Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro

Detalhes bibliográficos
Autor(a) principal: Jarque Junior, Vito Manuel
Data de Publicação: 2017
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/18510
Resumo: This work aims to quantify the credit risk of Brazilian companies, by using tools whose refinement and precision is more and more required by financial institutions on credit loans. In this regard, It is analyzed the credit spread and default probabilities derived by the application of two risk models, whose authors are Robert C. Merton (1974), and John Hull, Izzy Nelken and Alan White (2004). In the end, It is also evaluated the model with the best adherence to Brazilian market.
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spelling Jarque Junior, Vito ManuelEscolas::EPGEFGVGonçalves, Edson Daniel LopesAraújo, Gustavo SilvaGlasman, Daniela Kubudi2017-07-21T14:49:19Z2017-07-21T14:49:19Z2017-05-30JARQUE JUNIOR, Vito Manuel. Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2017.https://hdl.handle.net/10438/18510This work aims to quantify the credit risk of Brazilian companies, by using tools whose refinement and precision is more and more required by financial institutions on credit loans. In this regard, It is analyzed the credit spread and default probabilities derived by the application of two risk models, whose authors are Robert C. Merton (1974), and John Hull, Izzy Nelken and Alan White (2004). In the end, It is also evaluated the model with the best adherence to Brazilian market.Este trabalho tem como objetivo quantificar o risco de crédito de empresas do mercado brasileiro, lançando mão de ferramentas cujo aprimoramento e precisão são cada vez mais exigidos pelas instituições financeiras nas concessões de empréstimos. Para isso, analisam-se o spread de crédito e a probabilidade de default gerados a partir da aplicação de dois modelos de avaliação de risco, cujos autores são, respectivamente, Robert C. Merton (1974), e John Hull, Izzy Nelken e Alan White (2004). Por fim, comparam-se e analisam-se os resultados, avaliando aquele com melhor aderência ao mercado brasileiro.porCredit riskCredit spreadMerton’s risk modelHull, Nelken and White’s risk modelSpread de créditoRisco de créditoModelo de MertonModelo de Hull, Nelken e WhiteEconomiaAnálise de créditoCréditosAdministração de riscoEmpresasAnálise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiroinfo: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:FGVTEXTDissertação.pdf.txtDissertação.pdf.txtExtracted 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dc.title.por.fl_str_mv Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
title Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
spellingShingle Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
Jarque Junior, Vito Manuel
Credit risk
Credit spread
Merton’s risk model
Hull, Nelken and White’s risk model
Spread de crédito
Risco de crédito
Modelo de Merton
Modelo de Hull, Nelken e White
Economia
Análise de crédito
Créditos
Administração de risco
Empresas
title_short Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
title_full Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
title_fullStr Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
title_full_unstemmed Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
title_sort Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro
author Jarque Junior, Vito Manuel
author_facet Jarque Junior, Vito Manuel
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 Gonçalves, Edson Daniel Lopes
Araújo, Gustavo Silva
dc.contributor.author.fl_str_mv Jarque Junior, Vito Manuel
dc.contributor.advisor1.fl_str_mv Glasman, Daniela Kubudi
contributor_str_mv Glasman, Daniela Kubudi
dc.subject.eng.fl_str_mv Credit risk
Credit spread
Merton’s risk model
Hull, Nelken and White’s risk model
topic Credit risk
Credit spread
Merton’s risk model
Hull, Nelken and White’s risk model
Spread de crédito
Risco de crédito
Modelo de Merton
Modelo de Hull, Nelken e White
Economia
Análise de crédito
Créditos
Administração de risco
Empresas
dc.subject.por.fl_str_mv Spread de crédito
Risco de crédito
Modelo de Merton
Modelo de Hull, Nelken e White
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Análise de crédito
Créditos
Administração de risco
Empresas
description This work aims to quantify the credit risk of Brazilian companies, by using tools whose refinement and precision is more and more required by financial institutions on credit loans. In this regard, It is analyzed the credit spread and default probabilities derived by the application of two risk models, whose authors are Robert C. Merton (1974), and John Hull, Izzy Nelken and Alan White (2004). In the end, It is also evaluated the model with the best adherence to Brazilian market.
publishDate 2017
dc.date.accessioned.fl_str_mv 2017-07-21T14:49:19Z
dc.date.available.fl_str_mv 2017-07-21T14:49:19Z
dc.date.issued.fl_str_mv 2017-05-30
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 JARQUE JUNIOR, Vito Manuel. Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2017.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/18510
identifier_str_mv JARQUE JUNIOR, Vito Manuel. Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2017.
url https://hdl.handle.net/10438/18510
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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institution FGV
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