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Published in Portuguese and English. Original Version in Portuguese.
Periódico Trimestral, digital e gratuito publicado pela Academia Brasileira de Ciências Contábeis | Available online at www.repec.org.br
Revista de Educação e Pesquisa em Contabilidade
Journal of Education and Research in Accounting
Received in 2/4/2020. Ask to Revise on 2/21/2020. Resubmitted on 4/16/2020. Accepted on 6/8/2020 by Dra. Márcia Martins Mendes De Luca (Assistant Editor)
and by Dr. Gerlando Augusto Sampaio Franco de Lima (Editor). Published on 6/28/2020. Organization responsible for the journal: Abracicon.
REPeC, Brasília, v. 14, n. 2, art. 8, p. 257-278, Apr./Jun. 2020 | DOI: http://dx.doi.org/10.17524/repec.v14i2.2552 | ISSN 1981-8610
Abstract
Objective: is study analyzes whether the change in the fair value of derivatives, associated with the
adoption of IFRS, has an impact on the market value of Brazilian and global financial institutions in the
period between 2005 and 2015.
Method: e research is empirical-analytical and, for the analysis of the proposed models, we used the
panel data technique and performed fitness tests for the sake of better estimation. e 20 Brazilian financial
institutions with shares traded on BM&FBOVESPA were selected. For the other countries, the institutions
in the Bloomberg database were analyzed, totaling 140 jurisdictions and 1,853 financial institutions.
Results: e results showed that it cannot be affirmed that the change in the fair value of derivatives,
associated with the adoption of IFRS, affects the market value of Brazilian financial institutions. For the
global sample, a relevant relationship was found, at the level of 10%, and it can be stated that the change
in the fair value of derivatives, associated with the adoption of IFRS, affects the market value of global
financial institutions.
Contributions: is study contributes to an understanding of the role of derivatives and the adoption
of IFRS in the market value of Brazilian and global financial institutions, which is relevant given their
importance and associated risks.
Key-words: derivatives, international accounting, IFRS, accounting information.
Mara Jane Contrera Malacrida
https://orcid.org/0000-0002-1157-6799 | E-mail: maracont@usp.br
Nadia Alves de Sousa
https://orcid.org/XXXX-XXXX-XXXX-XXXX | E-mail: nadiasousa@uol.com.br
Alan Diógenes Góis (in memorian )
https://orcid.org/0000-0002-1157-6799 | E-mail: maracont@u sp.br
The relevance of the fair value of derivatives in
financial institutions after the adoption of IFRS