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

dc.creatorGarcía-Suaza, Andrés Felipe
dc.creatorGómez-González, José Eduardo
dc.creatorMurcia, Andrés
dc.creatorTenjo-Galarza, Fernando
dc.date.created2011-04-15
dc.date.issued2011-04-15
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5667
dc.description.abstractUsing 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
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 650
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleThe cyclical behavior of bank capital buffers in an emerging economy: size does matter
dc.typeWorking Paper
dc.subject.jelG28 - Financial Institutions and Services: Government Policy and Regulation
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.jelC26 - Single Equation Models; Single Variables: Instrumental Variables (IV) Estimation
dc.subject.keywordBank capital buffers
dc.subject.keywordCredit risk
dc.subject.keywordRegulation
dc.subject.keywordColombia
dc.subject.lembEconomías emergentes
dc.subject.lembRiesgo crediticio -- Colombia -- 1996-2010
dc.subject.lembCrédito -- Colombia -- 1996-2010
dc.subject.lembCiclos económicos -- Colombia -- 1996-2010
dc.subject.lembRiesgo bancario -- Colombia -- 1996-2010
dc.subject.lembBancos -- Colombia -- 1996-2010
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC26 - Modelos uniecuacionales; variables simples: Estimación con variables instrumentales (IV)
dc.subject.jelspaG28 - Instituciones y servicios financieros: Política pública y regulación
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.650
dc.rights.disclaimerLas 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.repechttps://ideas.repec.org/p/bdr/borrec/650.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/008305.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5667
dc.creator.firmaAndrés Murcia 
dc.source.handleRepecRePEc:col:000094:008305
dc.source.handleRepecRePEc:bdr:borrec:650


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