Repositorio de producción científica de la Universidad de Sevilla

El método IRB en el acuerdo de Basilea: situación de la banca española

 

Advanced Search
 
Opened Access El método IRB en el acuerdo de Basilea: situación de la banca española
Cites
Show item statistics
Icon
Export to
Author: Samaniego Medina, Reyes
Coordinator/Director: Díez de Castro, Enrique Carlos
Brândao, Elísio
Date: 2005
Published in: Cities in competition. XV Spanish-Portuguese Meeting of Scientific Management (2005), p 233-248
ISBN/ISSN: 84-96378-10-1
Document type: Presentation
Abstract: El riesgo de crédito es uno de los más importantes a los que se enfrentan los bancos. Las últimas crisis financieras han puesto de manifiesto como una mala gestión del mismo puede provocar graves problemas en una entidad de crédito concreta y lleg...
[See more]
Credit risk is one of the most important kinds of risks which the banks face. The last crises have shown how bad financial management of credit risk can bring about a breakdown in a concrete bank and destabilize the economy of a country. Faced with this situation, the supervisors have seen the need to introduce regulations that give stability to the financial system and that will be flexible enough for adapting to the economical current situation and technological advances. Moreover, the regulators must give the banks incentives to apply it correctly. In this context the New Basle Accord has been designed, it is a big challenge for supervisors and banks. In this paper, we want to analyze the method proposed for the New Accord with respect to credit risk and the situation of Spanish banks with respect to the Accord analyzing the information include in the memories of a group of Spanish banks.
Cite: Samaniego Medina, R. (2005). El método IRB en el acuerdo de Basilea: situación de la banca española. En Cities in competition. XV Spanish-Portuguese Meeting of Scientific Management (233-248), Sevilla: Universidad de Sevilla.
Size: 322.0Kb
Format: PDF

URI: https://hdl.handle.net/11441/80365

This work is under a Creative Commons License: 
Attribution-NonCommercial-NoDerivatives 4.0 Internacional

This item appears in the following Collection(s)