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Análisis de la metodología Enterprise Risk Management (ERM) y su aplicación para la optimización de la relación riesgo/retorno en la administración de las reservas internacionales

Author

Listed:
  • Varinia Tindal
  • Denise Salazar

    (Banco Central de Bolivia)

Abstract

Enterprise Risk Management (ERM) es una metodología de gestión de riesgos que permite identificar riesgos y oportunidades para optimizar la creación de valor desde un punto de vista integral. El presente trabajo realiza una comparación entre la gestión de riesgos tradicional y el ERM, describe los fundamentos en los que se basa esta metodología y se hace una revisión de las capacidades, principios y componentes que se requieren para la aplicación del ERM. Finalmente, se realiza un análisis de la implementación de esta metodología en la administración de las reservas internacionales del Banco Central de Bolivia (BCB) y una revisión de los límites de riesgo.

Suggested Citation

  • Varinia Tindal & Denise Salazar, 2018. "Análisis de la metodología Enterprise Risk Management (ERM) y su aplicación para la optimización de la relación riesgo/retorno en la administración de las reservas internacionales," Notas Técnicas 14, Banco Central de Bolivia.
    • Handle: RePEc:blv:nottec:14
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    More about this item

    Keywords

    Bolivia; ERM; reservas internacionales; gestión de riesgo;
    All these keywords.

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