Listagem por autor "Yanaka, Guilherme M."

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Basiléia II e exigência de capital para risco de crédito dos bancos no Brasil

Yanaka, Guilherme M.; Brito, Márcio Holland de
2009-05-13

With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this work is to ...
Ensaios em gestão de risco e regulação bancária

Yanaka, Guilherme M.
2014-10-10

This dissertation consists of three essays. The first essay analyses the public information about the risk of Brazilian banks' loan portfolios and is split in two chapters. The first one compares public data with banks' ...
Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos

Yanaka, Guilherme M.
2009-02-02

With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this thesis is to ...