Listagem FGV EBAPE - Dissertações, Mestrado Acadêmico em Administração por Assunto "Risco (Economia)"
Itens para a visualização no momento 1-4 of 4
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Uma contribuição à gestão do risco de crédito baseado no modelo Raroc - retorno ajustado ao risco de capital
2002-01-01The implantation of Plano Real in 1994 provoked changes in the structure of Brazilian banks incomes. In times of high inflation taxes, the result of the banks was composed substantially by incomes originating from financing ... -
An exploratory study on how the corruption level of the host country affects foreign direct investment’s inflows
2016-11-10In today’s business world everything seems to be somehow linked to globalization, what leads to trading without barriers, developing productions schemes that involves more than one country and one location, capital flows ... -
Risco operacional em tesourarias bancárias
2004This dissertation develops an study about the operational risk in the banking treasury and its objective is to elaborate an explaining model of the impact of this phenomenon on the treasury's result. The study begins with ... -
We're Chained: an analysis of systemic risk in finance
2015-08-14This dissertation presents two papers on how to deal with simple systemic risk measures to assess portfolio risk characteristics. The first paper deals with the Granger-causation of systemic risk indicators based in ...
