Abstract
Taking into account the international relevance of the topic, the aim of this paper is to analyze a case of banking crisis, according to the financial information available from 1991 to 1996. It was in that period when Mexico was involved in a financial crisis. The final aim of this paper is to develop prediction models that show us the real situation of any financial entity when these models are applied on them. The results show that these prediction models developed have the ability of predicting.