25/08/2021 Untitled

Untitled
Domingos
11/03/2021

setup
dados
# autenticação no dropbox

token <- rdrop2::drop_auth()

saveRDS(token, file = paste0(set_path, "token.rds"))

download
fun_dopbox <- function(.path) {

# nome da pasta de download

set_path_ativo <- paste0(set_path, .path)

# cria pasta para download

if (!dir.exists(set_path_ativo)) dir.create(set_path_ativo)

# define pasta

setwd(set_path_ativo)

# lista arquivos na pasto do dropbox

drop_files <- rdrop2::drop_dir(paste0("Domingos/", .path))

# download de cada arquivo

result <- map(drop_files$path_lower, ~ rdrop2::drop_download(.x, overwrite = T))

print("ok")

fun_dopbox("cf_ativo")

fun_dopbox("cf_pas")

fun_dopbox("cf_dre")

fun_dopbox("scr_risco")

Ler todos os arquivos dos ativos

função ara ler csv

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fun_read_csv <- function(.file) {

read_csv2(.file,

locale = locale(encoding = "latin1"),

na = c("NA", "NI")) %>%

drop_na(codigo) %>%

mutate(data = ymd(strptime(paste0("1/", data), format = "%d/%b/%y"))) %>%

clean_names()
}

ativo
setwd(set_path)

files_cf_ativo <- list.files("cf_ativo", pattern = ".csv$", full.names = T)

cf_ativo <- map_df(files_cf_ativo, fun_read_csv)

glimpse(cf_ativo)

## Rows: 61,149

## Columns: 27

## $ `if` <chr> "BB", "ITAU", "BRADESCO", "BANCO NACIONAL DE DESENVOLVIM~

## $ codigo <dbl> 49906, 10069, 10045, 33657248, 360305, 30379, 51152, 510~

## $ tcb <chr> "b1", "b1", "b1", "b4", "b1", "b1", "b1", "b1", "b1", "b~

## $ td <chr> "C", "C", "C", "I", "I", "C", "C", "C", "C", "C", "C", "~

## $ tc <dbl> 1, 2, 2, 1, 1, 3, 3, 2, 2, 3, 2, 1, 3, 1, 3, 3, 3, 3, 2,~

## $ sr <chr> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, ~

## $ seg <lgl> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, ~

## $ cidade <chr> "BRASILIA", "SAO PAULO", "OSASCO", "RIO DE JANEIRO", "BR~

## $ uf <chr> "DF", "SP", "SP", "RJ", "DF", "SP", "PR", "SP", "SP", "S~

## $ data <date> 2010-03-01, 2010-03-01, 2010-03-01, 2010-03-01, 2010-03~

## $ disp <dbl> 7116688, 9284245, 8632592, 3306, 2898005, 3977933, 14823~

## $ apl_liqui <dbl> 145928145, 128878340, 97087237, 1431439, 38505349, 22918~

## $ tvm <dbl> 86601285, 72446067, 64422368, 38493383, 105075332, 54738~

## $ op_cred <dbl> 264549229, 185040243, 161261416, 159973500, 134579819, 1~

## $ op_prov_cred <dbl> -16736337, -19727380, -13386545, -3299739, -9085357, -82~

## $ op_cred_liqui <dbl> 247812892, 165312863, 147874871, 156673761, 125494462, 1~

## $ leas_receber <dbl> 41350, 2777312, 216351, 0, 0, 304811, 31438, 14048, 7049~

## $ leas_imob <dbl> 5145685, 83843772, 35029434, 0, 0, 23080985, 6313277, 63~

## $ leas_credores <dbl> 2347610, 40999414, 15096641, 0, 0, 10303530, 2666905, 24~

## $ leas_prov <dbl> -200555, -2655902, -1680997, 0, 0, -680749, -160736, -64~

## $ leas_liqui <dbl> 7334091, 124964596, 48661428, 0, 0, 33008578, 8850884, 8~

## $ outros_liqui <dbl> 91722017, 85579093, 52880126, 5609316, 18134406, 6480377~

## $ outros_reali <dbl> 54142962, 40305437, 40201453, 137080149, 68893174, 21970~

## $ outros_ajust <dbl> 25185932, 25713936, 26800496, 44124687, 5314578, 3119636~

## $ ativo_ajust <dbl> 665844012, 652484577, 486560570, 383416042, 364315306, 3~

## $ credo_antec <dbl> 2347610, 40999414, 15096641, 0, 0, 10303530, 2666905, 24~

## $ ativo_total <dbl> 663496402, 611485163, 471463929, 383416042, 364315306, 3~

Ler todos os arquivos do passivo

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setwd(set_path)

files_cf_passivo <- list.files("cf_pas", pattern = ".csv$", full.names = TRUE)

cf_passivo <- map_df(files_cf_passivo, fun_read_csv)

glimpse(cf_passivo)

## Rows: 44,787

## Columns: 31

## $ `if` <chr> "BB", "ITAU", "BRADESCO", "CAIXA ECONOMICA FEDERAL", "BANCO NAC~

## $ codigo <dbl> 49906, 10069, 10045, 360305, 33657248, 30379, 51152, 51011, 100~

## $ tcb <chr> "b1", "b1", "b1", "b1", "b4", "b1", "b1", "b1", "b1", "b1", "b1~

## $ td <chr> "C", "C", "C", "I", "I", "C", "C", "C", "C", "C", "C", "C", "C"~

## $ tc <dbl> 1, 2, 2, 1, 1, 3, 3, 2, 2, 2, 3, 1, 3, 3, 3, 1, 3, 2, 3, 2, 2, ~

## $ sr <chr> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,~

## $ seg <lgl> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,~

## $ cidade <chr> "BRASILIA", "SAO PAULO", "OSASCO", "BRASILIA", "RIO DE JANEIRO"~

## $ uf <chr> "DF", "SP", "SP", "DF", "RJ", "SP", "PR", "SP", "SP", "RJ", "SP~

## $ data <date> 2012-09-01, 2012-09-01, 2012-09-01, 2012-09-01, 2012-09-01, 20~

## $ aa1 <dbl> 60193828, 32157755, 33899821, 22651466, 0, 11931405, 9507229, 3~

## $ aa2 <dbl> 112098380, 77413953, 65540064, 169726972, 0, 25726909, 5385485,~

## $ aa3 <dbl> 14244065, 9746375, 322827, 8364550, 0, 2989634, 141138, 2977396~

## $ aa4 <dbl> 272949495, 116044348, 113425762, 91947187, 0, 81724394, 4617137~

## $ aa5 <dbl> 8167350, 503281, 30154, 10591041, 20890225, 71033, 221615, 0, 2~

## $ aa <dbl> 467653118, 235865713, 213218627, 303281216, 20890225, 122443374~

## $ bb <dbl> 197790585, 251668622, 247278653, 109098031, 9085198, 78666041, ~

## $ cc1 <dbl> 0, 15444447, 3811519, 22964398, 0, 10641330, 3492831, 143647, 2~

## $ cc2 <dbl> 21750557, 4880618, 3768765, 0, 182807, 1889532, 907402, 2111974~

## $ cc3 <dbl> 3732455, 36978664, 33460045, 16145271, 0, 25264275, 13358709, 9~

## $ cc4 <dbl> 17208669, 14604169, 14019266, 0, 0, 10686150, 1634346, 6485679,~

## $ cc5 <dbl> 0, 242203, 999127, 581592, 0, 1072574, 0, 1528598, 813560, 0, 0~

## $ cc <dbl> 42691681, 72150102, 56058722, 39691262, 182807, 49553861, 19393~

## $ dd <dbl> 60765973, 56432811, 45389183, 112043800, 367340977, 24595588, 1~

## $ ee <dbl> 768901356, 616117248, 561945185, 564114308, 397499208, 27525886~

## $ ff <dbl> 2383040, 9555842, 4148341, 522, 528469, 5283517, 3142735, 26208~

## $ gg <dbl> 158067800, 194747085, 108685941, 86900617, 188705892, 105934650~

## $ hh <dbl> 929352197, 820420175, 674779467, 651015447, 586733568, 38647703~

## $ ii <dbl> 332424, 755711, 539459, 0, 0, 218762, 0, 38090, 32918, 61162, 1~

## $ jj <dbl> 64400900, 80244916, 66233425, 22460366, 55572009, 66379761, 971~

## $ kk <dbl> 994085521, 901420803, 741552351, 673475813, 642305577, 45307555~

Ler todos os arquivos das dres

setwd(set_path)

files_cf_dre <- list.files("cf_dre", pattern = ".csv$", full.names = TRUE)

cf_dre <- map_df(files_cf_dre, fun_read_csv)

glimpse(cf_dre)

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## Rows: 61,145

## Columns: 39

## $ `if` <chr> "ITAU", "BB", "BRADESCO", "SANTANDER", "CAIXA ECONOMICA FEDERAL~

## $ codigo <dbl> 10069, 49906, 10045, 30379, 360305, 33657248, 51152, 51011, 100~

## $ tcb <chr> "b1", "b1", "b1", "b1", "b1", "b4", "b1", "b1", "b1", "b1", "b1~

## $ sr <chr> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,~

## $ td <chr> "C", "C", "C", "C", "I", "I", "C", "C", "C", "C", "C", "C", "C"~

## $ tc <dbl> 2, 1, 2, 3, 1, 1, 3, 2, 2, 3, 2, 1, 2, 2, 3, 3, 1, 2, 2, 3, 2, ~

## $ cidade <chr> "SAO PAULO", "BRASILIA", "OSASCO", "SAO PAULO", "BRASILIA", "RI~

## $ uf <chr> "SP", "DF", "SP", "SP", "DF", "RJ", "PR", "SP", "SP", "SP", "MG~

## $ data <date> 2010-03-01, 2010-03-01, 2010-03-01, 2010-03-01, 2010-03-01, 20~

## $ a1 <dbl> 11506697, 10991104, 8396675, 6706797, 4182361, 6383647, 1939494~

## $ a2 <dbl> 6793671, 475477, 3872539, 1951161, 0, 0, 682706, 688611, 118961~

## $ a3 <dbl> 4256055, 5130860, 3788814, 2713569, 4106212, 1238788, 983417, 9~

## $ a4 <dbl> -199475, -4882, -14841, 54787, -42106, -56474, 46056, -454553, ~

## $ a5 <dbl> 505863, 0, 368692, 1116566, 811, 10170, 0, 61680, 152571, 56220~

## $ a6 <dbl> 178287, 272242, 184754, 106726, 777195, 0, 21440, 3799, 2918, 1~

## $ a <dbl> 23041097, 16864800, 16596632, 12649606, 9024474, 7576132, 36731~

## $ b1 <dbl> -7098343, -7766248, -5625164, -3562188, -4174810, -711542, -134~

## $ b2 <dbl> -1060538, -837884, -508445, -421516, -814807, -5630688, -40893,~

## $ b3 <dbl> -5350001, -345148, -3232426, -1800812, 0, 0, -517334, -468396, ~

## $ b4 <dbl> 0, -48862, 0, 0, 0, 0, -29842, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,~

## $ b5 <dbl> -3812693, -2756842, -2162107, -2326088, -718883, -91594, -52508~

## $ b <dbl> -17321575, -11754985, -11528143, -8110605, -5708500, -6433824, ~

## $ c <dbl> 5719522, 5109816, 5068490, 4539001, 3315974, 1142308, 1210598, ~

## $ d1 <dbl> 2313155, 2297263, 1529142, 1255331, 2204497, 19257, 389024, 116~

## $ d2 <dbl> 746785, 809989, 596615, 512957, 219321, 0, 150923, 153571, 2595~

## $ d3 <dbl> -2285115, -2857601, -1692190, -1183076, -2333958, -133642, -453~

## $ d4 <dbl> -3095716, -2633304, -2406051, -2518738, -1218177, -38187, -8409~

## $ d5 <dbl> -623253, -693185, -497026, -375283, -327389, -62868, -129704, -~

## $ d6 <dbl> 806794, 539978, 1249036, 76827, 108643, 415706, 90327, 0, 47174~

## $ d7 <dbl> 3256865, 2357049, 667815, 1187585, 793506, 114586, 289832, 6518~

## $ d8 <dbl> -2917322, -1402399, -2286416, -2629364, -2001112, -103220, -274~

## $ d <dbl> -1797807, -1582210, -2839076, -3673763, -2554667, 211632, -7784~

## $ e <dbl> 3921716, 3527606, 2229414, 865238, 761307, 1353940, 432126, 507~

## $ f <dbl> 387215, 225704, -91459, 560693, -37408, -3136, -19157, -20198, ~

## $ g <dbl> 4308931, 3753310, 2137955, 1425930, 723899, 1350804, 412969, 48~

## $ h <dbl> -610301, -1039850, -30118, -157135, 105304, -434855, -97820, -1~

## $ i <dbl> -437296, -307667, 0, -240188, -51652, 0, -71647, -80538, 0, -67~

## $ j <dbl> 3261333, 2405792, 2107837, 1028608, 777550, 915949, 243502, 259~

## $ k <dbl> -1741019, -518155, -608025, -400000, -188966, 0, 0, 0, 0, 0, 0,~

Ler todos os arquivos do risco

setwd(set_path)

files_scr_risco <- list.files("scr_risco", pattern = ".csv$", full.names = TRUE)

scr_risco <- map_df(files_scr_risco, fun_read_csv)

glimpse(scr_risco)

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## Rows: 45,177

## Columns: 21

## $ `if` <chr> "BB", "ITAU", "BRADESCO", "CAIXA ECONOMICA FEDERAL", "~

## $ codigo <dbl> 49906, 10069, 10045, 360305, 33657248, 30379, 51011, 5~

## $ tcb <chr> "b1", "b1", "b1", "b1", "b4", "b1", "b1", "b1", "b1", ~

## $ td <chr> "C", "C", "C", "I", "I", "C", "C", "C", "C", "C", "C",~

## $ tc <dbl> 1, 2, 2, 1, 1, 3, 2, 3, 2, 2, 3, 1, 3, 2, 1, 2, 3, 2, ~

## $ sr <chr> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA~

## $ seg <dbl> 199, 199, 199, 6, 4, 199, 199, 199, 199, 199, 199, 199~

## $ cidade <chr> "BRASILIA", "SAO PAULO", "OSASCO", "BRASILIA", "RIO DE~

## $ uf <chr> "DF", "SP", "SP", "DF", "RJ", "SP", "SP", "PR", "SP", ~

## $ data <date> 2012-06-01, 2012-06-01, 2012-06-01, 2012-06-01, 2012-~

## $ risco_total <dbl> 408391457, 369323403, 303298311, 298632424, 224925505,~

## $ risco_aa <dbl> 108146436, 89664427, 35655447, 33554812, 91078806, 411~

## $ risco_a <dbl> 90136265, 123657866, 100326968, 147005736, 99427789, 9~

## $ risco_b <dbl> 123368169, 32625130, 37414755, 43717585, 26472520, 113~

## $ risco_c <dbl> 30106316, 17878533, 50380694, 49892829, 5847386, 11820~

## $ risco_d <dbl> 7842443, 12499949, 6194614, 7655709, 365783, 4450267, ~

## $ risco_e <dbl> 3002738, 3805873, 3263828, 2109215, 1266277, 2214046, ~

## $ risco_f <dbl> 1797158, 3225833, 2224663, 1507567, 83859, 4094441, 71~

## $ risco_g <dbl> 1881870, 2825610, 1816354, 1139868, 129211, 1613914, 7~

## $ risco_h <dbl> 9877103, 14054988, 10048486, 12049104, 253875, 7593778~

## $ risco_total_ext <dbl> 32232959, 69085193, 55972501, 0, 0, 20640680, 1560108,~

Fazer um merge com todos os dados

base <- inner_join(

cf_ativo,

select(cf_dre, -`if`, -tcb, -td, -tc, -sr, -cidade, -uf),

by = c("codigo", "data")

) %>%

inner_join(

select(cf_passivo, -`if`, -tcb, -td, -tc, -sr, -seg, -cidade, -uf),

by = c("codigo", "data")

) %>%

inner_join(

select(scr_risco, -`if`, -tcb, -td, -tc, -sr, -seg, -cidade, -uf),

by = c("codigo", "data")

) %>%

rename(banco = `if`) %>%

select(data, everything())

## Checar dados

glimpse(base) ## Variaveis

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## Rows: 43,465

## Columns: 89

## $ data <date> 2012-09-01, 2012-09-01, 2012-09-01, 2012-09-01, 2012-~

## $ banco <chr> "BB", "ITAU", "BRADESCO", "CAIXA ECONOMICA FEDERAL", "~

## $ codigo <dbl> 49906, 10069, 10045, 360305, 33657248, 30379, 51152, 5~

## $ tcb <chr> "b1", "b1", "b1", "b1", "b4", "b1", "b1", "b1", "b1", ~

## $ td <chr> "C", "C", "C", "I", "I", "C", "C", "C", "C", "C", "C",~

## $ tc <dbl> 1, 2, 2, 1, 1, 3, 3, 2, 2, 2, 3, 1, 3, 3, 3, 1, 3, 2, ~

## $ sr <chr> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA~

## $ seg <lgl> NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA~

## $ cidade <chr> "BRASILIA", "SAO PAULO", "OSASCO", "BRASILIA", "RIO DE~

## $ uf <chr> "DF", "SP", "SP", "DF", "RJ", "SP", "PR", "SP", "SP", ~

## $ disp <dbl> 14287907, 13055691, 12277125, 5311357, 1419, 4436073, ~

## $ apl_liqui <dbl> 209455167, 157736730, 126589640, 95582611, 8086092, 39~

## $ tvm <dbl> 106660405, 156051835, 176604225, 125519366, 78211226, ~

## $ op_cred <dbl> 420267809, 307047983, 253793386, 324498805, 232191319,~

## $ op_prov_cred <dbl> -18444098, -25713648, -19307862, -18576000, -1946815, ~

## $ op_cred_liqui <dbl> 401823710, 281334335, 234485524, 305922805, 230244504,~

## $ leas_receber <dbl> 232617, 1777867, 169314, 0, 0, 151855, 21899, 33318, 5~

## $ leas_imob <dbl> 2155564, 42586242, 18198010, 0, 0, 13201010, 2984275, ~

## $ leas_credores <dbl> 1296553, 25472885, 9787113, 0, 0, 7188108, 1627630, 25~

## $ leas_prov <dbl> -60569, -1589831, -823209, 0, 0, -272477, -68730, -168~

## $ leas_liqui <dbl> 3624166, 68247163, 27331228, 0, 0, 20268497, 4565074, ~

## $ outros_liqui <dbl> 132771596, 127935878, 71392511, 40816940, 11190178, 94~

## $ outros_reali <dbl> 94264348, 71362962, 60521923, 92251208, 224472611, 416~

## $ outros_ajust <dbl> 32494775, 51169093, 42137287, 8071526, 90099548, 25554~

## $ ativo_ajust <dbl> 995382074, 926893687, 751339464, 673475813, 642305577,~

## $ credo_antec <dbl> 1296553, 25472885, 9787113, 0, 0, 7188108, 1627630, 25~

## $ ativo_total <dbl> 994085521, 901420803, 741552351, 673475813, 642305577,~

## $ a1 <dbl> 14877677, 16387434, 12691490, 8716634, 7618091, 104577~

## $ a2 <dbl> 217540, 3965038, 2455765, 0, 0, 1300096, 345657, 49454~

## $ a3 <dbl> 5994017, 6266976, 6718319, 4456495, 2920991, 2939707, ~

## $ a4 <dbl> -172618, -97403, -454004, -108009, -151205, -108210, -~

## $ a5 <dbl> 104192, 264189, 250533, 4912, 0, 169534, 182581, 22632~

## $ a6 <dbl> 1365251, 1194369, 893897, 1347061, 0, 675693, 227761, ~

## $ a <dbl> 22386060, 27980603, 22555999, 14417094, 10387876, 1543~

## $ b1 <dbl> -11561925, -9187436, -9046477, -6865669, -409280, -508~

## $ b2 <dbl> -1139417, -1060954, -752178, -1690096, -7470219, -4030~

## $ b3 <dbl> -167928, -3429453, -2163060, 0, 0, -1633727, -285134, ~

## $ b4 <dbl> 0, 0, 0, 0, -1348, 0, 0, 0, 0, -2925, 0, 0, -974, 0, 0~

## $ b5 <dbl> -2949087, -6177886, -3528495, -1944222, -228666, -3314~

## $ b <dbl> -15818357, -19855729, -15490209, -10499987, -8109513, ~

## $ c <dbl> 6567704, 8124874, 7065790, 3917107, 2278364, 5000792, ~

## $ d1 <dbl> 2693078, 2660271, 1836836, 3055243, 135568, 1719222, 2~

## $ d2 <dbl> 1623289, 1455663, 1264458, 588962, 0, 763080, 377071, ~

## $ d3 <dbl> -3888630, -2584285, -2578575, -3203985, -151937, -1593~

## $ d4 <dbl> -3612104, -3682394, -3346225, -1947750, -71944, -30188~

## $ d5 <dbl> -828039, -856718, -751927, -470879, -125190, -773414, ~

## $ d6 <dbl> 393564, 1566534, 1378331, -14847, 674601, 85904, 16834~

## $ d7 <dbl> 2152501, 2980837, 944113, 1641675, 132200, 1135616, 73~

## $ d8 <dbl> -1508985, -5486367, -2250276, -2342550, -570185, -3036~

## $ d <dbl> -2975326, -3946459, -3503265, -2694132, 23113, -471819~

## $ e <dbl> 3592378, 4178415, 3562525, 1222975, 2301477, 282603, 3~

## $ f <dbl> 63114, 96835, -94912, -41653, -1272, 531886, -5600, -4~

## $ g <dbl> 3655492, 4275250, 3467613, 1181322, 2300205, 814489, 3~

## $ h <dbl> -448256, -241996, -602380, 523528, -258373, 21641, 511~

## $ i <dbl> -358605, -650138, 0, -354643, -20, -212199, -80650, -3~

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## $ j <dbl> 2848631, 3383116, 2865233, 1350207, 2041811, 623931, 2~

## $ k <dbl> -817566, -1107132, -1007670, -250790, 0, -26, -191000,~

## $ aa1 <dbl> 60193828, 32157755, 33899821, 22651466, 0, 11931405, 9~

## $ aa2 <dbl> 112098380, 77413953, 65540064, 169726972, 0, 25726909,~

## $ aa3 <dbl> 14244065, 9746375, 322827, 8364550, 0, 2989634, 141138~

## $ aa4 <dbl> 272949495, 116044348, 113425762, 91947187, 0, 81724394~

## $ aa5 <dbl> 8167350, 503281, 30154, 10591041, 20890225, 71033, 221~

## $ aa <dbl> 467653118, 235865713, 213218627, 303281216, 20890225, ~

## $ bb <dbl> 197790585, 251668622, 247278653, 109098031, 9085198, 7~

## $ cc1 <dbl> 0, 15444447, 3811519, 22964398, 0, 10641330, 3492831, ~

## $ cc2 <dbl> 21750557, 4880618, 3768765, 0, 182807, 1889532, 907402~

## $ cc3 <dbl> 3732455, 36978664, 33460045, 16145271, 0, 25264275, 13~

## $ cc4 <dbl> 17208669, 14604169, 14019266, 0, 0, 10686150, 1634346,~

## $ cc5 <dbl> 0, 242203, 999127, 581592, 0, 1072574, 0, 1528598, 813~

## $ cc <dbl> 42691681, 72150102, 56058722, 39691262, 182807, 495538~

## $ dd <dbl> 60765973, 56432811, 45389183, 112043800, 367340977, 24~

## $ ee <dbl> 768901356, 616117248, 561945185, 564114308, 397499208,~

## $ ff <dbl> 2383040, 9555842, 4148341, 522, 528469, 5283517, 31427~

## $ gg <dbl> 158067800, 194747085, 108685941, 86900617, 188705892, ~

## $ hh <dbl> 929352197, 820420175, 674779467, 651015447, 586733568,~

## $ ii <dbl> 332424, 755711, 539459, 0, 0, 218762, 0, 38090, 32918,~

## $ jj <dbl> 64400900, 80244916, 66233425, 22460366, 55572009, 6637~

## $ kk <dbl> 994085521, 901420803, 741552351, 673475813, 642305577,~

## $ risco_total <dbl> 430617289, 371031144, 310752340, 323707855, 233164956,~

## $ risco_aa <dbl> 110622164, 94575965, 34122864, 31521737, 85893123, 307~

## $ risco_a <dbl> 95367062, 120057699, 104181676, 159447830, 111363440, ~

## $ risco_b <dbl> 132091574, 31548215, 38125273, 48987679, 27087731, 164~

## $ risco_c <dbl> 30695462, 17147270, 51659568, 57031511, 7041303, 14543~

## $ risco_d <dbl> 8395467, 11566678, 7029662, 9343519, 275113, 4787596, ~

## $ risco_e <dbl> 3070246, 3906387, 2533701, 2304141, 830199, 2407672, 4~

## $ risco_f <dbl> 1694185, 2878933, 2130226, 1468188, 80802, 4292969, 40~

## $ risco_g <dbl> 1944074, 2862606, 1786748, 1193590, 0, 1558515, 626235~

## $ risco_h <dbl> 10514155, 14957426, 10400438, 12409660, 593246, 813268~

## $ risco_total_ext <dbl> 36222898, 71529965, 58782184, 0, 0, 20013925, 7608207,~

base %>% distinct(banco) ## Bancos

## # A tibble: 2,850 x 1

## banco

## <chr>

## 1 BB

## 2 ITAU

## 3 BRADESCO

## 4 CAIXA ECONOMICA FEDERAL

## 5 BANCO NACIONAL DE DESENVOLVIMENTO ECONOMICO E SOCIAL

## 6 SANTANDER

## 7 HSBC

## 8 VOTORANTIM

## 9 SAFRA

## 10 BTG PACTUAL

## # ... with 2,840 more rows

base %>% distinct(data) ## Trimestre

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## # A tibble: 29 x 1

## data

## <date>

## 1 2012-09-01

## 2 2012-12-01

## 3 2013-03-01

## 4 2013-06-01

## 5 2013-09-01

## 6 2013-12-01

## 7 2014-03-01

## 8 2014-06-01

## 9 2014-09-01

## 10 2014-12-01

## # ... with 19 more rows

## Todos valores estao em milhares

Ultimo valor do ativo por banco em ordem

decrescente (em bilhoes)
base %>%

group_by(banco) %>%

summarise(ativo = last(ativo_total)/1000000) %>%

arrange(desc(ativo))

## # A tibble: 2,850 x 2

## banco ativo

## <chr> <dbl>

## 1 ITAU 1575.

## 2 BB 1500.

## 3 CAIXA ECONOMICA FEDERAL 1300.

## 4 BRADESCO 1149.

## 5 SANTANDER 831.

## 6 BANCO NACIONAL DE DESENVOLVIMENTO ECONOMICO E SOCIAL 762.

## 7 SAFRA 190.

## 8 BTG PACTUAL 189.

## 9 HSBC 151.

## 10 VOTORANTIM 101.

## # ... with 2,840 more rows

Estatisticas descritivas dos bancos

Voce pode salvar em uma nova variavel para
inspecionar com mais cuidado

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base %>%

group_by(banco) %>%

summarise(

Media = mean(ativo_total / 1000000, na.rm = TRUE),

Desvio = sd(ativo_total / 1000000, na.rm = TRUE),

Minimo = min(ativo_total / 1000000, na.rm = TRUE),

Maximo = max(ativo_total / 1000000, na.rm = TRUE)

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## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

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## Warning in min(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para min; retornando Inf

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## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

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## Warning in max(ativo_total/1e+06, na.rm = TRUE): nenhum argumento não faltante

## para max; retornando -Inf

## # A tibble: 2,850 x 5

## banco Media Desvio Minimo Maximo

## <chr> <dbl> <dbl> <dbl> <dbl>

## 1 "Ã\u0093RAMA DISTRIBUIDORA DE TÃ\u008dTU~ 2.50e-2 0.0312 1.47e-3 9.75e-2

## 2 "Ã\u008dCARO CORRETORA DE CÃ\u0082MBIO L~ 5.44e-4 0.000132 3.92e-4 8.33e-4

## 3 "Ã\u0081TICO DISTRIBUIDORA DE TÃ\u008dTU~ 1.17e-3 0.000277 6.63e-4 1.57e-3

## 4 "ABC-BRASIL" 2.41e+1 6.59 1.32e+1 3.71e+1

## 5 "ACCESSCRÃ\u0089DITO - SOCIEDADE DE CRÃ\~ 9.45e-3 0.00501 5.35e-3 2.02e-2

## 6 "ACCESSCRÃ\u0089DITO â\u0080\u0093 SOCIE~ 2.10e-2 0.000707 2.05e-2 2.15e-2

## 7 "ACCIÃ\u0093N MICROFINANÃ\u0087AS - SOCI~ 9.99e-3 0.00263 7.32e-3 1.61e-2

## 8 "ACESSO SOLUÃ\u0087Ã\u0095ES DE PAGAMENT~ 1.71e-1 0.0123 1.50e-1 1.80e-1

## 9 "ACREDITA SOCIEDADE DE CRÃ\u0089DITO AO ~ 1.91e-2 0.00496 1.31e-2 2.49e-2

## 10 "ADIQ SOLUCOES DE PAGAMENTO S.A." 5.84e+0 NA 5.84e+0 5.84e+0

## # ... with 2,840 more rows

Salvar o codigo dos cinco maiores bancos em um

vetor
top5 <- base %>%
group_by(codigo) %>%

summarise(ativo = last(ativo_total)) %>%

arrange(desc(ativo)) %>%

slice(1:5) %>%

pull(codigo)

Plotar a evolucao do lucro liquido anual dos 5

maiores bancos
base %>%

filter(codigo %in% top5) %>%

mutate(ano = year(data)) %>%

group_by(ano, banco) %>%

summarise(lucro = sum(j)) %>%

ungroup() %>%

as_tsibble(index = ano, key = banco) %>%

autoplot(lucro / 1000000) +

labs(y = "Lucro em bilhoes", x = "") #+

## `summarise()` has grouped output by 'ano'. You can override using the `.groups` argument.

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#ggthemes::theme_economist() #+

#ggthemes::scale_color_economist() #+

#ggthemes::scale_fill_economist() #+

#theme(text = element_text(size = 8))

Plotar composicao de risco de credito dos cinco

maiores bancos

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base %>%

filter(codigo %in% top5) %>%

mutate(ano = year(data)) %>%

group_by(ano, banco) %>%

summarise(

AA = sum(risco_aa),

A = sum(risco_a),

B = sum(risco_b),

C = sum(risco_c)

) %>%

ungroup() %>%

pivot_longer(c(-"ano", -"banco"), names_to = "name", values_to = "value") %>%

mutate(name = factor(name, levels = c("AA", "A", "B", "C"))) %>%

ggplot(aes(x = ano, y = value, fill = name)) +

geom_bar(position="fill", stat="identity", colour = "black") +

facet_wrap(~banco, ncol = 1) +

labs(x = "", y = "Percentual", fill = "Risco") +

ggthemes::theme_economist() +

ggthemes::scale_color_economist() +

ggthemes::scale_fill_economist() +

theme(text = element_text(size=8))

## `summarise()` has grouped output by 'ano'. You can override using the `.groups` argument.

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Criar variavel trimestre

base <- base %>%

mutate(trim = yearquarter(data))

Fazer download da selic

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selic <- BETSget(1178, from = "2012-06-01", to = "2019-09-30") %>%

mutate(trim = yearquarter(date)) %>%

group_by(trim) %>%

summarise(selic = mean(value)) %>%

ungroup()

## Warning:

## BETS-package: There is no corresponding entry in the metadata table.

##

## Don't worry, this is not a critical problem. We are working on a solution.

Fazer o merge com a base

base <- left_join(base, selic, by = "trim")

base

## # A tibble: 43,465 x 91

## data banco codigo tcb td tc sr seg cidade uf disp

## <date> <chr> <dbl> <chr> <chr> <dbl> <chr> <lgl> <chr> <chr> <dbl>

## 1 2012-09-01 BB 4.99e4 b1 C 1 <NA> NA BRASI~ DF 1.43e7

## 2 2012-09-01 ITAU 1.01e4 b1 C 2 <NA> NA SAO P~ SP 1.31e7

## 3 2012-09-01 BRADESCO 1.00e4 b1 C 2 <NA> NA OSASCO SP 1.23e7

## 4 2012-09-01 CAIXA EC~ 3.60e5 b1 I 1 <NA> NA BRASI~ DF 5.31e6

## 5 2012-09-01 BANCO NA~ 3.37e7 b4 I 1 <NA> NA RIO D~ RJ 1.42e3

## 6 2012-09-01 SANTANDER 3.04e4 b1 C 3 <NA> NA SAO P~ SP 4.44e6

## 7 2012-09-01 HSBC 5.12e4 b1 C 3 <NA> NA CURIT~ PR 2.06e6

## 8 2012-09-01 VOTORANT~ 5.10e4 b1 C 2 <NA> NA SAO P~ SP 1.41e5

## 9 2012-09-01 SAFRA 1.01e4 b1 C 2 <NA> NA SAO P~ SP 4.85e5

## 10 2012-09-01 BTG PACT~ 4.99e4 b1 C 2 <NA> NA RIO D~ RJ 6.57e5

## # ... with 43,455 more rows, and 80 more variables: apl_liqui <dbl>, tvm <dbl>,

## # op_cred <dbl>, op_prov_cred <dbl>, op_cred_liqui <dbl>, leas_receber <dbl>,

## # leas_imob <dbl>, leas_credores <dbl>, leas_prov <dbl>, leas_liqui <dbl>,

## # outros_liqui <dbl>, outros_reali <dbl>, outros_ajust <dbl>,

## # ativo_ajust <dbl>, credo_antec <dbl>, ativo_total <dbl>, a1 <dbl>,

## # a2 <dbl>, a3 <dbl>, a4 <dbl>, a5 <dbl>, a6 <dbl>, a <dbl>, b1 <dbl>,

## # b2 <dbl>, b3 <dbl>, b4 <dbl>, b5 <dbl>, b <dbl>, c <dbl>, d1 <dbl>,

## # d2 <dbl>, d3 <dbl>, d4 <dbl>, d5 <dbl>, d6 <dbl>, d7 <dbl>, d8 <dbl>,

## # d <dbl>, e <dbl>, f <dbl>, g <dbl>, h <dbl>, i <dbl>, j <dbl>, k <dbl>,

## # aa1 <dbl>, aa2 <dbl>, aa3 <dbl>, aa4 <dbl>, aa5 <dbl>, aa <dbl>, bb <dbl>,

## # cc1 <dbl>, cc2 <dbl>, cc3 <dbl>, cc4 <dbl>, cc5 <dbl>, cc <dbl>, dd <dbl>,

## # ee <dbl>, ff <dbl>, gg <dbl>, hh <dbl>, ii <dbl>, jj <dbl>, kk <dbl>,

## # risco_total <dbl>, risco_aa <dbl>, risco_a <dbl>, risco_b <dbl>,

## # risco_c <dbl>, risco_d <dbl>, risco_e <dbl>, risco_f <dbl>, risco_g <dbl>,

## # risco_h <dbl>, risco_total_ext <dbl>, trim <qtr>, selic <dbl>

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