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

Using 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 det...

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Autores:

Tipo de recurso:

Fecha de publicación:

2012

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/23888

Acceso en línea:

https://doi.org/10.1016/j.econmod.2012.05.021
https://repository.urosario.edu.co/handle/10336/23888

Palabra clave:

Bank capital buffers
Colombia
Credit risk
Regulation

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