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Un Índice de Estabilidad Bancaria para Perú

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Listed author(s):
  • Espino, Freddy

    (Banco Central de Reserva del Perú)

Abstract

En este trabajo se elabora un Indicador de Estabilidad Bancaria (IEB) para el sistema bancario peruano, con el objetivo de contribuir a la construcción de una medida operativa de “estabilidad financiera”. De esta manera, las autoridades pueden contar con un instrumento adicional para el diseño de políticas dirigidas a preservar la estabilidad financiera. A partir de los balances de los bancos se mide el IEB de cada banco para luego obtener el IEB del sistema bancario. Los resultados están acorde con lo observado, en tanto el IEB del sistema bancario registró una evolución estable durante la crisis financiera internacional 2007 – 2009, choque que fue absorbido adecuadamente por los bancos.

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File URL: http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2012/documento-de-trabajo-15-2012.pdf
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Paper provided by Banco Central de Reserva del Perú in its series Working Papers with number 2012-015.

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Date of creation: Aug 2012
Handle: RePEc:rbp:wpaper:2012-015
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Web page: http://www.bcrp.gob.pe

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