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

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). This is done recurring to models for predicting insolvency developed by Robert Altman (1968) and Discriminant Analysis. As of financial ratios and financial health of banking institutions this research is able to characterize the credit card portfolio of banking institutions in Mexico.Transferencia de riesgo de crédito, productos derivados, tarjeta de crédito, análisis discriminante