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Uma nota sobre o canal de tomada de risco da política monetária com evidências para o Brasil

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  • Leite Paiva, Guilherme
  • Ferreira, Mauro Sayar

Abstract

O canal de tomada de risco (CTR) da política monetária ganhou destaque com a crise financeira internacional de 2008/2009. Este relaciona o efeito da política monetária com a disposição das instituições financeiras em alterar o perfil de risco dos balanços. Este estudo investiga se o CTR está ativo na economia brasileira. Usando base de dados ainda não exploradas, constata-se que no período de 2001 a 2016: i) o CTR não esteve em pleno funcionamento; ii) a relação entre assunção de risco e características das instituições financeiras conforma-se com a teoria e fatos estilizados para economias desenvolvidas.

Suggested Citation

  • Leite Paiva, Guilherme & Ferreira, Mauro Sayar, 2022. "Uma nota sobre o canal de tomada de risco da política monetária com evidências para o Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 76(2), October.
    • Handle: RePEc:fgv:epgrbe:v:76:y:2022:i:2:a:82010
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