Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021
Fund Transfer Pricing in banks of Mexico from February 2012 to May 2021 Objective: The submitted work estimates the Funds Transfer Prices (FTP) of seven banks in Mexico. Methodology: A bond is used that reproduces the bank's cash flows, which allows estimating the term structure. The bond is v...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Mexicano de Ejecutivos de Finanzas
2023-03-01
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| Series: | Revista Mexicana de Economía y Finanzas Nueva Época REMEF |
| Subjects: | |
| Online Access: | https://www.remef.org.mx/index.php/remef/article/view/736 |
| _version_ | 1827345453443710976 |
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| author | Karina Valencia Serpel Fernando Cruz Aranda Francisco Ortiz Arango |
| author_facet | Karina Valencia Serpel Fernando Cruz Aranda Francisco Ortiz Arango |
| author_sort | Karina Valencia Serpel |
| collection | DOAJ |
| description | Fund Transfer Pricing in banks of Mexico from February 2012 to May 2021
Objective: The submitted work estimates the Funds Transfer Prices (FTP) of seven banks in Mexico. Methodology: A bond is used that reproduces the bank's cash flows, which allows estimating the term structure. The bond is valued utilizing the Nelson-Siegel model. Then, the rates of your loan portfolio and deposits are estimated to calculate the FTP. Likewise, we calculate each bank's spread of the TIIE-28 and the CETE-28 rate to establish their patterns between February 2012 and May 2021. Results: The results obtained show a discrepancy of less than 0.0006. Recommendations: The FTP methodology improves by using the most available data. Limitations and implications: To get better results, more information is required from all the bank's lines of business, making it difficult and delaying the application of the model. Originality: It shows a positive relationship between the application of the FTP methodology and profitability. Conclusions: Using the FTP methodology is possible to create value by optimizing the bank's net interest margins. |
| first_indexed | 2024-03-07T23:07:58Z |
| format | Article |
| id | doaj.art-5196cd9de0694e49a58c0a22cba0b879 |
| institution | Directory Open Access Journal |
| issn | 2448-6795 |
| language | English |
| last_indexed | 2024-03-07T23:07:58Z |
| publishDate | 2023-03-01 |
| publisher | Instituto Mexicano de Ejecutivos de Finanzas |
| record_format | Article |
| series | Revista Mexicana de Economía y Finanzas Nueva Época REMEF |
| spelling | doaj.art-5196cd9de0694e49a58c0a22cba0b8792024-02-21T18:38:18ZengInstituto Mexicano de Ejecutivos de FinanzasRevista Mexicana de Economía y Finanzas Nueva Época REMEF2448-67952023-03-01182e736e73610.21919/remef.v18i2.736519Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021Karina Valencia Serpel0Fernando Cruz Aranda1Francisco Ortiz Arango2Universidad PanamericanaUniversidad Nacional Autónoma de MéxicoUniversidad PanamericanaFund Transfer Pricing in banks of Mexico from February 2012 to May 2021 Objective: The submitted work estimates the Funds Transfer Prices (FTP) of seven banks in Mexico. Methodology: A bond is used that reproduces the bank's cash flows, which allows estimating the term structure. The bond is valued utilizing the Nelson-Siegel model. Then, the rates of your loan portfolio and deposits are estimated to calculate the FTP. Likewise, we calculate each bank's spread of the TIIE-28 and the CETE-28 rate to establish their patterns between February 2012 and May 2021. Results: The results obtained show a discrepancy of less than 0.0006. Recommendations: The FTP methodology improves by using the most available data. Limitations and implications: To get better results, more information is required from all the bank's lines of business, making it difficult and delaying the application of the model. Originality: It shows a positive relationship between the application of the FTP methodology and profitability. Conclusions: Using the FTP methodology is possible to create value by optimizing the bank's net interest margins.https://www.remef.org.mx/index.php/remef/article/view/736precios de transferencia de fondos, bonos, bancos |
| spellingShingle | Karina Valencia Serpel Fernando Cruz Aranda Francisco Ortiz Arango Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021 Revista Mexicana de Economía y Finanzas Nueva Época REMEF precios de transferencia de fondos, bonos, bancos |
| title | Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021 |
| title_full | Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021 |
| title_fullStr | Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021 |
| title_full_unstemmed | Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021 |
| title_short | Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021 |
| title_sort | precios de transferencia de fondos en bancos de mexico entre febrero de 2012 y mayo de 2021 |
| topic | precios de transferencia de fondos, bonos, bancos |
| url | https://www.remef.org.mx/index.php/remef/article/view/736 |
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