The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter

Borradores de Economia
Number: 
650
DOI: 
http://doi.org/10.32468/be.650
Published: 
Classification JEL: 
C26, G21, G28
Download document

The most recent

Fertility in Colombia: Recent Trends and Socioeconomic Determinants.
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Forecasting Disaggregated Food Inflation Baskets in Colombia with an XGBoost Model
Cesar Anzola-Bravo, Poveda-Olarte Paola
Spatial Mobility, Economic Opportunity, and Crime
Gaurav Khanna, Carlos Alberto Medina-Durango, Anant Nyshadham, Daniel Ramos-Menchelli, Jorge Andrés Tamayo-Castaño, Audrey Tiew

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 variabl