Borradores de Economia
Número:
650
Publicado:
Clasificación JEL:
C26, G21, G28
Palabras clave:
Bank capital buffers, Credit risk, Regulation, Colombia
Lo más reciente
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Pronosticando inflaciones de canastas de alimentos desagregadas en Colombia usando un modelo XGBoost
Cesar Anzola-Bravo, Poveda-Olarte Paola
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