Una aproximación a las técnicas cuantitativas en las pruebas de estrés a la banca

  1. Llorent Jurado, J. 1
  2. Melgar Hiraldo, M.C 1
  3. Ordaz Sanz, J.A. 1
  1. 1 Universidad Pablo de Olavide
    info

    Universidad Pablo de Olavide

    Sevilla, España

    ROR https://ror.org/02z749649

Journal:
Anales de ASEPUMA

ISSN: 2171-892X

Year of publication: 2011

Issue: 19

Type: Article

More publications in: Anales de ASEPUMA

Abstract

During the last years we have witnessed an unprecedented increase in the number of episodes of financial crisis, both in developed and developing economies. The use of stress-testing exercises allows policy makers to gain a broader vision of the degree of resilience of the financial system, and of the effectiveness of potential arrangements as well, with regard to crisis scenarios. After having reviewed the current literature on this topic, in this paper we address a range of the main stress-testing techniques, focusing specially on quantitative techniques. None of them appears as a unique solution. For this reason, this field is open to further researches.

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