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Diseño de pruebas de estrés para instituciones financieras en mercados volátiles

Listed author(s):
  • Miguel Delfiner
  • Alejandro Patrone
Registered author(s):

    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.

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    Paper provided by Universidad del CEMA in its series CEMA Working Papers: Serie Documentos de Trabajo. with number 608.

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    Length: 44 pages
    Date of creation: Apr 2017
    Handle: RePEc:cem:doctra:608
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