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Previous issue date: 2017-03-15 / Bank spread can be considered an indicator of the efficiency of an economy's
financial system. High spreads can harm the investment and consumption capacity of
businesses and households, and, consequently, the economic growth.
Using a dynamic panel, with data from 73 commercial banks operating in
Brazil, in the period between the second quarter of 2009 and the second quarter of
2016 (29 quarters), this dissertation sought to identify the factors that explain the high
spread practiced by Brazilian banks, focusing in particular on the possible impacts
from the implementation of the Basel III Accord that is in progress.
As results, were detected a positive and significant relationships of the spread
with the following variables: administrative and operating expenses, taxation, net
profits of banks, compulsory deposits and unemployment. A significant and negative
relation with the SELIC rate and inflation were detected too.
In addition, it was found that the new level 1 capital and principal capital
requirements related to the implementation of the Basel III Accord in Brazil had a
positive impact on the spread. / O spread banc??rio pode ser considerado um indicador da efici??ncia do
sistema financeiro de uma economia. Spreads elevados podem comprometer a
capacidade de investimento e de consumo de empresas e fam??lias, e,
consequentemente, o crescimento econ??mico.
Utilizando um painel din??mico, com dados de 73 bancos comerciais em
opera????o no Brasil, no per??odo compreendido entre o segundo trimestre de 2009 e o
segundo trimestre de 2016 (29 trimestres), a presente disserta????o procurou
identificar os fatores que explicam o elevado spread praticado pelos bancos
brasileiros, focando, em especial, nos poss??veis impactos provenientes da
implementa????o do Acordo de Basileia III que est?? em andamento.
Como resultados foram detectadas rela????es positivas e significantes do
spread com as seguintes vari??veis: despesas administrativas e operacionais,
tributa????o, lucro l??quido dos bancos, dep??sitos compuls??rios e desemprego, al??m de
uma rela????o significante e negativa com a taxa SELIC e a infla????o.
Al??m disso, verificou-se que as novas exig??ncias de capital de n??vel 1 e
capital principal, relacionadas com a implementa????o do Acordo de Basileia III no
Brasil, impactaram de forma positiva o spread.
| Identifer | oai:union.ndltd.org:IBICT/oai:bdtd.ucb.br:tede/2141 |
| Date | 15 March 2017 |
| Creators | Cavalcanti, Felipe de Oliveira |
| Contributors | Gutierrez, Carlos Enrique Carrasco |
| Publisher | Universidade Cat??lica de Bras??lia, Programa Strictu Sensu em Economia de Empresas, UCB, Brasil, Escola de Gest??o e Neg??cios |
| Source Sets | IBICT Brazilian ETDs |
| Language | Portuguese |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Format | application/pdf |
| Source | reponame:Biblioteca Digital de Teses e Dissertações da UCB, instname:Universidade Católica de Brasília, instacron:UCB |
| Rights | info:eu-repo/semantics/openAccess |
| Relation | -1139962560771343510, 500, 500, 600, -1917891883403718704, -2504903392600098822 |
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