
doi: 10.32468/be.963
A raiz de la crisis financiera mundial de 2008, el Comite de Supervision Bancaria de Basilea propuso la implementacion del requerimiento de capital contraciclico. Para guiar las distintas fases del requerimiento sugirio la utilizacion de una regla basada en la diferencia entre la razon de credito sobre PIB y su tendencia de largo plazo. En la presente investigacion se aplica dicha regla para el caso colombiano y se encuentra que esta no se ajusta a los periodos de auge de credito. Por esta razon, se construye una nueva regla a partir del indicador de intensidad de credito, que resulta tener un buen desempeno para guiar la acumulacion y desacumulacion del requerimiento de capital contraciclico durante los periodos de auge de credito en Colombia.
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