Borradores de Economia
Número:
650
Publicado:
Clasificación JEL:
C26, G21, G28
Palabras clave:
Bank capital buffers, Credit risk, Regulation, Colombia
Lo más reciente
Alejandro Ome, Laura Giles Álvarez, Gerson Javier Pérez-Valbuena, Cristhian Larrahondo
Juan Camilo Laborde-Vera
Oscar Iván Ávila-Montealegre, Juan José Ospina-Tejeiro, Anderson Grajales, Mario Andrés Ramos-Veloza
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