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Bank Capital Buffers and Procyclicality in Latin America

Oscar Carvallo () and Leslie Jiménez Rosas ()

Chapter 5 in Monetary Policy and Financial Stability in Latin America and the Caribbean, 2018, pp 133-158 from Centro de Estudios Monetarios Latinoamericanos, CEMLA

Abstract: In this chapter, we conduct an empirical study of fluctuation patters of regulatory capital buffers with respect to the business cycle for the 2001 to 2003 period with data of 18 countries and 456 Latin American and Caribbean banks. We also present results for Argentina, Brazil, Mexico, Panama and Venezuela. Our results show that, although the general intuition sustaining the countercyclical approach of Basel III capital buffers agrees with the data, patterns vary across countries, being determining variables bank size, their forms of organization and levels of competition in the region’s banking systems.

Keywords: capital buffers; procyclicality; business cycle; Basel III; Latin America. (search for similar items in EconPapers)
JEL-codes: E32 G21 G28 (search for similar items in EconPapers)
Date: 2018
ISBN: 978-607-7734-89-5 (printed)
Note: Joint Research Program XIX Meeting of the Central Bank Researchers Network
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