Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México
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. F...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Universidad Católica de Colombia
2016-03-01
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| Series: | Revista Finanzas y Política Económica |
| Subjects: | |
| Online Access: | http://editorial.ucatolica.edu.co/ojsucatolica/revistas_ucatolica/index.php/RFYPE/article/view/925/972 |
| _version_ | 1827616848561045504 |
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| author | José Carlos Trejo García Humberto Ríos Bolívar Francisco Almagro Vázquez |
| author_facet | José Carlos Trejo García Humberto Ríos Bolívar Francisco Almagro Vázquez |
| author_sort | José Carlos Trejo García |
| collection | DOAJ |
| description | 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 profitsshowed 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. |
| first_indexed | 2024-03-09T09:32:44Z |
| format | Article |
| id | doaj.art-3fa8d442c49c4157ae51ca53a85dec1c |
| institution | Directory Open Access Journal |
| issn | 2248-6046 2011-7663 |
| language | English |
| last_indexed | 2024-03-09T09:32:44Z |
| publishDate | 2016-03-01 |
| publisher | Universidad Católica de Colombia |
| record_format | Article |
| series | Revista Finanzas y Política Económica |
| spelling | doaj.art-3fa8d442c49c4157ae51ca53a85dec1c2023-12-02T03:03:27ZengUniversidad Católica de ColombiaRevista Finanzas y Política Económica2248-60462011-76632016-03-01811730Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en MéxicoJosé Carlos Trejo García0Humberto Ríos Bolívar1Francisco Almagro Vázquez2Instituto Politécnico Nacional de MéxicoInstituto Politécnico Nacional de MéxicoInstituto Politécnico Nacional de MéxicoIn 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 profitsshowed 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.http://editorial.ucatolica.edu.co/ojsucatolica/revistas_ucatolica/index.php/RFYPE/article/view/925/972banking sectorcreditestimation modelreturns |
| spellingShingle | José Carlos Trejo García Humberto Ríos Bolívar Francisco Almagro Vázquez Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México Revista Finanzas y Política Económica banking sector credit estimation model returns |
| title | Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México |
| title_full | Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México |
| title_fullStr | Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México |
| title_full_unstemmed | Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México |
| title_short | Actualización del modelo de riesgo crediticio, una necesidad para la banca revolvente en México |
| title_sort | actualizacion del modelo de riesgo crediticio una necesidad para la banca revolvente en mexico |
| topic | banking sector credit estimation model returns |
| url | http://editorial.ucatolica.edu.co/ojsucatolica/revistas_ucatolica/index.php/RFYPE/article/view/925/972 |
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