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

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

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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...

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Bibliographic Details
Main Authors: José Carlos Trejo García, Humberto Ríos Bolívar, Francisco Almagro Vázquez
Format: Article
Language:English
Published: Universidad Católica de Colombia 2016-03-01
Series:Revista Finanzas y Política Económica
Subjects:
banking sector
credit
estimation model
returns
Online Access:http://editorial.ucatolica.edu.co/ojsucatolica/revistas_ucatolica/index.php/RFYPE/article/view/925/972

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