Índices de risco sistêmico para o setor bancário

Capelletto, Lucio Rodrigues; Corrar, Luiz João

doi:10.1590/s1519-70772008000200002

Cited by 10 publications

(10 citation statements)

References 1 publication

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“…Already Shar, Shah, and Jamali (2010) highlighted the feasibility of performance evaluation of financial institutions using the CAMEL model. In Brazil, this model was used to estimate the systemic risk in the banking sector with the use of financial and economic variables (Capelletto and Corrar, 2008;Capelletto, 2006). To measure the economic and financial performance of Brazilian credit cooperatives made use of data from financial statements provided by the Central Bank of Brazil (BCB).…”

Section: Group Of Variables Variablesmentioning

confidence: 99%

Financial and economic performance of major Brazilian credit cooperatives

Silva¹,

Leite²,

Guse³

et al. 2017

Contaduría y Administración

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The credit union's main functions are the provision of individual financial loans based on collective savings, reaching up to provide full banking services, with expansion of its social function. Cooperatives are an alternative to supply a credit demand in the market, because a third of the municipalities have no bank branches. Although the participation of cooperatives in credit operations is still small compared to the Brazilian national banking system, its continued growth demonstrates the importance of this sector. In this sense, the analysis of the performance of these cooperatives becomes relevant to the extent that incentives to industry expansion differ from other financial institutions. In this context, this study aimed to analyze which the financial and economic performance of Brazil's largest credit unions. This performance analysis was performed using the indicators proposed by the CAMEL model, then the data envelopment analysis (DEA). It can be seen that there is a positive relationship between the use of variables in the model and the measurement of financial performance of credit unions. Moreover, according to the results, it can be observed that Uniprime Northern Paraná, Sicoob Cocred and Sicredi North RS/SC were cooperatives that stood out as efficient.

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Section: Group Of Variables Variablesmentioning

confidence: 99%

Financial and economic performance of major Brazilian credit cooperatives

Silva¹,

Leite²,

Guse³

et al. 2017

Contaduría y Administración

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“…In the area of integrated nancial systems, studies aim to show indicators for measuring systemic risks or the importance of systemically important institutions (too big to fail), such as in Canedo andJaramillo (2009), Capelletto andCorrar (2008), Fazio, Tabak, and Cajueiro (2014), and Tabak, Fazio, and Cajueiro (2013). Along these same lines, Souza (2014) simulates the e ects of credit risk, changes in capital requirements, and price shocks in the Brazilian banking system, showing that the contribution of medium-sized banks can also be signi cant for systemic risk.…”

Section: Financial Institutions and The Camels Systemmentioning

confidence: 99%

Financial distress in Brazilian banks: an early warning model,

Rosa

Gartner

2017

Rev. contab. finanç.

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ABSTRACTis study aims to propose an early warning model for predicting nancial distress events in Brazilian banking institutions. Initially, a set of economic-nancial indicators is evaluated, suggested by the risk management literature for identifying situations of bank insolvency and exclusively taking public information into account. For this, multivariate logistic regressions are performed, using as independent variables nancial indicators involving capital adequacy, asset quality, management quality, earnings, and liquidity. e empirical analysis was based on a sample of 142 nancial institutions, including privately and publicly held and state-owned companies, using monthly data from 2006 to 2014, which resulted in panel data with 12,136 observations. In the sample window there were nine cases of Brazilian Central Bank intervention or mergers and acquisitions motivated by nancial distress. e results were evaluated based on the estimation of the in-sample parameters, out-of-sample tests, and the early warning model signs for a 12-month forecast horizon. ese obtained true positive rates of 81%, 94%, and 89%, respectively. We conclude that typical balance-sheet indicators are relevant for the early warning signs of nancial distress in Brazilian banks, which contributes to the literature on nancial intermediary credit risk, especially from the perspective of bank supervisory agencies acting towards nancial stability.

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“…Nas factorings o custo da antecipação é medido pelo fator de compra. Esse fator representa a taxa efetiva cobrada pelas empresas de fomento juntamente com a sua margem e seus custos diretos e indiretos totais (Anfac, 2017;Capelletto & Corrar, 2008;Gonçalves, Gouvêa, & Mantovani, 2013;Leite, 2011;Wolf, 2008).…”

Section: Introductionunclassified

Antecipação de recebíveis nos bancos vrs factorings: uma análise das diferenças entre as taxas cobradas e suas possíveis causas

Machado

Ribeiro

2018

Rev. Cat. Cien. Cont.

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Este artigo tem como objetivo analisar a diferença entre as taxas médias utilizadas por bancos comerciais e empresas de fomento (factoring) na negociação de recebíveis das empresas no cenário brasileiro. As variáveis analisadas foram as taxas efetivas médias aplicadas pelas instituições financeiras e pelas companhias de fomento na compra de duplicatas e cheques, entre os anos de 2012 e 2016. Os testes estatísticos utilizados foram o de médias paramétrico para amostras independentes, a estatística D-Cohen e a análise de correlação. Os dados utilizados da pesquisa foram obtidos no site do Banco Central do Brasil (BACEN) e da Associação Nacional de Fomento Comercial (ANFAC). Os resultados evidenciam uma diferença de 1,35% a maior no fator ANFAC em relação às taxas médias cobradas pelos bancos. A estatística D-Cohen comprova que tal diferença é significativa e relevante. Com base na correlação foi possível inferir que uma possível causa para tal diferença reside nos métodos adotados entre os modelos de análise do risco de crédito utilizados em tais entidades e o ambiente menos burocrático e mais flexível em que as factorings atuam. As contribuições obtidas com esta pesquisa permitem direcionar os usuários que buscam a antecipação de recebíveis como modalidade de crédito e diminuem um pouco a carência de estudos relacionados com as agências de fomento no Brasil, principalmente dentro de uma perspectiva empírica.

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Índices de risco sistêmico para o setor bancário

Cited by 10 publications

References 1 publication

Financial and economic performance of major Brazilian credit cooperatives

Financial and economic performance of major Brazilian credit cooperatives

Financial distress in Brazilian banks: an early warning model,

Antecipação de recebíveis nos bancos vrs factorings: uma análise das diferenças entre as taxas cobradas e suas possíveis causas

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