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Enrique Bátiz-Zuk

Banco de México

Senior Research Economist at Directorate of Financial System Risk Analysis

Av. 5 de Mayo No. 6

Col. Centro, Deleg. Cuauhtémoc

Ciudad de México, DF, CDMX 06059

Mexico

SCHOLARLY PAPERS

8

DOWNLOADS

294

TOTAL CITATIONS

0

Ideas:
“  Senior research economist at Banco de México working to provide applied research-based policy advice on financial stability issues. My research focuses on systemic risk, credit risk, bank competition, financial regulation and applied econometrics. I am also a part-time lecturer at Universidad Anáhuac México Sur and in charge of teaching a module for the Interactive Museum of Economics (MIDE, its acronym in Spanish). Pleased to be an Associate Editor of the Latin American Journal of Central Banking, and to collaborate with other international peer-reviewed academic Journals as reviewer. Always open to learning, be it from beginners or leading academic or banking industry experts.  ”

Scholarly Papers (8)

1.

The Effect of Gender Disparities and COVID-19 on the Time to Repay of Microfinance Loans: Evidence from Mexico

Number of pages: 61 Posted: 29 Oct 2022 Last Revised: 08 Nov 2023
Enrique Bátiz-Zuk and Alexa González Holden
Banco de México and Banco de México
Downloads 135 (540,814)

Abstract:

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Credit markets, Microfinance loan, Group lending, Gender, Survival analysis

2.

Revisiting the Link Between Systemic Risk and Competition Based on Network Theory and Interbank Exposures

Banco de México Working Papers N° 2021-26
Number of pages: 94 Posted: 28 Oct 2022
Enrique Bátiz-Zuk and Jose Lara
Banco de México and Northwestern University
Downloads 90 (742,061)

Abstract:

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Bank competition, systemic risk, financial contagion, financial stability, network models

3.

Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019

Enrique Bátiz-Zuk, José Luis Lara-Sánchez, Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008–2019, Research in International Business and Finance, Volume 59, 2022, 101530, ISSN 0275-5319, https://doi.org/10.1016/j.ribaf.2021.1015
Number of pages: 111 Posted: 24 Oct 2022
Enrique Bátiz-Zuk and Jose Lara
Banco de México and Northwestern University
Downloads 69 (883,195)

Abstract:

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competition measures, regulatory impact, financial reforms, banks, bank mergers

4.

Exploring The Sources of Loan Default Clustering Using Survival Analysis With Frailty

Enrique, E. B. Z., Mohamed, A., & Sánchez-Cajal, F. (2021). Exploring the sources of loan default clustering using survival analysis with frailty (No. 2021-14).
Posted: 27 Dec 2022
Enrique Bátiz-Zuk, Abdul Mohamed and Fatima Sanchez
Banco de México, University of Leeds - Faculty of Business and Independent

Abstract:

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Credit risk, Parametric survival analysis, Accelerated Failure Time (AFT) models, Shared frailty models, IFRS 9

5.

Credit Contagion in the Presence of Non-Normal Shocks

International Review of Financial Analysis, Vol. 37, 2015
Posted: 20 Dec 2022
Enrique Bátiz-Zuk, George Christodoulakis and Ser-Huang Poon
Banco de México, Bank of Greece and Alliance Manchester Business School, University of Manchester

Abstract:

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Vasicek–Merton credit loss distribution, Single factor model, Contagion, Basel, Non-Gaussian distributions, Skew-Normal, Skew-Student t

6.

Determinants of loan survival rates for small and medium-sized enterprises: Evidence from an emerging economy

Batiz‐Zuk, E., López‐Gallo, F., Mohamed, A., & Sánchez‐Cajal, F. (2022). Determinants of loan survival rates for small and medium‐sized enterprises: Evidence from an emerging economy. International Journal of Finance & Economics, 27(4), 4741-4755.
Posted: 16 Dec 2022
Enrique Bátiz-Zuk, Abdul Mohamed and Fabrizio Lopez-Gallo
Banco de México, University of Leeds - Faculty of Business and Bank of Mexico

Abstract:

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banking, credit risk, hazard models, macroeconomic variables, survival analysis

7.

Calibrating Limits for Large Interbank Exposures From a System-wide Perspective

Journal of Financial Stability, Vol. 27, 2016
Posted: 11 Dec 2022
Banco de México, Bank of Mexico, Bank of Mexico and Bank of Mexico

Abstract:

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Systemic risk, Financial contagion, Network models, Large exposures, limit Systemically important banks (SIBs)

8.

Structural Credit Loss Distributions under Non-Normality

Batiz-Zuk, E., Christodoulakis, G., & Poon, S. H. (2013). Structural Credit Loss Distributionsunder Non-Normality. The Journal of Fixed Income, 23(1), 56-75.
Posted: 06 Dec 2022
Enrique Bátiz-Zuk, George Christodoulakis and Ser-Huang Poon
Banco de México, Bank of Greece and Alliance Manchester Business School, University of Manchester

Abstract:

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