Composição dos ativos dos bancos brasileiros em contraste com a crise bancária nos EUA: uma perspectiva baseada em indicadores de alocação

Abstract

This article addresses the second-largest bank failure in the U.S., related to Silicon Valley Bank (SVB), highlighting the risks faced by financial institutions and its global impacts. Factors such as the rise in U.S. interest rates and a concentration of deposits exceeding the Federal Deposit Insurance Corporation (FDIC) limits contributed to SVB's collapse. Furthermore, the dissemination of hasty information on social media influenced the decision-making of market agents. Brazilian banking institutions, such as Inter, Nubank, Itaú, and Bradesco, were compared to SVB through various analyses, in both positive and negative ways. The study proposes a comparative analysis by identifying the composition of assets held by SVB and major Brazilian banks. The proposed methodology includes an analysis of SVB's resource allocation strategy before its failure and a comparison with the main Brazilian banks. The results showed a significant dissociation of almost the entire sample from the principal concerning amortized cost, with the exception of one bank, and a significant difference across the entire sample from the principal regarding securities maturity.