Countercyclical banking capital buffers in a DSGE model
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Temas de Estabilidad Financiera ; No. 71
Date published
2012-09-01
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2012-09
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eng
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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.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
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.
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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
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