Detalhes bibliográficos
| Ano de defesa: |
2012 |
| Autor(a) principal: |
Cuma, Iaia Augusto
 |
| Orientador(a): |
Santos, José Odálio dos |
| Banca de defesa: |
Não Informado pela instituição |
| Tipo de documento: |
Dissertação
|
| Tipo de acesso: |
Acesso aberto |
| Idioma: |
por |
| Instituição de defesa: |
Pontifícia Universidade Católica de São Paulo
|
| Programa de Pós-Graduação: |
Programa de Estudos Pós-Graduados em Administração
|
| Departamento: |
Faculdade de Economia, Administração, Contábeis e Atuariais
|
| País: |
BR
|
| Palavras-chave em Português: |
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| Palavras-chave em Inglês: |
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| Área do conhecimento CNPq: |
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| Link de acesso: |
https://tede2.pucsp.br/handle/handle/1036
|
Resumo: |
The growth of installment credits in Guinea-Bissau during the study period from 2005 to 2010 can be explained by the relative economic stability, despite some political instability. The significant control of inflation, creating new job opportunities are factors that directly interfere with the purposes and the need to take credit. The study sought to explore and identify the determining factors in the increase of numbers of defaulters with the growth of credit to individuals in Guinea-Bissau. The research aims to contribute to a consistent model for the analysis of risk assessment of credit to individuals that fits the social and economic situation in Guinea-Bissau. To facilitate the review process for evaluating credit risk models were apresented Serasa, Magalhães and Mario and JOS developed bay Santos and Famá, considering a number of variables and parameters. To accomplish the purpose of this study, we addressed the fundamental processes of credit analysis (subjective and objective), regulatory and overview of the credit industry in Guinea-Bissau, its evolution, interest rates, inflation and GDP (Gross Domestic Product) in Guinea-Bissau. The presentation of the proposed model (2 JOS Credit Scoring) and its applicability in a sample of 200 clients drawn from the loan portfolio of the four commercial banks studied in Guinea-Bissau, logistic regression (Logit) yielded a rate adjustment of 54,70% by Nagelkerke index, or is, the model variables together contribute to the explanation of up to 54,70% of the increase in delinquencies in Guinea-Bissau. In Brazil, the same model was tested on a sample of a mid-sized financial institution, the result generated a rate adjustment of 81,90%, or is, the variables of the model, together, contribute to explaining up to 81,90% increase in default. But even with the moderate rate of success of the model is essential that banks in Guinea-Bissau to make continuous reassessment of the model, considering not only the selection and weighting of internal variables (non-systemic risks), as well as the inclusion of events external (systemic risk), which are directly related to income and payment capacity of borrowers |
