Gestão de risco de créditos _ caso do banco comercial e de investimentos, S.A.

Abstract

The research in question was developed with the intention of identifying the models for the management of credit risk applied by BCI, having as reference the already known models international standards. To arrive at the intended outcome of the research, the following were analyzed: the process of granting credit at BCI, the origins and dimensions of credit risk from the perspective of BCI, the form found.(TRADUÇÃO NOSSA) by BCI to safeguard future losses from loans and, the applicability and operationality of the credit risk management models adopted by BCI. The international credit risk management models that served as a reference for the present research are distinguished in traditional and modern (new), being the models traditional credit risk management the following: the specialist system, the credit classification and, the credit scoring system. The new models identified as reference to unveil the one applied by BCI are: credit monitor from KMV corporation, and credit metrics from J.P. Morgan. Having done the research, despite the fact that there are policies in the BCI aiming at the applicability of more models credit risk management, it was concluded that, the situation currently in use and applicable and conditions offered by the Mozambican market is the traditional model of systems experts, because BCI bases its credit decision on the selection and analysis of certain key factors giving them subjective weights. As a result, it is fundamentally recommended to improve the current risk management model for credits standardizing and assigning weights to the key elements, due to the subjectivity of the same, since the outcome of the analysis on the key elements depends on the understanding of each specialist (client manager, credit analyst, risk technician, among others).