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Perfil de riesgos del sistema bancario venezolano: aplicación de la metodología de stress testing

Author

Listed:
  • María Fernanda Hernández

    (Banco Central de Venezuela)

  • Juan José Valero

    (Banco Central de Venezuela)

  • María Bernardette Díaz

    (Banco Central de Venezuela)

Abstract

No abstract is available for this item.

Suggested Citation

  • María Fernanda Hernández & Juan José Valero & María Bernardette Díaz, 2007. "Perfil de riesgos del sistema bancario venezolano: aplicación de la metodología de stress testing," Monetaria, CEMLA, vol. 0(4), pages 405-452, octubre-d.
    • Handle: RePEc:cml:moneta:v:xxx:y:2007:i:4:p:405-452
    as

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    References listed on IDEAS

    as
    1. Pagliacci, Carolina, 2006. "The Venezuelan Overnight Fund Market: Understanding a Credit Constraint Limit Order Market," MPRA Paper 106541, University Library of Munich, Germany.
    2. Nikola A. Tarashev, 2008. "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 1-53, March.
    3. Mr. Rodolphe Blavy, 2006. "Assessing Banking Sector Soundness in a Long-Term Framework: The Case of Venezuela," IMF Working Papers 2006/225, International Monetary Fund.
    4. Pedauga, Luis Enrique & Noguera, Carlos, 2006. "Presión en el mercado cambiario para el caso venezolano (1984-2003)," MPRA Paper 14294, University Library of Munich, Germany.
    5. Bank for International Settlements, 2005. "Stress testing at major financial institutions: survey results and practice," CGFS Papers, Bank for International Settlements, number 24, October –.
    Full references (including those not matched with items on IDEAS)

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