Identificación del Riesgo Sistémico en la Banca Múltiple
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Identificación del Riesgo Sistémico en la Banca Múltiple

Identificación del Riesgo Sistémico en la Banca Múltiple


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About the Book

En la "Identificación del Riesgo Sistémico en la Banca Múltiple: Un Enfoque de Redes Bipartitas", la autora presenta un exhaustivo análisis del riesgo sistémico en el Sistema Financiero de República Dominicana, revelando un modelo innovador basado en un enfoque de redes bancarias bipartitas y pruebas de estrés. Enfocado en la prevención de crisis financieras, el estudio utiliza la cartera de crédito de los bancos múltiples (o comerciales) como variable clave, debido a que, representa la principal fuente de ingresos y ganancias de la mayoría de los bancos, lo que puede proporcionar información valiosa sobre la interconexión de los bancos y su riesgo sistémico, lo que puede ser útil para predecir futuras crisis financieras y diseñar políticas regulatorias adecuadas.

Este modelo emerge como una herramienta esencial para las autoridades reguladoras y supervisoras en cuanto a la identificación de entidades con alto riesgo de interconexión mediante la construcción de una red bancaria bipartita compuesta por dos tipos de nodos, (i) los bancos múltiples y (ii) la cartera de crédito -segmentada por sector económico-, para medir la causalidad entre los nodos de la red usando la matriz de incidencia. La simulación de choques a los distintos sectores económicos a los que va dirigido el crédito ofrecen a los responsables de tomas de decisiones una visión clara de cómo los eventos climáticos, fenómenos atmosféricos, entre otros., afectan el turismo, el sector agropecuario, entre otros sectores de la económia dominicana transfiriendose al sistema financiero.


Este libro proporciona una guía valiosa para la planificación estratégica, la formulación de políticas y la toma de medidas informadas. Descubre como la combinación de análisis de redes bipartitas y pruebas de estrés de impacto directo al capital de los bancos ofrece una comprensión completa del riesgo sistémico. Esta herramienta es útil para la evaluación y monitoreo de la estabilidad financiera.



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Product Details
  • ISBN-13: 9789999315128
  • Publisher: Eliva Press
  • Binding: Paperback
  • Language: Spanish
  • Returnable: Y
  • Weight: 118 gr
  • ISBN-10: 9999315127
  • Publisher Date: 05 Feb 2024
  • Height: 229 mm
  • No of Pages: 42
  • Spine Width: 2 mm
  • Width: 152 mm


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