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Análisis de la Administración del Riesgo Crediticio en México para Tarjetas de Crédito

Author

Listed:
  • José Carlos Trejo García

    (Escuela Superior de Economía, Instituto Politécnico Nacional)

  • Humberto Ríos Bolívar

    (Escuela Superior de Economía, Instituto Politécnico Nacional)

  • Miguel Ángel Martínez García

    (Escuela Superior de Economía, Instituto Politécnico Nacional)

Abstract

La necesidad de predecir oportunamente a los clientes malos en créditos revolventes en México ha aumentado, es por ello que se propone una mejora al modelo predictivo de incumplimientos utilizado por la regulación local. Este modelo muestra un mejor análisis de características cualitativas de créditos consolidados que la metodología utilizada por la CNBV en materia de pérdidas esperadas. Las conclusiones de esta investigación muestran la gran posibilidad de optimizar el modelo vigente, minimizando la creación de provisiones, aumentando la rentabilidad por entidad financiera a nivel nacional, cumpliendo con los supuestos teóricos y requerimientos regulatorios a nivel nacional como internacional en la administración del riesgo crediticio.

Suggested Citation

  • José Carlos Trejo García & Humberto Ríos Bolívar & Miguel Ángel Martínez García, 2016. "Análisis de la Administración del Riesgo Crediticio en México para Tarjetas de Crédito," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 11(1), pages 103-121, Enero-Jun.
    • Handle: RePEc:imx:journl:v:11:y:2016:i:1:p:103-121
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    File URL: http://www.remef.org.mx/index.php/remef/article/view/79/142
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    More about this item

    Keywords

    anca; Crédito; Métodos Econométricos; Modelo de Estimación y Técnicas de Optimización;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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