Condicionantes do risco de crédito em uma cooperativa do Alto Paranaíba/MG

Abstract

During the process of obtaining resources from savers, and transferring them to deficit agents, by means of credit agreements, the financing institutions are subject to credit risk, which refers to the inability of credit borrowers in paying their debts. The credit cooperatives may have that risk increased due to a subjective factor involved in the credit extension, namely: the existing close-related relationships between cooperative managers and members, what reduces the accuracy in assessing the borrowers’ credit. The purpose of this study was to assess determining factors of credit risk in a cooperative of Alto Paranaíba, State of Minas Gerais, Brazil, using data from the year of 2001 to 2010. The logic regression model was used, and credit agreements were classified as default and defaulters. According to results, as greater is the age and fidelity months, lesser will be the defaulters probability in the cooperative. Therefore, the credit line which increases the risk is associated with borrowings.