Ítem
Acceso Abierto

The cyclical behavior of bank capital buffers in an emerging economy: size do matters

Mostrar el registro sencillo de la publicación
dc.creatorGarcía Suaza, Andrés Felipe
dc.creatorGómez-González, José E.
dc.creatorMurcia-Pabón, Andrés
dc.creatorTenjo-Galarza, Fernando
dc.date.accessioned2015-10-06T12:59:05Z
dc.date.available2015-10-06T12:59:05Z
dc.date.created2011
dc.date.issued2011
dc.description.abstractUsing a panel of Colombian banks and quarterly data between 1996:1 and 2010:3, we study the relationship between short-run adjustemnts in bank capital buffers and the business cycle. We follow a partial adjustment framework and control for several variables that have been identified as important determinants of bank capital buffers in previous studies, and find that bank capital buffers vary over the business cycle. We are able to identify a negative co-movement of capital buffers and and the business cycle. However, we also find that capital buffers of small and large banks behave asymmetrically during the business cycle. While the former appear to be constant over time, once the appropriate set of control variables is used, the latter present a countercyclical behavior. Our results suggest the possible need of the implementation of regulatory policy measures in developing countrieseng
dc.format.extent16 páginasspa
dc.format.mediumRecurso electrónicospa
dc.format.mimetypeapplication/pdf
dc.format.tipoDocumentospa
dc.identifier.doihttps://doi.org/10.48713/10336_10973
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/10973
dc.language.isospa
dc.publisherUniversidad del Rosariospa
dc.publisher.departmentFacultad de Economíaspa
dc.relation.citationIssueNo. 96
dc.relation.citationTitleSerie Documentos de trabajo. Economía
dc.relation.ispartofSerie documentos de trabajo. No 96 (Abril 2011)spa
dc.relation.urihttps://ideas.repec.org/p/col/000092/008275.html
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto completo)spa
dc.rights.ccAtribución-NoComercial-SinDerivadas 2.5 Colombiaspa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.ddcEconomía financiera
dc.subject.keywordBank capital bufferseng
dc.subject.keywordCredit riskeng
dc.subject.keywordRegulationeng
dc.subject.keywordColombiaeng
dc.subject.lembEconomíaspa
dc.subject.lembAnálisis de inversionesspa
dc.subject.lembBancos comercialesspa
dc.subject.lembCiclos económicosspa
dc.subject.lembCapital de riesgospa
dc.titleThe cyclical behavior of bank capital buffers in an emerging economy: size do mattersspa
dc.typeworkingPapereng
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersion
dc.type.spaDocumento de trabajospa
Archivos
Bloque original
Mostrando1 - 2 de 2
Miniatura
Nombre:
index.html
Tamaño:
223 B
Formato:
Hypertext Markup Language
Descripción:
Descargar
Miniatura
Nombre:
8275.pdf
Tamaño:
246.67 KB
Formato:
Adobe Portable Document Format
Descripción:
Descargar
Colecciones
Documentos de trabajo economía