Market risk management and its impact on the stability of the Peruvian Banking System

Authors

DOI:

https://doi.org/10.15381/quipu.v28i58.19258

Keywords:

Banking, bank risk, market risk, banking supervision

Abstract

Objective: Determine the level of impact of Market Risk Management in accordance with the risk management standards of the Superintendency of Banking, Insurance (SBS) and AFP on the stability of Peruvian banking companies. Method: The research was non-experimental, it used a transverse design, using documentary analysis and survey as information gathering tools. Results: They showed a significant relationship between the application of the Market Risk Management System (SGRM) and the stability of the banking system in Peru, showed, differences in the impact of each component of the SGRM. Conclusions: It was determined that the implementation of the SGRM positively influences the stability of the Peruvian Banking System, indicating factors that may affect that influence.

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Author Biography

  • Manuel Alberto Hidalgo Tupia, Universidad Nacional Mayor de San Marcos. Lima, Peru

    Research Professor at the UNMSM, belonging to the Institute of Accounting and Financial Research. He has participated as a Member and as of 2015 as head of various CON CON research projects in coordination with the Vice-Rectorate for Research of the UNMSM. Author of various research articles in the research journal of the Quipucamayoq Faculty of Accounting Sciences. Areas of interest: finance and monetary policy and university quality. Economist from the Federico Villarreal National University, Master in Education from the Cesar Vallejo University, Doctor of Education from the National University of San Marcos. He concluded his Doctorate studies in Accounting and Business Sciences at the same University.

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Published

2020-12-28

Issue

Vol. 28 No. 58 (2020)

Section

Original papers

License

Copyright (c) 2020 Manuel Alberto Hidalgo Tupia

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How to Cite

Hidalgo Tupia, M. A. (2020). Market risk management and its impact on the stability of the Peruvian Banking System. Quipukamayoc, 28(58), 67-75. https://doi.org/10.15381/quipu.v28i58.19258