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

Author

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  • 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 / Review of Public Economics, 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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    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, vol. 24(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. Claudio Borio & Craig Furfine & Philip Lowe, 2001. "Procyclicality of the financial system and financial stability: issues and policy options," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 1-57, Bank for International Settlements.
    5. Claudio Borio & Philip Lowe, 2001. "To provision or not to provision," BIS Quarterly Review, Bank for International Settlements, September.
    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. Timothy W. Koch & Larry D. Wall, 2000. "Bank loan-loss accounting: a review of theoretical and empirical evidence," Economic Review, Federal Reserve Bank of Atlanta, vol. 85(Q2), pages 1-20.
    8. George A. Akerlof, 1970. "The Market for "Lemons": Quality Uncertainty and the Market Mechanism," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 84(3), pages 488-500.
    9. C. H. Furfine, 2000. "Evidence on the response of US banks to changes in capital requirements," BIS Working Papers 88, Bank for International Settlements.
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    More about this item

    Keywords

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