O Comportamentocíclico Do Capital Dos Bancos Brasileiros
AbstractIn the context of the implementation of the Basel II accord, this paper analyzes the cyclical behavior of Brazilian bank capital under the current regulation. We use an unbalanced panel data of banks operating in Brazil between 2003 and 2008 to estimate an equation of the bank economic capital. Our results show that this variable moves with the business cycle.
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Bibliographic InfoPaper provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its series Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] with number 46.
Date of creation: 2011
Date of revision:
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Other versions of this item:
- Renata A. Ferreira & A. C. Noronha & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro, 2010. "O Comportamento Cíclico do Capital dos Bancos Brasileiros," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(3), pages 671_690.
- 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.
- 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-07 (All new papers)
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