O Mercado de Hedge Cambial no Brasil: Reação das Instituições Financeiras a Intervenções do Banco Central [PDF]
Between 1999 and 2002, Brazil´s Central Bank sold expressive amounts of dollar-denominated debt and foreign exchange swaps. This paper shows that in periods of high volatility of the exchange rate, first semester of 1999 and second semester of 2002, the ...
Fernando N. de Oliveira
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METAS DE INFLAÇÃO E VULNERABILIDADE EXTERNA NO BRASIL [PDF]
The central purpose of this study is to assess the performance of the inflation targeting regime adopted in Brazil, in a context of high exchange rate volatility, as well as high public debt.
Alexandre Batista Ferreira +1 more
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A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives [PDF]
This article aims at providing a new alternative for the collection of information on risks taken by financial institutions, which enables the calculation of risk tools usually used in risk management, such as VaR and stress tests.
Benjamin M. Tabak, Gilneu F. A. Vivan
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Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case [PDF]
The advance of globalization of the international financial market has implied a more complex portfolio risk for the banks. Furthermore, several points such as the growth of e-banking and the increase in accounting irregularities call attention to ...
Délio José Cordeiro Galvão +2 more
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ENSAIOS SOBRE A VOLATILIDADE CAMBIAL: INDICADOR ANTECEDENTE, FORECASTING E EFEITO MANADA [PDF]
, 2018 openaire +1 more source
Forecasting Bonds Yields in the Brazilian Fixed Income Market [PDF]
This paper studies the predictive ability of a variety of models in forecasting the yield curve for the Brazilian fixed income market. We compare affine term structure models with a variation of the Nelson-Siegel exponential framework developed by ...
Benjamin M. Tabak, Jose Vicente
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Volatilidade Cambial e o Crescimento Económico: Um Estudo para os Países da OCDE
Dissertação de Mestrado em Contabilidade e Finanças apresentada à Faculdade de ...
openaire +1 more source
Bandas cambiais, credibilidade e realinhamento : teoria e evidência brasileira [PDF]
, 1999 Silva, Josiane Kuhnen da
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Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial [PDF]
This paper examines models of capital requirement determination for financial institutions in order to cover market risk stemming from exposure to foreign currencies and gold.
Claudio H. da S. Barbedo +3 more
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Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks [PDF]
This study constructs a set of credit risk indicators for 39 Brazilian banks, using the Merton framework and balance sheet information on the banks’ total assets and liabilities.
Benjamin M. Tabak +2 more
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