Gestão de risco de crédito

: abordagem ao rating interno do banco Santander Totta

Abstract

Risk management is a core issue for financial institutions and that, instead of referring to pure risk elimination, we should find ways to control it. As Wriston (1999) once said, “All of life is the management of risk, not its elimination”. The report aims to analyze the role of the internal rating in the anticipation and mitigation of the different risks, in particular the credit risk, which is related to the probability of default of a company. The analysis and evaluation of client companies of Banco Santander Totta is mostly supported on financial reports and internal information, and will be addressed through a case study, describing the functions of a risk manager/analyst as well as the fundamental parameters to consider in the internal rating elaboration. All these procedures and descriptions are sustained by a consistent theoretical basis that suits, fits and justifies the practices presented and used. With this study we can retain that the companies’ capacity to generate resources is one of the most important criteria, as this will be a way of the company to demonstrate its ability to repay the financing obtained. In addition to that factor, there are other indicators to consider, that goes from the personal experience of the bank with the client, to the evolution of the most important financial and economic indicators of the client.

Date of Award	7 Jul 2016
Original language	Portuguese
Awarding Institution	Universidade Católica Portuguesa
Supervisor	Paulo Alves (Supervisor)