Análise do impacto do cadastro positivo no spread bancário

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dc.contributor.advisorGamboa, Ulisses Monteiro Ruiz de
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/6017194885301801por
dc.contributor.authorAngélico, Alexandre Rodrigues Duarte
dc.creator.Latteshttp://lattes.cnpq.br/5774640554912270por
dc.date.accessioned2020-08-10T15:20:40Z
dc.date.accessioned2020-12-07T15:09:16Z
dc.date.available2020-12-07T15:09:16Z
dc.date.issued2019-08-14
dc.description.abstractThis 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.eng
dc.description.sponsorshipFundo Mackenzie de Pesquisapor
dc.formatapplication/pdf*
dc.identifier.citationANGÉLICO, 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.por
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/26601
dc.keywordsbank spreadpor
dc.keywordsDefaultspor
dc.keywordsVECpor
dc.keywordscointegrationpor
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectspread bancáriopor
dc.subjectinadimplênciapor
dc.subjectVECpor
dc.subjectcointegraçãopor
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIApor
dc.titleAnálise do impacto do cadastro positivo no spread bancáriopor
dc.typeDissertaçãopor
local.contributor.board1Scarano, Paulo Rogerio
local.contributor.board2Fernandes, André
local.publisher.countryBrasilpor
local.publisher.departmentCentro de Ciências Sociais e Aplicadas (CCSA)por
local.publisher.initialsUPMpor
local.publisher.programEconomia e Mercadospor
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Economia e Mercados (M. Profissional) - Dissertações - CCSA Higienópolis