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

Revista:
Anales de ASEPUMA

ISSN: 2171-892X

Año de publicación: 2011

Número: 19

Tipo: Artículo

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Otras publicaciones en: Anales de ASEPUMA

Resumen

En los últimos años hemos asistido a un incremento sin precedentes del número de episodios de crisis financieras, tanto en economías desarrolladas como en desarrollo. La utilización de pruebas de estrés permite a los responsables de toma de decisiones tener una visión amplia del grado de resistencia del sistema financiero y de la eficacia de posibles medidas a adoptar en distintos escenarios de crisis. En este trabajo se realiza una aproximación a las principales técnicas empleadas en las pruebas de estrés, prestando especial atención a las de carácter cuantitativo, a partir de una revisión de la literatura sobre este tema, pudiendo apreciarse la gran variedad existente. El hecho de que ninguna de ellas sobresalga de manera especial, ni por su uso ni por la eficacia de sus resultados, deja abiertas las puertas a futuras investigaciones en este campo.

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