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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Detalles Bibliográficos
Autor: Hidalgo Tupia, Manuel Alberto
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2020
País:Perú
Institución:Universidad Nacional Mayor de San Marcos
Repositorio:Revistas - Universidad Nacional Mayor de San Marcos
Idioma:español
OAI Identifier:oai:revistasinvestigacion.unmsm.edu.pe:article/19258
Acceso en línea:https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/19258
Access Level:acceso abierto
Palabra clave:Banking
bank risk
market risk
banking supervision
Banca
riesgo bancario
riesgo de mercado
supervisión bancaria
Descripción
Sumario: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.