Market risk management and its impact on the stability of the Peruvian Banking System

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Objective: Determine the level of impact of Market Risk Management in accordance with the risk management standards of the Superintendency of Banking, Insurance (SBS) and AFP on the stability of Peruvian banking companies. Method: The research was non-experimental, it used a transverse design, using...

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Detalles Bibliográficos
Autor: Hidalgo Tupia, Manuel Alberto
Formato: artículo
Fecha de Publicación:2020
Institución:Universidad Nacional Mayor de San Marcos
Repositorio:Revistas - Universidad Nacional Mayor de San Marcos
Lenguaje:español
OAI Identifier:oai:ojs.csi.unmsm:article/19258
Enlace del recurso:https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258
Nivel de acceso:acceso abierto
Materia:Banking
bank risk
market risk
banking supervision
Banca
riesgo bancario
riesgo de mercado
supervisión bancaria
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spelling Market risk management and its impact on the stability of the Peruvian Banking SystemGestión de riesgos de mercado y su impacto en la estabilidad del Sistema Bancario PeruanoHidalgo Tupia, Manuel AlbertoBankingbank riskmarket riskbanking supervisionBancariesgo bancarioriesgo de mercadosupervisión bancariaObjective: Determine the level of impact of Market Risk Management in accordance with the risk management standards of the Superintendency of Banking, Insurance (SBS) and AFP on the stability of Peruvian banking companies. Method: The research was non-experimental, it used a transverse design, using documentary analysis and survey as information gathering tools. Results: They showed a significant relationship between the application of the Market Risk Management System (SGRM) and the stability of the banking system in Peru, showed, differences in the impact of each component of the SGRM. Conclusions: It was determined that the implementation of the SGRM positively influences the stability of the Peruvian Banking System, indicating factors that may affect that influence.Objetivo: Determinar el nivel de impacto de la Gestión del Riesgo de Mercado conforme a las normas de la Superintendencia de Banca, Seguros (SBS) y AFP en la estabilidad de las empresas bancarias peruanas. Método: La investigación fue no experimental, usó un diseño trasversal, utilizando como instrumentos de recolección de información el análisis documental y la encuesta. Resultados: Mostraron una relación significativa entre la aplicación del Sistema de Gestión de Riesgo de Mercado (SGRM) y la estabilidad del sistema bancario del Perú, evidenciando, asimismo, diferencias en el impacto de cada componente del SGRM. Conclusiones: Se determinó que la aplicación del SGRM influye positivamente en la estabilidad del sistema bancario peruano, indicándose factores que pueden afectar dicha influencia.Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables2020-12-28info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdftext/htmlhttps://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/1925810.15381/quipu.v28i58.19258Quipukamayoc; Vol. 28 Núm. 58 (2020); 67-75Quipukamayoc; Vol. 28 No. 58 (2020); 67-751609-81961560-9103reponame:Revistas - Universidad Nacional Mayor de San Marcosinstname:Universidad Nacional Mayor de San Marcosinstacron:UNMSMspahttps://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258/16163https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258/16172Derechos de autor 2020 Manuel Alberto Hidalgo Tupiahttps://creativecommons.org/licenses/by-nc-sa/4.0info:eu-repo/semantics/openAccessoai:ojs.csi.unmsm:article/192582020-12-29T21:23:57Z
dc.title.none.fl_str_mv Market risk management and its impact on the stability of the Peruvian Banking System
Gestión de riesgos de mercado y su impacto en la estabilidad del Sistema Bancario Peruano
title Market risk management and its impact on the stability of the Peruvian Banking System
spellingShingle Market risk management and its impact on the stability of the Peruvian Banking System
Hidalgo Tupia, Manuel Alberto
Banking
bank risk
market risk
banking supervision
Banca
riesgo bancario
riesgo de mercado
supervisión bancaria
title_short Market risk management and its impact on the stability of the Peruvian Banking System
title_full Market risk management and its impact on the stability of the Peruvian Banking System
title_fullStr Market risk management and its impact on the stability of the Peruvian Banking System
title_full_unstemmed Market risk management and its impact on the stability of the Peruvian Banking System
title_sort Market risk management and its impact on the stability of the Peruvian Banking System
dc.creator.none.fl_str_mv Hidalgo Tupia, Manuel Alberto
author Hidalgo Tupia, Manuel Alberto
author_facet Hidalgo Tupia, Manuel Alberto
author_role author
dc.subject.none.fl_str_mv Banking
bank risk
market risk
banking supervision
Banca
riesgo bancario
riesgo de mercado
supervisión bancaria
topic Banking
bank risk
market risk
banking supervision
Banca
riesgo bancario
riesgo de mercado
supervisión bancaria
description Objective: Determine the level of impact of Market Risk Management in accordance with the risk management standards of the Superintendency of Banking, Insurance (SBS) and AFP on the stability of Peruvian banking companies. Method: The research was non-experimental, it used a transverse design, using documentary analysis and survey as information gathering tools. Results: They showed a significant relationship between the application of the Market Risk Management System (SGRM) and the stability of the banking system in Peru, showed, differences in the impact of each component of the SGRM. Conclusions: It was determined that the implementation of the SGRM positively influences the stability of the Peruvian Banking System, indicating factors that may affect that influence.
publishDate 2020
dc.date.none.fl_str_mv 2020-12-28
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258
10.15381/quipu.v28i58.19258
url https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258
identifier_str_mv 10.15381/quipu.v28i58.19258
dc.language.none.fl_str_mv spa
language spa
dc.relation.none.fl_str_mv https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258/16163
https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258/16172
dc.rights.none.fl_str_mv Derechos de autor 2020 Manuel Alberto Hidalgo Tupia
https://creativecommons.org/licenses/by-nc-sa/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Derechos de autor 2020 Manuel Alberto Hidalgo Tupia
https://creativecommons.org/licenses/by-nc-sa/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
text/html
dc.publisher.none.fl_str_mv Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables
publisher.none.fl_str_mv Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables
dc.source.none.fl_str_mv Quipukamayoc; Vol. 28 Núm. 58 (2020); 67-75
Quipukamayoc; Vol. 28 No. 58 (2020); 67-75
1609-8196
1560-9103
reponame:Revistas - Universidad Nacional Mayor de San Marcos
instname:Universidad Nacional Mayor de San Marcos
instacron:UNMSM
instname_str Universidad Nacional Mayor de San Marcos
instacron_str UNMSM
institution UNMSM
reponame_str Revistas - Universidad Nacional Mayor de San Marcos
collection Revistas - Universidad Nacional Mayor de San Marcos
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 13.936249
Market risk management and its impact on the stability of the Peruvian Banking System
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