<?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>1665-5346</journal-id>
<journal-title><![CDATA[Revista mexicana de economía y finanzas]]></journal-title>
<abbrev-journal-title><![CDATA[Rev. mex. econ. finanz]]></abbrev-journal-title>
<issn>1665-5346</issn>
<publisher>
<publisher-name><![CDATA[Instituto Mexicano de Ejecutivos de Finanzas A.C.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S1665-53462016000100103</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Análisis de la Administración del Riesgo Crediticio en México para Tarjetas de Crédito]]></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[Ríos-Bolívar]]></surname>
<given-names><![CDATA[Humberto]]></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-group>
<aff id="A01">
<institution><![CDATA[,Instituto Politécnico Nacional Escuela Superior de Economía ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>06</month>
<year>2016</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>06</month>
<year>2016</year>
</pub-date>
<volume>11</volume>
<numero>1</numero>
<fpage>103</fpage>
<lpage>121</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S1665-53462016000100103&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S1665-53462016000100103&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S1665-53462016000100103&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen 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 incumplimiento utilizado por la regulación local. Este modelo muestra un mejor análisis de características cualitativas y cuantitativas de créditos con solidados 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. Clasificación JEL: G21, E51, C2, C51, C61.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract The need to predict timely bad customers of revolving loans in Mexico has increased, so it is proposed an improvement to the predictive model used by local regulation. This proposal shows a better analysis of qualitative and quantitative characteristics of consolidated loans than the methodology used by the CNBV on expected losses. The findings of this research show the great possibility to optimize the current model, minimizing the creation of loan loss provisions, increasing profitability by financial institutions in Mexico, complying the theoretical assumptions and regulatory requirements at national and international level in credit risk management.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[Banca]]></kwd>
<kwd lng="es"><![CDATA[Crédito]]></kwd>
<kwd lng="es"><![CDATA[Métodos Econométricos]]></kwd>
<kwd lng="es"><![CDATA[Modelo de Estimación y Técnicas de Optimización]]></kwd>
</kwd-group>
</article-meta>
</front><back>
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