Data for "Concentration and Competition in the Domestic Credit Market"

Published: 01-04-2020| Version 1 | DOI: 10.17632/c5kzfxbbb4.1
Contributor:
monique de abreu azevedo

Description

This research calculates the Herfindahl-Hirschman Index (HHI) and the Five Major Concentration Ratio, as well as estimates the Lerner Indicator of the Brazilian credit market, between 2000 and 2019. For this purpose, public accounting information from financial institutions was used. This information is available on the website of the Central Bank of Brazil, in the database called IF.data (https://www3.bcb.gov.br/ifdata/). The names of the accounting items used as proxies for the variables are shown in Table 2 of the paper. The concentration and competition indices include isolated financial institutions belonging to the banking segment, type b1 and b2, and non-banking institutions, type n1 and b3S. The banking segment type b1 is represented, according to the monetary authority, by commercial banks, multiples with commercial portfolios and savings banks. Multiple banks with no commercial portfolio and investment banks make up the type b2 banking segment. Individual credit unions and non-bank credit institutions are represented by b3S and n1, respectively.

Files