Browsing by Author "Schiozer, Rafael Felipe"
Now showing items 1-20 of 22
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Asymmetric transmission of a bank liquidity shock
2016-08We investigate whether banks that receive a positive liquidity shock make up for the reduction in the amount of credit supplied by banks that suffer a negative liquidity shock. For identification, we use the exogenous shock ... -
Atuação de bancos estrangeiros no Brasil: mercados de crédito e derivativos de 2005 a 2011
2014-04-01This study relates to the debate concerning the consequences of the presence of foreign banks in emerging countries. Specifically, this study investigates the role of the group of foreign banks in Brazil between 2005 and ... -
Bailout policies, bank competition and bank risk-taking in crisis periods
2016This paper analyzes the impact of government bailout policies on the risk of the banking sector in OECD countries between 2005 and 2013. We use the 2007-2008 financial crisis as an exogenous source of change in bailout ... -
Bancos grandes demais para falir
2012Pesquisa em foco: Percepção dos depositantes sobre bancos grandes demais para falir durante a crise de 2008 – 2011. Pesquisadores: Professores Raquel de Freitas Oliveira, Rafael Felipe Schiozer e Lucas Ayres B. C. Barros -
Cessão de crédito e restrição de capital: um estudo com bancos brasileiros
2014-10-01This study investigates the relation between capital restriction and credit assignment operations carried out by Brazilian banks. The analysis period, between June 2004 and June 2009 - when credit assignments increased ... -
Contingent convertibles and their impacts on the optimization of the capital structure of Brazilian banks under Basel III
2016-04-01Banks around the world maintain excess regulatory capital, whether to minimize capitalization costs or to mitigate risks of financial difficulties. However, it was only after the financial crisis of 2008 that the quality ... -
Contingent convertibles and their impacts on the optimization of the capital structure of Brazilian banks under basel III
2016Banks around the world maintain excess regulatory capital, whether to minimize capitalization costs or to mitigate risks of financial difficulties. However, it was only after the financial crisis of 2008 that the quality ... -
Crédito com garantia
2017-07-26Tecnologias emergentes permitem a criação de sistemas de verificação que reduzem riscos e aumentam o volume de empréstimos. -
Depositors' perception of 'too-big-to-fail'
2015-03We exploit the exogenous shock to the Brazilian banking system caused by the international turmoil of 2008 and find evidence that the run to systemically important banks is better explained by the perception of a too-big-to-fail ... -
The determinants of currency risk management in Latin American nonfinancial firms
2009-02This paper investigates the determinants of currency risk management in nonfinancial firms in Argentina, Brazil, Chile, and Mexico, based on a panel data sample of firms that list as American depositary receipts from 2001 ... -
Determinants of supply and demand for trade credit by micro, small and medium-sized enterprises
2015-08-01This article investigates the determinant factors of supply and demand for trade credit by micro, small and medium-sized enterprises (MSMEs), using data collected in a survey of managers from 481 firms in 32 cities in the ... -
Essays in corporate risk management
2006-12-18This research investigates the factors that lead Latin American non-financial firms to manage risks using derivatives. The main focus is on currency risk management. With this purpose, this thesis is divided into an ... -
Financial health and customer satisfaction in private health care providers in Brazil
2011-11-01This paper analyzes the relationship between the financial health and organizational form of private health care providers in Brazil. It also examines the major determinants of customer satisfaction associated with the ... -
Gestão de capital de giro: um estudo comparativo entre práticas de empresas brasileiras e britânicas
2012-08-01This study investigates the determinants of the ways to conduct working capital practices in micro and small enterprises (MSEs), using the foundations of firm life cycle, resource based view, trade credit, agency and ... -
Hedge e especulação com derivativos cambiais: evidências de operações cotidianas
2013-08-01This study investigates the dynamics of currency derivatives usage by Brazilian non-financial firms, using a unique database of over-the-counter operations contracted between these companies and a large international bank ... -
How to select the best portfolio of oil and gas projects?
2008-05The traditional analytical tool for selecting portfolios of financial assets is Markowitz's mean-variance model. The final product of this model is the efficient frontier. Markowitz's approach comes up with an infinite set ... -
Linha de pesquisa de finanças
2013Professor Rafael Schiozer fala sobre a linha de pesquisa de finanças -
A onda de abertura de capital de bancos no Brasil
2009This study investigates the wave of bank IPOs in Brazil from 2005 to 2007. We show that IPO-banks are ex-ante different from banks that continued to be privately held. Even before going public, IPO-banks were more profitable, ... -
Situação financeira e satisfação do consumidor das operadoras de saúde suplementar no Brasil
2007This paper provides a diagnosis of the financial performance of health care providers in Brazil according to their category (health insurance, HMO, health care cooperatives, not-for-profit health care provides, and ...
