{"id":42499,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/cuantificacion-del-riesgo-de-cambio-en-las-entidades-bancarias-espanolas-un-enfoque-de-supervision\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"cuantificacion-del-riesgo-de-cambio-en-las-entidades-bancarias-espanolas-un-enfoque-de-supervision","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/cuantificacion-del-riesgo-de-cambio-en-las-entidades-bancarias-espanolas-un-enfoque-de-supervision\/","title":{"rendered":"Cuantificacion del riesgo de cambio en las entidades bancarias espa\u00f1olas. un enfoque de supervision."},"content":{"rendered":"<h2>Tesis doctoral de <strong> David Cabedo Semper <\/strong><\/h2>\n<p>En la tesis doctoral se estuidan los principales modelos, recogidos en la literatura, que pueden utilizar las entidades bancarias a la hora de cuantificar los recursos necesarios por su exposici\u00f3n frente al riesgo de cambio. Dichos modelos, que de acuerdo con las recomendaciones del comit\u00e9 de supervisi\u00f3n bancaria de basilea deben basarse en el valor en riesgo, se analizan mediante una serie de indicadores dise\u00f1ados para evaluar los distintos grados de eficacia y eficiencia. Los resultados de estos indicadores de comparan mediante la utilzaci\u00f3n de t\u00e9cnicas estad\u00edsticas, mediante las cuales se determinan aquellos modelos entre los que existen diferencias significativas.  adicionalmente, en la investigaci\u00f3n se proponen dos nuevas metodolog\u00edas utilizables por las entidades bancarias para calcular la mencionada cifra de recursos. La primera de ellas combina el c\u00e1lculo factorial con los modelos autorregresivos condicionados heteroced\u00e1sticos, mientras que la segunda se basa en la correcci\u00f3n del error de predicci\u00f3n cometido con un modelo autorregresivo estimado.  estas aportaciones son directamente aplicables a otras categor\u00edas del riesgo de mercado, tales como el riesgo de inter\u00e9s y el de variaci\u00f3n en el precio de las acciones.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Cuantificacion del riesgo de cambio en las entidades bancarias espa\u00f1olas. un enfoque de supervision.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Cuantificacion del riesgo de cambio en las entidades bancarias espa\u00f1olas. un enfoque de supervision. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 David Cabedo Semper <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Jaume i de castell\u00f3n<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1999<\/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>Ismael Moya Clemente<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: matilde Fernandez blanco <\/li>\n<li>Juan  Manuel Mascare\u00f1as perez i\u00f1igo (vocal)<\/li>\n<li>arturo Rodr\u00edguez castellanos (vocal)<\/li>\n<li>Ana Fuertes eugenio (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de David Cabedo Semper En la tesis doctoral se estuidan los principales modelos, recogidos en la literatura, que [&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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