The cyclical behavior of bank capital buffers in an emerging economy: size does matter

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Borradores de Economía; No. 650
Date published
2011-04-15
Date of last update
2011-04-15
Author
García-Suaza, Andrés Felipe
Gómez-González, José Eduardo
Murcia, Andrés
Tenjo-Galarza, Fernando
Document language
spa
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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.
Abstract
Using a panel of Colombian banks and quarterly data between 1996:1 and 2010:3, we study the relationship between short-run adjustments in bank capital buffers and the business cycle. We follow a partial adjustment framework and control for several variabl
JEL Codes
G28 - Financial Institutions and Services: Government Policy and RegulationC26 - Single Equation Models; Single Variables: Instrumental Variables (IV) EstimationG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Keywords
Bank capital buffers ; Credit risk ; Regulation ; Colombia ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5667
https://hdl.handle.net/20.500.12134/5667
https://doi.org/10.32468/be.650
https://ideas.repec.org/p/bdr/borrec/650.html
https://ideas.repec.org/p/col/000094/008305.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit