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Análisis del riesgo sistémico. Propuesta de un modelo predictor de crisis

Análisis del riesgo sistémico. Propuesta de un modelo predictor de crisis

          
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About the Book

Trabajo Universitario del año 2015 en eltema Economía - Finanzas, Idioma: Español, Resumen: En primer lugar, se revisan las críticas de los autores de la escuela austríaca sobre el sistema financiero actual, basado en la creación de gran parte del dinero sin un respaldo de ahorro voluntario. Esta práctica fomenta la aparición de desequilibrios y aumenta la vulnerabilidad del sistema financiero ante determinados shocks. De tal manera que funciona como un muelle que se estira en las fases expansivas y se contrae en las recesivas. Lo que genera enormes costes sociales sobre la economía real, imposibles de eliminar. En segundo lugar, el trabajo repasa los diferentes conceptos existentes del riesgo sistémico en la literatura económica, así como sus características y formas en las que se manifiesta. También se justifica la intervención del sector público, ante la existencia de dos externalidades derivadas del funcionamiento del sistema financiero: las exposiciones comunes y la prociclicidad. Que derivan en costes a terceros por los cuales no son remunerados. En tercer lugar, se describen el amplio conjunto de medidas para poder anticipar desequilibrios en el sistema financiero. Mediante el seguimiento de indicadores de estabilidad financiera, indicadores individuales de cada entidad, evaluación de vínculos sistémicos entre bancos y la identificación de entidades sistémicas. En cuarto lugar, se hace una breve enumeración de los instrumentos existentes en la actualidad para la gestión del riesgo sistémico, como son entre otros los colchones de capital, impuestos, mejoras del gobierno corporativo, disciplina del mercado, sistemas de garantías, mejora de la trasparencia, etc.. En quinto lugar, se analiza el nuevo marco europeo único y armonizado para la gestión de crisis. Donde se ponen a disposición de las autoridades los instrumentos contemplados en la directiva 2013/36/UE de supervisión macroprudencial de entidades de crédito, la directiva 2014/59/UE de resolución


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Product Details
  • ISBN-13: 9783668036666
  • Publisher: Grin Verlag
  • Publisher Imprint: Grin Verlag
  • Height: 210 mm
  • No of Pages: 60
  • Series Title: Spanish
  • Weight: 91 gr
  • ISBN-10: 3668036667
  • Publisher Date: 27 Aug 2015
  • Binding: Paperback
  • Language: Spanish
  • Returnable: N
  • Spine Width: 4 mm
  • Width: 148 mm


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