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Stress testing liquidity risk : the case of the Brazilian banking system

Tabak, Benjamin Miranda; Guerra, Solange Maria; … - 2012

Persistent link: https://www.econbiz.de/10009696349

Macro-prudential policy and bank systemic risk : cross-country evidence based on emerging and advanced economies

Zhou, Ye; Chen, Juejin - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 5, pp. 1035-1047

Persistent link: https://www.econbiz.de/10014513909

Desigualdad, profundidad financiera e impacto en la cuenta corriente

Carrera, Jorge E.; Rodríguez, Esteban; Sardi, Mariano - 2015

Persistent link: https://www.econbiz.de/10011342188

The Indian banking system

Sutton, Maxwell - In: Bulletin / Reserve Bank of Australia (2021), pp. 65-73

Persistent link: https://www.econbiz.de/10012804588

Tail Systemic Risk and Banking Network Contagion : Evidence from the Brazilian Banking System

Rivera-Castro, Miguel - 2018

In this study the tail systemic risk of the Brazilian banking system is examined, using the conditional quantile as the risk measure. Multivariate conditional dependence between Brazilian banks is modelled with a vine copula hierarchical structure. The results demonstrate that Brazilian...

Persistent link: https://www.econbiz.de/10012935520

Bye, bye financial repression, hello financial deepening : the anatomy of a financial boom

De Mello, João Manoel P.; Garcia, Márcio Gomes Pinto - 2011

Since the conquest of hyperinflation, with the Real Plan, in 1994, the Brazilian financial system has grown from early infancy to late adolescence. We describe the process of maturing with emphasis on the defining features of the Brazilian financial system over the last 20 years: 1)...