Proposta de construção de um modelo econométrico para estimar a probabilidade de risco de inadimplência: uma verificação empírica na Universidade Católica de Pelotas

Abstract

The facilitation in the credit concession to individuals has increased over the last three years. Variables such as the reduction in the interest taxes, increase in maturity, payroll-attached loans, have provided the population in general, with access to consumption property, buildings among others. In this scenario, the search for stronger tools of credit risk analysis, trying to avoid or at least reduce the default rates in the field, has become necessary. This study aims at elaborating an econometric model to predict the probability of default risk in a Private University. By using the statistical technique of logistical regression, the credit risk model has been built based on a sample of students (individuals) enrolled at “Universidade Católica de Pelotas”, located in Pelotas/RS. The explaining variables of the model have been obtained from a socio-economical questionnaire, which has generated 59 variables from which, only 3 were really relevant: existence of previously negotiated debts, possession of a