O Comportamento Cíclico do Capital dos Bancos Brasileiros

R. Ferreira, A. Noronha, Benjamin Tabak and Daniel Cajueiro

No 222, Working Papers Series from Central Bank of Brazil, Research Department

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.

Date: 2010-11
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https://www.bcb.gov.br/content/publicacoes/WorkingPaperSeries/TD222.pdf (application/pdf)

Related works:
Working Paper: O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS (2011)
Journal Article: O Comportamento Cíclico do Capital dos Bancos Brasileiros (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:bcb:wpaper:222

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