DETERMINANTES DEL SPREAD BANCARIO EN BRASIL Y LOS EFECTOS DEL ACUERDO DE BASEL III
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 opera...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2021 |
| País: | Brasil |
| Institución: | Universidade de São Paulo (USP) |
| Repositorio: | Economia Aplicada |
| Idioma: | portugués |
| OAI Identifier: | oai:revistas.usp.br:article/173229 |
| Acceso en línea: | https://www.revistas.usp.br/ecoa/article/view/173229 |
| Access Level: | acceso abierto |
| Palabra clave: | spread Basileia III crédito bancos Basel III credit banks |
| Sumario: | 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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