Eficiência bancária e inadimplência: testes de causalidade a partir de Basiléia II
Descrição
According to Basel (2006), by adhering to self-regulation rules, financial institutions improve their credit granting processes and policies, minimizing the risk of bad loans, which are in default, resulting in greater efficiency in their activity. This study aims to analyze the causal relationship between bank efficiency and bank defaults, in a scenario of adherence to the Basel II International Agreement. For this purpose, the Granger causality test for panel data was applied to a database, extracted from the Central Bank of Brazil, relating to the 50 largest banks in equity, operating in the Brazilian financial system, in the period between 2004-2019. The main results show that, despite the efforts of Organs regulatory agencies and the Brazilian adherence to the terms of Basel II, the Brazilian bank credit system presents, throughout the period studied, an upward trend in defaults, whereas, in the same period, banking efficiency declines. On the other hand, given the scenario assessed throughout this study, it’s not possible to state that the forgetful efforts were in vain, that is, without them, the results could be more unfavorable to banking institutions and the Brazilian financial system as a whole.Nenhuma