Aplicação do modelo de regressão logística na análise de inadimplência em contratos de financiamento habitacional com recursos do SBPE

Abstract

Under the Law No. 4,380 of August 21, 1964 created the Housing Financial System, SFH. At the time, this new financing model had savings and the FGTS, the Severance Indemnity Fund, as sources of funds. The objective of creating the SFH is to reduce the housing deficit in the country and to improve the ways of financing real estate. The SFH, like any government program, is directly impacted by changes in economic and social policies and by market fluctuations, which can directly impact the income of people who have real estate financing, or borrowers, providing a scenario of default. This paper aims to present a logistic regression model that estimates the probability of a contract defaulting on real estate financing based on variables related to the borrower's profile, property and credit.