IDEAS home Printed from https://ideas.repec.org/a/atw/epecon/v2y2014i2p88-115.html
   My bibliography  Save this article

Estimación de la probabilidad de default: un modelo probit para los bancos argentinos

Author

Listed:
  • Felipe Klein

    (Universidad Torcuato Di Tella)

Abstract

El artículo tiene el fin de establecer un modelo que pueda predecir de alguna manera los riesgos que tienen los bancos argentinos en relación al sistema financiero del país. Como cada banco tiene un peso significante en la economía, es necesario determinar su grado de solidez, con el propósito de poder realizar un diagnóstico respecto a la estabilidad financiera en el plano agregado. Así, las autoridades podrán llevar adelante un proyecto mejor para la toma de decisiones en materia de políticas económicas. Para armar el modelo, se han recurrido a datos del BCRA.

Suggested Citation

  • Felipe Klein, 2014. "Estimación de la probabilidad de default: un modelo probit para los bancos argentinos," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 2(2), pages 88-115, Octubre.
    • Handle: RePEc:atw:epecon:v:2:y:2014:i:2:p:88-115
    as

    Download full text from publisher

    File URL: https://erevistas.uca.edu.ar/index.php/ENSAYOS/article/view/2372/2198
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Probit; financiero; macroeconomía; bancario;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:atw:epecon:v:2:y:2014:i:2:p:88-115. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/depucar.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.