Browsing Teses e dissertações by Subject "Basel accord II"
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Dependência entre perdas em risco operacional
(Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 12/02/2014)In this work, we present and discuss the operational risk in the financial institutions, Basel Accord II, the structure of dependence between cumulative operational losses, a tool for modeling this dependence (theory of ...