Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar
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References listed on IDEAS
- Philip Lowe, 2002. "Credit risk measurement and procyclicality," BIS Working Papers 116, Bank for International Settlements.
- Mathias Drehmann & Claudio Borio & Leonardo Gambacorta & Gabriel Jiminez & Carlos Trucharte, 2010. "Countercyclical capital buffers: exploring options," BIS Working Papers 317, Bank for International Settlements.
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- Rinaldi, Laura & Sanchis-Arellano, Alicia, 2006. "Household debt sustainability: what explains household non-performing loans? An empirical analysis," Working Paper Series 570, European Central Bank.
- Selim Elekdag & Yiqun Wu, 2011. "Rapid Credit Growth; Boon or Boom-Bust?," IMF Working Papers 11/241, International Monetary Fund.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011.
"Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 7(4), pages 189-240, December.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring countercyclical capital buffers: the role of credit aggregates," BIS Working Papers 355, Bank for International Settlements.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-28 (All new papers)
- NEP-BAN-2013-07-28 (Banking)
- NEP-RMG-2013-07-28 (Risk Management)
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