Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "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 ...