Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos

Detalhes bibliográficos
Autor(a) principal: Yanaka, Guilherme M.
Data de Publicação: 2009
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/2658
Resumo: With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this thesis is to measure the difference between the minimum capital requirement (and, thus, in the capital ratio) calculated through the IRB approach and the one defined by the current regulation. Estimates of probabilities of default (PD) were made using transition matrices constructed from the Brazilian Central Bank Credit Register (SCR) data. The results show an increase in the capital requirement, contrary to what have happened in the G-10 countries.
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spelling Yanaka, Guilherme M.Escolas::EESPDouat, João CarlosFerreira, Caio FonsecaBrito, Márcio Holland de2010-04-20T20:58:16Z2010-04-20T20:58:16Z2009-02-02YANAKA, Guilherme M.. Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2009.http://hdl.handle.net/10438/2658With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this thesis is to measure the difference between the minimum capital requirement (and, thus, in the capital ratio) calculated through the IRB approach and the one defined by the current regulation. Estimates of probabilities of default (PD) were made using transition matrices constructed from the Brazilian Central Bank Credit Register (SCR) data. The results show an increase in the capital requirement, contrary to what have happened in the G-10 countries.Com a implementação do Acordo de Basiléia II no Brasil, os grandes conglomerados bancários poderão utilizar o chamado modelo IRB (Internal Ratings Based) para cômputo da parcela de risco de crédito da exigência de capital. O objetivo desta dissertação é mensurar a diferença entre o capital mínimo exigido (e, conseqüentemente, do Índice de Basiléia) calculado pela abordagem IRB em relação à regulamentação atual. Para isso, foram estimadas probabilidades de inadimplência (PD) utilizando matrizes de transição construídas a partir dos dados da Central de Risco de Crédito (SCR) do Banco Central do Brasil. Os resultados indicam aumento da exigência de capital, ao contrário do ocorrido nos países do G-10.porMatriz de transiçãoRisco de créditoRegulação bancáriaBasiléia IIEconomiaAdministração bancária - BrasilAdministração de risco - BrasilCréditos - Avaliação de riscosBancos - Brasil - RegulamentaçãoModelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancosinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTHUMBNAILGuilherme_Matsumura_Yanaka.pdf.jpgGuilherme_Matsumura_Yanaka.pdf.jpgGenerated Thumbnailimage/jpeg2885https://repositorio.fgv.br/bitstreams/a5d2b277-e5cd-481e-a819-a9a6594d5ddc/downloade30015f58ea8c78240df0d2a7767ced9MD59TEXTGuilherme_Matsumura_Yanaka.pdf.txtGuilherme_Matsumura_Yanaka.pdf.txtExtracted 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dc.title.por.fl_str_mv Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
title Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
spellingShingle Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
Yanaka, Guilherme M.
Matriz de transição
Risco de crédito
Regulação bancária
Basiléia II
Economia
Administração bancária - Brasil
Administração de risco - Brasil
Créditos - Avaliação de riscos
Bancos - Brasil - Regulamentação
title_short Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
title_full Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
title_fullStr Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
title_full_unstemmed Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
title_sort Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos
author Yanaka, Guilherme M.
author_facet Yanaka, Guilherme M.
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Douat, João Carlos
Ferreira, Caio Fonseca
dc.contributor.author.fl_str_mv Yanaka, Guilherme M.
dc.contributor.advisor1.fl_str_mv Brito, Márcio Holland de
contributor_str_mv Brito, Márcio Holland de
dc.subject.por.fl_str_mv Matriz de transição
Risco de crédito
Regulação bancária
Basiléia II
topic Matriz de transição
Risco de crédito
Regulação bancária
Basiléia II
Economia
Administração bancária - Brasil
Administração de risco - Brasil
Créditos - Avaliação de riscos
Bancos - Brasil - Regulamentação
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Administração bancária - Brasil
Administração de risco - Brasil
Créditos - Avaliação de riscos
Bancos - Brasil - Regulamentação
description With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this thesis is to measure the difference between the minimum capital requirement (and, thus, in the capital ratio) calculated through the IRB approach and the one defined by the current regulation. Estimates of probabilities of default (PD) were made using transition matrices constructed from the Brazilian Central Bank Credit Register (SCR) data. The results show an increase in the capital requirement, contrary to what have happened in the G-10 countries.
publishDate 2009
dc.date.issued.fl_str_mv 2009-02-02
dc.date.accessioned.fl_str_mv 2010-04-20T20:58:16Z
dc.date.available.fl_str_mv 2010-04-20T20:58:16Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv YANAKA, Guilherme M.. Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2009.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/2658
identifier_str_mv YANAKA, Guilherme M.. Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2009.
url http://hdl.handle.net/10438/2658
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