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ABSTRACT
This work aims to identify and analyze the factors that influence default in lending in
microcredit institutions. There was a quantitative study in socioeconomic data and
credit agreements in the period 2003 to 2009, through a cross section composed of
20,033 contracts, claims, their information and their respective clients, in order to
verify the characteristics mentioned in the literature as indicators of survival of micro-
enterprises can also indicate the success and failure of micro-credit financing.
Emphasized that this study, the success of the financing is defined as the timely
payment (zero days of delay) or delayed by up to 30 days of the obligations assumed
under the loan agreements, and that failure refers to businesses that were in arrears
for more than 30 days. For data analysis, we used statistical methods of generalized
linear models (MLGs) and Discriminant Analysis (DA). The results indicated that the
variables defined with more representation in the classification of groups to predict or
classify a contract as non-defaulting or delinquent, according to the technique MLGs
were FINCRED (purpose credit), bank (source), OPERATION (type of operation) and
FINCRED: FORM_INF (purpose of credit second type of operation activity). As for
the AD have been prominent DSEXO (sex), ESTCIVIL (marital status), bank (source)
and PFINAN (term financing). Accordingly, we conclude that the statistical models
were effective in achieving the proposed objectives and, despite the specificities of
micro-credit, it is possible to use statistical models as instruments to support the
process of granting and risk assessment and credit decision making.
Keywords: Credit. Credit Risk. Microcredit. Default.