Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD
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/10438/10073 |
Resumo: | With the relevance of the credit market has been gaining in the economy this study set out to do a conceptual review of credit risk. Since the expected loss as the main component of credit risk, the work proposes a new way to calculate it. The way it is modeled usually presuppose that the input parameters PD and LGD are independent. Some authors have questioned this assumption and that if this dependence is not taken into account calculations of expected loss and capital should be allocated will be incorrect. An alternative to treat the correlation is modeling the two components together, comparing the results of the usual model with the new model the conclusion is that the error of estimate of expected loss with the second model has been smaller. We can not say that the smallest error in the estimate of loss is because of the correlation between PD and LGD, but modeling the parameters together retires this strong assumption. |
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Pazzoto, Bruno BortoluzzoEscolas::EESPPinto, Afonso de CamposFávero, Luiz Paulo LopesOliveira, Alexandre de2012-10-01T15:10:54Z2012-10-01T15:10:54Z2012-08-30PAZZOTO, Bruno Bortoluzzo. Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2012.http://hdl.handle.net/10438/10073With the relevance of the credit market has been gaining in the economy this study set out to do a conceptual review of credit risk. Since the expected loss as the main component of credit risk, the work proposes a new way to calculate it. The way it is modeled usually presuppose that the input parameters PD and LGD are independent. Some authors have questioned this assumption and that if this dependence is not taken into account calculations of expected loss and capital should be allocated will be incorrect. An alternative to treat the correlation is modeling the two components together, comparing the results of the usual model with the new model the conclusion is that the error of estimate of expected loss with the second model has been smaller. We can not say that the smallest error in the estimate of loss is because of the correlation between PD and LGD, but modeling the parameters together retires this strong assumption.Com a relevância que o mercado de crédito vem ganhando na economia o presente trabalho se propôs a fazer uma revisão conceitual do risco de crédito. Tendo a perda esperada como o principal componente do risco de crédito, o trabalho se aprofundou nesse tema propondo uma maneira nova para o cálculo da mesma. Da maneira que ela é modelada usualmente pressupoem que os parâmetros de PD e LGD são independentes. Alguns autores questionam essa pressuposição e que, se essa dependência não for levada em conta os cálculos de perda esperada e o capital que deveria ser alocado estarão incorretos. Uma alternativa para tratar a correlação é modelar os dois componentes conjuntamente, ao comparar os resultados do modelo usual com o modelo conjunto conclui-se que o erro da estimativa de perda esperada do modelo conjunto foi menor. Não se pode afirmar que o menor erro na estimativa de perda se deve a correlação entre a PD e LGD, porém ao modelar os parâmetros conjuntamente, retira-se essa forte pressuposição.porCredit RiskExpected lossRisco de créditoPerda esperadaEconomiaAdministração de créditoAdministração de riscoComitê de Supervisão Bancária da BasiléiaModelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGDinfo: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/openAccessORIGINALdissertacao bruno pazzoto - versão final.pdfdissertacao bruno pazzoto - versão final.pdftexto completoapplication/pdf1116879https://repositorio.fgv.br/bitstreams/8727bb9e-a1dc-4420-9d0d-fdf3753eefc0/download97b2413340bda7342a4871944c193ff1MD51LICENSElicense.txtlicense.txttext/plain; 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dc.title.por.fl_str_mv |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD |
title |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD |
spellingShingle |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD Pazzoto, Bruno Bortoluzzo Credit Risk Expected loss Risco de crédito Perda esperada Economia Administração de crédito Administração de risco Comitê de Supervisão Bancária da Basiléia |
title_short |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD |
title_full |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD |
title_fullStr |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD |
title_full_unstemmed |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD |
title_sort |
Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD |
author |
Pazzoto, Bruno Bortoluzzo |
author_facet |
Pazzoto, Bruno Bortoluzzo |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.member.none.fl_str_mv |
Pinto, Afonso de Campos Fávero, Luiz Paulo Lopes |
dc.contributor.author.fl_str_mv |
Pazzoto, Bruno Bortoluzzo |
dc.contributor.advisor1.fl_str_mv |
Oliveira, Alexandre de |
contributor_str_mv |
Oliveira, Alexandre de |
dc.subject.eng.fl_str_mv |
Credit Risk Expected loss |
topic |
Credit Risk Expected loss Risco de crédito Perda esperada Economia Administração de crédito Administração de risco Comitê de Supervisão Bancária da Basiléia |
dc.subject.por.fl_str_mv |
Risco de crédito Perda esperada |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Administração de crédito Administração de risco Comitê de Supervisão Bancária da Basiléia |
description |
With the relevance of the credit market has been gaining in the economy this study set out to do a conceptual review of credit risk. Since the expected loss as the main component of credit risk, the work proposes a new way to calculate it. The way it is modeled usually presuppose that the input parameters PD and LGD are independent. Some authors have questioned this assumption and that if this dependence is not taken into account calculations of expected loss and capital should be allocated will be incorrect. An alternative to treat the correlation is modeling the two components together, comparing the results of the usual model with the new model the conclusion is that the error of estimate of expected loss with the second model has been smaller. We can not say that the smallest error in the estimate of loss is because of the correlation between PD and LGD, but modeling the parameters together retires this strong assumption. |
publishDate |
2012 |
dc.date.accessioned.fl_str_mv |
2012-10-01T15:10:54Z |
dc.date.available.fl_str_mv |
2012-10-01T15:10:54Z |
dc.date.issued.fl_str_mv |
2012-08-30 |
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 |
PAZZOTO, Bruno Bortoluzzo. Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2012. |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/10073 |
identifier_str_mv |
PAZZOTO, Bruno Bortoluzzo. Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2012. |
url |
http://hdl.handle.net/10438/10073 |
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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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