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

The Economic Development of Colombia from the End of the Thousand Days' War to the Great Depression
Juliana Jaramillo-Echeverri, María Teresa Ramírez-Giraldo
Experimenting with Large Language Models for Inflation Forecasting in Colombia
Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Juan J. Ospina-Tejeiro, Edgar Caicedo-García
Evaluating Unemployment Insurance in a Developing Economy: Evidence from Colombia
Leonardo Fabio Morales, Diego Astorga-Rojas, Nicolas Guida-Johnson

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