Causas económicas de morosidad en la cartera hipotecaria titulizada en México
DOI:
https://doi.org/10.24275/uam/azc/dcsh/ae/2020v35n89/MossoPalabras clave:
morosidad, cartera de hipotecas bursatilizadas, riesgo sistemático, riesgo macroeconómicoResumen
Este artículo muestra el análisis efectuado para determinar cuáles factores de riesgo macroeconómico afectan a la morosidad de la cartera hipotecaria titulizada en México. Se construyeron factores hipotéticos de riesgo con base en la revisión de literatura pertinente y el análisis de componentes principales de un conjunto de variables económicas. Mediante herramientas econométricas se analizaron las relaciones entre la morosidad y los factores de riesgos hipotéticos, así como entre aquella y las variables económicas. La evidencia muestra que la apertura económica y las condiciones internacionales del mercado monetario son factores de riesgo que pueden afectar a la morosidad. Se encontró también evidencia de que las variables postuladas son relevantes para explicar la morosidad de la cartera estudiada.
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