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Solvencia bancaria, riesgo de crédito y regulación pública: El caso de la provisión estadística española

Author

Listed:
  • Jesús Saurina salas

    (Banco de España)

Abstract

El objetivo de este trabajo es explicar el funcionamiento de la provisión estadística para insolvencias, recientemente creada por el Banco de España, y su utilidad como instrumento para una adecuada regulación pública de las entidades de depósito. Se justifican las razones por las que se ha implantado esta provisión en España y el interés que puede tener para atemperar el impacto que los ciclos financieros tienen sobre el ciclo real de la economía así como su relevancia en el marco del nuevo Acuerdo de Capital de Basilea. Classification-JEL : G18, G21.

Suggested Citation

  • Jesús Saurina salas, 2002. "Solvencia bancaria, riesgo de crédito y regulación pública: El caso de la provisión estadística española," Hacienda Pública Española, IEF, vol. 161(2), pages 129-150, June.
  • Handle: RePEc:hpe:journl:y:2002:v:161:i:2:p:129-150
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    File URL: http://www.ief.es/documentos/recursos/publicaciones/revistas/hac_pub/161_solvencias.pdf
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    References listed on IDEAS

    as
    1. Santiago Fernández de Lis & Jorge Martínez Pagés & Jesús Saurina, 2001. "Credit growth, problem loans and credit risk provisioning in Spain," BIS Papers chapters,in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 331-353 Bank for International Settlements.
    2. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 14-23.
    3. Ayuso, Juan & Perez, Daniel & Saurina, Jesus, 2004. "Are capital buffers pro-cyclical?: Evidence from Spanish panel data," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 249-264, April.
    4. Larry D. Wall & Timothy W. Koch, 2000. "Bank loan-loss accounting: a review of theoretical and empirical evidence," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 1-20.
    5. C. H. Furfine, 2000. "Evidence on the response of US banks to changes in capital requirements," BIS Working Papers 88, Bank for International Settlements.
    6. Crockett, A, 1997. "The Theory and Practice of Financial Stability," Princeton Essays in International Economics 203, International Economics Section, Departement of Economics Princeton University,.
    7. George A. Akerlof, 1970. "The Market for "Lemons": Quality Uncertainty and the Market Mechanism," The Quarterly Journal of Economics, Oxford University Press, vol. 84(3), pages 488-500.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    regulación bancaria; riesgo de crédito; provisión estadística; solvencia bancaria.;

    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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