Estimação da inadimplência de carteiras de crédito de micro, pequenas e médias empresas para aplicação em testes de estresse

The objective of this work is to propose a methodology to estimate the credit’s portfolio default rate from macroeconomic variables, using a multiple linear regression model. Thereby it is possible to assess the impact of changes in the values of these variables on the credit risk of a portfolio and...

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Detalles Bibliográficos
Autor: De Luca, Adriana Regina
Tipo de recurso: tesis de maestría
Estado:Versión publicada
Fecha de publicación:2020
País:Brasil
Institución:Fundação Getulio Vargas (FGV)
Repositorio:Repositório Institucional do FGV (FGV Repositório Digital)
Idioma:portugués
OAI Identifier:oai:repositorio.fgv.br:10438/29937
Acceso en línea:https://hdl.handle.net/10438/29937
Access Level:acceso abierto
Palabra clave:Credit portfolio view
Teste de estresse
Risco de crédito
Gestão de riscos
Inadimplência
Portfólio de crédito para pessoa jurídica
Micro e pequena empresa
Varejo pessoa jurídica
Sistema financeiro
Fatores macroeconômicos
Regressão linear múltipla
Economia
Inadimplência (Finanças)
Crédito bancário
Administração de risco
Pequenas e médias empresas
Descripción
Sumario:The objective of this work is to propose a methodology to estimate the credit’s portfolio default rate from macroeconomic variables, using a multiple linear regression model. Thereby it is possible to assess the impact of changes in the values of these variables on the credit risk of a portfolio and, thus, establish the bases for carrying out stress tests. Stress tests are risk management instruments that must be performed by financial institutions and central banks to meet regulatory requirements, but they also serve as a valuable source of information to ensure the soundness and stability of the financial system. The focus of this work is the risk associated with the credit portfolio applied to Retail Loans to establish a comparison between this segment and that of large companies.