Esquema de provisiones anticíclicas para Colombia

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dc.audiencePolicymakersspa
dc.audienceResearchersspa
dc.audienceStudentsspa
dc.audienceTeachersspa
dc.coverage.sucursalBogotáspa
dc.creatorMartínez-Amaya, Óscar Gonzalospa
dc.creatorPineda, Fernandospa
dc.creatorSalamanca-Rojas, David M.spa
dc.date.accessioned2005-07-01T08:30:10Zeng
dc.date.available2015-12-06T08:30:10Zspa
dc.date.available2015-12-14T08:30:10Zspa
dc.date.available2017-10-24T08:30:10Zspa
dc.date.created2005-07-01spa
dc.date.issued2005-07eng
dc.descriptionSe intenta establecer el impacto que tendría un sistema de provisiones anticíclicas parecido al que existe actualmente en España para el caso colombiano. Con métodos de simulación analiza los costos para las entidades de crédito y hace un estudio de cómo amortiguar las pérdidas durante fases adversas.spa
dc.description.abstractThe financial system’s response to the various phases of the cycle is characterized by high credit growth during the upswing phase and its rationing during the downswing. This behavior is related to the financial system’s tendency to underestimate the credit risk during the upturn and to overestimate it during the downturn phase2 . This wrong perception of risk creates distortions in the incentives for financial institutions to lend, makes credit excessively volatile, which negatively affects corporate and investment funding, and conveys a climate of instability, thereby transmitting the instability to the real sector. Furthermore, financial institutions generate high profits during the cycle upswing, which are distributed among their stockholders, to be followed by a crisis during the downswing, with the ensuing possibilities of bankruptcy, state intervention, or government support at the expense of the national budget. Thus, this argues for the need to set up an anticyclical provisioning scheme to lower profit volatility throughout the economic cycle.eng
dc.format.extent13 páginas : ilustraciones, gráficas, tablasspa
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/2080spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/2080spa
dc.language.isospaspa
dc.publisherBanco de la República de Colombiaspa
dc.relation.doihttps://doi.org/10.32468/tef.10spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesTemas de Estabilidad Financieraspa
dc.relation.isversionofTemas de Estabilidad Financiera ; No. 10spa
dc.relation.numbertef 10eng
dc.relation.repechttps://ideas.repec.org/p/bdr/temest/010.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.bibliographicCitationBermúdez, Jorge. El SARC: un cambio cultural. Superintendencia Bancaria de Colombia. Disponible en internet,http://www.superbancaria.gov.co/comunicadosypublicaciones.htm> 2003.spa
dc.source.bibliographicCitationBernanke, Ben; Gertler, Mark; Gilchrist, Simon. The Financial Accelerator in a Quantitative Business Cycle Framework. Handbook of Macroeconomics. 1999.spa
dc.source.bibliographicCitationBorio, Claudio; Furfine, Craig; Lowe, Philip. Procyclicality of the Financial System and Financial Stability: Issues and Policy Options. BIS Papers n.° 1. 2001.spa
dc.source.handleRepecRePEc:bdr:temest:010spa
dc.subjectProvisionesspa
dc.subjectUtilidadesspa
dc.subjectBancosspa
dc.subjectInstituciones financierasspa
dc.subjectColombiaspa
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgageseng
dc.subject.jelE51 - Money Supply; Credit; Money Multiplierseng
dc.subject.jelG29 - Financial Institutions and Services: Othereng
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecasspa
dc.subject.jelspaE51 - Oferta monetaria; Crédito; Multiplicadores monetariosspa
dc.subject.jelspaG29 - Instituciones y servicios financieros: Otrosspa
dc.subject.keywordProvisionseng
dc.subject.keywordProfitseng
dc.subject.keywordBankseng
dc.subject.keywordFinancial institutionseng
dc.subject.keywordColombiaeng
dc.subject.lembSistema financiero -- Españaspa
dc.subject.lembSistema financiero -- Colombia -- 1994-2004spa
dc.subject.lembRiesgo bancario -- Colombiaspa
dc.subject.lembCostos financieros -- Colombiaspa
dc.titleEsquema de provisiones anticíclicas para Colombiaspa
dc.title.alternativeAnticyclical provisioning scheme for Colombiaspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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