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Manejo del balance bancario en México

Author

Listed:
  • Fanny Warman D.

    (CEMLA)

Abstract

En este trabajo se presenta un análisis del comportamiento de variables del balance general de los bancos en México, la relación del apalancamiento con los activos y con la estructura de los pasivos bancarios (no tradicionales contra tradicionales) bajo la premisa que el tamaño del balance de los bancos no está acotado por los pasivos tradicionales, constituidos por depósitos de hogares y empresas, sino por la regulación bancaria y por variables de percepción de riesgo del propio banco. La estructura de los pasivos bancarios es por tanto un buen indicador sobre la gestación de riesgos en el sistema bancario. Los principales resultados de este trabajo señalan que aunque el financiamiento bancario al sector privado permanece en valores relativamente bajos, en los periodos en que la tasa de crecimiento del crédito es positiva, se observa un aumento en los pasivos no tradicionales, lo cual confirma que el coeficiente de pasivos no tradicionales a pasivos tradicionales, totales o en moneda extranjera, es un indicador atinado sobre la evolución del ciclo del crédito. El trabajo también analiza el comportamiento de las variables del balance general de los diferentes tipos de banco en México, y encuentra que en los denominados bancos de inversión es más clara la prociclicidad del apalancamiento y más altos los montos y la volatilidad de los pasivos no tradicionales que en los otros tipos de banco.

Suggested Citation

  • Fanny Warman D., 2015. "Manejo del balance bancario en México," Documentos de Investigación - Research Papers 18, CEMLA.
  • Handle: RePEc:cml:docinv:18
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    References listed on IDEAS

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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    banca; pasivos bancarios; balance bancario; sistema financiero; México;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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