpolitecon.2016.8.1.2

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AU - Vázquez, Francisco Almagro

PY - 2016/1/1

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N2 - 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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KW - Estimation model

KW - Optimization techniques

KW - Returns

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

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