Jose Valentim Vicente

Instituto Nacional de Matemática Pura e Aplicada (IMPA)

Estrada Dona Castorina 110

Rio de Janeiro, 22460

Brazil

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Scholarly Papers (1)

1.

Risk Regulation in Brazil: A General Equilibrium Model

Brazilian Review of Econometrics v. 26, no 1, pp. 3-29
Number of pages: 27 Posted: 30 Sep 2013
Aloisio Araujo and Jose Valentim Vicente
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Instituto Nacional de Matemática Pura e Aplicada (IMPA)
Downloads 17 (643,668)

Abstract:

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Capital Requirements, Basel Capital Accord, VaR, Banking Regulation