Análise do impacto do cadastro positivo no spread bancário
Tipo
Dissertação
Data de publicação
2019-08-14
Periódico
Citações (Scopus)
Autores
Angélico, Alexandre Rodrigues Duarte
Orientador
Gamboa, Ulisses Monteiro Ruiz de
Título da Revista
ISSN da Revista
Título de Volume
Membros da banca
Scarano, Paulo Rogerio
Fernandes, André
Fernandes, André
Programa
Economia e Mercados
Resumo
This work estimates the impact of the adoption of the positive reports in the monthly value of the personal bank spread registered by the Brazilian Central Bank. With the change in the credit legislation that allows the adoption of the positive register in Brazil, it is expected that credit bureaus will work with a greater range of information, leading to a significant reduction in default rates, which are an important component of Brazil’s high bank spreads. Based on monthly data collected between March 2011 and February 2019, the impact of the reduction of delinquency in the Brazilian personal banking spread was estimated. This impact was measured through the result of an equation belonging to a system of cointegrated variables generated by a VEC model containing spread, default rate, Brazilian wage bill, inflation, basic interest rate, compulsory deposits and the ratio of nonearmarked credit to GDP. The results suggest that there is a high elasticity between the default of individuals and the personal banking spread, so that it is expected that the positive register can contribute with an estimated reduction between 47.43% and 66.25% of the bank spread related to natural people.
Descrição
Palavras-chave
spread bancário , inadimplência , VEC , cointegração
Assuntos Scopus
Citação
ANGÉLICO, Alexandre Rodrigues Duarte. Análise do impacto do cadastro positivo no spread bancário. 2019. 76 f. Dissertação (Mestrado Profissional em Economia e Mercados) - Universidade Presbiteriana Mackenzie, São Paulo, 2019.