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

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dc.creatorGarcía Suaza, Andrés Felipespa
dc.creatorGómez-González, José E.spa
dc.creatorPabón, Andrés Murciaspa
dc.creatorTenjo-Galarza, Fernandospa
dc.date.accessioned2020-05-26T00:06:24Z
dc.date.available2020-05-26T00:06:24Z
dc.date.created2012spa
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 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 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 countries. © 2012 Elsevier B.V.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.econmod.2012.05.021
dc.identifier.issn2649993
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23888
dc.language.isoengspa
dc.relation.citationEndPage1617
dc.relation.citationIssueNo. 5
dc.relation.citationStartPage1612
dc.relation.citationTitleEconomic Modelling
dc.relation.citationVolumeVol. 29
dc.relation.ispartofEconomic Modelling, ISSN:2649993, Vol.29, No.5 (2012); pp. 1612-1617spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84861794175&doi=10.1016%2fj.econmod.2012.05.021&partnerID=40&md5=5b8ade19faeb8048bc1871717f6a15d4spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordBank capital buffersspa
dc.subject.keywordColombiaspa
dc.subject.keywordCredit riskspa
dc.subject.keywordRegulationspa
dc.titleThe cyclical behavior of bank capital buffers in an emerging economy: Size does matterspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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