Esquema de provisiones anticíclicas para Colombia

Martínez-Amaya, Óscar Gonzalo; Pineda, Fernando; Salamanca-Rojas, David M.

doi:10.32468/tef.10

Cited by 3 publications

(2 citation statements)

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“…This reflects banks' diverging risk profiles in lending operations. An obvious way to accommodate such differing exposures would be to allow for bank-specific dynamic provisioning rates (Martínez et al, 2005). This approach would help overcome the problem whereby the current system with uniform rates tends to penalize the more efficient banks which have above-average loan growth (Panetta et al, 2009).…”

Section: B Simulation Resultsmentioning

confidence: 99%

Dynamic Loan Loss Provisions in Uruguay: Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas

Wezel

2010

IMF Working Papers

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This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate. This paper assesses the merits of countercyclical loan loss provisioning in Uruguay. Using a stress test methodology, it quantifies the protection against macroeconomic shocks provided by the stock of dynamic provisions accumulated since 2001 and finds that medium-sized shocks would be fully absorbed, offsetting the additional costs caused by rising specific provisions. In addition, the paper simulates the path of dynamic provisions under the formulas used in Spain, Peru and Bolivia, showing that the alternative paths diverge significantly from the actual buildup and in part better conform to the Uruguayan credit cycle.

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Section: B Simulation Resultsmentioning

confidence: 99%