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Empréstimos bancários: variáveis determinantes na sua aquisição
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O empréstimo é uma atividade que está presente desde o tempo dos nossos antepassados. Outrora, se os camponeses necessitassem de um empréstimo, quer ele fosse de certos bens ou de produtos agrícolas, recorriam aos grandes proprietários, que lhos concediam em troca de certos benefícios. Caso houvesse qualquer incumprimento no pagamento do empréstimo por parte dos camponeses, poderiam estes, por exemplo, ver as suas terras confiscadas. Assim, com o desenvolvimento do conceito de dinheiro, a criação da moeda e a criação dos bancos centrais, para a criação das políticas monetárias dos países, o crédito tornou-se algo essencial e imprescindível, nas instituições financeiras. Os bancos tomaram consciência de que, se concedessem um crédito e o cobrassem aos devedores, pelo tempo de duração do empréstimo e ainda, se aceitassem depósitos de credores, compensando-os pelo tempo de permanência do dinheiro no banco, estes, conseguiriam obter lucros através da diferença entre as taxas de juro pagas e as taxas de juro cobradas. No entanto, existe uma possibilidade de o devedor entrar em incumprimento no pagamento do empréstimo e o banco sofrer perdas financeiras. Assim, torna-se importante e imperativo estudar o perfil do cliente e consoante o risco que o cliente apresente, o banco decide se concede ou não, o crédito bancário. O atual cenário de crise económica que se faz sentir em Portugal, relativo ao alto nível de dívida e o seu incumprimento associado, conduzem a uma maior sensibilidade do setor bancário na concessão de crédito, o que leva os bancos a ficarem menos recetivos a atribuir crédito a clientes. Posto isto, o principal objetivo desta dissertação é apurar quais são as variáveis determinantes na concessão de um crédito bancário, no setor privado. Para proceder a este estudo, esta dissertação irá usar a linguagem de programação Python para aplicar o modelo de regressão logística.
A loan is a process that is well known since ancient history. In that time, if farmer needed a loan of an asset or certain agriculture related products, they would ask to the nobles for assistance and they would meet their request in change of some benefits. In case of the farmer did not follow this agreement, they could see their lands confiscated by the nobles. Considering these loan agreements and adding the evolution of the concept of money, the creation of currencies and the creation of the bank, the credit concept became essential to financial institutions to create monetary policies for every country in the world. On the other hand, the banks became aware that if they conceded a bank loan and then charge through a time period to the debtor, and if they were able to collect deposit from creditors with compensations over time, they can collect profits from the difference between the interest rates that were paid and the interest rates that were collected. However, there is the possibility that the debtor isn’t able to keep paying the loan and the bank suffer financial losses. Therefore, it is important and crucial to study the client’s profile and evaluate the risk of the bank conceding, or not, the bank credit. The current scenario of an economic crisis in Portugal, regarding the increasing public debt and it’s associated non-compliance, it leads to a greater sensibility on the banking sector towards credit approval and makes banks less receptive to concede credit to new clients. Hence, the main goal of this dissertation is to investigate which variables are determinant in the approval of a bank loan in the private sector. In order to substantiate this case study, this dissertation will seek to apply the logistic regression model by use of the programming language Python.
A loan is a process that is well known since ancient history. In that time, if farmer needed a loan of an asset or certain agriculture related products, they would ask to the nobles for assistance and they would meet their request in change of some benefits. In case of the farmer did not follow this agreement, they could see their lands confiscated by the nobles. Considering these loan agreements and adding the evolution of the concept of money, the creation of currencies and the creation of the bank, the credit concept became essential to financial institutions to create monetary policies for every country in the world. On the other hand, the banks became aware that if they conceded a bank loan and then charge through a time period to the debtor, and if they were able to collect deposit from creditors with compensations over time, they can collect profits from the difference between the interest rates that were paid and the interest rates that were collected. However, there is the possibility that the debtor isn’t able to keep paying the loan and the bank suffer financial losses. Therefore, it is important and crucial to study the client’s profile and evaluate the risk of the bank conceding, or not, the bank credit. The current scenario of an economic crisis in Portugal, regarding the increasing public debt and it’s associated non-compliance, it leads to a greater sensibility on the banking sector towards credit approval and makes banks less receptive to concede credit to new clients. Hence, the main goal of this dissertation is to investigate which variables are determinant in the approval of a bank loan in the private sector. In order to substantiate this case study, this dissertation will seek to apply the logistic regression model by use of the programming language Python.
Descrição
Tese de mestrado em Matemática Financeira, Universidade de Lisboa, Faculdade de Ciências, 2021
Palavras-chave
Empréstimo bancário Crédito Regressão logística Teses de mestrado - 2021