<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0186-1042</journal-id>
<journal-title><![CDATA[Contaduría y administración]]></journal-title>
<abbrev-journal-title><![CDATA[Contad. Adm]]></abbrev-journal-title>
<issn>0186-1042</issn>
<publisher>
<publisher-name><![CDATA[Universidad Nacional Autónoma de México, Facultad de Contaduría y Administración]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0186-10422017000200377</article-id>
<article-id pub-id-type="doi">10.1016/j.cya.2017.01.003</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Administración del riesgo crediticio al menudeo en México: una mejora econométrica en la selección de variables y cambios en sus características]]></article-title>
<article-title xml:lang="en"><![CDATA[Credit risk management at retail in Mexico: An econometric improvement in the selection of variables and changes in their characteristics]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Trejo García]]></surname>
<given-names><![CDATA[José Carlos]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Martínez García]]></surname>
<given-names><![CDATA[Miguel Ángel]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Venegas Martínez]]></surname>
<given-names><![CDATA[Francisco]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Instituto Politécnico Nacional  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>06</month>
<year>2017</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>06</month>
<year>2017</year>
</pub-date>
<volume>62</volume>
<numero>2</numero>
<fpage>377</fpage>
<lpage>398</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S0186-10422017000200377&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S0186-10422017000200377&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S0186-10422017000200377&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen La predicción temprana de malos deudores para créditos revolventes en México es un asunto de relevancia actual. El modelo econométrico propuesto de comportamiento crediticio considera los cambios en las características de los acreditados consolidados y proporciona mejores resultados que los obtenidos con la metodología utilizada por la CNBV en materia de provisiones. Los resultados obtenidos muestran que la posibilidad de reemplazar el modelo vigente, minimizando la pérdida esperada y aumentando el ROA por entidad financiera a nivel nacional en un 2.20%, cumple con los criterios metodológicos y pruebas estadísticas de acuerdo a la Circular Única de Bancos y lineamientos de Basilea II en materia de riesgo crediticio.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract The early prediction of bad debtors for revolving credits in Mexico is a relevant issue today. The credit behavior econometric model proposed considers the changes in the characteristics of the consolidated accredited and provides better results than those obtained with the methodology utilized by the CNBV on provision matters. The results obtained show that the possibility of replacing the current model, minimizing the expected loss and increasing the ROA per financial institution at a national level by 2.20%, complies with the methodological criteria and the statistical tests in accordance with the Compiled Banking Regulation and Basel II guidelines on credit risk issues.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[Banca]]></kwd>
<kwd lng="es"><![CDATA[Crédito]]></kwd>
<kwd lng="es"><![CDATA[Modelos econométricos]]></kwd>
<kwd lng="es"><![CDATA[Metodología de estimación de datos]]></kwd>
<kwd lng="es"><![CDATA[Técnicas de optimización]]></kwd>
<kwd lng="en"><![CDATA[Credit]]></kwd>
<kwd lng="en"><![CDATA[Econometric modeling]]></kwd>
<kwd lng="en"><![CDATA[Data estimation methodology]]></kwd>
<kwd lng="en"><![CDATA[Optimization techniques]]></kwd>
</kwd-group>
</article-meta>
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