Estudo sobre o efeito de variáveis macro econômico e do spread de credit default swap no risco de evento de crédito soberano
Autor(a) principal: | |
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Data de Publicação: | 2012 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://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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Botelho, Rodrigo Azevedo de CastroEscolas::EPGEFGVAlmeida, Caio Ibsen Rodrigues deBarbedo, Cláudio HenriqueVicente, José2013-02-04T16:52:43Z2013-02-04T16:52:43Z2012BOTELHO, 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.http://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 créditoEconomiaFinançasRisco (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/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALTese Mestrado_RodrigoBotelho.pdfTese Mestrado_RodrigoBotelho.pdfapplication/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 Finanças 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 |
dc.contributor.author.fl_str_mv |
Botelho, Rodrigo Azevedo de Castro |
dc.contributor.advisor1.fl_str_mv |
Vicente, José |
contributor_str_mv |
Vicente, José |
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 Finanças 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 Finanças |
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 |
format |
masterThesis |
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 |
http://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 |
http://hdl.handle.net/10438/10459 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
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FGV |
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Repositório Institucional do FGV (FGV Repositório Digital) |
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