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Efecto macroeconómico en la morosidad de créditos al consumo y su impacto en la rentabilidad bancaria en México

Author

Listed:
  • David Conaly Martínez Vázquez

    (Universidad Autónoma Metropolitana, México)

  • Marissa Martínez Preece

    (Universidad Autónoma Metropolitana, México)

  • Francisco J. Reyes Zárate

    (Universidad Autónoma Metropolitana, México)

Abstract

El objetivo de la presente investigación es determinar la sensibilidad del índice de morosidad (IMOR) del crédito al consumo con algunas variables macroeconómicas y su impacto en la rentabilidad de la banca en México. Para lograr lo anterior, se utilizaron cópulas elípticas. Los resultados muestran que durante el periodo 2011 al 2023 se presentó una relación positiva entre el desempleo y tasa de interés con el IMOR consumo, y una negativa entre la inflación y el tipo de cambio con el mencionado índice. Así mismo, se muestra que el incremento de la morosidad del consumo no influye significativamente en la rentabilidad de la banca. La originalidad del análisis radica en identificar las variables que influyen en mayor medida en la morosidad, proponer una metodología que no suponga linealidad y apoyar con evidencia empírica la generación de propuestas de política económica. Se concluye que el desempleo y la tasa de interés influyen de manera importante en la morosidad. En futuras investigaciones se considerará el analizar otros segmentos del sector crediticio y su relación con la falta de pagos.

Suggested Citation

  • David Conaly Martínez Vázquez & Marissa Martínez Preece & Francisco J. Reyes Zárate, 2025. "Efecto macroeconómico en la morosidad de créditos al consumo y su impacto en la rentabilidad bancaria en México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 20(2), pages 1-21, Abril - J.
    • Handle: RePEc:imx:journl:v:20:y:2025:i:2:a:4
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    References listed on IDEAS

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    1. Vasiliki Makri & Athanasios Tsagkanos & Athanasios Bellas, 2014. "Determinants of Non-Performing Loans: The Case of Eurozone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(2), pages 193-206, March.
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    4. Vasiliki Makri & Athanasios Tsagkanos & Athanasios Bellas, 2014. "Determinants of Non-Performing Loans: The Case of Eurozone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(2), pages 193-206.
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    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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