DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III

Detalhes bibliográficos
Autor(a) principal: Cavalcanti, Felipe De Oliviera
Data de Publicação: 2021
Outros Autores: Gutierrez, Carlos E. Carrasco, Figueiredo, Jéssica Filardi Milker
Tipo de documento: Artigo
Idioma: por
Título da fonte: Economia Aplicada
Texto Completo: https://www.revistas.usp.br/ecoa/article/view/173229
Resumo: This article studies the determinants of Brazilian ex-post bank spread, in particular, we seek evidence of the Basel III agreement implementation effects on Brazilian spread. Based on a model presented by Ho & Saunders (1981), we estimated a panel model with data of 73 commercial banks operating in Brazil from 2009:2 to 2016:2. The results showed evidence of a positive impact on ex-post bank spread of the new capital requirements of the Basel III agreement in Brazil. Other variables that have been identified as determinants of the spread are: administrative expenses, taxation, banks’ net profit, unemployment and the Selic rate.
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spelling DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL IIIDeterminantes do spread bancário no Brasil e os efeitos do Acordo de Basileia IIIDeterminants of banking spread in Brazil and the effects of the Basel III AgreementspreadBasileia IIIcréditobancosspreadBasel IIIcreditbanksThis article studies the determinants of Brazilian ex-post bank spread, in particular, we seek evidence of the Basel III agreement implementation effects on Brazilian spread. Based on a model presented by Ho & Saunders (1981), we estimated a panel model with data of 73 commercial banks operating in Brazil from 2009:2 to 2016:2. The results showed evidence of a positive impact on ex-post bank spread of the new capital requirements of the Basel III agreement in Brazil. Other variables that have been identified as determinants of the spread are: administrative expenses, taxation, banks’ net profit, unemployment and the Selic rate.Este artigo estuda os determinantes do spread bancário ex-post na economia brasileira, em particular evidências dos efeitos da implementação do acordo de Basileia III no spread. Baseados no modelo teórico de Ho & Saunders (1981), estimamos um modelo dinâmico para dados em painel para 73 bancos comerciais em operação no Brasil no período 2009:2-2016:2. Os resultados apontam evidências das novas exigências de capital de nível 1 e capital principal que afetam de forma positiva o spread bancário. Outras variáveis que foram identificadas como determinantes do spread são: despesas administrativas e operacionais, tributação, lucro líquido dos bancos, desemprego e taxa Selic.Este artículo estudia los determinantes del diferencial bancario ex-post brasileño, en particular, buscamos evidencia de los efectos de la implementación del acuerdo de Basilea III. Basado en el modelo teórico presentado por Ho y Saunders (1981), estimamos un modelo dinámico para datos de panel para 73 bancos comerciales en el período 2009: 2 y 2016: 2. Los resultados muestran evidencia de un impacto positivo de los nuevos requisitos de capital de nivel 1 y capital principal. Otras variables que se identificaron como determinantes son: gastos administrativos y operativos, impuestos, ganancias netas de los bancos, desempleo y la tasa Selic.Universidade de São Paulo, FEA-RP/USP2021-06-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://www.revistas.usp.br/ecoa/article/view/17322910.11606/1980-5330/ea173229Economia Aplicada; Vol. 25 No. 2 (2021); 293-322Economia Aplicada; Vol. 25 Núm. 2 (2021); 293-322Economia Aplicada; v. 25 n. 2 (2021); 293-3221980-53301413-8050reponame:Economia Aplicadainstname:Universidade de São Paulo (USP)instacron:USPporhttps://www.revistas.usp.br/ecoa/article/view/173229/174158Copyright (c) 2021 Economia Aplicadahttp://creativecommons.org/licenses/by-nc/4.0info:eu-repo/semantics/openAccessCavalcanti, Felipe De Oliviera Gutierrez, Carlos E. CarrascoFigueiredo, Jéssica Filardi Milker2021-07-16T22:04:17Zoai:revistas.usp.br:article/173229Revistahttps://www.revistas.usp.br/ecoaPUBhttps://www.revistas.usp.br/ecoa/oai||revecap@usp.br1980-53301413-8050opendoar:2023-09-13T12:17:15.553547Economia Aplicada - Universidade de São Paulo (USP)false
dc.title.none.fl_str_mv DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
Determinantes do spread bancário no Brasil e os efeitos do Acordo de Basileia III
Determinants of banking spread in Brazil and the effects of the Basel III Agreement
title DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
spellingShingle DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
Cavalcanti, Felipe De Oliviera
spread
Basileia III
crédito
bancos
spread
Basel III
credit
banks
title_short DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
title_full DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
title_fullStr DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
title_full_unstemmed DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
title_sort DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
author Cavalcanti, Felipe De Oliviera
author_facet Cavalcanti, Felipe De Oliviera
Gutierrez, Carlos E. Carrasco
Figueiredo, Jéssica Filardi Milker
author_role author
author2 Gutierrez, Carlos E. Carrasco
Figueiredo, Jéssica Filardi Milker
author2_role author
author
dc.contributor.author.fl_str_mv Cavalcanti, Felipe De Oliviera
Gutierrez, Carlos E. Carrasco
Figueiredo, Jéssica Filardi Milker
dc.subject.por.fl_str_mv spread
Basileia III
crédito
bancos
spread
Basel III
credit
banks
topic spread
Basileia III
crédito
bancos
spread
Basel III
credit
banks
description This article studies the determinants of Brazilian ex-post bank spread, in particular, we seek evidence of the Basel III agreement implementation effects on Brazilian spread. Based on a model presented by Ho & Saunders (1981), we estimated a panel model with data of 73 commercial banks operating in Brazil from 2009:2 to 2016:2. The results showed evidence of a positive impact on ex-post bank spread of the new capital requirements of the Basel III agreement in Brazil. Other variables that have been identified as determinants of the spread are: administrative expenses, taxation, banks’ net profit, unemployment and the Selic rate.
publishDate 2021
dc.date.none.fl_str_mv 2021-06-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://www.revistas.usp.br/ecoa/article/view/173229
10.11606/1980-5330/ea173229
url https://www.revistas.usp.br/ecoa/article/view/173229
identifier_str_mv 10.11606/1980-5330/ea173229
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://www.revistas.usp.br/ecoa/article/view/173229/174158
dc.rights.driver.fl_str_mv Copyright (c) 2021 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2021 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
dc.source.none.fl_str_mv Economia Aplicada; Vol. 25 No. 2 (2021); 293-322
Economia Aplicada; Vol. 25 Núm. 2 (2021); 293-322
Economia Aplicada; v. 25 n. 2 (2021); 293-322
1980-5330
1413-8050
reponame:Economia Aplicada
instname:Universidade de São Paulo (USP)
instacron:USP
instname_str Universidade de São Paulo (USP)
instacron_str USP
institution USP
reponame_str Economia Aplicada
collection Economia Aplicada
repository.name.fl_str_mv Economia Aplicada - Universidade de São Paulo (USP)
repository.mail.fl_str_mv ||revecap@usp.br
_version_ 1800221696016252928

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