dc.creator | Marques Pereira, Joao Andre | |
dc.creator | Saito, Richard | |
dc.date | 2015-11-05 | |
dc.date.accessioned | 2022-11-03T20:59:03Z | |
dc.date.available | 2022-11-03T20:59:03Z | |
dc.identifier | https://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/26393 | |
dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/5044521 | |
dc.description | This work investigates how banks react to the capital constraints imposed by the Central Bank. Using models that incorporate the simultaneity of capital decisions and risk decisions, our findings confirm the capital buffer theory, which predicts that adjustments to capital and adjustments to risk are positively related. Moreover, we find that regulatory pressures induce banks to increase their risk levels in response to capital adjustments but not vice versa. | pt-BR |
dc.format | application/pdf | |
dc.format | application/pdf | |
dc.language | por | |
dc.publisher | Lociedade Brasileira de Finanças | en-US |
dc.relation | https://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/26393/56017 | |
dc.relation | https://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/26393/56018 | |
dc.rights | Copyright (c) 2015 Revista Brasileira de Finanças | pt-BR |
dc.source | Brazilian Review of Finance; Vol. 13 No. 1 (2015): Janeiro-Março; 74-101 | en-US |
dc.source | Revista Brasileira de Finanças; v. 13 n. 1 (2015): Janeiro-Março; 74-101 | pt-BR |
dc.source | 1984-5146 | |
dc.source | 1679-0731 | |
dc.subject | capital regulation | en-US |
dc.subject | prudential regulation | en-US |
dc.subject | G21 | en-US |
dc.subject | G28 | en-US |
dc.subject | regulatory capital | pt-BR |
dc.subject | asset risk and prudential regulation. | pt-BR |
dc.subject | G21 | pt-BR |
dc.subject | G28 | pt-BR |
dc.title | Coordination of capital buffer and risk profile under supervision of Central Bank | pt-BR |
dc.type | info:eu-repo/semantics/article | |
dc.type | info:eu-repo/semantics/publishedVersion | |
dc.type | Double blind reviewed articles | en-US |
dc.type | empirical | en-US |
dc.type | Avaliado por Pares | pt-BR |
dc.type | Artigo Teórico-Empírico; | pt-BR |