Inadimplência empresarial: um estudo de risco de crédito no Nordeste brasileiro

Abstract

Credit risk management is a subject of great relevance, especially nowadays. In the last few decades, we have witnessed numerous failures, both in economic crises and in problems of fraud, or simply, problems of administration. This issue is again relevant after the recent economic crisis experienced in the years 2008-2009, as it is a crisis that has caused serious social and economic consequences, which continue to be noticed in contemporary times, since the role of those that manage and estimate credit risk. The economic impact caused by defaults on society as a whole is of great relevance, especially in terms of unemployment and its consequences on the lives of people in social interaction. From the above, it is evident that the study of credit risk is a relevant issue for multiple economic agents, directly and / or indirectly. This study is anchored in the following problem question: How do the risk factors concerning the business dimension affect the default rate of the different segments before the regional public bank between the years 2012 and 2014? To answer the problem, it had been used as a general objective; to analyze how the risk factors concerning the business dimension affect the default rate of the different segments before the regional public bank between the years 2012 and 2014. The analysis of the relationship that exists between the interest rate charged by the bank and the default rate business conditioned to the reality of the banking entity make it possible to understand how these variables are related, so, possibly, it will be possible for the economic entities involved in commercial transactions, a better strategy to minimize default. The results of this model show how the variables; range of the value of the contracted loan, the fund from which the loan comes, the interest rate contracted and whether the companies that are facing implementation are not significant, indicating that they are not related to the default. In this model, the only variable that appears significant and positive is the term. In this segment, characterized by companies, which have a high turnover, the only thing that matters when asking for financing is the contracting term, the shorter the term, the greater the probability of default. The variable interest rate contracted was shown to be significant and positively related, indicating that the higher the rate contracted, the greater the probability of default