Advanced Regression class final project, MSc. Data Science ITAM
Throughout history, the Mexican financial system has faced various crises that have led to the search for regulations that promote a healthy system without harming individuals who use banks for investment or savings purposes. For this reason, it is crucial to examine the rules implemented by the National Banking and Securities Commission (CNBV) in each of the banking institutions operating in our country.
Through a Bayesian approach, we analize bank's solvency, specifically in the realm of minorist portfolio, through the modeling of time series of its financial products.