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Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil

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Author Info

  • Solange Maria Guerra
  • Benjamin Miranda Tabak
  • Rodrigo Andrés de Souza Peñaloza

Abstract

This paper studies the determinant factors of risk taking and the impact of the exchange rate exposure and the exchange rate on the risk taking of banks operating in Brazil. The results suggest that the impact of the exchange rate exposure on risk taking is through return volatility and leverage. However, the magnitude of this impact is not significant in economic terms mainly because of the low mean grade of risk taking of the banks

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File URL: http://www.bcb.gov.br/pec/wps/port/TD343.pdf
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Bibliographic Info

Paper provided by Central Bank of Brazil, Research Department in its series Working Papers Series with number 343.

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Date of creation: Dec 2013
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Handle: RePEc:bcb:wpaper:343

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Web page: http://www.bcb.gov.br/?english

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