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Requisitos de capital de los bancos latinoamericanos en relación con sus niveles de riesgo de mercado: importancia de la Enmienda de Basilea de 1996 para América Latina

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  • Andrew Powell
  • Veronica Balzarotti

Abstract

(Disponible en idioma inglés únicamente) El mercado de los bancos o los riesgos de las operaciones han aumentado apreciablemente en los últimos años, principalmente como resultado del crecimiento de los activos líquidos en los balances generales de los bancos y el aumento de las actividades no incluidas en los balances de los mismos. La considerable divulgación de fracasos de bancos y pérdidas de capitales significativas han contribuido a concentrar la atención aún más en esos acontecimientos. En enero de 1996, la Comisión de Basilea recomendó la imposición de cargos de capital relacionados con los riesgos comerciales de los bancos y la Directiva sobre adecuación del capital de la Comunidad Europea (CAD, por sus siglas en inglés) entró en vigor el 1 de enero y adopta parcialmente la Enmienda de Basilea. Los países del G10 están comprometidos a la aplicación plena de esas recomendaciones hacia finales de 1997. En este trabajo se pasa revista a las principales características de la Enmienda de Basilea, la cual permite que los bancos elijan entre una metodología estandarizada y el uso de sus propios modelos internos, sujeto a la autorización de la entidad supervisora pertinente y un conjunto de valores de parámetros. Se analiza la pertinencia de este reglamento para América Latina desde la perspectiva de las características de la región. Se sugiere que estas características hacen aumentar más que disminuir la importancia de la aplicación de requisitos de capital de riesgo de mercado en América Latina.

Suggested Citation

  • Andrew Powell & Veronica Balzarotti, 1997. "Requisitos de capital de los bancos latinoamericanos en relación con sus niveles de riesgo de mercado: importancia de la Enmienda de Basilea de 1996 para América Latina," Research Department Publications 4073, Inter-American Development Bank, Research Department.
    • Handle: RePEc:idb:wpaper:4073
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    References listed on IDEAS

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