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Requerimientos de capital por riesgo crediticio bajo el acuerdo de Basilea II: Implicaciones para el sistema bancario boliviano

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Author Info

  • Tatiana Cosulich Quevedo
  • Oswaldo Irusta Díaz

    (Banco Central de Bolivia)

  • Martín Villegas Tufiño

    (Banco Central de Bolivia)

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    Abstract

    Por las características del negocio de intermediación financiera y sus implicaciones en el resto de la economía, la normativa prudencial exige niveles mínimos de capital que en inicio corresponden al respaldo o colateral frente a los riesgos a que están expuestas las entidades financieras. La introducción del Acuerdo del Comité de Basilea II, en lo concerniente a su primer pilar, contempla requerimientos de capital por riesgo crediticio. En el presente trabajo se determinan dichos requerimientos para los bancos que operan en Bolivia bajo las metodologías estándar e Internal Ratings - Based Approach (IRB). Los resultados obtenidos muestran a priori incrementos en los requerimientos de capital bajo ambos enfoques, aunque con efectos disímiles entre entidades. Los mayores requerimientos de capital se observan a nivel de los bancos cuyas inversiones en títulos valor son más significativas que las crediticias.

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    Bibliographic Info

    Article provided by Banco Central de Bolivia in its journal Revista de Análisis.

    Volume (Year): 6-7 (2003)
    Issue (Month): 2-1 (December)
    Pages: 51-88

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    Handle: RePEc:blv:journl:v:6-7:y:2003:i:2-1:p:51-88

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    Related research

    Keywords: Basilea; regulación; bancos; capital económico; riesgo crediticio; Bolivia;

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