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Countercyclical banking capital buffers in a DSGE model
dc.creator | Caicedo, Santiago |
dc.creator | Estrada, Dairo Ayiber |
dc.creator | Laverde, Mariana |
dc.date.created | 2012-09-01 |
dc.date.issued | 2012-09 |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/2086 |
dc.description.abstract | In this document we develop a DSGE model to analyze the effect that a consumption boom and a productivity shock have over financial stability and macroeconomic variables, in both, an economy with and without Basel III capital requirements and earnings reinvestment rule. The results suggest that Basel III requirements have a positive impact over financial stability variables and that additional capital requirements do not restrict banking activity. |
dc.format.extent | 19 páginas : ilustraciones, gráficas, tablas |
dc.format.mimetype | |
dc.language.iso | eng |
dc.publisher | Banco de la República de Colombia |
dc.relation.ispartof | Documentos de Trabajo |
dc.relation.ispartofseries | Temas de Estabilidad Financiera |
dc.relation.isversionof | Temas de Estabilidad Financiera ; No. 71 |
dc.rights.accessRights | Open Access |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ |
dc.subject | Estabilidad financiera |
dc.subject | Sistema financiero colombiano |
dc.subject | Auge del consumo |
dc.subject | Modelo DSGE en el sector bancario |
dc.title | Countercyclical banking capital buffers in a DSGE model |
dc.type | Working Paper |
dc.subject.jel | D58 - Computable and Other Applied General Equilibrium Models |
dc.subject.jel | E32 - Business Fluctuations; Cycles |
dc.subject.jel | E44 - Financial Markets and the Macroeconomy |
dc.audience | Policymakers |
dc.audience | Researchers |
dc.audience | Students |
dc.audience | Teachers |
dc.subject.keyword | Financial stability |
dc.subject.keyword | Colombian financial system |
dc.subject.keyword | Consumption booms |
dc.subject.keyword | DSGE model with banking sector |
dc.subject.lemb | Acuerdo de Basilea III |
dc.subject.lemb | Variables macroeconómicas |
dc.subject.lemb | Consumo (Economía) |
dc.subject.lemb | Prestamos bancarios |
dc.type.spa | Documentos de trabajo |
dc.rights.spa | Acceso abierto |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 |
dc.subject.jelspa | D58 - Modelos computables y otros modelos aplicados de equilibrio general |
dc.subject.jelspa | E32 - Fluctuaciones económicas; Ciclos |
dc.subject.jelspa | E44 - Mercados financieros y macroeconomía |
dc.type.hasversion | Published Version |
dc.coverage.sucursal | Bogotá |
dc.source.bibliographicCitation | Aspachs, O., Segoviano, M., Tsomocos, D. & Zicchino, L. (2006), `Searching for a metric for financial stability', LSE Financial Markets Group Special Paper Series (167). |
dc.source.bibliographicCitation | Basel Committee on Bank Supervision, B. (2010), `Basel iii: A global regulatory framework for more resilient banks and banking systems'. |
dc.source.bibliographicCitation | Caicedo, S. & Estrada, D. (n.d.), "Consumption, credit restrictions and financial stability: A dsge approach', Working Paper |
dc.relation.doi | https://doi.org/10.32468/tef.71 |
dc.rights.disclaimer | Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. |
dc.relation.repec | https://ideas.repec.org/p/bdr/temest/071.html |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/2086 |
dc.source.handleRepec | RePEc:bdr:temest:071 |
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