Buenas prácticas en la gestión del riesgo de liquidez para la creación de valor financiero en el sector bancario
No hay miniatura disponible
Fecha
2021-12-03
Título de la revista
ISSN de la revista
Título del volumen
Editor
Pontificia Universidad Católica del Perú
DOI
Resumen
Desde la implementación del Comité de Basilea III, el enfoque en la gestión del
riesgo de liquidez en los bancos, ha tenido un crecimiento rápido a causa de la crisis
financiera internacional del 2008. La Superintendencia de Banca, Seguros y AFP – SBS
(2018) con relación a este tema señaló “se evidenció la necesidad de fortalecer la
regulación, supervisión y gestión de riesgos del sector bancario, el Comité de Basilea inició
en el 2009 la reforma de Basilea II, actualmente llamada Basilea III”. (p.1)
La presente investigación tiene el propósito de determinar la relación entre las
buenas prácticas en la gestión del riesgo de liquidez y la creación de valor financiero en el
sector bancario peruano. Con este fin, se ha seleccionado una muestra de los cuatro
principales bancos del país: Banco de Crédito, Banco Interbank, Banco Scotiabank y Banco
Continental. Los cuales ostentan el 83% de participación según los activos totales del
mercado.
Para la ejecución de esta investigación, se han elaborado instrumentos consistentes
en cuestionarios para las entrevistas a los ejecutivos que tienen a cargo la gestión de
riesgos, esto a su vez, fue fundamentado con las teorías de la literatura investigada
identificando las buenas prácticas en la gestión del riesgo de liquidez y el impacto positivo
de Basilea III.
Due to the implementation of the Basel III Committee, the focus on liquidity risk management in banks has grown disproportionately since, due to the 2008 international financial crisis for the SBS (2018), “the need to strengthen the regulation, supervision and risk management of the banking sector, the Basel Committee initiated in 2009 the reform of Basel II, currently called Basel III”. The purpose of this research is to determine the relationship between good practices in liquidity risk management and the creation of financial value in the Peruvian banking sector. In order to do so, a sample of the four main banks in the country has been selected: Banco de Credito, Banco Interbank, Banco Scotiabank and Banco Continental. It is important to mention that these banks contain 83% of participation according to the total assets of the company. In this study, surveys with a qualitative approach were developed, through interviews with executives who have a management burden, this in turn, was compared with the conclusions of the investigated literature. Identifying good practices in liquidity risk management and the positive impact of Basel III on this indicator.
Due to the implementation of the Basel III Committee, the focus on liquidity risk management in banks has grown disproportionately since, due to the 2008 international financial crisis for the SBS (2018), “the need to strengthen the regulation, supervision and risk management of the banking sector, the Basel Committee initiated in 2009 the reform of Basel II, currently called Basel III”. The purpose of this research is to determine the relationship between good practices in liquidity risk management and the creation of financial value in the Peruvian banking sector. In order to do so, a sample of the four main banks in the country has been selected: Banco de Credito, Banco Interbank, Banco Scotiabank and Banco Continental. It is important to mention that these banks contain 83% of participation according to the total assets of the company. In this study, surveys with a qualitative approach were developed, through interviews with executives who have a management burden, this in turn, was compared with the conclusions of the investigated literature. Identifying good practices in liquidity risk management and the positive impact of Basel III on this indicator.
Descripción
Palabras clave
Bancos--Liquidez (Economía)--Perú, Bancos y banca--Perú, Sector financiero--Perú, Administración de riesgos