Basel Accord
Mostrando 13-20 de 20 artigos, teses e dissertações.
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13. Estudo comparativo de métodos de cálculo de capital mínimo em instituições financeiras / Comparative study of methods for determining minimum capital in financial institutions
There are different methods for determining the minimum capital of a financial institution. The academic literature related to this subject essentially groups them into two approaches. The first uses asset volatility to obtain potential unexpected losses and, therefore, the minimum capital. This approach is present on the first pillar of the New Basel Capita
Publicado em: 2008
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14. Basel II accord and financial stability in developing coutries / Acordo de Basileia 2 e estabilidade financeira em paises em desenvolvimento
O objetivo deste trabalho e avaliar os impactos potenciais sobre os paises em desenvolvimento derivados da implementação do Acordo de Basiléia 2 nos membros do G-10. Para tanto, apresenta a seguinte estrutura. O primeiro capitulo discute os elementos que conduzem a emergência de períodos de instabilidade financeira e como os bancos participam neste proc
Publicado em: 2008
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15. Risco legal nas instituições financeiras: o impacto da jurisprudência sobre o crédito bancário / Legal risk in the financial institutions: impact of the case law on the bank credit
The New Basel Capital Accord introduces capital allocation for operational risks (including legal risks). These risks - in the Brazilian scenario -, present potential for significant losses and a good example of this is the amount of provisions related to fiscal, labor and civil litigation risks, which in December 2006 added up to R$ 39 billions. In many cas
Publicado em: 2007
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16. Estudo da percepção de risco por parte dos depositantes de bancos: o caso do mercado brasileiro de 1999 a 2006 / A study of the perceptions of depositors regarding bank risk : the Brazilian market case from 1999 to 2006
Safe banking system is an important factor to economic and financial stability, which is the reason why it is necessary to develop tools to diminish the probability of crisis. In this context safety nets and risk-based capital requirements have been created. Since the 1990s, there have been growing discussions on a complementary mechanism to enhance the soun
Publicado em: 2007
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17. Still the century of government savings banks? The Caixa Econômica Federal
This article explores general concerns about government banking, social inclusion, and democracy through case study of the Brazilian federal government savings bank (Caixa Econômica Federal). Review of government savings banks in Brazilian history suggests that these institutions have been at the center of domestic political economy, expanding and contracti
Brazilian Journal of Political Economy. Publicado em: 2006-03
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18. Risk and Banking Competition in Brazil / Risco e CompetiÃÃo BancÃria no Brasil
Esta pesquisa investiga o relacionamento entre o nÃvel de risco e o grau de competiÃÃo bancÃria. O trabalho define a estatÃstica-H do modelo de Panzar &Rosse e o Ãndice de BasilÃia como medidas de competiÃÃo e risco, e utiliza o modelo de Bolt &Tieman para esclarecer o relacionamento entre competiÃÃo e risco. Dada a relevÃncia do debate entre All
Publicado em: 2005
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19. Regulamentação prudencial e estabilidade do sistema financeiro
Accordingly with economic theory employed, foreseeing economic cycles acquires proper characteristics: some suppose a pre-existing regularity, which is foreseeable by stochastic models on real business supply costs; other ones include temporary deviations from market to real values during the cycle time period but real values are detectable if we work in a l
Publicado em: 2004
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20. Operation risk evaluation and management in Brazilian financial institutions: case study of a large financial institution / Estudo da avaliação e gerenciamento do risco operacional de instituições financeiras no Brasil: análise de caso de uma instituição financeira de grande porte
Due to the great volatility and to the dynamism of the finance market, the management of the operational risk is a preponderant factor for the survival of any business. The logic that is in the market discipline, implies that it has coercive mechanisms that induces the managers to manage carefully theirs business. In other words, the efficiency depends on th
Publicado em: 2004