Persona: Arguedas Sanz, Raquel
Cargando...
Dirección de correo electrónico
ORCID
0000-0001-7368-6347
Fecha de nacimiento
Proyectos de investigación
Unidades organizativas
Puesto de trabajo
Apellidos
Arguedas Sanz
Nombre de pila
Raquel
Nombre
19 resultados
Resultados de la búsqueda
Mostrando 1 - 10 de 19
Publicación Barriers and challenges of the functional healthcare risk management units in hospitals of Madrid health service(Elsevier, 2014) Pardo Hernández, Alberto; Navarro Royo, Cristina; Albeniz Lizarraga, C.; Morón Merchante, J.; Arguedas Sanz, RaquelObjetivo Identificar las barreras y los retos para el desarrollo efectivo de las unidades de gestión de riesgos sanitarios en los hospitales del Servicio Madrileño de Salud. Material y métodos Estudio descriptivo transversal dirigido a los equipos directivos y a los miembros de las unidades funcionales de 31 hospitales del Servicio Madrileño de Salud. Se solicitó en forma de texto libre, dentro de un cuestionario autoadministrado, la identificación de un máximo de 5 barreras y retos y su priorización a través de la adjudicación de uno a 5 puntos de acuerdo con su importancia. Posteriormente se realizó un análisis del discurso agrupando los temas comunes y ordenándolos de acuerdo con la puntuación recibida. Resultados La tasa de respuesta global fue del 94%. Las barreras más frecuentemente identificadas fueron: falta de tiempo (21%), insuficiente cultura de seguridad (13%), escasa difusión de sus actividades (10%) y falta de formación (10%). El reto más importante fue potenciar la formación (18%), seguido de mejorar la cultura (17%), difundir las actividades de seguridad (11%) y lograr el liderazgo de los responsables de los servicios (11%). Conclusiones En las condiciones del estudio, la barrera fundamental identificada fue la falta de tiempo y el reto principal la necesidad de formación. Por ello parece necesario mejorar el apoyo organizativo a la seguridad clínica en el ámbito objeto de estudio.Publicación Models used to characterise blockchain features. A systematic literature review and bibliometric analysis(Elsevier, 2023-05-01) Rico Peña, Juan Jesús; Arguedas Sanz, Raquel; López Martín, CarmenBlockchain has emerged as an innovative technology with potential to transform business management, through operational efficiency improvements. Nevertheless, several performance and vulnerability issues have been identified for the different typologies supporting the wide range of blockchain-based applications currently implemented in different domains. A variety of analytical and empirical models are being used to evaluate the issues associated with the different blockchain typologies, enabling systematic analyses of the corresponding efficiency impact, and technical or economic threats. A thorough systematic literature review of these models has been performed, followed by a detailed assessment on the way these models have been employed, and the target parameters and applications evaluated (336 research selected and analysed). We propose a co-classification of these models, allowing us to identify which ones are employed to a greater extent to address the different blockchain issues in scientific research. In a second step, a bibliometric analysis on the selected research is conducted, offering a complementary overview of the status of and trends in blockchain modelling, including the most prolific authors and leading contributing countries to the topic. The main outcome and contribution of the paper is the provision of a broad overview on how blockchain issues have been analytically tackled, through the synthesis and meta-analysis of the models used in the scientific literature since the inception of blockchain technology. The results have two main direct applications, firstly supporting novel vulnerability and performance analyses of existing blockchain applications by providing historical information on the models used so far, as well as the key parameters and typology of the blockchain-based applications evaluated. Secondly, in the implementation of new applications, by allowing the recognition of key issues identified that are associated with the different blockchain typologies and to determine the most suitable models to analyse the weaknesses and risks of the alternative designs under evaluation for these new implementations.Publicación The extreme temperature factor in asset pricing models: Evidence from Europe(ELSEVIER, 2024-08) González Sánchez, Mariano; Arguedas Sanz, Raquel; Segovia San Juan, Ana IsabelGrowing concern about climate change has led to increased research into the effects of climate on markets. One of the weather variables studied is temperature. The previous studies considered that the temperature influences on asset returns through changes in investor mood. There are few studies that incorporate a risk factor to analyze the effects of temperature changes on asset returns. We extract positive and negative extreme temperature changes to design three temperature factors. By a cross-section asset pricing model, we find evidence that temperature shocks (hot and cold) show a significant monthly risk premium and skewness for temperature changes.Publicación Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index(Springer, 2023) Ramos García, Daniel; López Martín, Carmen::virtual::22::600; Arguedas Sanz, Raquel::virtual::23::600; López Martín, Carmen; Arguedas Sanz, Raquel; López Martín, Carmen; Arguedas Sanz, Raquel; López Martín, Carmen; Arguedas Sanz, RaquelThis paper assesses whether a climate factor is relevant to measure default risk in a sample of main companies listed on the STOXX Europe 600 exchange from 2010 to 2020. The starting point is a factorial panel datamodel which is subsequently modified to capture the climate impact through different functional forms.We find that relevant differences in default risk exist before and after the Paris Agreement. Our analysis also indicates that this difference cannot be explained by means of traditional financial factors. Finally, we further show that a climate change risk and opportunities label is a significant factor in evaluating credit risk, both prior to and post-Paris agreement. These results are important to the extent that they suggest that companies’ market performance itself allows to measure differences in credit risk between companies and to link them with climate risk factors. This approach may be useful as a complement or in combination with the traditional use of exogenous climate factors that have been widely used in the literature in this field.Publicación Red Innovación Docente en Finanzas. Un modelo docente aplicado a las finanzas(2009-09) Pablo Redondo, Rosana De; Arguedas Sanz, Raquel; González Arias, Julio; Martín García, RodrigoPublicación Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index(Springer, 2023-04-10) Ramos García, Daniel; López Martín, Carmen; Arguedas Sanz, RaquelThis paper assesses whether a climate factor is relevant to measure default risk in a sample of main companies listed on the STOXX Europe 600 exchange from 2010 to 2020. The starting point is a factorial panel datamodel which is subsequently modified to capture the climate impact through different functional forms.We find that relevant differences in default risk exist before and after the Paris Agreement. Our analysis also indicates that this difference cannot be explained by means of traditional financial factors. Finally, we further show that a climate change risk and opportunities label is a significant factor in evaluating credit risk, both prior to and post-Paris agreement. These results are important to the extent that they suggest that companies’ market performance itself allows to measure differences in credit risk between companies and to link them with climate risk factors. This approach may be useful as a complement or in combination with the traditional use of exogenous climate factors that have been widely used in the literature in this field.Publicación Tackling the challenge of peer learning in hybrid and online universities(Springer, 2022-10-20) Mendieta Aragón, Adrián; Arguedas Sanz, Raquel; Ruiz Gómez, Luis Manuel; Navío Marco, JulioPeer learning is not fully developed or researched in online and hybrid higher education. This research analyses a peer learning experience in the asynchronous part of hybrid teaching, in one of the largest blended universities in Europe, promoting students to act as teachers of their peers, by preparing digital content (videos) for the course. This article studies whether there are behaviour patterns and different perceptions associated between students who act as teachers, and those who only act as students. The results indicate, among other findings, that students demand this type of activities, and value them very positively. Specifically, the “teachers” consider that this activity increases their motivation for the subject and their performance; they also consider that it significantly improves their creativity and communication skills, and they would definitely participate in the project again. The assessment of the students who merely view the materials is also very positive, and they prefer a learning method through classmate videos than the traditional learning method with printed materials. The research is also a boost to finding ways to promote learning among equals in non-classroom teaching in digital environmentsPublicación An application of extreme value theory in estimating liquidity risk(Elsevier, 2017-12) Benito Muela, Sonia; López Martín, Carmen; Arguedas Sanz, RaquelThe last global financial crisis (2007–2008) has highlighted the weaknesses of value at risk (VaR) as a measure of market risk, as this metric by itself does not take liquidity risk into account. To address this problem, the academic literature has proposed incorporating liquidity risk into estimations of market risk by adding the VaR of the spread to the risk price. The parametric model is the standard approach used to estimate liquidity risk. As this approach does not generate reliable VaR estimates, we propose estimating liquidity risk using more sophisticated models based on extreme value theory (EVT). We find that the approach based on conditional extreme value theory outperforms the standard approach in terms of accurate VaR estimates and the market risk capital requirements of the Basel Capital Accord.Publicación A comparison of market risk measures from a twofold perspective: accurate and loss function(Elsevier, 2023-06-04) Benito Muela, Sonia; López Martín, Carmen; Arguedas Sanz, RaquelUnder the new regulation based on Basel solvency framework, known as Basel III and Basel IV, financial institutions must calculate the market risk capital requirements based on the Expected Shortfall (ES) measure, replacing the Value at Risk (VaR) measure. In the financial literature, there are many papers dedicated to compare VaR approaches but there are few studies focusing in comparing ES approaches. To cover this gap, we have carried out a comprenhensive comparative of VaR and ES models applied to IBEX-35 stock index. The comparison has been carried out from a twofold perspective: accurate risk measure and loss functions. The results indicate that the method based on the conditional Extreme Value Theory (EVT) is the best in estimating market risk, outperforming Parametric method and Filter Historical Simulation.Publicación Innovation in the University: Perception, Monitoring and Satisfaction(IEEE, 2018-08-03) Vicente Vírseda, Juan Antonio; Arguedas Sanz, Raquel; Martín García, Rodrigo; González Arias, JulioA blended learning teaching experience conducted at Spain's National Distance University is described. The project consisted of integrating technology (a virtual learning platform) and teaching methodologies (multimedia contents, weekly deliverables, continuous self-assessment, mentoring, a four-month timetable, and webinars) to enhance student engagement, performance, and satisfaction. A statistical study showed that self-assessment and professor monitoring are key issues in students' initial perception and ultimate satisfaction as well as the most effective tools for preventing dropout. Project participants had a lower dropout rate and higher grades than non-participants.