Resumo

TREJO GARCIA, José Carlos; MARTINEZ GARCIA, Miguel Ángel  e  CARRILLO GARCIA, Mayra Daniela. Financial Companies Regulated of Multiple Purpose in Mexico; an Alternative Model to Manage the Probability of Default of Revolving Loans. Investig. adm. [online]. 2016, vol.45, n.117. ISSN 2448-7678.

This research suggests a particular probability of default model to Microfinances Regulated in Mexico (SOFOM ER), based on the use of own mixed variables (continuous and dichotomous) according to the credit behavior and the optimization by maximum likelihood. Financial indicators such as savings, assets and profits were used nationwide to reaffirm an implementation of new and more profitable model in the sector of Mexico, indicating a yield of about 4% with the optimized credit model. Within the limitations of the research lies the lack of robust information and free consultation, due to bank secrecy in Mexico.

Palavras-chave : econometric methods; estimation models; optimization techniques; banks and credit.

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