{"id":60316,"date":"2007-05-08T00:00:00","date_gmt":"2007-05-08T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/medicion-y-gestion-de-riesgos-en-las-entidades-financieras-a-traves-de-la-inmunizacion-del-riesgo-de-interes\/"},"modified":"2007-05-08T00:00:00","modified_gmt":"2007-05-08T00:00:00","slug":"medicion-y-gestion-de-riesgos-en-las-entidades-financieras-a-traves-de-la-inmunizacion-del-riesgo-de-interes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/gestion-financiera\/medicion-y-gestion-de-riesgos-en-las-entidades-financieras-a-traves-de-la-inmunizacion-del-riesgo-de-interes\/","title":{"rendered":"Medici\u00f3n y gesti\u00f3n de riesgos en las entidades financieras a trav\u00e9s de la inmunizaci\u00f3n del riesgo de inter\u00e9s"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Iv\u00e1n Iturricastillo Plazaola <\/strong><\/h2>\n<p>Se realiza un estudio de la inmunizaci\u00f3n, y se presentan las estrategias que, bajo el supuesto del cumplimiento de la hip\u00f3tesis de las expectativas racionales, permiten evitar el rebalanceo para inmunizar tanto un neto patrimonial, sin exigirse que sea nulo, como el ratio neto patrimonial sobre activo. se encuentra que los desplazamientos paralelos de los tipos de inter\u00e9s se trasladan de un modo muy similar a las curvas impl\u00edcitas. se exponen las condiciones completas para inmunizar el neto patrimonial, el ratio neto patrimonial sobre activo, el ingreso neto y el ratio ingreso neto sobre activo. se demuestran la inadecuaci\u00f3n de m2 para la medici\u00f3n del riesgo de inmunizaci\u00f3n si existe m\u00e1s de un pasivo, y se ofrece una medida alternativa v\u00e1lida. se analiza la sensibilidad ante el tipo de inter\u00e9s del valor de los instrumentos de flujos de caja dependientes del propio tipo de inter\u00e9s. se propone, para estudiar la evoluci\u00f3n din\u00e1mica de la estructura temporal de tipos de inter\u00e9s, tanto una adaptaci\u00f3n al an\u00e1lisis de componentes principales como un m\u00e9todo alternativo que ofrece similares resultados y ofrece la posibilidad de realizar un estudio de independencia de los residuos. Se encuentran que son independientes bajo la hip\u00f3tesis de las expectativas racionales y que no lo son si se supone que los tipos de inter\u00e9s actuales son la mejor previsi\u00f3n de los tipos de inter\u00e9s futuros. se analizan los requisitos de recursos propios por los riesgos financieros asumidos por las entidades financieras, tanto en la legislaci\u00f3n nacional, comunitaria como internacional, y se propone una correcci\u00f3n.  se estudia el control de riesgos de las entidades financieras de nuestro entorno m\u00e1s cercano.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Medici\u00f3n y gesti\u00f3n de riesgos en las entidades financieras a trav\u00e9s de la inmunizaci\u00f3n del riesgo de inter\u00e9s<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Medici\u00f3n y gesti\u00f3n de riesgos en las entidades financieras a trav\u00e9s de la inmunizaci\u00f3n del riesgo de inter\u00e9s <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Iv\u00e1n Iturricastillo Plazaola <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 05\/08\/2007<\/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>Joseba I\u00f1aki De La Pe\u00f1a Esteban<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: amancio Betzuen zalbidegoitia <\/li>\n<li> Y\u00e9benes lafuente Jos\u00e9 ram\u00f3n (vocal)<\/li>\n<li>Juan Garc\u00eda boza (vocal)<\/li>\n<li>Rafael Moreno ruiz (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Iv\u00e1n Iturricastillo Plazaola Se realiza un estudio de la inmunizaci\u00f3n, y se presentan las estrategias que, bajo [&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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