Vol. 20 No. 42 (2025)

Artículos

Risk index for contract for difference trading platforms in Mexico

Published 2025-07-28

  • Alonso Islas Barraza
    • ,
  • Tomás Gómez Rodríguez
    • ,
  • Adriana Zambrano Reyes

Alonso Islas Barraza
Autonomous University of Hidalgo State image/svg+xml

Tomás Gómez Rodríguez
Autonomous University of Hidalgo State image/svg+xml

Adriana Zambrano Reyes
Autonomous University of Hidalgo State image/svg+xml

Abstract

Objective: to develop a composite index quantifying risk in platforms offering Contracts for Difference (CFD) and evaluate its correlation with popularity metrics in the Mexican market.

Methodology: the index was constructed using equal weighting and additive aggregation, with its relationship to popularity assessed via Spearman’s rank correlation coefficient (ρ).

Limitations: the scarcity of comprehensive public data limits the scope of analysis, though the methodology employed enables identification of significant patterns with the available sample.

Originality: this study presents the first methodological framework for buil- ding a risk index specific to CFD platforms in Mexico, addressing a critical gap in OTC derivatives literature for emerging economies.

Conclusions: results reveal a statistically significant negative correlation be- tween popularity rankings and risk index scores, indicating that Mexico’s most popular CFD platforms tend to exhibit higher operational risk levels.

Keywords

contracts for difference, risk index

PDF (Spanish)

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