Matriz de probabilidad de transición de microcréditos: el caso de una microfinanciera mexicana

Microfinance in Mexico has developed at an accelerated pace and the efforts in credit risk management in this sector are scarce. The goal of this work is the construction of a Transition Probability Matrix in the rating of microcredits which can be used in the estimation of Value at Risk (VaR), obse...

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Auteurs principaux:	Rodríguez Vázquez, Verónica P., Hernández Vaquero, Japhet
Format:	Online
Langue:	espagnol
Éditeur:	El Colegio de México, A.C. 2013
Sujets:	Valor en Riesgo cadenas de Markov matriz de probabilidad de transición riesgo de crédito microfinanzas G32 G21 Value at Risk. Markov chains transition probability matrix credit risk microfinance
Accès en ligne:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/85
Institution:	Estudios Económicos