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Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros

Author

Listed:
  • Carlos Pérez Montes

    (Banco de España)

  • Alejandro Ferrer

    (Banco de España)

  • Laura Álvarez Román

    (Banco de España)

  • Henrique Basso

    (Banco de España)

  • Beatriz González López

    (Banco de España)

  • Gabriel Jiménez

    (Banco de España)

  • Pedro Javier Martínez-Valero

    (Banco de España)

  • Sergio Mayordomo

    (Banco de España)

  • Álvaro Menéndez Pujadas

    (Banco de España)

  • Lola Morales

    (Banco de España)

  • Myroslav Pidkuyko

    (Banco de España)

  • Ángel Valentín

    (Banco de España)

Abstract

El Banco de España utiliza distintos modelos de carácter microeconómico, mayoritariamente de naturaleza empírica, para sustentar su toma de decisiones en relación con el análisis de los riesgos económicos y financieros y del asesoramiento de la política económica. Esta familia de modelos, que complementan a los de corte macroeconómico, busca identificar el impacto potencialmente heterogéneo sobre distintos grupos de agentes de determinados escenarios económico-financieros o de políticas públicas. Este análisis se extiende a múltiples áreas: estudio del comportamiento de hogares y empresas no financieras, calificación crediticia interna de empresas, estudio de la demanda y oferta de crédito bancario, realización de pruebas de resistencia bancarias top-down, proceso de revisión y evaluación supervisora (PRES) y estudio de los intermediarios financieros no bancarios. El documento muestra la aplicación de estos modelos en el análisis de dos eventos de crisis recientes: los inicios de la pandemia de COVID-19 y de la invasión rusa de Ucrania, ilustrando su utilidad práctica y la necesidad de un desarrollo y adaptación continua de los mismos.

Suggested Citation

  • Carlos Pérez Montes & Alejandro Ferrer & Laura Álvarez Román & Henrique Basso & Beatriz González López & Gabriel Jiménez & Pedro Javier Martínez-Valero & Sergio Mayordomo & Álvaro Menéndez Pujadas & L, 2023. "Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros," Occasional Papers 2313, Banco de España.
    • Handle: RePEc:bde:opaper:2313
    DOI: https://doi.org/10.53479/30734
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    File URL: https://www.bde.es/f/webbe/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosOcasionales/23/Fich/do2313.pdf
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    More about this item

    Keywords

    microeconomía; microeconometría; sector privado no financiero; bancos; otros intermediarios financieros; riesgos; impacto;
    All these keywords.

    JEL classification:

    • D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
    • D22 - Microeconomics - - Production and Organizations - - - Firm Behavior: Empirical Analysis
    • D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
    • 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
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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