Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil

Detalhes bibliográficos
Autor(a) principal: Lara, Luciano Rodrigues
Data de Publicação: 2017
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Biblioteca Digital de Teses e Dissertações da UCB
Texto Completo: https://bdtd.ucb.br:8443/jspui/handle/tede/2238
Resumo: The 2008 crisis has confirmed the fact that financial crisis can have damaging effects on the real side of the economy. One of the regulators responses to this crisis was the proposition of new capital requirements, known as Basel III. This paper aims to study the effects of two macroprudential policies: capital requirements with countercyclical capital buffers and reserve requirements. This is done using a dynamic stochastic general equilibrium model (DSGE) developed by Gertler and Karadi (2011). Changes in monetary policy and an increase in the total factor productivity are evaluated. The two policies works together to stabilize the economy.
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spelling Divino, Jos?? Angelo Costa do Amorhttp://lattes.cnpq.br/4790508103951006http://lattes.cnpq.br/5574719356954183Lara, Luciano Rodrigues2017-08-17T20:39:43Z2017-03-29LARA, Luciano Rodrigues. Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil. 2017. 56 f. Disserta????o (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2017.https://bdtd.ucb.br:8443/jspui/handle/tede/2238The 2008 crisis has confirmed the fact that financial crisis can have damaging effects on the real side of the economy. One of the regulators responses to this crisis was the proposition of new capital requirements, known as Basel III. This paper aims to study the effects of two macroprudential policies: capital requirements with countercyclical capital buffers and reserve requirements. This is done using a dynamic stochastic general equilibrium model (DSGE) developed by Gertler and Karadi (2011). Changes in monetary policy and an increase in the total factor productivity are evaluated. The two policies works together to stabilize the economy.A crise de 2008 confirmou o fato de que crises financeiras podem gerar efeitos danosos no lado real da economia. Uma das respostas dos reguladores a essa crise foi a proposi????o de novos requerimentos de capital, conhecidos como Basil??ia III. Este trabalho tem por objetivo estudar os efeitos de duas pol??ticas macroprudenciais: requerimentos de capital com buffer de capital contrac??clico e dep??sitos compuls??rios. Isto ?? feito utilizando um modelo din??mico estoc??stico de equil??brio geral (DSGE) desenvolvido por Gertler e Karadi (2011). S??o avaliadas altera????es na pol??tica monet??ria e eleva????o da produtividade total dos fatores. ?? verificada a complementariedade entre as duas pol??ticas no objetivo de estabilizar a economia.Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-08-17T20:39:30Z No. of bitstreams: 1 LucianoRodriguesLaraDissertacao2017.pdf: 1892610 bytes, checksum: 98e4dc2c74fcef79b192fd26eac8010e (MD5)Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-08-17T20:39:43Z (GMT) No. of bitstreams: 1 LucianoRodriguesLaraDissertacao2017.pdf: 1892610 bytes, checksum: 98e4dc2c74fcef79b192fd26eac8010e (MD5)Made available in DSpace on 2017-08-17T20:39:43Z (GMT). No. of bitstreams: 1 LucianoRodriguesLaraDissertacao2017.pdf: 1892610 bytes, checksum: 98e4dc2c74fcef79b192fd26eac8010e (MD5) Previous issue date: 2017-03-29application/pdfhttps://bdtd.ucb.br:8443/jspui/retrieve/4979/LucianoRodriguesLaraDissertacao2017.pdf.jpgporUniversidade Cat??lica de Bras??liaPrograma Strictu Sensu em Economia de EmpresasUCBBrasilEscola de Gest??o e Neg??ciosRequerimento de capitalBuffer de capital contrac??clicoDep??sitos compuls??riosCNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIAPol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações da UCBinstname:Universidade Católica de Brasília (UCB)instacron:UCBLICENSElicense.txtlicense.txttext/plain; charset=utf-82122https://200.214.135.178:8443/jspui/bitstream/tede/2238/1/license.txt302d2cd6169132532f8ce4ab3974cba3MD51ORIGINALLucianoRodriguesLaraDissertacao2017.pdfLucianoRodriguesLaraDissertacao2017.pdfapplication/pdf1892610https://200.214.135.178:8443/jspui/bitstream/tede/2238/2/LucianoRodriguesLaraDissertacao2017.pdf98e4dc2c74fcef79b192fd26eac8010eMD52TEXTLucianoRodriguesLaraDissertacao2017.pdf.txtLucianoRodriguesLaraDissertacao2017.pdf.txttext/plain87666https://200.214.135.178:8443/jspui/bitstream/tede/2238/3/LucianoRodriguesLaraDissertacao2017.pdf.txte35c3abdf528a53fe1a1b07c857e59c1MD53THUMBNAILLucianoRodriguesLaraDissertacao2017.pdf.jpgLucianoRodriguesLaraDissertacao2017.pdf.jpgimage/jpeg5404https://200.214.135.178:8443/jspui/bitstream/tede/2238/4/LucianoRodriguesLaraDissertacao2017.pdf.jpgdf204c7b584d8ea7840b16da0da4f23cMD54tede/22382019-09-10 15:55:34.097RXN0YSBsaWNlbj8/YSBkZSBleGVtcGxvID8/IGZvcm5lY2lkYSBhcGVuYXMgcGFyYSBmaW5zIGluZm9ybWF0aXZvcy4KCkxJQ0VOPz9BIERFIERJU1RSSUJVST8/Pz9PIE4/P08tRVhDTFVTSVZBCgpDb20gYSBhcHJlc2VudGE/Pz8/byBkZXN0YSBsaWNlbj8/YSwgdm9jPz8gKG8gYXV0b3IgKGVzKSBvdSBvIHRpdHVsYXIgZG9zIGRpcmVpdG9zIGRlIGF1dG9yKSBjb25jZWRlID8/IFVuaXZlcnNpZGFkZSAKWFhYIChTaWdsYSBkYSBVbml2ZXJzaWRhZGUpIG8gZGlyZWl0byBuPz9vLWV4Y2x1c2l2byBkZSByZXByb2R1emlyLCAgdHJhZHV6aXIgKGNvbmZvcm1lIGRlZmluaWRvIGFiYWl4byksIGUvb3UgCmRpc3RyaWJ1aXIgYSBzdWEgdGVzZSBvdSBkaXNzZXJ0YT8/Pz9vIChpbmNsdWluZG8gbyByZXN1bW8pIHBvciB0b2RvIG8gbXVuZG8gbm8gZm9ybWF0byBpbXByZXNzbyBlIGVsZXRyPz9uaWNvIGUgCmVtIHF1YWxxdWVyIG1laW8sIGluY2x1aW5kbyBvcyBmb3JtYXRvcyA/P3VkaW8gb3Ugdj8/ZGVvLgoKVm9jPz8gY29uY29yZGEgcXVlIGEgU2lnbGEgZGUgVW5pdmVyc2lkYWRlIHBvZGUsIHNlbSBhbHRlcmFyIG8gY29udGU/P2RvLCB0cmFuc3BvciBhIHN1YSB0ZXNlIG91IGRpc3NlcnRhPz8/P28gCnBhcmEgcXVhbHF1ZXIgbWVpbyBvdSBmb3JtYXRvIHBhcmEgZmlucyBkZSBwcmVzZXJ2YT8/Pz9vLgoKVm9jPz8gdGFtYj8/bSBjb25jb3JkYSBxdWUgYSBTaWdsYSBkZSBVbml2ZXJzaWRhZGUgcG9kZSBtYW50ZXIgbWFpcyBkZSB1bWEgYz8/cGlhIGEgc3VhIHRlc2Ugb3UgCmRpc3NlcnRhPz8/P28gcGFyYSBmaW5zIGRlIHNlZ3VyYW4/P2EsIGJhY2stdXAgZSBwcmVzZXJ2YT8/Pz9vLgoKVm9jPz8gZGVjbGFyYSBxdWUgYSBzdWEgdGVzZSBvdSBkaXNzZXJ0YT8/Pz9vID8/IG9yaWdpbmFsIGUgcXVlIHZvYz8/IHRlbSBvIHBvZGVyIGRlIGNvbmNlZGVyIG9zIGRpcmVpdG9zIGNvbnRpZG9zIApuZXN0YSBsaWNlbj8/YS4gVm9jPz8gdGFtYj8/bSBkZWNsYXJhIHF1ZSBvIGRlcD8/c2l0byBkYSBzdWEgdGVzZSBvdSBkaXNzZXJ0YT8/Pz9vIG4/P28sIHF1ZSBzZWphIGRlIHNldSAKY29uaGVjaW1lbnRvLCBpbmZyaW5nZSBkaXJlaXRvcyBhdXRvcmFpcyBkZSBuaW5ndT8/bS4KCkNhc28gYSBzdWEgdGVzZSBvdSBkaXNzZXJ0YT8/Pz9vIGNvbnRlbmhhIG1hdGVyaWFsIHF1ZSB2b2M/PyBuPz9vIHBvc3N1aSBhIHRpdHVsYXJpZGFkZSBkb3MgZGlyZWl0b3MgYXV0b3JhaXMsIHZvYz8/IApkZWNsYXJhIHF1ZSBvYnRldmUgYSBwZXJtaXNzPz9vIGlycmVzdHJpdGEgZG8gZGV0ZW50b3IgZG9zIGRpcmVpdG9zIGF1dG9yYWlzIHBhcmEgY29uY2VkZXIgPz8gU2lnbGEgZGUgVW5pdmVyc2lkYWRlIApvcyBkaXJlaXRvcyBhcHJlc2VudGFkb3MgbmVzdGEgbGljZW4/P2EsIGUgcXVlIGVzc2UgbWF0ZXJpYWwgZGUgcHJvcHJpZWRhZGUgZGUgdGVyY2Vpcm9zIGVzdD8/IGNsYXJhbWVudGUgCmlkZW50aWZpY2FkbyBlIHJlY29uaGVjaWRvIG5vIHRleHRvIG91IG5vIGNvbnRlPz9kbyBkYSB0ZXNlIG91IGRpc3NlcnRhPz8/P28gb3JhIGRlcG9zaXRhZGEuCgpDQVNPIEEgVEVTRSBPVSBESVNTRVJUQT8/Pz9PIE9SQSBERVBPU0lUQURBIFRFTkhBIFNJRE8gUkVTVUxUQURPIERFIFVNIFBBVFJPQz8/TklPIE9VIApBUE9JTyBERSBVTUEgQUc/P05DSUEgREUgRk9NRU5UTyBPVSBPVVRSTyBPUkdBTklTTU8gUVVFIE4/P08gU0VKQSBBIFNJR0xBIERFIApVTklWRVJTSURBREUsIFZPQz8/IERFQ0xBUkEgUVVFIFJFU1BFSVRPVSBUT0RPUyBFIFFVQUlTUVVFUiBESVJFSVRPUyBERSBSRVZJUz8/TyBDT01PIApUQU1CPz9NIEFTIERFTUFJUyBPQlJJR0E/Pz8/RVMgRVhJR0lEQVMgUE9SIENPTlRSQVRPIE9VIEFDT1JETy4KCkEgU2lnbGEgZGUgVW5pdmVyc2lkYWRlIHNlIGNvbXByb21ldGUgYSBpZGVudGlmaWNhciBjbGFyYW1lbnRlIG8gc2V1IG5vbWUgKHMpIG91IG8ocykgbm9tZShzKSBkbyhzKSAKZGV0ZW50b3IoZXMpIGRvcyBkaXJlaXRvcyBhdXRvcmFpcyBkYSB0ZXNlIG91IGRpc3NlcnRhPz8/P28sIGUgbj8/byBmYXI/PyBxdWFscXVlciBhbHRlcmE/Pz8/bywgYWw/P20gZGFxdWVsYXMgCmNvbmNlZGlkYXMgcG9yIGVzdGEgbGljZW4/P2EuCg==Biblioteca Digital de Teses e Dissertaçõeshttps://bdtd.ucb.br:8443/jspui/
dc.title.por.fl_str_mv Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
title Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
spellingShingle Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
Lara, Luciano Rodrigues
Requerimento de capital
Buffer de capital contrac??clico
Dep??sitos compuls??rios
CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
title_short Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
title_full Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
title_fullStr Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
title_full_unstemmed Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
title_sort Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil
author Lara, Luciano Rodrigues
author_facet Lara, Luciano Rodrigues
author_role author
dc.contributor.advisor1.fl_str_mv Divino, Jos?? Angelo Costa do Amor
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/4790508103951006
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/5574719356954183
dc.contributor.author.fl_str_mv Lara, Luciano Rodrigues
contributor_str_mv Divino, Jos?? Angelo Costa do Amor
dc.subject.por.fl_str_mv Requerimento de capital
Buffer de capital contrac??clico
Dep??sitos compuls??rios
topic Requerimento de capital
Buffer de capital contrac??clico
Dep??sitos compuls??rios
CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.subject.cnpq.fl_str_mv CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.description.abstract.eng.fl_txt_mv The 2008 crisis has confirmed the fact that financial crisis can have damaging effects on the real side of the economy. One of the regulators responses to this crisis was the proposition of new capital requirements, known as Basel III. This paper aims to study the effects of two macroprudential policies: capital requirements with countercyclical capital buffers and reserve requirements. This is done using a dynamic stochastic general equilibrium model (DSGE) developed by Gertler and Karadi (2011). Changes in monetary policy and an increase in the total factor productivity are evaluated. The two policies works together to stabilize the economy.
dc.description.abstract.por.fl_txt_mv A crise de 2008 confirmou o fato de que crises financeiras podem gerar efeitos danosos no lado real da economia. Uma das respostas dos reguladores a essa crise foi a proposi????o de novos requerimentos de capital, conhecidos como Basil??ia III. Este trabalho tem por objetivo estudar os efeitos de duas pol??ticas macroprudenciais: requerimentos de capital com buffer de capital contrac??clico e dep??sitos compuls??rios. Isto ?? feito utilizando um modelo din??mico estoc??stico de equil??brio geral (DSGE) desenvolvido por Gertler e Karadi (2011). S??o avaliadas altera????es na pol??tica monet??ria e eleva????o da produtividade total dos fatores. ?? verificada a complementariedade entre as duas pol??ticas no objetivo de estabilizar a economia.
description The 2008 crisis has confirmed the fact that financial crisis can have damaging effects on the real side of the economy. One of the regulators responses to this crisis was the proposition of new capital requirements, known as Basel III. This paper aims to study the effects of two macroprudential policies: capital requirements with countercyclical capital buffers and reserve requirements. This is done using a dynamic stochastic general equilibrium model (DSGE) developed by Gertler and Karadi (2011). Changes in monetary policy and an increase in the total factor productivity are evaluated. The two policies works together to stabilize the economy.
publishDate 2017
dc.date.accessioned.fl_str_mv 2017-08-17T20:39:43Z
dc.date.issued.fl_str_mv 2017-03-29
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
status_str publishedVersion
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dc.identifier.citation.fl_str_mv LARA, Luciano Rodrigues. Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil. 2017. 56 f. Disserta????o (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2017.
dc.identifier.uri.fl_str_mv https://bdtd.ucb.br:8443/jspui/handle/tede/2238
identifier_str_mv LARA, Luciano Rodrigues. Pol??ticas macroprudenciais no contexto de Basil??ia III: uma aplica????o ao Brasil. 2017. 56 f. Disserta????o (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2017.
url https://bdtd.ucb.br:8443/jspui/handle/tede/2238
dc.language.iso.fl_str_mv por
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Cat??lica de Bras??lia
dc.publisher.program.fl_str_mv Programa Strictu Sensu em Economia de Empresas
dc.publisher.initials.fl_str_mv UCB
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Escola de Gest??o e Neg??cios
publisher.none.fl_str_mv Universidade Cat??lica de Bras??lia
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