Impact of the dotcom, Subprime, European, and COVID-19 crises in Banking Delinquency: Mexico
Impacto de las crisis dot-com, Subprime, europea y la COVID-19 en la morosidad bancaria: México;
Impacto das crises dot-com, Subprime, Europeia e COVID-19 na inadimplência bancária: México
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Date
2023-03-23Author
Morales Castro, José Antonio
Espinosa Jiménez, Patricia Margarita
Enríquez Guadarrama, Graciela
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Abstract
This paper analyzes the impact of the dot-com, Subprime, European, and COVID-19 crises on the delinquency rates of the seven largest banks in Mexico. To meet this objective, the delinquency rates of the seven banks in each of the crises were calculated; and by means of multiple least squares regressions with dummy variables representing each of the crises and with the loan portfolio size variable, their impact on delinquency was measured. The results showed that the dot-com crisis increased delinquency to a greater extent, the Subprime and European crises had a lesser impact, and the COVID-19 crisis modified delinquency rates to a lesser extent. The size of bank loan portfolios has increased steadily between 2000 and 2022, showing a variable relationship with the NPL ratio. In addition, it was observed that according to the values of the coefficients of the regressions, each of the crises has a different impact on each bank. En este artículo se analiza el impacto que tienen las crisis dot-com, Subprime, europea y de laCOVID-19 en los índices de morosidad de los siete bancos más grandes de México. Para cumplir con este objetivo, se calcularon los índices de morosidad de los siete bancos en cada una de las crisis; y mediante regresiones múltiples por mínimos cuadrados con variables dummy que representan cada una de las crisis y con la variable tamaño de la cartera de créditos se midió su impacto en la morosidad. En los resultados se observó que la crisis dot-com aumentó en mayor magnitud la morosidad, las crisis Subprime y europea tuvieron menor impacto, y la crisis de la COVID-19 modificó en menor medida los índices de morosidad. El tamaño de las carteras de créditos bancarias ha aumentado constantemente entre 2000 y 2022, mostrando una relación variable con el índice de morosidad. Además, se observó que conforme a los valores de los coeficientes de las regresiones cada una de las crisis impacta de manera diferenciada a cada banco. Este documento analisa o impacto das crises dot-com, Subprime, Europeia e Covid-19 nos rácios NPL dos sete maiores bancos do México. Para cumprir este objetivo, foram calculadas as taxas de inadimplência dos sete bancos em cada uma das crises, e seu impacto na inadimplência foi medido utilizando múltiplas regressões de mínimos quadrados com variáveis dummy representando cada uma das crises e com a variável tamanho da carteira de empréstimos. Os resultados mostram que a crise dot-com aumentou a inadimplência em maior medida, as crises Subprime e europeia tiveram um impacto menor, e a crise Covid-19 modificou as taxas de inadimplência em menor medida. A dimensão das carteiras de empréstimos bancários aumentou constantemente entre 2000 e 2022, mostrando uma relação variável com o rácio NPL. Além disso, observou-se que, de acordo com os valores dos coeficientes das regressões, cada uma das crises tem um impacto diferente em cada banco.
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