Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III

Detalhes bibliográficos
Autor(a) principal: Cavalcanti, Felipe de Oliveira
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/2141
Resumo: Bank spread can be considered an indicator of the efficiency of an economy's financial system. High spreads can harm the investment and consumption capacity of businesses and households, and, consequently, the economic growth. Using a dynamic panel, with data from 73 commercial banks operating in Brazil, in the period between the second quarter of 2009 and the second quarter of 2016 (29 quarters), this dissertation sought to identify the factors that explain the high spread practiced by Brazilian banks, focusing in particular on the possible impacts from the implementation of the Basel III Accord that is in progress. As results, were detected a positive and significant relationships of the spread with the following variables: administrative and operating expenses, taxation, net profits of banks, compulsory deposits and unemployment. A significant and negative relation with the SELIC rate and inflation were detected too. In addition, it was found that the new level 1 capital and principal capital requirements related to the implementation of the Basel III Accord in Brazil had a positive impact on the spread.
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spelling Gutierrez, Carlos Enrique Carrascohttp://lattes.cnpq.br/0881893862643600http://lattes.cnpq.br/8915972885750723Cavalcanti, Felipe de Oliveira2017-06-09T12:51:35Z2017-03-15CAVALCANTI, Felipe de Oliveira. Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III. 2017. 73 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/2141Bank spread can be considered an indicator of the efficiency of an economy's financial system. High spreads can harm the investment and consumption capacity of businesses and households, and, consequently, the economic growth. Using a dynamic panel, with data from 73 commercial banks operating in Brazil, in the period between the second quarter of 2009 and the second quarter of 2016 (29 quarters), this dissertation sought to identify the factors that explain the high spread practiced by Brazilian banks, focusing in particular on the possible impacts from the implementation of the Basel III Accord that is in progress. As results, were detected a positive and significant relationships of the spread with the following variables: administrative and operating expenses, taxation, net profits of banks, compulsory deposits and unemployment. A significant and negative relation with the SELIC rate and inflation were detected too. In addition, it was found that the new level 1 capital and principal capital requirements related to the implementation of the Basel III Accord in Brazil had a positive impact on the spread.O spread banc??rio pode ser considerado um indicador da efici??ncia do sistema financeiro de uma economia. Spreads elevados podem comprometer a capacidade de investimento e de consumo de empresas e fam??lias, e, consequentemente, o crescimento econ??mico. Utilizando um painel din??mico, com dados de 73 bancos comerciais em opera????o no Brasil, no per??odo compreendido entre o segundo trimestre de 2009 e o segundo trimestre de 2016 (29 trimestres), a presente disserta????o procurou identificar os fatores que explicam o elevado spread praticado pelos bancos brasileiros, focando, em especial, nos poss??veis impactos provenientes da implementa????o do Acordo de Basileia III que est?? em andamento. Como resultados foram detectadas rela????es positivas e significantes do spread com as seguintes vari??veis: despesas administrativas e operacionais, tributa????o, lucro l??quido dos bancos, dep??sitos compuls??rios e desemprego, al??m de uma rela????o significante e negativa com a taxa SELIC e a infla????o. Al??m disso, verificou-se que as novas exig??ncias de capital de n??vel 1 e capital principal, relacionadas com a implementa????o do Acordo de Basileia III no Brasil, impactaram de forma positiva o spread.Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-06-09T12:51:12Z No. of bitstreams: 1 FelipedeOliveiraCavalcantiDissertacao2017.pdf: 3832715 bytes, checksum: 481f9dfa874426d1046d828b68c129ce (MD5)Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-06-09T12:51:35Z (GMT) No. of bitstreams: 1 FelipedeOliveiraCavalcantiDissertacao2017.pdf: 3832715 bytes, checksum: 481f9dfa874426d1046d828b68c129ce (MD5)Made available in DSpace on 2017-06-09T12:51:35Z (GMT). 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dc.title.por.fl_str_mv Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
title Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
spellingShingle Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
Cavalcanti, Felipe de Oliveira
Bancos
Cr??ditos
Economia
Investimento de capital
CIENCIAS SOCIAIS APLICADAS::ECONOMIA
title_short Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
title_full Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
title_fullStr Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
title_full_unstemmed Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
title_sort Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III
author Cavalcanti, Felipe de Oliveira
author_facet Cavalcanti, Felipe de Oliveira
author_role author
dc.contributor.advisor1.fl_str_mv Gutierrez, Carlos Enrique Carrasco
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/0881893862643600
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/8915972885750723
dc.contributor.author.fl_str_mv Cavalcanti, Felipe de Oliveira
contributor_str_mv Gutierrez, Carlos Enrique Carrasco
dc.subject.por.fl_str_mv Bancos
Cr??ditos
Economia
Investimento de capital
topic Bancos
Cr??ditos
Economia
Investimento de capital
CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.subject.cnpq.fl_str_mv CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.description.abstract.eng.fl_txt_mv Bank spread can be considered an indicator of the efficiency of an economy's financial system. High spreads can harm the investment and consumption capacity of businesses and households, and, consequently, the economic growth. Using a dynamic panel, with data from 73 commercial banks operating in Brazil, in the period between the second quarter of 2009 and the second quarter of 2016 (29 quarters), this dissertation sought to identify the factors that explain the high spread practiced by Brazilian banks, focusing in particular on the possible impacts from the implementation of the Basel III Accord that is in progress. As results, were detected a positive and significant relationships of the spread with the following variables: administrative and operating expenses, taxation, net profits of banks, compulsory deposits and unemployment. A significant and negative relation with the SELIC rate and inflation were detected too. In addition, it was found that the new level 1 capital and principal capital requirements related to the implementation of the Basel III Accord in Brazil had a positive impact on the spread.
dc.description.abstract.por.fl_txt_mv O spread banc??rio pode ser considerado um indicador da efici??ncia do sistema financeiro de uma economia. Spreads elevados podem comprometer a capacidade de investimento e de consumo de empresas e fam??lias, e, consequentemente, o crescimento econ??mico. Utilizando um painel din??mico, com dados de 73 bancos comerciais em opera????o no Brasil, no per??odo compreendido entre o segundo trimestre de 2009 e o segundo trimestre de 2016 (29 trimestres), a presente disserta????o procurou identificar os fatores que explicam o elevado spread praticado pelos bancos brasileiros, focando, em especial, nos poss??veis impactos provenientes da implementa????o do Acordo de Basileia III que est?? em andamento. Como resultados foram detectadas rela????es positivas e significantes do spread com as seguintes vari??veis: despesas administrativas e operacionais, tributa????o, lucro l??quido dos bancos, dep??sitos compuls??rios e desemprego, al??m de uma rela????o significante e negativa com a taxa SELIC e a infla????o. Al??m disso, verificou-se que as novas exig??ncias de capital de n??vel 1 e capital principal, relacionadas com a implementa????o do Acordo de Basileia III no Brasil, impactaram de forma positiva o spread.
description Bank spread can be considered an indicator of the efficiency of an economy's financial system. High spreads can harm the investment and consumption capacity of businesses and households, and, consequently, the economic growth. Using a dynamic panel, with data from 73 commercial banks operating in Brazil, in the period between the second quarter of 2009 and the second quarter of 2016 (29 quarters), this dissertation sought to identify the factors that explain the high spread practiced by Brazilian banks, focusing in particular on the possible impacts from the implementation of the Basel III Accord that is in progress. As results, were detected a positive and significant relationships of the spread with the following variables: administrative and operating expenses, taxation, net profits of banks, compulsory deposits and unemployment. A significant and negative relation with the SELIC rate and inflation were detected too. In addition, it was found that the new level 1 capital and principal capital requirements related to the implementation of the Basel III Accord in Brazil had a positive impact on the spread.
publishDate 2017
dc.date.accessioned.fl_str_mv 2017-06-09T12:51:35Z
dc.date.issued.fl_str_mv 2017-03-15
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dc.identifier.citation.fl_str_mv CAVALCANTI, Felipe de Oliveira. Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III. 2017. 73 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/2141
identifier_str_mv CAVALCANTI, Felipe de Oliveira. Determinantes do spread banc??rio no Brasil e os impactos do Acordo de Basileia III. 2017. 73 f. Disserta????o (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2017.
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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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