Browsing Teses e dissertações by Subject "Capital regulatório"

Now showing items 1-2 of 2

    • Dependência entre perdas em risco operacional 

      Requena, Guaraci de Lima (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 ...

    • Risco operacional: o cálculo do capital regulatório usando dependência 

      Gonçalves, Débora Delbem (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 16/01/2014)
      In this paper we propose a new method for the calculation of regulatory capital required for operational risk. This method is based on some important assumptions for calculation of this capital, for instance, expert opinion, ...