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Showing 1 to 1 of 1 for “"MÉTODO COVAR"”.
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Risco Sistêmico do sistema bancário no Brasil
… of the banking system, in case of default. The CoVar method used by Adrian and Brunnermeier (2011) was used for bank asset data, and bank and non-bank liabilities. For this purpose, 20 institutions were used to show that the systemic risk is concentrated in only a few institutions. Among them, …