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Riesgo de contagio en el sistema financiero boliviano – Análisis a través de redes de pagos interbancarios y del financiamiento de operaciones de crédito a empresas

Author

Listed:
  • Jonnathan R. Cáceres Santos

    (Banco Central de Bolivia)

Abstract

El objetivo de este documento de trabajo, es proponer un modelo de contagio financiero que incorpore la red de conexiones entre bancos - empresas y bancos - bancos para el caso del sistema financiero boliviano. Los resultados hallados con información a agosto de 2016, permitieron evidenciar que los bancos del sistema financiero boliviano contaban con suficientes resguardos de capital primario (Tier 1) para absorber las pérdidas no esperadas. En el escenario de tensión, los resultados mostraron que la caída de la entidad bancaria más interconectada hubiese producido efectos de tercera vuelta y un contagio financiero que alcanzaría a tres bancos, y una pérdida global de 31,9% del capital primario. El modelo propuesto permite obtener información relevante para aproximar la importancia sistémica de grupos de empresas y bancos. De igual forma, se constituye en una herramienta de seguimiento para el diseño de políticas macroprudenciales que permitan preservar la estabilidad financiera.

Suggested Citation

  • Jonnathan R. Cáceres Santos, 2017. "Riesgo de contagio en el sistema financiero boliviano – Análisis a través de redes de pagos interbancarios y del financiamiento de operaciones de crédito a empresas," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 27(2), pages 91-118, July - De.
    • Handle: RePEc:blv:journl:v:27:y:2017:i:1:p:91-118
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    More about this item

    Keywords

    Riesgo sistémico; sistema de pagos; topología de redes; contagio financiero;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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