Tres Pilares Ppresentacion - Copia

7/23/2019 Tres Pilares Ppresentacion - Copia

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TRES PILARES

DE LAGESTION INTEGRAL DE RIESGOS

Nesly Yesenia Oliva Aguilar 0328-10-12


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!O"IT# DE $ASILEAO En%arga&' &e %rear A%uer&'s

In(erna%i'nales %'n el ')*e(iv' &e

%rea%i+n &e un es(,n&ar in(erna%i'nalue sirva &e re.eren%ia a l'sregula&'res )an%ari's/ %'n ')*e(' &ees(a)le%er l's reueriien('s &e%ai(al ne%esari's ara asegurar la

r'(e%%i+n &e las en(i&a&es .ren(e al's riesg's nan%ier's y 'era(iv's


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4/18

Pilar I: Requerimiento Mnimo de

Capital

$asilea en%i'na (res 4('&'s ara el reueriien('5ni' &e %ai(al6


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1 "4('&' $,si%'O Se u(ili7an l's ra(ings &e las

agen%ias %ali%a&'ras &e riesg's

E*el'6 AAA/ AA- $$$ y '(r'sO E*el'6 'r un %r4&i(' in(er)an%ari'%ali%a&' &es&e AAA a AA- &e)eali%arse un 'n&era&'r &e riesg'&el 20 Sile er' uy %ar'9


6/18

2 "4('&' In(ere&i'O :a%e re.eren%ia &e riesg' &e ue el

&eu&'r n' ague ('(alen(e su

%r4&i('/ %'' (a)i4n 'r niveles &e'r'si&a&/ (ra&u%ien&' a lassi(ua%i'nes &el nues(r' a5s/ sea&inis(ra un riesg' a (rav4s &ea&'res/ %'' (a)i4n al %aer en

'r'si&a& se elevan las (asas &ein(er4s &'n&e el )ene%i's resul(ansi se (iene una )uena a&inis(ra%i+n&el riesg'


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3 "4('&' Avan7a&'O P'n&era&'r &e riesg' la (asa &e

re%uer' &e l's %r4&i('s &el r'i'

)an%'O Se %'nsi&era 4r&i&a e%'n+i%aau4lla rela%i'na&a %'n las')liga%i'nes rin%iales e in(eresesn' %')ra&'s/ las ui(as y &es%uen('sreali7a&'s y ('&'s l's %'s('s &ire%('s' in&ire%('s in%urri&'s ara elre%uer' &el a%(iv'


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Pilar II6 Pr'%es' &e

Suervisi+nO ;Es(e ilar (ien&e a .'r(ale%er la

la)'r &el suervis'r )an%ari'/ %'n el

n &e ue 4s(e %'n'7%ae.e%(ivaen(e el gra&' &e riesg' &elas ins(i(u%i'nes ue suervisa y a suve7/ ue las isas %uen(en %'n el%ai(al su%ien(e &e a%uer&' a su

erl &e riesg'9


9/18

Prin%ii's6

Pr'%es' &eEvalua%i+n &e su%ai(al en .un%i+n asu erl &e riesg'

1

Evaluar lases(ra(egias yval'ra%i'nesin(ernas &e lasu%ien%ia &el%ai(al &e l's

)an%'s

2


10/18

Pilar III6 Dis%ilina &el "er%a&'O Es(a)le%e n'ras &e (ransaren%ia y

e=ige in.'ra%i+n eri+&i%a a%er%a

&e la 'era%i+n/ el riesg' as5 %'' lasu%ien%ia &e %ai(al/ as5 %''(a)i4n ara la %'ns'li&a%i+n &ein.'ra%i+n en el %as' &e )an%'sin(erna%i'nes ue 'eran en un a5s

a*en' al &e su %rea%i+n en(re '(ras


11/18

Prin%ii's Ges(i+n &e Riesg's

!rear >al'r Pr'%es's &eOrgani7a%i+nT'a &eDesi%i'nes

Sis(ea(i%a/Es(ru%(ura yA&e%ua&a

"e*'rIn.'ra%i+nDis'ni)le

E%?a a "e&i&aTiene @a%('res

:uan's y!ul(uras

Transaren(e ein%lusiva

Dinai%a/i(era(iva y

sensi)les al%a)i'

"e*'ra!'n(inua


12/18

Prin%ii's &e Riesg'

!re&i(i%i'O ;la 'si)ili&a& &e 4r&i&as

e%'n+i%as &e)i&' al

in%uliien(' &e las %'n&i%i'nesa%(a&as 'r ar(e &el &eu&'r/eis'r ' %'n(raar(e9

O L's 1 rin%ii's/ a sa)er6


13/18

Es(a)le%er una)ien(ear'ia&'

Oerar )a*' unr'%es' s'li&'

Pr'%es' &eA&+n/

e&i%i+n y'ni('re'

!'n(r'lesA&e%ua&'sSuervisi+n


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Prin%ii's Riesg' &e

Oera%i+nO Es la 'si)ili&a& &e una 4r&i&a

e%'n+i%a &e)i&' a .allas '

&e)ili&a&es &e B r'%es's/ ers'nas/sis(eas in(ern's y (e%n'l'g5a/ as5%'' even('s irevis('s

O El riesg' 'era%i'nal in%luye elRiesg' &e Te%n'l'g5as &eIn.'ra%i+n y el Riesg' Legal


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Prin%ii's &el Riesg'

Oera%i+nO Res'nsa)ili&a& Al(a Dire%%i+nO Aseguraien(' E.e%(iv' &el !'n(r'lO Ges(i+n In(egralO A%(ivi&a&es A%(uales ' NuevasO Ges(i+n eranen(e Sis(e,(i%a ' Pr'a%(ivaO !'?eren%ia en(re Es(ra(egia y O)*e(iv'sO Planes &e !'n(ingen%ia

O Suervisi+nO Suervisi+n In&een&ien(esOTransaren%ia y &ivulga%i+n


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Riesg' &e "er%a&'O Es la 4r&i&a '(en%ial 'r %a)i'sen l's .a%('res &e riesg' &e er%a&'ue in%i&en s')re la valua%i+n '

s')re l's resul(a&'s esera&'s &e las'era%i'nes a%(ivas/ asivas '%ausan(es &e asiv' %'n(ingen(e/(ales %'' (asas &e in(er4s/ (i's &e%a)i'/ 5n&i%es &e re%i's/ en(re'(r's9


17/18

@a%('resO Riesg' !a)iari' ' &e DivisasO Riesg' &e Tasas &e In(er4s

O Riesg' A%%i'nari'O Riesg' &e >'la(ili&a&O Riesg' $ase ' &e "argen


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!'n%lusi+nO La e*'ra en la ges(i+n &e riesg's y

una ay'r (ransaren%ia en las

in.'ra%i'nes es i'r(an(e ara las'%ie&a& en su %'n*un(' 'rueayu&an a e*'rar la salu& y las'lven%ia &el sis(ea nan%ier' A lave7 el in%en(iv' a e*'rar l's niveles

&e e%ien%ia en general ?a%e a &i%?'sis(ea ,s %'e(i(iv' y %'n une*'r nivel &e servi%i' ara l'susuari's

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