Aplicação da metodologia LDA para gestão do risco operacional de companhia seguradora

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dc.contributor.advisorBasso, Leonardo Fernando Cruzpt_BR
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/1866154361601651por
dc.contributor.authorAssad, Alaim Mosciaropt_BR
dc.creator.Latteshttp://lattes.cnpq.br/3054449972288009por
dc.date.accessioned2016-03-15T19:26:02Z
dc.date.accessioned2020-05-28T18:03:57Z
dc.date.available2013-10-18pt_BR
dc.date.available2020-05-28T18:03:57Z
dc.date.issued2013-08-19pt_BR
dc.description.abstractThe Operational Risk did not receive much attention from firms, regulators and the market until the event of the fraud on Bahrings Bank, in 1995. The regulatory agencies have issued more complex and rigorous regulations in reply to this and to many other events of operational losses. Their goal is to improve the quality of the controls of the financial institutions, as well as to mitigate the occurrence of new events of this kind. As a new discipline, the regulatory agencies have been incentivizing the financial firms to develop advance approaches based on internal models. In response, they shall have a decrease on the regulatory capital applicable. In other hand, the financial firms themselves shall benefit from na internal model that fits their characteristics, and so, as taylor made. The goal of this research is to study the development of an internal model for operational risk, based on LDA, which has been largely used by financial firms worldwide. The focus on an Insurance company is due to the expressive growth of this market in the later years, which has giving it an increasing importance to the national economy as well as institutional investors role.eng
dc.description.sponsorshipFundo Mackenzie de Pesquisapt_BR
dc.formatapplication/pdfpor
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/23429
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.subjectrisco operacionalpor
dc.subjectloss distribution approachpor
dc.subjectVARpor
dc.subjectMonte Carlopor
dc.subjectseguradoraspor
dc.subjectoperational riskeng
dc.subjectloss distribution approacheng
dc.subjectVAReng
dc.subjectMonte Carloeng
dc.subjectinsurance companieseng
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAOpor
dc.thumbnail.urlhttp://tede.mackenzie.br/jspui/retrieve/2785/Alaim%20Mosciaro%20%20Assad.pdf.jpg*
dc.titleAplicação da metodologia LDA para gestão do risco operacional de companhia seguradorapor
dc.typeDissertaçãopor
local.contributor.board1Kimura, Herbertpt_BR
local.contributor.board1Latteshttp://lattes.cnpq.br/2048706172366367por
local.contributor.board2Cia, Josilmar Cordenonssipt_BR
local.contributor.board2Latteshttp://lattes.cnpq.br/6861342266987387por
local.contributor.board3Campos, Anderson Luis Saberpt_BR
local.contributor.board3Latteshttp://lattes.cnpq.br/2230401906908835por
local.publisher.countryBRpor
local.publisher.departmentAdministraçãopor
local.publisher.initialsUPMpor
local.publisher.programAdministração de Empresaspor
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