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Diseño de pruebas de estrés para instituciones financieras en mercados volátiles

Author

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  • Miguel Delfiner
  • Alejandro Patrone

Abstract

En este documento se analizan las principales dificultades en el diseño e implementación de las pruebas de estrés que desarrollan internamente las instituciones financieras para evaluar potenciales debilidades y suficiencia de capital en el contexto de mercados con alta volatilidad en sus variables macroeconómicas y con cambios frecuentes en el entorno de negocios en el cual operan. Se presta particular atención a su aplicación para entidades pequeñas y se exploran posibles alternativas que surgen de la experiencia adquirida en base a la literatura y el intercambio de experiencias entre expertos en la materia.

Suggested Citation

  • Miguel Delfiner & Alejandro Patrone, 2017. "Diseño de pruebas de estrés para instituciones financieras en mercados volátiles," CEMA Working Papers: Serie Documentos de Trabajo. 608, Universidad del CEMA.
    • Handle: RePEc:cem:doctra:608
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