Acceso al sitio web del Consejo de Políticas de Infraestructura

   
ARTÍCULO
TITULO

Updating the credit risk model: a necessary move for revolving credit facilities in Mexico

José Carlos Trejo García    
Humberto Ríos Bolívar    
Francisco Almagro Vázquez    

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.

PÁGINAS
pp. 17 - 30
MATERIAS
ECONOMÍA

 Artículos similares

       
 
Khalil Alnabulsi, Emira Kozarevic and Abdelaziz Hakimi    
This paper analyzes the linear and non-linear relationship between non-performing loans and bank profitability measured by the Net Interest Margin for a sample of 74 Middle Eastern and North African banks over the period of 2005?2020. We used the System ... ver más

 
Osvaldo Massicame, Helena Coelho Inácio and Maria Anunciação Bastos    
The function of the external audit, largely as a result of the scandals and financial crises that have occurred, has been the subject of debate and criticism. This aspect has fostered discussions around the Audit Expectation Gap, which, in short, is unde... ver más

 
Mohammad Sharik Essa and Evangelos Giouvris    
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 202... ver más

 
Mohammed Mizanur Rahman, Mahfuzur Rahman and Md. Abdul Kaium Masud    
This study examines the determinants of financial intermediation costs of banks in ten Emerging Economies (EEs) in the period 2000?2018 using panel data of 1335 banks. Empirically, this study applies the single-stage dealership model and its extensions b... ver más

 
Yixuan Li, Charalampos Stasinakis and Wee Meng Yeo    
Supply Chain Finance (SCF) has gradually taken on digital characteristics with the rapid development of electronic information technology. Business audit information has become more abundant and complex, which has increased the efficiency and increased t... ver más
Revista: Forecasting