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Risco operacional: o cálculo do capital regulatório usando dependência
(Universidade Federal de São Carlos, 2014-01-16)
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, ...
Dependência entre perdas em risco operacional
(Universidade Federal de São Carlos, 2014-02-12)
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 ...
Modelagem estatística para análise de dados imobiliários completos e com censura à esquerda
(Universidade Federal de São Carlos, 2014-04-01)
The real estate market has a key role in the country and counties economy attracting several studies and researches that explains and interpret the numerous transactions performed, and especially to find appropriate ways ...