Credit Default
Mostrando 13-24 de 56 artigos, teses e dissertações.
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13. Argentina's default and the lack of dire consequences
We analyze the 2001 Argentine default on its foreign debt and its consequences in terms of the existing literature on sovereign debt default. It is our purpose to evaluate this experience and to see to what extent the Argentine case requires a re-thinking on the nature and consequences of defaults. We show that the Argentine case contradicts many of the stan
Economia Aplicada. Publicado em: 2011-03
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14. Default mercado de crédito parcelado para bens duráveis : veículos automotores
The present work aims to study the macroeconomic factors influence in credit risk for installment autoloans operations. The study is based on 4.887 credit operations surveyed in the Credit Risk Information System (SCR) hold by the Brazilian Central Bank. Using Survival Analysis applied to interval censured data, we achieved a model to estimate the hazard fun
Publicado em: 28/05/2010
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15. Uma análise empírica do spread das companhias do setor de óleo e gás
Neste trabalho, utilizamos informações do mercado de credit default swap para medir os principais componentes do spread das empresas do setor de óleo e gás. Utilizando cerca de 20 empresas da indústria de óleo e gás composta por companhias de diversos ratings e aproximadamente 80 bonds, os resultados mostraram que a maior parte do spread corporativo d
Publicado em: 26/05/2010
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16. Política de Crédito dos distribuidores de combustível na cidade do Rio de Janeiro sob a ótica dos Revendedores. 2010 / Credit policy of fuel distributors in the city of Rio de Janeiro under the optics of the gasoline stations. 2010
The general aim of this dissertation is to analyse the credit policies adopted by fuel distributing companies in the city of Rio de Janeiro (Petrobrás; Shell; Cosan; Ipiranga; Ale; DPPI; Manguinhos; Ello-Puma; Dinamo; Agip) and their respective gasoline stations, including the non-contracted and non-branded ones, throught a questionnaire applied on gasoline
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 04/05/2010
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17. Banks and credit derivatives in a general equilibrium model with incomplete markets and default
We developed a general equilibrium model with incomplete markets and default to study in which conditions banks could appear/be formed. To the banking system be formed endogenously, our model integrate the works of Zame (2007) and Dubey, Geanakoplos e Shubik (2005). The dynamic of the model is the following: the set of Banks or Financial Intermediaries that
Publicado em: 2010
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18. Structural models: Estimating credit ratings for Brazilian companies / Modelos estruturais para obtenção de ratings de empresas brasileiras
O objetivo desse trabalho é investigar o mercado de títulos corporativos no Brasil por meio da avaliação empírica do desempenho de dois modelos estruturais na determinação da classificação de risco de crédito de empresas brasileiras. Com o aumento da emissão de títulos observado no Brasil nos últimos anos, é cada vez mais importante estimar a c
Publicado em: 2010
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19. Securitization of debt in rural Brazil: the case of Bank of Brazil / Securitização da dívida rural brasileira: o caso do Banco do Brasil
At the beginning of the 1990s, rural producers were indebted and would not have been able to pay their financing if there had not been the renegotiation of those loans, called securitization of rural debts. The Bank of Brazil suffered negative impacts on its balance sheet caused by the default of the producers, mainly for being the most important institution
Publicado em: 2010
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20. Default rate SERASA: a study of series / Índice de inadimplência SERASA: um estudo de séries temporais
With the improvement in income class C in Brazil since 2000 and a growing consumption of goods and services, there was a large increase in the number of people who had access to credit and thus the need for family financial planning. In this framework the evolution of default of individuals is central to the decisions of the credit business and economic deve
Publicado em: 2009
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21. Modelo preditivo para perda de crédito e sua aplicação em decisão de spread / A model of credit loss and its application in decision of spread
Analytical methods for granting credit are presenting enormous advances in recent decades, particularly in the field of statistical methods of classification to identify groups of individuals with different rates of default. Most of the existing work suggests decisions of the type granting credit or not, regarding just marginally the expected outcome of the
Publicado em: 2009
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22. Aplicação do modelo ZAIG (Zero Adjusted Inverse Gaussian) na análise de uma carteira de cartões de crédito / Application of ZAIG model (Zero Adjusted Inverse Gaussian) in the analysis of a credit card portfolio
The ZAIG (Zero Adjusted Inverse Gaussian) model is based on a semicontinuous distribution with positive asymmetry and with concentration in 0. This paper applies ZAIG model in a credit card portfolio, analyses its applicability as a behavior score and evaluates its quality in predicting the financial loss of the portfolio. As a behavior score, the ZAIG model
Publicado em: 2009
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23. Impacts of the Basel II accord on capital requirements for small and medium size enterprises / Impacto do novo acordo da Basiléia sobre a exigência de capital para pequenas e médias empresas
O objetivo deste trabalho é investigar os efeitos do novo acordo da Basiléia sob o capital requerido em carteiras de créditos concedidos a pequenas e médias empresas. O acordo prevê classificar a carteira tanto como corporate ou como varejo. Com base nos dados de pequenas e médias empresas da SERASA, é gerado um sistema de rating interno e taxas de re
Publicado em: 2009
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24. Custos de transação na comercialização antecipada de soja na região Norte do Estado de Mato Grosso / Transaction costs of early soybean marketing in the northern region of the State of Mato Grosso
Soybean is the main oilseed planted worldwide and due to its large and diverse use it has a great importance in the economies of countries that produce it. Its production grew in Brazil after 1970 decade. The Mato Grosso State appears as the largest producer of soybeans in Brazil. Cultivated in large areas, unlike in the 1970s, when the resources of official
Publicado em: 2009