Resumo

DIAZ REISSNER, Clarisse Virginia. ESTIMACIÓN DE LA CONCESIÓN DE CRÉDITOS COOPERATIVO BASADO EN EL MODELO DE REGRESIÓN DE POISSON: ESTIMATE OF THE GRANTING OF COOPERATIVE CREDIT BASED ON THE POISSON REGRESSION MODEL. Rep. cient. FACEN [online]. 2012, vol.3, n.1, pp.23-32. ISSN 2222-145X.

Financial institutions are exposed to risks, among which credit risk is highlighted. The credit analyst applies a system of weighted-method credit analysis, based on the economic factors of the applicant. The objective of this research was to determine other indexes that might reveal the client's paying capability, based on statistical techniques to predict the maximum arrears. The sample consisted of 454 loans granted by the Cooperative 26 de Abril Ltda. The maximum delay was considered as a count variable, based on the Poisson distribution. The results showed an R ² = 0,13 for the simple model and 0,49 for the model with interaction of the second order, though not suitable for predicting the maximum overdue, made visible other factors related to payment capability. It is suggested to access more and better sources of information to have an internal database that achieve better levels in the safety of the prediction.

Palavras-chave : Credit risk; default maximum; Poisson distribution.