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Pruebas de tensión de liquidez para el sistema financiero boliviano

Author

Listed:
  • Rolando Olmos Alcalá

    (Banco Central de Bolivia)

  • Sergio Palma Cuenca

    (Banco Central de Bolivia)

Abstract

Las pruebas de tensión para el riesgo de liquidez permiten evaluar la capacidad de las entidades individuales y del sistema en su conjunto para soportar shocks extremos pero factibles y se constituyen en un medio para explorar las debilidades en el sistema y la efectividad de las ventanillas a las que actualmente tienen acceso para cubrir sus necesidades de liquidez. De esta manera, pueden ayudar a las autoridades a identificar las acciones prioritarias para mitigar el riesgo de liquidez. En el presente documento se realizan pruebas de tensión para el caso boliviano a través del diseño de dos escenarios adversos en función a la experiencia pasada de salidas de depósitos y se contrastan los resultados con la realización de una prueba de tensión reversa. Los resultados destacan la resistencia del sistema financiero ante los shocks de liquidez planteados, especialmente en las entidades bancarias debido a su mayor proporción de activos financieros admitidos a través de las ventanillas de liquidez del Banco Central de Bolivia (BCB).

Suggested Citation

  • Rolando Olmos Alcalá & Sergio Palma Cuenca, 2015. "Pruebas de tensión de liquidez para el sistema financiero boliviano," Serie de Documentos de Trabajo 2015/02, Banco Central de Bolivia.
    • Handle: RePEc:blv:doctra:2015/02
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    File URL: https://www.bcb.gob.bo/webdocs/publicacionesbcb/2017/03/11/21%20-%20Pruebas%20de%20tensi%C3%B3n.pdf
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    File URL: https://www.bcb.gob.bo/?q=pub_documentos-trabajo
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    More about this item

    Keywords

    Estabilidad financiera; pruebas de tensión; riesgo de liquidez;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • G01 - Financial Economics - - General - - - Financial Crises
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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