Banca de QUALIFICAÇÃO: CAROLINA RIPOLI

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : CAROLINA RIPOLI
DATE: 06/06/2023
TIME: 14:30
LOCAL: Online
TITLE:

ANALYSIS OF BRAZILIAN INDIVIDUALS CREDIT DEFAULT RATES FROM 2004 TO 2020.

PAGES: 30
BIG AREA: Ciências Sociais Aplicadas
AREA: Economia
SUBÁREA: Economia Monetária e Fiscal
SPECIALTY: Instituições Monetárias e Financeiras do Brasil
SUMMARY:

It can be said that the Brazilian macroeconomic conditions can affect the default rate of credit operations of individuals in different federative units (FU). Thus, there is a need to assess the sensitivity of credit risk for individuals, given the impact of changes in macroeconomic variables, in order to understand whether short-term shocks increase default, in order to have a better understanding about the current economic scenario and seek an economic/financial balance. Thus, the proposed master's thesis will use a set of variables from the 27 states in the period 2004 to 2020, based on regional economic data (BACEN) and information on interest rate, inflation, State GDP (IBGE) to assess which variables are determinants of default among the FUs. We build panel statistical models using fixed and random effects. And in order to address the endogeneity of state economic activity, we will use a dynamic panel, with the Arellano and Bond (1991) estimator, with the inclusion of past values at default rate in the credit operations (available for each moment).

COMMITTEE MEMBERS:
Presidente - Interno ao Programa - 1771615 - BRUNO DE PAULA ROCHA
Membro Titular - Examinador(a) Interno ao Programa - 1963811 - RICARDO BATISTA POLITI
Membro Titular - Examinador(a) Interno ao Programa - 1479413 - ANA LUISA GOUVEA ABRAS
Membro Suplente - Examinador(a) Interno ao Programa - 1318146 - MAXIMILIANO BARBOSA DA SILVA