IDEAS home Printed from https://ideas.repec.org/a/iad/wpaper/0318.html
   My bibliography  Save this article

Midiendo la Exposición a la Incertidumbre Cambiaria en Entidades Bancarias

Author

Listed:
  • Saulo Mostajo Castelú

    (Universidad Privada Boliviana)

Abstract

El trabajo de investigación pretende aproximar los efectos de la incertidumbre cambiaria al interior de la hoja de balance de una entidad bancaria, bajo la premisa de que el banco asumirá los efectos de la incertidumbre percibida por los depositantes de acuerdo a la exposición generada por las divisas que administra. La exposición a la incertidumbre cambiaria supone efectos intertemporales en la posición de liquidez del banco, relación dinámica que se aproxima por medio de funciones impulso-respuesta generadas a partir de la especificación de modelos de vectores autorregresivos y proyecciones locales.

Suggested Citation

  • Saulo Mostajo Castelú, 2018. "Midiendo la Exposición a la Incertidumbre Cambiaria en Entidades Bancarias," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 18(1), pages 43-56.
    • Handle: RePEc:iad:wpaper:0318
    as

    Download full text from publisher

    File URL: http://www1.upb.edu/RePEc/iad/wpaper/0318.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Riesgo Cambiario; Riesgo de Balance; Incertidumbre; Vectores Autoregresivos; Proyecciones Locales.;
    All these keywords.

    JEL classification:

    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:iad:wpaper:0318. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ricardo Nogales C. (email available below). General contact details of provider: https://edirc.repec.org/data/ciupbbo.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.