Abstract
As the financial institutions execute their agency activities, they take risks, among them credit risks, which are mainly present in offering loans. The management of this risk category demands from the financial institutions the use of risk measurement tools, to be used from the loan-granting decision to the assessment of credit-line portfolio risk. Credit risk is not an isolated measure of expected loss by the institution, but it is also essential in the interest rate setting process. This paper uses the CreditRisk+ methodology, together with the concept of risk-adjusted return, in the analysis of the BNDES Automatico and Finame credit lines. The
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