Pruebas de tensión bancaria: experiencia en los principales mercados financieros del mundo y en Chile

Lemus, Antonio and Nuñez, Marco (2020): Pruebas de tensión bancaria: experiencia en los principales mercados financieros del mundo y en Chile.

Abstract

Resumen

El presente documento realiza una descripción del proceso de pruebas de tensión bancaria, tanto en los principales mercados financieros del mundo como en Chile. Para ello se discute y describe, qué son las pruebas de tensión bancaria, cuál es su origen, para qué sirven, las etapas incluidas, los elementos que incluyen, y los puntos relevantes en su implementación. Se destaca que, si bien las pruebas de tensión bancaria son una herramienta importante para detectar vulnerabilidades en el sector bancario, estas deben ser complementadas con la supervisión in-situ y la visión de los propios bancos. En Chile la nueva Ley General de Bancos, al incorporar principios de Basilea III, daría un mayor soporte legal a las pruebas de tensión bancaria.

Summary

This document describes the bank stress tests process, both in the main financial markets of the world and in Chile. Thus discusses and describes, what are the bank stress tests, what is their origin, what are they for, the stages and the elements they include, and the relevant points in their implementation. The document emphasizes that, although bank stress tests are an essential tool to detect vulnerabilities in the banking sector, they must be considered a complement to the on-site supervision and the banks own vision. By incorporating Basel III principles, the recent General Bank Act would provide legal support and strength bank stress testing in Chile.

• Item Type: MPRA Paper
• English Title: Bank stress tests: evidence from the main financial markets and Chile
• Language: Spanish
• Keywords: Pruebas de tensión bancaria, Regulador, Chile
• Subjects: G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages; G - Financial Economics > G2 - Financial Institutions and Services > G28 - Government Policy and Regulation; G - Financial Economics > G3 - Corporate Finance and Governance > G32 - Financing Policy ; Financial Risk and Risk Management ; Capital and Ownership Structure ; Value of Firms ; Goodwill; K - Law and Economics > K3 - Other Substantive Areas of Law > K33 - International Law

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