Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial

Daniel Fernández
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Daniel Fernández: Banco Central del Uruguay

No 2013002, Documentos de trabajo from Banco Central del Uruguay

Abstract: In this paper loss distributions on portfolios of loans to the industrial sector granted by banks operating in the local market at June 30, 2010 were estimated with the aim of assessing the adequacy of banks´ capital and reserves. Additionally we studied the sensitivity of the debt losses with the business cycle by analyzing the current regulatory capital adequacy and reserves of banks in the event that in this quarterly they must face scenarios identical to those experienced in the first decade of this century.

Keywords: loans; failed loans losses; capital and reserves adecuacy; creditrisk+; var; préstamos; pérdidas por incobrabilidad; suficiencia de capital y previsiones; creditrisk+; var (search for similar items in EconPapers)
Pages: 48 pages
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:bku:doctra:2013002

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