Número:
71
Publicado:
Clasificación JEL:
D58, E32, E44
Palabras clave:
Estabilidad financiera, Sistema financiero colombiano, Auge del consumo, Modelo DSGE en el sector bancario
Lo más reciente
Nicol Valeria Rodríguez-Rodríguez, Hernán Dario Perdomo-Sánchez
Luis Fernando Melo-Velandia, Daniel Parra-Amado, Juan Pablo Bermúdez-Cespedes
In this document we develop a DSGE model to analyze the effect that a consumption boom and a productivity shock have over financial stability and macroeconomic variables, in both, an economy with and without Basel III capital requirements and earnings reinvestment rule. The results suggest that Basel III requirements have a positive impact over financial stability variables and that additional capital requirements do not restrict banking activity.