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Advisor(s)
Abstract(s)
A atividade das instituições de crédito é baseada fundamentalmente, de um ponto de vista geral, no recebimento de depósitos e na concessão de crédito. Para que ocorra a concessão de crédito é necessário que as instituições de crédito avaliem o risco de crédito inerente ao cliente a fim de tomar uma decisão que beneficie a instituição. Esta dissertação irá desenvolver-se com o objetivo de analisar os modelos de avaliação de risco de crédito mais utilizados pelas instituições de crédito selecionadas na amostra. A pesquisa e estudo que se pretende realizar baseia-se na análise dos Relatórios e Contas e Relatórios de Disciplina de Mercado divulgados durante os últimos quatro anos, analisando os modelos de avaliação de risco de crédito adotados pelas instituições bancárias, Caixa Geral de Depósitos, BCP e Santander Totta. Esta investigação é importante para as organizações tomarem conhecimento de quais os modelos mais comuns de avaliação do risco de crédito adotados pelas instituições de crédito que posteriormente deliberam e apresentam uma decisão acerca da concessão do mesmo. O painel da amostra é constituído pelas três instituições bancárias, acima referidas, e os resultados a ele associado revelam que os modelos de avaliação de risco de crédito mais utilizados pelas mesmas são modelos de rating, nomeadamente rating interno, e modelos de scoring complementados com uma análise, ainda que subjetiva, de analistas de risco de crédito especializados. Estes modelos de avaliação são os mesmos utilizados ao longo dos quatro anos em análise.
Credit institutions’ activity is fundamentally based on deposit taking and credit granting. In order to grant credit, it is needed that credit institutions assess the credit risk of a customer, given that the institution needs to take decisions from which it can benefit. This dissertation will be developed with the objective of analyzing the credit risk assessment models most used by the credit institutions selected in the sample. The research and study to be carried out is based on the analysis of the Reports and Accounts and the Market Discipline Reports published during the last four years, analyzing the models of credit risk assessment adopted by the following banking institutions: Caixa Geral de Depósitos, BCP and Santander Totta. This investigation is important for organizations to check the most common models for assessing credit risk and, then, to deliberate and make a decision about granting credit. The sample panel consists of the three banks mentioned above, and the results associated with it show that the most commonly used credit risk assessment models are rating models, namely internal rating, and scoring models complemented with an analysis, even if subjective, of specialized credit risk analysts. These evaluation models are the same as those used during the four years under analysis.
Credit institutions’ activity is fundamentally based on deposit taking and credit granting. In order to grant credit, it is needed that credit institutions assess the credit risk of a customer, given that the institution needs to take decisions from which it can benefit. This dissertation will be developed with the objective of analyzing the credit risk assessment models most used by the credit institutions selected in the sample. The research and study to be carried out is based on the analysis of the Reports and Accounts and the Market Discipline Reports published during the last four years, analyzing the models of credit risk assessment adopted by the following banking institutions: Caixa Geral de Depósitos, BCP and Santander Totta. This investigation is important for organizations to check the most common models for assessing credit risk and, then, to deliberate and make a decision about granting credit. The sample panel consists of the three banks mentioned above, and the results associated with it show that the most commonly used credit risk assessment models are rating models, namely internal rating, and scoring models complemented with an analysis, even if subjective, of specialized credit risk analysts. These evaluation models are the same as those used during the four years under analysis.
Description
Mestrado em Contabilidade e Gestão das Instituições Financeiras
Keywords
Avaliação Risco Crédito Rating Scoring CGD BCP Santander Totta Assessment Risk Credit