Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil
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
When requesting a correction, please mention this item's handle: RePEc:bcb:wpaper:343. 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 references are entirely missing, you can add them using this form.