UN MODELO PARA LA DETERMINACIÓN DEL RIESGO CREDITICIO MUNICIPAL EN MÉXICO
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Abstract
Este trabajo desarrolla un método alternativo para medir el riesgo financiero de los municipios mexicanos. Esto se hace en vista del cambio de normas y reglas que la Comisión Nacional Bancaria y de Valores (cnbv) ha emitido para calcularlo. La metodología es una combinación de análisis de componentes principales con credit scoring. Los resultados se comparan con los de una de las calificadoras de crédito y son robustos.
This work develops an alternative methodology to measure the financial risk of Mexican Municipalities. This is done in response to the change in Mexican financial risk regulation issued by the authority. The idea is to combine a Principal components model with credit scoring. Results are then compared to those of one of the rating agencies’ and yield robust estimations.
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