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Un método de Cálculo y Temporización de Previsiones Cíclicas para el Sistema Financiero Boliviano

The calculation and timing of cyclical provisions in the Bolivian financial system

Rolando Gonzales-Martínez, Enrique Hurtado and Pedro Valdivia
Authors registered in the RePEc Author Service: Rolando Gonzales Martínez

MPRA Paper from University Library of Munich, Germany

Abstract: The constitution of cyclical provisions is related to the effects of latent credit risk in the financial institutions, a risk that materializes during an economic downturn. This study proposes a method both to calculate the amount of cyclical provisions and to estimate the timing of this type of provisions. The calculation is based on the optimization of a partitioned matrix that contains the optimal combinations of percentages of cyclical provisions for each category of risk and for every type of credit. The timing depends upon an indicator that reflects the quality of the credit portfolio in the financial institutions across time.

Keywords: regulación financiera; previsiones cíclicas; ciclos económicos; riesgo de crédito (search for similar items in EconPapers)
JEL-codes: C10 E32 G18 G21 (search for similar items in EconPapers)
Date: 2008-09, Revised 2009-02
New Economics Papers: this item is included in nep-rmg
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