O comportamento recente da taxa de juros no Brasil : teoria dos jogos aplicada em análise do setor bancário

Content Provider	Semantic Scholar
Author	Veneroso, Diego Padilha
Copyright Year	2014
Abstract	This paper analyzes the behavior of interest rates in Brazil, with emphasis on the banking sector. The prime rate is one of the most important macroeconomic variables of a country. And banks, responsible for boosting the economy, use it as base price charged for your merchandise: money. Therefore, we analyzed the behavior of the banking sector before the fall of the SELIC rate started in 2012 and how it was influenced. To this end, we use game theory to understand the decisions of each of the agents involved. The Federal Government used its influence to lower interest rates, both SELIC and banking sector, taking a price leadership by controlling about 40% of the financial market. However, he was surprised by the coordinate response of private banks, which were organized in the form of tacit collusion and frustrated expectations of the government. This failure was evidenced by the increase in the SELIC rate next year to the same levels prevailing before the reduction.
File Format	PDF HTM / HTML
Alternate Webpage(s)	https://www.lume.ufrgs.br/bitstream/handle/10183/116246/000954675.pdf?isAllowed=y&sequence=1
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article