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Publication
A evolução do risco de concessão de crédito na Região Autónoma dos Açores
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Abstract(s)
O risco de crédito é um fator fundamental a ser tido em conta pelas instituições financeiras aquando da concessão de financiamentos aos seus clientes, uma vez que estas pretendem evitar conceder crédito a indivíduos ou instituições que não tenham capacidade para fazer face à responsabilidade a que se propõem, e procuram salvaguardar-se da melhor forma, mediante o risco que a operação de crédito apresente.
Muitos investigadores procuraram aferir os maiores condicionantes desse risco, assim como formas de quantificá-lo a fim de ser possível antecipar o risco de crédito intrínseco a cada operação e adotar o modo mais eficaz de lidar ou mitigar esse risco.
O presente estudo teve como objetivo estudar quais são os fatores que têm maior influência sobre o risco de crédito na Região Autónoma dos Açores (RAA). Com efeito, foram criados dois modelos com o intuito de analisar separadamente as empresas e famílias da RAA, com recurso a variáveis comuns a ambos os paradigmas, assim como fatores específicos de cada caso.
Através do modelo de regressão linear múltipla, construído para cada um dos casos, algumas as ilações tiradas vão ao encontro da bibliografia analisada previamente. Outras variáveis apresentam relações contrárias ao esperado, tendo por base estudos de investigação anteriores.
ABSTRACT: Credit risk is a fundamental factor to consider by financial institutions when financing their customers , as they aim to avoid extending credit to individuals or ins titutions that do not have the capacity to meet the obligations they undertake, and they seek to safeguard themselves in the best way possible, considering the risk presented by the credit operation. Many researchers have sought to assess the main determin ants of this risk, as well as ways to measure it in order to anticipate the inherent credit risk in each operation and adopt the most effective way of dealing with or mitigating this risk. The present study aimed to investigate the factors that have the g reatest influence on credit risk in the Azores. Two models were developed to separately analy s e the businesses and households in the region, using variables common to both frameworks as well as specific factors for each case. Through the multiple linear regression model constructed for each case, some of the deductions reached align with the previously analy s ed literature. Other variables, however, exhibit relationships contrary to expectations, based on previous research studies.
ABSTRACT: Credit risk is a fundamental factor to consider by financial institutions when financing their customers , as they aim to avoid extending credit to individuals or ins titutions that do not have the capacity to meet the obligations they undertake, and they seek to safeguard themselves in the best way possible, considering the risk presented by the credit operation. Many researchers have sought to assess the main determin ants of this risk, as well as ways to measure it in order to anticipate the inherent credit risk in each operation and adopt the most effective way of dealing with or mitigating this risk. The present study aimed to investigate the factors that have the g reatest influence on credit risk in the Azores. Two models were developed to separately analy s e the businesses and households in the region, using variables common to both frameworks as well as specific factors for each case. Through the multiple linear regression model constructed for each case, some of the deductions reached align with the previously analy s ed literature. Other variables, however, exhibit relationships contrary to expectations, based on previous research studies.
Description
Dissertação de Mestrado, Ciências Económicas e Empresariais, 07 de fevereiro de 2024, Universidade dos Açores.
Keywords
Risco de Crédito Empresas Famílias Região Autónoma dos Açores
Citation
Pereira, Pedro Francisco dos Santos. (2023). "A evolução do risco de concessão de crédito na Região Autónoma dos Açores". 49 p. (Dissertação de Mestrado em Ciências Económicas e Empresariais). Ponta Delgada: Universidade dos Açores, 2023. Disponível em http://hdl.handle.net/10400.3/7044