Regulamentação prudencial e estabilidade do sistema financeiro

AUTOR(ES)

Dante Ricardo Chianamea

DATA DE PUBLICAÇÃO

2004

RESUMO

Accordingly with economic theory employed, foreseeing economic cycles acquires proper characteristics: some suppose a pre-existing regularity, which is foreseeable by stochastic models on real business supply costs; other ones include temporary deviations from market to real values during the cycle time period but real values are detectable if we work in a longer time horizon; a third model has also considered permanent changes in market attributed values although they are not always predictable. The prudential regulation effectiveness - in the sense of reaching a soundness financial system ? depends on economic cycle model used in its development because of their influence in banks? balance asset values and contingent liabilities. This work is about Basel II Accord and new risk models evolution relative to the first Basel Accord and its models as well as their boundaries

ASSUNTO(S)

economic cycles banks and banking basel ii accord bancos - regulamentação - brasil prudential regulation banking regulation economic cycles financial risk models banks and banking basel ii accord ciclos economicos mercado financeiro - brasil

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