Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano

Detalhes bibliográficos
Autor(a) principal: Botelho, Rodrigo Azevedo de Castro
Data de Publicação: 2012
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/10459
Resumo: This paper explores the sovereign default due to the structure of Credit Default Swap spreads. These spreads show the default probability of a country. The methodology proposed in this paper applied for Argentina, Korea, Ecuador, Indonesia, Mexico, Peru, Turkey, Ukraine, Venezuela and Rússia. We could show that a single factor model following a lognormal process captures the probability of default. We also show that the macro economic variables like inflation, unemployment e growth do not explain the dependent variable of this study. Each country responds differently to the economic crisis that leads to don’t honor their commitments debts.
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spelling Botelho, Rodrigo Azevedo de CastroEscolas::EPGEFGVAlmeida, Caio Ibsen Rodrigues deBarbedo, Cláudio Henrique da SilveiraVicente, José Valentim Machado2013-02-04T16:52:43Z2013-02-04T16:52:43Z2012BOTELHO, Rodrigo Azevedo de Castro. Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.https://hdl.handle.net/10438/10459This paper explores the sovereign default due to the structure of Credit Default Swap spreads. These spreads show the default probability of a country. The methodology proposed in this paper applied for Argentina, Korea, Ecuador, Indonesia, Mexico, Peru, Turkey, Ukraine, Venezuela and Rússia. We could show that a single factor model following a lognormal process captures the probability of default. We also show that the macro economic variables like inflation, unemployment e growth do not explain the dependent variable of this study. Each country responds differently to the economic crisis that leads to don’t honor their commitments debts.Este trabalho explora a realização de default soberano em função da estrutura de spreads de CDS (Credit Default Swap). Pode-se dizer que os spreads revelam a probabilidade de default de um país. Aplicamos a metodologia proposta neste trabalho para Argentina, Coreia, Equador, Indonésia, México, Peru, Turquia, Ucrânia, Venezuela e Rússia. Nós mostramos que um modelo de um único fator seguindo um processo lognormal captura a probabilidade de default. Também mostramos que as variáveis macro econômicas inflação, desemprego e crescimento não explicam a variável dependente do estudo (probabilidade de default). Cada país reage de maneira diferente a crise econômica que a leva a não honrar seus compromissos com as dívidas contraídas.porCredit default swapDefault probabilityCredit riskProbabilidade de defaultRisco de créditoEconomiaRisco (Economia)Créditos - Avaliação de riscosEstudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberanoinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALTese Mestrado_RodrigoBotelho.pdfTese Mestrado_RodrigoBotelho.pdfPDFapplication/pdf783241https://repositorio.fgv.br/bitstreams/04239772-9e58-4954-81bf-7a6d86dd9cf7/download6ac3257d172dff384fca0c601e146aa4MD51LICENSElicense.txtlicense.txttext/plain; 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dc.title.por.fl_str_mv Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
title Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
spellingShingle Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
Botelho, Rodrigo Azevedo de Castro
Credit default swap
Default probability
Credit risk
Probabilidade de default
Risco de crédito
Economia
Risco (Economia)
Créditos - Avaliação de riscos
title_short Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
title_full Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
title_fullStr Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
title_full_unstemmed Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
title_sort Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
author Botelho, Rodrigo Azevedo de Castro
author_facet Botelho, Rodrigo Azevedo de Castro
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.member.none.fl_str_mv Almeida, Caio Ibsen Rodrigues de
Barbedo, Cláudio Henrique da Silveira
dc.contributor.author.fl_str_mv Botelho, Rodrigo Azevedo de Castro
dc.contributor.advisor1.fl_str_mv Vicente, José Valentim Machado
contributor_str_mv Vicente, José Valentim Machado
dc.subject.eng.fl_str_mv Credit default swap
Default probability
Credit risk
topic Credit default swap
Default probability
Credit risk
Probabilidade de default
Risco de crédito
Economia
Risco (Economia)
Créditos - Avaliação de riscos
dc.subject.por.fl_str_mv Probabilidade de default
Risco de crédito
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Risco (Economia)
Créditos - Avaliação de riscos
description This paper explores the sovereign default due to the structure of Credit Default Swap spreads. These spreads show the default probability of a country. The methodology proposed in this paper applied for Argentina, Korea, Ecuador, Indonesia, Mexico, Peru, Turkey, Ukraine, Venezuela and Rússia. We could show that a single factor model following a lognormal process captures the probability of default. We also show that the macro economic variables like inflation, unemployment e growth do not explain the dependent variable of this study. Each country responds differently to the economic crisis that leads to don’t honor their commitments debts.
publishDate 2012
dc.date.issued.fl_str_mv 2012
dc.date.accessioned.fl_str_mv 2013-02-04T16:52:43Z
dc.date.available.fl_str_mv 2013-02-04T16:52:43Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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status_str publishedVersion
dc.identifier.citation.fl_str_mv BOTELHO, Rodrigo Azevedo de Castro. Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/10459
identifier_str_mv BOTELHO, Rodrigo Azevedo de Castro. Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.
url https://hdl.handle.net/10438/10459
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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institution FGV
reponame_str Repositório Institucional do FGV (FGV Repositório Digital)
collection Repositório Institucional do FGV (FGV Repositório Digital)
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