{"id":33632,"date":"2018-03-09T09:30:51","date_gmt":"2018-03-09T09:30:51","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/medicion-de-riesgos-y-asignacion-de-capital-en-las-entidades-financieras\/"},"modified":"2018-03-09T09:30:51","modified_gmt":"2018-03-09T09:30:51","slug":"medicion-de-riesgos-y-asignacion-de-capital-en-las-entidades-financieras","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/medicion-de-riesgos-y-asignacion-de-capital-en-las-entidades-financieras\/","title":{"rendered":"Medicion de riesgos y asignacion de capital en las entidades financieras."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Natividad Capella Pifarre <\/strong><\/h2>\n<p>Esta tesis tiene como objetivo establecer las mejores t\u00e9cnicas para la estimaci\u00f3n de los riesgos de mercado y cr\u00e9dito de las entidades financieras. El concepto de valor en riesgo y las metodolog\u00edas m\u00e1s frecuentemente utilizadas para su determinaci\u00f3n se describen con cierto detalle y son asimismo objeto de valoraci\u00f3n relativa. Debido a la necesidad de incorporar t\u00e9cnicas a menudo de mayor complejidad, se otorga un tratamiento espec\u00edfico a los instrumentos derivados y a las peculiaridades de los mercados donde se negocian que inciden de forma directa en la estimaci\u00f3n del riesgo. Por \u00faltimo se analiza la evoluci\u00f3n de la normativa de determinaci\u00f3n de recursos propios minimos en cobertura del riesgo asumido por las entidades financieras, lo que constituye un proceso paralelo e ilustra la evoluci\u00f3n de las t\u00e9cnicas de estimaci\u00f3n. En este contexto, se muestran las ventajas de la progresiva adopci\u00f3n del concepto de valor en riesgo y su extensi\u00f3n a m\u00faltiples \u00e1mbitos regulatorios.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Medicion de riesgos y asignacion de capital en las entidades financieras.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Medicion de riesgos y asignacion de capital en las entidades financieras. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Natividad Capella Pifarre <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 22\/12\/1997<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Jaume Gil Aluja<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: montserrat Casanovas ramon <\/li>\n<li>josep Mar\u00eda Fonts boronat (vocal)<\/li>\n<li>ignasi Casanovas parella (vocal)<\/li>\n<li>Emilio Soldevilla Garc\u00eda (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Natividad Capella Pifarre Esta tesis tiene como objetivo establecer las mejores t\u00e9cnicas para la estimaci\u00f3n de los [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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