Um estudo sobre a previsão de insolvência no contexto da empresa brasileira de médio porte

AUTOR(ES)
DATA DE PUBLICAÇÃO

2005

RESUMO

Brazilian credit market is characterized by the successive increases of the companies concessions financings and, at the same time, the part of the borrowers insolvency. In the intention of reduce the financial losses, the professionals of bank credit have invested significant resources for the implantation of risk management mechanisms (eg: credit scoring, neural nets, value at risk etc) - beyond training of its human resources. This work will analyze three instruments that best directs management of risk in medium size credit companies: credit areas internal controls of one of the main Brazilian private banks; the Central Bank s classification of risk for operations in delay; and insolvency model developed for Minardi and Sanvicente. The main objective is to verify if these three resources present positive correlation, or either, if they show, at the same time, the increase of the insolvencys risk at the credit companies. For this, we selected companies from the X Bank - fictitious name - classified as high risk, to verify if the three methodologies of credit management risk signaled propensity to the insolvency, two years earlier. For better presentation of this subject, in this paper, we will approach the conceptualization of credit, the characterization of Brazilian market involving credit transactions, the techniques objective and subjective of credit analysis, the insolvency model of Minardi and Sanvicente, the research, its results and the conclusion

ASSUNTO(S)

administracao créditos pequenas e médias empresas - brasil

ACESSO AO ARTIGO

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