Redes Bayesianas no gerenciamento e mensuração de riscos operacionais. / Managing and measuring operation risks using Bayesian networks.

AUTOR(ES)

Cláudio De Nardi Queiroz

DATA DE PUBLICAÇÃO

2008

RESUMO

The application of Bayesian Networks as causal model in Operational Risk is very attractive from the point of view of risk management and the calculation of regulatory capital under the first pillar of the New Basel Accord. It is possible to obtain with the networks an estimate of operational VAR based not only on the historical loss data but also in explanatory variables and expert knowledge through the possibility of inclusion of subjective information.

ASSUNTO(S)

advanced measurement approach risco operacional tomada de decisão causal model loss distribution approach bayesian networks estatística aplicada operational risk

Documentos Relacionados

• Integrating BDI model and Bayesian networks
• THÊMIS: um sistema para análise forense de DNA utilizando Redes Baysianas.
• Redes Bayesianas aplicadas à análise do risco de crédito.
• Metodologia de planejamento estratégico de lavra incorporando riscos e incertezas para a obtenção de resultados operacionais.
• Formação e gestão de redes de cooperação empresarial.