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

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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Bibliographic Details
Author: Hidalgo Tupia, Manuel Alberto
Format: article
Status:Published version
Publication Date:2020
Country:Perú
Institution:Universidad Nacional Mayor de San Marcos
Repository:Revistas - Universidad Nacional Mayor de San Marcos
Language:Spanish
OAI Identifier:oai:revistasinvestigacion.unmsm.edu.pe:article/19258
Online Access:https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258
Access Level:Open access
Keyword:Banking
bank risk
market risk
banking supervision
Banca
riesgo bancario
riesgo de mercado
supervisión bancaria
Description
Summary: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.