Balances y opacidad en la valoración del riesgo

Autores:
Astaíza Gómez, José Gabriel
Tipo de recurso:
Article of journal
Fecha de publicación:
2025
Institución:
Universidad Pedagógica y Tecnológica de Colombia
Repositorio:
RiUPTC: Repositorio Institucional UPTC
Idioma:
spa
OAI Identifier:
oai:repositorio.uptc.edu.co:001/18691
Acceso en línea:
https://doi.org/10.19053/uptc.01203053.v44.n80.2025.18176
Palabra clave:
Probabilidad de quiebra
choque macroeconómico
banca de inversión
riesgos operacionales
Probability of default
macroeconomic shocks
investment banking
operational risks
Rights
openAccess
License
José Gabriel Astaíza Gómez - 2025
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dc.title.es-ES.fl_str_mv Balances y opacidad en la valoración del riesgo
title Balances y opacidad en la valoración del riesgo
spellingShingle Balances y opacidad en la valoración del riesgo
Probabilidad de quiebra
choque macroeconómico
banca de inversión
riesgos operacionales
Probability of default
macroeconomic shocks
investment banking
operational risks
title_short Balances y opacidad en la valoración del riesgo
title_full Balances y opacidad en la valoración del riesgo
title_fullStr Balances y opacidad en la valoración del riesgo
title_full_unstemmed Balances y opacidad en la valoración del riesgo
title_sort Balances y opacidad en la valoración del riesgo
dc.creator.fl_str_mv Astaíza Gómez, José Gabriel
dc.contributor.author.none.fl_str_mv Astaíza Gómez, José Gabriel
dc.subject.none.fl_str_mv Probabilidad de quiebra
choque macroeconómico
banca de inversión
riesgos operacionales
Probability of default
macroeconomic shocks
investment banking
operational risks
topic Probabilidad de quiebra
choque macroeconómico
banca de inversión
riesgos operacionales
Probability of default
macroeconomic shocks
investment banking
operational risks
publishDate 2025
dc.date.accessioned.none.fl_str_mv 2025-07-31 00:00:00
dc.date.available.none.fl_str_mv 2025-07-31 00:00:00
dc.date.issued.none.fl_str_mv 2025-07-31
dc.type.spa.fl_str_mv Artículo de revista
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dc.identifier.doi.none.fl_str_mv 10.19053/uptc.01203053.v44.n80.2025.18176
dc.identifier.eissn.none.fl_str_mv 2256-5779
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url https://doi.org/10.19053/uptc.01203053.v44.n80.2025.18176
dc.language.iso.spa.fl_str_mv spa
language spa
dc.relation.references.spa.fl_str_mv Banerji, S., & Basu, P. (2017). Universal Banking, Asymmetric Information and the Stock Market. Economic Modelling, 60, 180-193.
Blau, B. M., Brough, T. J., & Griffith, T. G. (2017). Bank Opacity and the Efficiency of Stock Prices. Journal of Banking & Finance, 76, 32-47.
Calomiris, C. W., & Kahn, C. M. (1991). The Role of Demandable Debt in Structuring Optimal Banking Arrangements. The American Economic Review, 81(3), 497-513.
Choi, S. (2000). Regulating Investors Not Issuers: A Market-Based Proposal. California Law Review, 88, 279.
Dahiya, S., Iannotta, G., & Navone, M. (2017). Firm Opacity Lies in the Eye of the Beholder. Financial Management, 46(3), 553-592.
Diamond, W. D. (1984), Financial Intermediation and Delegated Monitoring. Review of Economic Studies, 51, 393.
ET, The Economic Times (2023). SVB’s 44-Hour Collapse Was Rooted in Treasury Bets during Pandemic. https://economictimes.indiatimes.com/markets/stocks/news/svbs-44-hour-collapse-was-rooted-in-treasury-bets-during-pandemic/articleshow/98569966.cms
Hetler, A. (2023). Silicon Valley Bank Collapse Explained: What You Need to Know. TechTarget. https://www.techtarget.com/whatis/feature/Silicon-Valley-Bank-collapse-explained-What-you-need-to-know
Horváth, B. L., & Wagner, W. (2017). The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk. Review of Finance, 21(4), 1485-1511.
Huang, R., & Ratnovski, L. (2011). The Dark Side of Bank Wholesale Funding. Journal of Financial Intermediation, 20(2), 248-263.
International Association of Deposit Insurers (2023). IADI Annual Survey 2022. Recuperado de https://www.iadi.org/en/research/data-warehouse/deposit-insurance-surveys/
Liberman, A., Neilson, C., Opazo, L., & Zimmerman, S. (2018). The Equilibrium Effects of Information Deletion: Evidence from Consumer Credit Markets. National Bureau of Economic Research.
Matutes, C., & Vives, X. (2000). Imperfect Competition, Risk Taking, and Regulation in Banking. European Economic Review, 44(1), 1-34.
Magni, C. A. (2020). Investment Decisions and the Logic of Valuation (Vol. 689). Springer.
Metrick, A. (2024). The Failure of Silicon Valley Bank and the Panic of 2023. Journal of Economic Perspectives, 38(1), 133-152.
Morgan, D. P. (2002). Rating Banks: Risk and Uncertainty in an Opaque Industry. American Economic Review, 92(4), 874-888.
Velásquez, E. (2013). Quiebra de InterBolsa marca récord en la historia bursátil. Revista Portafolio. https://www.portafolio.co/economia/finanzas/quiebra-interbolsa-marca-record-historia-bursatil-79934
Robichek, A. A., & Myers, S. C. (1966). Conceptual Problems in the Use of Risk-Adjusted Discount Rates. The Journal of Finance, 21(4), 727-730.
SBV. (2023). Strategic Actions/Q1’23. Mid Quarter Update. https://s201.q4cdn. com/589201576/files/doc_downloads/2023/03/Q1-2023-Mid-Quarter-Update-vFINAL3-030823.pdf
Van Vo, L., & Le, H. T. T. (2023). From Hero to Zero: The Case of Silicon Valley Bank. Journal of Economics and Business, 127, 106138.
Wagner, W. (2011). Systemic Liquidation Risk and the Diversity—Diversification Trade‐Off. The Journal of Finance, 66(4), 1141-1175.
Yousaf, I., & Goodell, J. W. (2023). Responses of US Equity Market Sectors to the Silicon Valley Bank Implosion. Finance Research Letters, 55, 103934.
dc.relation.citationendpage.none.fl_str_mv 151
dc.relation.citationissue.eng.fl_str_mv 80
dc.relation.citationstartpage.none.fl_str_mv 137
dc.relation.citationvolume.eng.fl_str_mv 44
dc.relation.ispartofjournal.eng.fl_str_mv Apuntes del Cenes
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https://revistas.uptc.edu.co/index.php/cenes/article/download/18176/16863
dc.rights.spa.fl_str_mv José Gabriel Astaíza Gómez - 2025
dc.rights.uri.spa.fl_str_mv http://creativecommons.org/licenses/by-nc-sa/4.0
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dc.publisher.eng.fl_str_mv Universidad Pedagógica y Tecnológica de Colombia
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spelling Astaíza Gómez, José Gabriel2025-07-31 00:00:002025-07-31 00:00:002025-07-310120-305310.19053/uptc.01203053.v44.n80.2025.181762256-5779https://doi.org/10.19053/uptc.01203053.v44.n80.2025.18176application/pdftext/htmltext/xmlspaUniversidad Pedagógica y Tecnológica de ColombiaJosé Gabriel Astaíza Gómez - 2025http://creativecommons.org/licenses/by-nc-sa/4.0info:eu-repo/semantics/openAccessThis work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.http://purl.org/coar/access_right/c_abf2https://revistas.uptc.edu.co/index.php/cenes/article/view/18176Probabilidad de quiebrachoque macroeconómicobanca de inversiónriesgos operacionalesProbability of defaultmacroeconomic shocksinvestment bankingoperational risksBalances y opacidad en la valoración del riesgoArtículo de revistahttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1info:eu-repo/semantics/articleJournal articleinfo:eu-repo/semantics/publishedVersionTexthttp://purl.org/coar/version/c_970fb48d4fbd8a85Banerji, S., & Basu, P. (2017). Universal Banking, Asymmetric Information and the Stock Market. Economic Modelling, 60, 180-193.Blau, B. M., Brough, T. J., & Griffith, T. G. (2017). Bank Opacity and the Efficiency of Stock Prices. Journal of Banking & Finance, 76, 32-47.Calomiris, C. W., & Kahn, C. M. (1991). The Role of Demandable Debt in Structuring Optimal Banking Arrangements. The American Economic Review, 81(3), 497-513.Choi, S. (2000). Regulating Investors Not Issuers: A Market-Based Proposal. California Law Review, 88, 279.Dahiya, S., Iannotta, G., & Navone, M. (2017). Firm Opacity Lies in the Eye of the Beholder. Financial Management, 46(3), 553-592.Diamond, W. D. (1984), Financial Intermediation and Delegated Monitoring. Review of Economic Studies, 51, 393.ET, The Economic Times (2023). SVB’s 44-Hour Collapse Was Rooted in Treasury Bets during Pandemic. https://economictimes.indiatimes.com/markets/stocks/news/svbs-44-hour-collapse-was-rooted-in-treasury-bets-during-pandemic/articleshow/98569966.cmsHetler, A. (2023). Silicon Valley Bank Collapse Explained: What You Need to Know. TechTarget. https://www.techtarget.com/whatis/feature/Silicon-Valley-Bank-collapse-explained-What-you-need-to-knowHorváth, B. L., & Wagner, W. (2017). The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk. Review of Finance, 21(4), 1485-1511.Huang, R., & Ratnovski, L. (2011). The Dark Side of Bank Wholesale Funding. Journal of Financial Intermediation, 20(2), 248-263.International Association of Deposit Insurers (2023). IADI Annual Survey 2022. Recuperado de https://www.iadi.org/en/research/data-warehouse/deposit-insurance-surveys/Liberman, A., Neilson, C., Opazo, L., & Zimmerman, S. (2018). The Equilibrium Effects of Information Deletion: Evidence from Consumer Credit Markets. National Bureau of Economic Research.Matutes, C., & Vives, X. (2000). Imperfect Competition, Risk Taking, and Regulation in Banking. European Economic Review, 44(1), 1-34.Magni, C. A. (2020). Investment Decisions and the Logic of Valuation (Vol. 689). Springer.Metrick, A. (2024). The Failure of Silicon Valley Bank and the Panic of 2023. Journal of Economic Perspectives, 38(1), 133-152.Morgan, D. P. (2002). Rating Banks: Risk and Uncertainty in an Opaque Industry. American Economic Review, 92(4), 874-888.Velásquez, E. (2013). Quiebra de InterBolsa marca récord en la historia bursátil. Revista Portafolio. https://www.portafolio.co/economia/finanzas/quiebra-interbolsa-marca-record-historia-bursatil-79934Robichek, A. A., & Myers, S. C. (1966). Conceptual Problems in the Use of Risk-Adjusted Discount Rates. The Journal of Finance, 21(4), 727-730.SBV. (2023). Strategic Actions/Q1’23. Mid Quarter Update. https://s201.q4cdn. com/589201576/files/doc_downloads/2023/03/Q1-2023-Mid-Quarter-Update-vFINAL3-030823.pdfVan Vo, L., & Le, H. T. T. (2023). From Hero to Zero: The Case of Silicon Valley Bank. Journal of Economics and Business, 127, 106138.Wagner, W. (2011). Systemic Liquidation Risk and the Diversity—Diversification Trade‐Off. The Journal of Finance, 66(4), 1141-1175.Yousaf, I., & Goodell, J. W. (2023). Responses of US Equity Market Sectors to the Silicon Valley Bank Implosion. Finance Research Letters, 55, 103934.1518013744Apuntes del Ceneshttps://revistas.uptc.edu.co/index.php/cenes/article/download/18176/16162https://revistas.uptc.edu.co/index.php/cenes/article/download/18176/16864https://revistas.uptc.edu.co/index.php/cenes/article/download/18176/16863PublicationOREORE.xmltext/xml2559https://repositorio.uptc.edu.co/bitstreams/fd0d0f54-747c-43b2-95e7-1682b60f1910/download5a7849932046ba19446ba0b7facd0f47MD51falseAnonymousREAD001/18691oai:repositorio.uptc.edu.co:001/186912026-10-30 06:53:44.092http://creativecommons.org/licenses/by-nc-sa/4.0metadata.onlyhttps://repositorio.uptc.edu.coRepositorio Institucional UPTCbdigital@metabiblioteca.com

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