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Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil

Solange Guerra, Benjamin Tabak () and Rodrigo Andrés Peñaloza ()

No 343, Working Papers Series from Central Bank of Brazil, Research Department

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

Date: 2013-12
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