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Requerimiento de capital anticíclico: el caso uruguayo

Author

Listed:
  • Cecilia Dassatti

    (Banco Central del Uruguay)

  • Alejandro Pena

    (Banco Central del Uruguay)

  • Jorge Ponce

    (Banco Central del Uruguay)

  • Magdalena Tubio

    (Banco Central del Uruguay)

Abstract

En este documento se analizan las principales características del requerimiento de capital anticíclico sugerido por Basilea III y se estudia su complementariedad con otras herramientas regulatorias, en particular con las previsiones dinámicas. Se realiza un ejercicio de aplicación del requerimiento de capital anticíclico utilizando datos históricos de Uruguay y diferentes reglas de activación, ajuste y desactivación. Se concluye que el diseño y la introducción de un requerimiento de capital anticíclico conforme a los principios de Basilea III complementarían las regulaciones vigentes y ampliarían el conjunto de herramientas para mitigar el riesgo sistémico en el sector bancario de Uruguay.

Suggested Citation

  • Cecilia Dassatti & Alejandro Pena & Jorge Ponce & Magdalena Tubio, 2015. "Requerimiento de capital anticíclico: el caso uruguayo," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 279-316, julio-dic.
  • Handle: RePEc:cml:moneta:v:xxxvii:y:2015:i:2:p:279-316
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    More about this item

    Keywords

    Basilea III; capital anticíclico; instrumentos macroprudenciales; Uruguay;
    All these keywords.

    JEL classification:

    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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