Basileia III e os dilemas da supervisão do sistema bancário internacional

• Autor(a) principal: Peres, Guilherme Reis de Carvalho
• Data de Publicação: 2013
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Biblioteca Digital de Teses e Dissertações da UERJ
• Texto Completo: http://www.bdtd.uerj.br/handle/1/7619
• topic: Financial system; Basel III; Countercyclical buffer; Regulation; supervision; Sistema financeiro; Basileia III; Buffer contracíclico; Regulação; Supervisão; Instituições financeiras internacionais; Bancos; Crise financeira global; CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA

The regulation and supervision of the financial system have always been cause for concern on the part of major global economic authorities. Globalization, the process of financial liberalization and consequent economic interconnection between countries maximized systemic risk, increasing the need for a more efficient regulation. Thus, with the outbreak of the American crisis in 2008, the G-20 began to act more actively in favor of maintaining the health of the global financial system. For banks, the G-20 instructed the main regulatory institutions like the International Monetary Fund, the Financial Stability Board and the Basel Committee on Banking Supervision (BCBS) to develop recommendations to be considered to solve the main problem of market regulation, the fact these currently being pro-cyclical. Faced with this scenario, in December 2009, the Committee published a document which considered a number of measures in order to solve this problem, among these was the inclusion of the counter-cyclical capital buffer of the new regulatory framework proposed by the Committee, the Basel III. The aim of this study is to study this buffer and analyze their applicability in the Brazilian banking system and perhaps suggest alternative methods of calculation.