Títulos con respaldo de activos de tarjetas de crédito como instrumentos de transferencia de riesgo de crédito

Víctor Hugo Lemus Pacheco ()
Additional contact information
Víctor Hugo Lemus Pacheco: Banco de México

Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), 2009, vol. 3, issue 1, 84-102

Abstract: This paper proposes an index for determining those banking institution in Mexico that should transfer their credit card portfolios risk credit through Asset Back-Securities (ABSs). The proposal is done recurring to models for predicting insolvency developed by Robert Altman (1968), which use discriminant analysis. Based on financial ratios and the financial health of banking institutions, this research is able to characterize the credit card portfolio of banking institutions in Mexico

Keywords: Transferencia de riesgo de crédito; productos derivados; tarjeta de crédito; análisis discriminante (search for similar items in EconPapers)
JEL-codes: C23 G32 (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
http://alejandria.ccm.itesm.mx/egap/documentos/2009V3A6Lemus.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ega:rafega:200906

Access Statistics for this article

Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics) is currently edited by José Antonio Núñez

More articles in Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics) from Tecnológico de Monterrey, Campus Ciudad de México Contact information at EDIRC.
Bibliographic data for series maintained by José Antonio Núñez ().