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

Descripción del Articulo

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...

Descripción completa

Detalles Bibliográficos
Autor: Hidalgo Tupia, Manuel Alberto
Formato: artículo
Fecha de Publicación:2020
Institución:Universidad Nacional Mayor de San Marcos
Repositorio:Revista UNMSM - Quipukamayoc
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
id 1609-8196_1841cb7c15f8070999da2e81df8c4caf
oai_identifier_str oai:ojs.csi.unmsm:article/19258
network_acronym_str 1609-8196
repository_id_str .
network_name_str Revista UNMSM - Quipukamayoc
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 No 58 (2020); 67-75Quipukamayoc; Vol. 28 Núm. 58 (2020); 67-751609-81961560-9103reponame:Revista UNMSM - Quipukamayocinstname: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 Tupiahttp://creativecommons.org/licenses/by-nc-sa/4.0info:eu-repo/semantics/openAccess2021-06-01T17:32:24Zmail@mail.com -
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
dc.description.none.fl_txt_mv 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.
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.
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
http://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
http://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 No 58 (2020); 67-75
Quipukamayoc; Vol. 28 Núm. 58 (2020); 67-75
1609-8196
1560-9103
reponame:Revista UNMSM - Quipukamayoc
instname:Universidad Nacional Mayor de San Marcos
instacron:UNMSM
reponame_str Revista UNMSM - Quipukamayoc
collection Revista UNMSM - Quipukamayoc
instname_str Universidad Nacional Mayor de San Marcos
instacron_str UNMSM
institution UNMSM
repository.name.fl_str_mv -
repository.mail.fl_str_mv mail@mail.com
_version_ 1701386685902749697
score 13.887938
Market risk management and its impact on the stability of the Peruvian Banking System
Nota importante:
La información contenida en este registro es de entera responsabilidad de la institución que gestiona el repositorio institucional donde esta contenido este documento o set de datos. El CONCYTEC no se hace responsable por los contenidos (publicaciones y/o datos) accesibles a través del Repositorio Nacional Digital de Ciencia, Tecnología e Innovación de Acceso Abierto (ALICIA).

Ejemplares Similares