Risk Of Credit
Mostrando 1-12 de 115 artigos, teses e dissertações.
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1. Malaria and fish farming in the Brazilian Amazon Region: a strengths, weaknesses, opportunities, and threats analysis
Abstract INTRODUCTION: The fish farming program in Acre is as an alternative program to generate income and employment and has promising regional, national, and international markets. While the economic importance of fish farming in the Jurua Region is clear, one must address its contribution to increase malaria transmission. METHODS This was a qualitativ
Rev. Soc. Bras. Med. Trop.. Publicado em: 02/12/2019
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2. Estimating credit and profit scoring of a Brazilian credit union with logistic regression and machine-learning techniques
Abstract Purpose Although credit unions are nonprofit organizations, their objectives depend on the efficient management of their resources and credit risk aligned with the principles of the cooperative doctrine. This paper aims to propose the combined use of credit scoring and profit scoring to increase the effectiveness of the loan-granting process in cre
RAUSP Manag. J.. Publicado em: 25/11/2019
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3. A Macroeconomic Model of Credit Risk in Uruguay
Neste artigo avaliamos o risco de crédito para toda a economia, almejando o estudo da estabilidade financeira. Esta análise usa como proxy o crédito distribuído pelo sistema bancário. Usamos um modelo paramétrico não-linear, baseado no framework estrutural de Merton, para análise do risco associado a cada portfólio de empréstimos. Neste modelo, o d
Rev. Bras. Econ.. Publicado em: 2016-12
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4. Using multi-state markov models to identify credit card risk
Abstract The main interest of this work is to analyze the application of multi-state Markov models to evaluate credit card risk by investigating the characteristics of different state transitions in client-institution relationships over time, thereby generating score models for various purposes. We also used logistic regression models to compare the results
Prod.. Publicado em: 24/11/2015
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5. CREDIT SCORING MODELING WITH STATE-DEPENDENT SAMPLE SELECTION: A COMPARISON STUDY WITH THE USUAL LOGISTIC MODELING
Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlati
Pesqui. Oper.. Publicado em: 2015-04
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6. Credit Default and Business Cycles: An Empirical Investigation of Brazilian Retail Loans
O artigo usa microdados do Sistema de Informações de Crédito (SCR) do Banco Central do Brasil para estudar a relação entre inadimplência de operações de crédito e ciclo econômicos. Em particular, estuda a primeira parte do argumento da discussão sobre prociclicalidade do Acordo de Basileia II: que recessões devem aumentar a inadimplência e ter i
Rev. Bras. Econ.. Publicado em: 2014-09
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7. Demand aggregation and credit risk effects in pooled procurement: evidence from the Brazilian public purchases of pharmaceuticals and medical supplies
Pooled procurement has an important role in reducing acquisition prices of goods. A pool of buyers, which aggregates demand for its members, increases bargaining power and allows suppliers to achieve economies of scale and scope in the production. Such aggregation demand e ect lowers prices paid for buyers. However, when a buyer with a good reputation for pa
Publicado em: 12/09/2012
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8. The TED spread as a risk factor in the cross section of stock returns / A TED spread como fator de risco no corte transversal dos retornos de ações
We provide empirical evidence of the TED spread as a risk factor in the cross-section of stock returns. Portfolios with high sensitivities to the TED spread have high average risk-adjusted returns. The pricing of TED spread risk is especially strong among small caps. TED spread is a usual measure of funding difficulties in interbank markets and our results a
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 15/08/2012
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9. Determinantes da disponibilidade de crédito de longo prazo no Brasil: uma análise da linha Finem do BNDES / Determinants of long-term credit availability in Brazil: an analysis of the Finem line of credit from BNDES
The search for greater availability of long-term credit for productive investments in Brazil has been gaining importance since it enables companies to engage in medium and large-scale businesses, feeding the economic growth and development processes. The line of credit provided by BNDES, called Financing to Enterprises (Finem), is one of the few lines existi
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 30/05/2012
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10. Estratégias para tratamento de variáveis com dados faltantes durante o desenvolvimento de modelos preditivos / Strategies for treatment of variables with missing data during the development of predictive models
Predictive models have been increasingly used by the market in order to assist companies in risk mitigation, portfolio growth, customer retention, fraud prevention, among others. During the model development, however, it is usual to have, among the predictive variables, some who have data not filled in (missing values), thus it is necessary to adopt a proced
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/05/2012
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11. Uma avaliação do capital regulatório no sistema bancário / An analysis of the regulatory capital of the banking system
Esse estudo avalia a adequação dos requerimentos absolutos de capital no Brasil para bancos pequenos e grandes separadamente e investiga os requerimentos de capital mínimo para risco de crédito nas diferentes abordagens de Basiléia, em especial o impacto da adoção dos modelos dos ratings internos (IRB) conforme o Edital BCB n. 37/11. Além disso, prop
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 23/04/2012
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12. Credit card risk behavior on college campuses: evidence from Brazil
College students frequently show they have little skill when it comes to using a credit card in a responsible manner. This article deals with this issue in an emerging market and in a pioneering manner. University students (n = 769) in São Paulo, Brazil's main financial center, replied to a questionnaire about their credit card use habits. Using Logit model
BAR - Brazilian Administration Review. Publicado em: 2012-09