Advanced Search
MyIDEAS: Login

O Comportamento Cíclico do Capital dos Bancos Brasileiros

Contents:

Author Info

  • R. A. Ferreira
  • A. C. Noronha
  • D. O. Cajueiro
  • B. M. Tabak

Abstract

In 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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.bcb.gov.br/pec/wps/port/TD222.pdf
Download Restriction: no

Bibliographic Info

Paper provided by Central Bank of Brazil, Research Department in its series Working Papers Series with number 222.

as in new window
Length:
Date of creation: Nov 2010
Date of revision:
Handle: RePEc:bcb:wpaper:222

Contact details of provider:
Web page: http://www.bcb.gov.br/?english

Related research

Keywords:

Other versions of this item:

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:bcb:wpaper:222. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Francisco Marcos Rodrigues Figueiredo).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.