O Comportamento Cíclico do Capital dos Bancos Brasileiros
Abstract
No contexto de transição regulamentar para os padrões do acordo de Basiléia II, este artigo analisa o comportamento cíclico do capital bancário brasileiro sob a regulação atual. Utilizamos um painel não-balanceado de dados dos bancos operando no Brasil entre 2003 e 2008 para estimar, através de técnicas de painel dinâmico, uma equação do capital econômico dos bancos. Nossos resultados mostram que esta variável move-se com o ciclo de negócios.Download Info
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Article provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its journal Economia.
Volume (Year): 11 (2010)
Issue (Month): 3 ()
Pages: 671_690
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Related research
Keywords: Bancos; Basiléia II; Ciclos Econômicos; Capital dos Bancos;Other versions of this item:
- R. A. Ferreira & A. C. Noronha & D. O. Cajueiro & B. M. Tabak, 2010. "O Comportamento Cíclico do Capital dos Bancos Brasileiros," Working Papers Series 222, Central Bank of Brazil, Research Department.
- Benjamin Miranda Tabak & Renata A. Ferreira & Daniel O. Cajueiro, 2011. "O Comportamentocíclico Do Capital Dos Bancos Brasileiros," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 46, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- 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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