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Variables económicas y deterioro de la calidad de la cartera de hipotecas bursatilizadas en México

Author

Listed:
  • Mosso-Martínez, Margarita M.

    (Universidad Anáhuac México)

  • López-Herrera, Francisco

    (UNAM)

Abstract

Este artículo se ocupa del análisis de la relación entre el deterioro de la calidad de la cartera de hipotecas bursatilizadas en México y variables económicas y financieras relevantes. Mediante un modelo autorregresivo de rezagos distribuidos (ARDL), se recolectó evidencia sobre la importancia de ciertas variables para explicar ese deterioro. La selección de variables se basó en la revisión de la literatura nacional e internacional, relacionada tanto con el riesgo sistemático como con el incumplimiento de los préstamos hipotecarios. El conocimiento de las variables causales de dicho deterioro puede ser útil para los emisores de valores respaldados por hipotecas, ya que podría ayudarlos a comprender mejor el riesgo que enfrentan esos valores. Naturalmente, este conocimiento también se puede utilizar para guiar la toma de decisiones de los inversionistas, así como de los administradores de portafolios y riesgos.

Suggested Citation

  • Mosso-Martínez, Margarita M. & López-Herrera, Francisco, 2020. "Variables económicas y deterioro de la calidad de la cartera de hipotecas bursatilizadas en México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(52), pages 47-68, Primer se.
    • Handle: RePEc:ipn:esecon:v:15:y:2020:i:52:p:47-68
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    More about this item

    Keywords

    calidad de carteras hipotecarias; cartera de hipotecas bursatilizadas; riesgo sistemático; riesgo macroeconómico.;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F65 - International Economics - - Economic Impacts of Globalization - - - Finance
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • N26 - Economic History - - Financial Markets and Institutions - - - Latin America; Caribbean

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