Probabilidade implícita de default em debêntures do mercado brasileiro
Autor(a) principal: | |
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Data de Publicação: | 2014 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/12052 |
Resumo: | This work aims to extract implicit default probabilities curves from Brazilian´s debentures market. This process occurs in two steps. First challenge is to obtain the term structure of Brazilian’s debentures. Diebold and Li (2006) proposed a revision of Nelson and Siegel (1987) parametrical model. To extract the term structure of Brazilian´s debentures, Diebold and Li (2006) work was used as guidance. The second step consists in extract the default probability using the reduced form model proposed by Duffie and Singleton (1999). Some assumptions were considered, such as loss fraction rate as a constant. The same assumption was considered by Xu and Nencioni (2000). Moreover, the exponential decay rate was fixed as suggested by Araújo (2012). The exercise was replied in three distinguished dates during the Brazilian interest rate reduction cycle. One of the results from this work was that the market agents considered a reduction on the default probability during the reduction cycle. The reduction in short term was greater than long term. |
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Fernandez, Paulo Ramiro S.Escolas::EPGEFGVGuillen, Osmani Teixeira CarvalhoAraújo, Gustavo SilvaVicente, José2014-09-25T11:31:51Z2014-09-25T11:31:51Z2014-05-30FERNANDEZ, Paulo Ramiro S.. Probabilidade implícita de default em debêntures do mercado brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2014.http://hdl.handle.net/10438/12052This work aims to extract implicit default probabilities curves from Brazilian´s debentures market. This process occurs in two steps. First challenge is to obtain the term structure of Brazilian’s debentures. Diebold and Li (2006) proposed a revision of Nelson and Siegel (1987) parametrical model. To extract the term structure of Brazilian´s debentures, Diebold and Li (2006) work was used as guidance. The second step consists in extract the default probability using the reduced form model proposed by Duffie and Singleton (1999). Some assumptions were considered, such as loss fraction rate as a constant. The same assumption was considered by Xu and Nencioni (2000). Moreover, the exponential decay rate was fixed as suggested by Araújo (2012). The exercise was replied in three distinguished dates during the Brazilian interest rate reduction cycle. One of the results from this work was that the market agents considered a reduction on the default probability during the reduction cycle. The reduction in short term was greater than long term.O trabalho busca através de um exercício empírico, extrair as curvas de probabilidade implícita de default em debêntures brasileiras. A construção ocorre em duas etapas. O primeiro desafio é obter as estruturas a termo das debêntures brasileiras. Foi utilizada a revisão proposta por Diebold e Li (2006) do modelo de Nelson Siegel (1987) para construç o das ETTJs. A segunda etapa consiste em extrair a probabilidade de default utilizado a forma reduzida do modelo de Duffie e Singleton (1999). A fração de perda em caso de default foi considerada constante conforme estudo de Xu e Nencioni (2000). A taxa de decaimento também foi mantida constante conforme proposto por Diebold e Li (2006) e Araújo (2012). O exercício foi replicado para três datas distintas durante o ciclo de redução de juros no Brasil. Dentre os resultados desse estudo identificou-se que os agentes do mercado reduziram a probabilidade de default dos emissores durante esse período. A redução nos vértices mais curtos foi mais significativa do que em vértices mais longos.porDefaultDebênturesETTJProbabilidade ImplícitaEconomiaFinançasMercado financeiroDebênturesRisco (Economia)Probabilidade implícita de default em debêntures do mercado brasileiroinfo: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/openAccessORIGINALDissertação_ Prob Default debêntures.pdfDissertação_ Prob Default debêntures.pdfapplication/pdf981479https://repositorio.fgv.br/bitstreams/30ead3bf-b64b-4731-ba6c-5d98d5ace617/downloadec7ba18804136f1c8dd1914e5505fd5fMD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/30a08d97-dae6-4c8b-bc38-d825a09f72ea/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTDissertação_ Prob Default debêntures.pdf.txtDissertação_ Prob Default debêntures.pdf.txtExtracted 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dc.title.por.fl_str_mv |
Probabilidade implícita de default em debêntures do mercado brasileiro |
title |
Probabilidade implícita de default em debêntures do mercado brasileiro |
spellingShingle |
Probabilidade implícita de default em debêntures do mercado brasileiro Fernandez, Paulo Ramiro S. Default Debêntures ETTJ Probabilidade Implícita Economia Finanças Mercado financeiro Debêntures Risco (Economia) |
title_short |
Probabilidade implícita de default em debêntures do mercado brasileiro |
title_full |
Probabilidade implícita de default em debêntures do mercado brasileiro |
title_fullStr |
Probabilidade implícita de default em debêntures do mercado brasileiro |
title_full_unstemmed |
Probabilidade implícita de default em debêntures do mercado brasileiro |
title_sort |
Probabilidade implícita de default em debêntures do mercado brasileiro |
author |
Fernandez, Paulo Ramiro S. |
author_facet |
Fernandez, Paulo Ramiro S. |
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 |
Guillen, Osmani Teixeira Carvalho Araújo, Gustavo Silva |
dc.contributor.author.fl_str_mv |
Fernandez, Paulo Ramiro S. |
dc.contributor.advisor1.fl_str_mv |
Vicente, José |
contributor_str_mv |
Vicente, José |
dc.subject.por.fl_str_mv |
Default Debêntures ETTJ Probabilidade Implícita |
topic |
Default Debêntures ETTJ Probabilidade Implícita Economia Finanças Mercado financeiro Debêntures Risco (Economia) |
dc.subject.area.por.fl_str_mv |
Economia Finanças |
dc.subject.bibliodata.por.fl_str_mv |
Mercado financeiro Debêntures Risco (Economia) |
description |
This work aims to extract implicit default probabilities curves from Brazilian´s debentures market. This process occurs in two steps. First challenge is to obtain the term structure of Brazilian’s debentures. Diebold and Li (2006) proposed a revision of Nelson and Siegel (1987) parametrical model. To extract the term structure of Brazilian´s debentures, Diebold and Li (2006) work was used as guidance. The second step consists in extract the default probability using the reduced form model proposed by Duffie and Singleton (1999). Some assumptions were considered, such as loss fraction rate as a constant. The same assumption was considered by Xu and Nencioni (2000). Moreover, the exponential decay rate was fixed as suggested by Araújo (2012). The exercise was replied in three distinguished dates during the Brazilian interest rate reduction cycle. One of the results from this work was that the market agents considered a reduction on the default probability during the reduction cycle. The reduction in short term was greater than long term. |
publishDate |
2014 |
dc.date.accessioned.fl_str_mv |
2014-09-25T11:31:51Z |
dc.date.available.fl_str_mv |
2014-09-25T11:31:51Z |
dc.date.issued.fl_str_mv |
2014-05-30 |
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 |
FERNANDEZ, Paulo Ramiro S.. Probabilidade implícita de default em debêntures do mercado brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2014. |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/12052 |
identifier_str_mv |
FERNANDEZ, Paulo Ramiro S.. Probabilidade implícita de default em debêntures do mercado brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2014. |
url |
http://hdl.handle.net/10438/12052 |
dc.language.iso.fl_str_mv |
por |
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por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
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