Os efeitos da recessão econômica de 2014-2016 sobre a inadimplência de cartões de crédito no mercado e no cartão Private Label no varejo alimentar
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Tipo
Dissertação
Data de publicação
2020-02-06
Periódico
Citações (Scopus)
Autores
Tamaki, Carlos Antonio
Orientador
Vartanian, Pedro Raffy
Título da Revista
ISSN da Revista
Título de Volume
Membros da banca
Moura Junior, Álvaro Alves de
Muinhos, Marcelo Kfoury
Muinhos, Marcelo Kfoury
Programa
Economia e Mercados
Resumo
This study explores the effects of the 2014-2016 Brazilian recession on credit card delinquency
in the industry and on the Private Label cards in food retail in a comparative way. The study
consists in initially presenting the financial industry, the credit card industry and the private
label industry. Then, the study explores the historical evolution of the industry and its
delinquency and, finally, through an econometric analysis, verify the response of the
delinquency in the credit card industry and the private label card in food retail after simulating
shocks of macroeconomic variables such as GDP, salary mass, unemployment rate, among
others, by applying a VAR (autoregressive vectors) model. Additionally, the study evaluates
how these variables may affect the credit card delinquency in the two types mentioned above.
For this purpose, the study uses precedence tests in order to verify if there was a causality in
the sense of Granger, about the default of the credit card industry and the Private Label card.
Among the results found by the study, it was possible to identify that the delinquency rates of
the credit card of the market and of the Private Label, have different behaviors, from the
simulations of response to impulses as in the variables that precede them, being that the
delinquency of the card Private Label, preceded a greater number of variables compared to the
delinquency of credit cards in the industry.
Descrição
Palavras-chave
inadimplência , cartão de crédito , private label , modelo VAR , Granger
Assuntos Scopus
Citação
TAMAKI, Carlos Antonio. Os efeitos da recessão econômica de 2014-2016 sobre a inadimplência de cartões de crédito no mercado e no cartão Private Label no varejo alimentar. 2020. 50 f. Dissertação (Mestrado Profissional em Economia e Mercados) - Universidade Presbiteriana Mackenzie, São Paulo, 2020.