Partal-Ureña, Antonio

Arenas-del-Buey-Torres, Pablo

[ES]La estabilidad del sector bancario ha recibido una creciente atención en los últimos años. Básicamente distinguimos dos enfoques en el análisis del riesgo bancario: microprudencial y macroprudencial. El primero se centra en entidades individuales, mientras el segundo analiza el sistema financiero en su conjunto. Las recientes dificultades financieras han mostrado las limitaciones de la regulación microprudencial, provocando un movimiento hacia el análisis macroprudencial. En esta línea, el Fondo Monetario Internacional ha desempeñado una labor decisiva, desarrollando y recopilando los Indicadores de Solidez Financiera (ISF). Nuestra investigación adopta el enfoque macroprudencial, haciendo uso de los ISF. Las conclusiones de los dos estudios realizados a nivel de los países de la Unión Europea son relevantes para establecer un diagnóstico de la solidez del sistema bancario, la influencia que en la misma ha ejercido el nivel de desarrollo financiero, y el impacto de cada aspecto de la solidez bancaria en el riesgo soberano.

[EN]Banking sector stability has received increased attention in recent years. Basically, two main approaches exist in the research related to bank risk assessment: the microprudential and macroprudential approaches. The microprudential approach examines individual financial institutions whereas the macroprudential approach aims to monitor stability of the financial system as a whole. Global financial difficulties have shown the limitation of microprudential regulations. Consequently, there has been a shift towards the macroprudential approach. In this sense, the International Monetary Fund has made important efforts to develop and compile the Financial Soundness Indicators (FSIs). Our research focuses on the macroprudential approach by using the FSIs. The conclusions of the two studies that we develop in this thesis are relevant to assess the financial soundness of the EU banking system, the influence of the financial development on the banking soundness of countries, and the impact of each aspect of banking soundness on the sovereign risk.

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Sector bancario

Análisis macroprudencial

Indicadores de Solidez Financiera

Riesgo soberano

Unión Europea

Banking sector

Macroprudential analysis

Financial Soundness Indicators

Sovereign risk

European Union