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Costos de liquidez de los bancos

Author

Listed:
  • Juan Manuel Julio
  • Humberto Mora

Abstract

El propósito de este trabajo es determinar la importancia relativa de los costos de liquidez de los bancos dentro de los costos totales asociados a un cierto nivel de reservas. Este componente del costo total está determinado por la probabilidad que enfrenta un banco, en cada instante del tiempo, de que se presente una situación de iliquidez, caso en el cual recibirá una sanción económica. Los resultados obtenidos muestran que la importancia de los costos de liquidez es considerablemente mayor a la del costo de oportunidad de mantener reservas, y que su comportamiento determina fundamentalmente el comportamiento de los costos totales de reservas. Para la estimación de los costos de liquidez se utiliza una metodología algo novedosa en nuestro medio, que implica la estimación de las funciones de distribución de los desequilibrios que puedan presentarse en la cartera y los depósitos. Es así como la estimación de estas funciones permite obtener un valor estimado de la probabilidad de que se presenten estos desequilibrios. Los resultados obtenidos sobre dichas probabilidades permiten predecir en forma bastante precisa los "defectos mensuales de encaje" que efectivamente presentaron los bancos considerados en el periodo analizado.

Suggested Citation

  • Juan Manuel Julio & Humberto Mora, 1990. "Costos de liquidez de los bancos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 9(18), pages 133-191, December.
    • Handle: RePEc:col:000107:007564
    DOI: 10.32468/Espe.1805
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    Cited by:

    1. Humberto Mora & Hernán Rincón, 2006. "Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?," Borradores de Economia 364, Banco de la Republica de Colombia.

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