Requerimiento de capital contra-cíclico. El caso uruguayo

Cecilia Dassatti Camors (), Alejandro Pena, Jorge Ponce and Magdalena Tubio ()
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Magdalena Tubio: Banco Central del Uruguay

No 2014008, Documentos de trabajo from Banco Central del Uruguay

Abstract: We study the counter-cyclical capital buffer introduced by Basel III and its complementarities with other regulation, particularly dynamic provisioning. We simulate different activation, adjust and deactivation rules for the buffer using historical data for Uruguay. The design and introduction of a counter-cyclical capital buffer following the principles in Basel III should complement actual regulation and serve as an extra tool to mitigate systemic risk in the Uruguayan banking sector.

Keywords: Counter-cyclical capital; Basel III; Uruguay; Requerimiento de capital contra-cíclico; Basilea III; Uruguay (search for similar items in EconPapers)
JEL-codes: G28 (search for similar items in EconPapers)
Pages: 23 pages
Date: 2014
New Economics Papers: this item is included in nep-rmg
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