Análisis factorial del mercado bancario mexicano, a un año de la integración del banco Chino más grande el mundo.

David Ronquillo Rodríguez

Resumen


México tiene un reto importante en la competitividad bancaria ya que el mercado mexicano tienen

un alto potencial de crecimiento pero que solo ha sido aprovechado por aquellas instituciones

bancarias extranjeras, ya que los bancos dominantes del mercado no son los bancos mexicanos,

además el 7 de noviembre del 2014 la Comisión Nacional Bancaria y de Valores (CNBV) autorizó

la organización y operación en el país del “Industrial and Commercial Bank of China” (ICBC

México), el cual es el banco más grande de Asia y del mundo en materia de activos con presencia

en el continente asiático, en Europa, Oceanía, y en América opera en Estados Unidos, Canadá,

Argentina, Perú, Brasil y ahora en México. Se utilizará la herramienta de estadistica multivariable

de análisis factorial para determinar aquellos factores financieros que contribuyen a los ingresos

de los bancos.


Palabras clave


Rentabilidad; Banco; Análisis factorial.

Texto completo:

PDF

Referencias


Alalaya, M., y Al Khattab S. A. (2015). A Case Study in Business Market: Banks´ Profitability: Evidence from Jordanian Commercial Banks (2002-2015). International Journal of Business Management

and Economic Research, 6(4), 2015.

Amel, D. F., y Liang J. N. (1997). Determinants of entry and profits in local banking markets. Review of Industrial Organization, 12(1), 59-78.

Bandyopadhyay, A. (2008). Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio. The Icfai University. Journal of Financial Risk Management, 5(4).

Berger, A. N., Demirgüç-Kunt, A., Levine, R., y Haubrich, J. G. (2003). Bank Concentration and competition: An Evolution in the Making. Federal Reserve Board, the World Bank.

Besanko, D., y Thakor, A. (1992). Banking Deregulation: Allocational Consequences of Relaxing Entry Barriers. Journal of Banking and Finance, 16(5), 909-932.

Claessens, S., y Laeven, L. (2004). What Drives Bank Competition? Some International Evidence, Journal of Money. Credit and Banking, 36(3), 563-586.

Cohen, A. M., y Mazzeo M. (2007). Investment strategies and market structure: An empirical analysis of bank branching decisions. Unpublished paper. Northwestern University.

Cull, R., Demirgüç-Kunt A., y Morduch, J. (2013). Banks and Microbanks. New York: Springer Science+Business Media.

Dash, M, y Pathak, R. (2011). A Linear Programming Model for Assessing Asset-Liability Management in Banks. The IUP Journal of Financial Risk Management, 8(1).

De la Fuente, S. (2011). Análisis Factorial. España: Facultad de Ciencias Económicas y Empresariales. Universidad Autónoma de Madrid.

Dick, A. A. (2007). Market size, service quality and competition in banking. Journal of Money. Credit and Banking, 39(1), 48-81.

Fee, C. E., Pierce, J. R., Seo, H., y Yan, S. (2013). Bank Debt, Flexibility, and the Use of Proceeds from Asset Sales. New York: Springer Science+Business Media.

Giandomenico, R. (2011). Asset Liability Management for Banks. IUP Journal of Bank Management, 10(4).

Goddard J. M., y Wilson P., (2004). The profitability of European banks: a cross-sectional and dynamic panel analysis. Manch Sch, 72(3), 363–381.

Grosen, A., Jessen, P., y Kokholm, T. (2014). An asset protection scheme for banks exposed to troubled loan portfolios. LLC.,Journal of Economics & Finance.

Hancock, D. (1985). Bank Profitability, Interest Rates, and Monetary Policy. Journal of Money, Credit, and Banking, 17(2).

Holmström, B., y Tirole, J., (1997). Financial Intermediation, Loanable Funds, and the Real Sector. Quarterly Journal of Economics 112 (3), 663–92.

ICTEM (2010). Índice de Competitividad Turística de los Estados Mexicanos. México: Tecnológico de Monterrey.

IMCO-EGAP (2006). Preparando a las entidades federativas para la competitividad. México: Tecnológico de Monterrey.

Iori, G., Kapar, B., y Olmo, J. (2015). Bank characteristics and the interbank money market: a distributional approach. Gruyter Stud. Nonlinear Dyn. E, 19(3).

Jain, A., y Lawrence, E. R. (2014). Asset quality comparison of subchapter s banks and credit unions. The International Journal of Finance, 26(3).

Juárez, E., (17 junio 2015). Agrava la desigualdad de los ingresos, Crédito bancario excesivo puede obstaculizar crecimiento: OCDE Los riesgos están en la asignación de capital para financiar

inversiones poco viables. Recuperado de https://www.eleconomista.com.mx/

Kaiser, H. F. (1974). An index of factorial simplicity. Psychometrika, 39(1), 31–36.

Keeton, W. (2000). Are mergers responsible for the surge in new bank charters? Economic Review Federal Reserve Bank of Kansas City, 85(1), 21.

Kennedy, P. (1985). A Guide to Econometrics. Cambridge: The MIT Press.

Kishore J. N., y Choudhary, N.K. (2011). Credit Risk Management of Loan Portfolios by Indian Banks: Some Empirical Evidence. The IUP Journal of Bank Management, 10(2).

Lee, C. C., y Hsieh, M. F. (2012). Beyond Bank Competition and Profitability: Can Moral Hazard Tell Us More? Springer Science+Business Media.

Levine, R. (1997), Financial Development and Economic Growth: Views and Agenda. Journal of Economic Literature, 35(2), 688- 726.

Lingelbac, D., (2013). Alfa Bank: Debt Restructuring in an Era of Financial Crises. University of Baltimore. Journal of Financial Education.

Madura, J., y Zarruk, E.R., (1992). Information Effects of Loan Portfolio Quality on Bank Value. Quarterly Journal of Business and Economics, 31(3), 38-51.

Mahesh H. P., y Meenakshi R. (2006). Liberlisation and productive efficiency of Indian commercial banks: A Stochastic frontier analysis, MPRA. working paper No.827.

Martínez, M. E., Guillermo, S. B., Rappo, S. E., Sánchez, G., Campos, G., Angoa, I., Rivera, J. J., González, R., Rodríguez, F., Ortigoza, R., Cuahutle, Y., Sánchez, L., Zavala, P., Sánchez, J. A., Aguilar, M. A., Sánchez, A., Vargas, A., Vargas, N., y Pérez, P. (2010). Indicadores de Competitividad: Una propuesta para su integración en el Municipio de Puebla. México: Benemérita Universidad Autónoma de Puebla.

Mascareñas, J. (2008). El riesgo de interés. España: Universidad Complutense de Madrid.

Mileris, R. (2015). The Impact of Economic Downturn on Banks’ Loan Portfolio Profitability. Inzinerine Ekonomika-Engineering Economics, Kaunas University of Technology, Kaunas, Lithuania,

(1), 12–22.

Monea, M. (2011). Analysis of incomes, expenses and profitability in banks. Annals of the University of Petroşani. Economics, 11(4).

Ozili, P. K. (2015). Credit smoothing and determinants of loan loss reserves evidence from Europe, Us, Asia and Africa. Journal of Business, Economics & Finance, 4(2), 302- 315.

Priya P., y Rajendran G., (2009). Financial strength as a performance indicator for competitiveness. Pranjana, 12(1).

Rajan, R., y Zingales, L. (1995). What do we know about capital structure? Some evidence from international data. Journal of Finance, 50(5), 1421- 1460.

Schich, S., y Lindh, S., (2012). Implicit guarantees for bank debt: Where do we stand? OECD Journal of Financial Market Trends, 2012(1), 45-63.

Shanmugam K. R., y Das A. (2004). Efficiency of Indian commercial banks during the reform period. Applied Financial Economics, 14(9), 681- 686.

Stowe, J. D., Watson, C. J., y Robertson, T. D. (1980) Relationships between the Two Sides of the Balance Sheet: A Canonical Correlation Analysis. The Journal of Finance, 35(4), 973- 980.

Suganthi J., y Santhi Y. (2010). A study on operational efficiency and profitability of banks. Global Management Review, 51(11).

Trenca I., Zapodeanu D., y Cociuba M. (2011). Assets and liabilities dependence: evidence from an european sample of banks. Annals of the University of Oradea, 279.

Walker, D. A., (1972). A recursive programming approach to bank asset management. Journal of Financial and Quantitative Analysis, 7(5), 2055- 2075.


Enlaces refback

  • No hay ningún enlace refback.


Copyright (c) 2018 David Ronquillo Rodríguez

Licencia de Creative Commons
Este obra está bajo una licencia de Creative Commons Reconocimiento-NoComercial 4.0 Internacional.