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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
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