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- Title
Requerimiento de capital anticíclico: el caso uruguayo.
- Authors
Dassatti, Cecilia; Pena, Alejandro; Ponce, Jorge; Tubio, Magdalena
- Abstract
We study the countercyclical 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 countercyclical capital buffer following the principles in Basel III should complement current regulation and serve as an extra tool to mitigate systemic risk in the Uruguayan banking sector.
- Subjects
URUGUAY; BASEL III (2010); BUSINESS cycles; URUGUAYAN economy; MACROECONOMICS; BANKING industry; ECONOMIC policy
- Publication
Monetaria, 2015, Vol 37, Issue 2, p279
- ISSN
0185-1136
- Publication type
Article