Loss Distribution Approach
Mostrando 13-24 de 36 artigos, teses e dissertações.
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13. Redes Bayesianas no gerenciamento e mensuração de riscos operacionais. / Managing and measuring operation risks using Bayesian networks.
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 explana
Publicado em: 2008
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14. Automação como recurso de planejamento de redes de distribuição de energia elétrica. / Automation as resource for distribution systems planning.
Concerning the components of an electrical distribution network and their susceptibility to functional failures or need for maintenance actions, planning and project criteria should be adopted to assure continuity of energy supply even though some components may be out of work. Traditionally the power systems, especially in power transmission and distributio
Publicado em: 2008
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15. Investigação dos processos hidrossedimentológicos em parcela experimental no semi-árido potiguar
In northeastern semiarid, seasonality on precipitation temporal distribution, high intensity storm events and inadequate management of native vegetation can promote soil erosion. Vegetation removal causes soil surface exposure, reduces soil water storage capacity and can be the source degradation processes. In this context, this approach aims to analyze wate
Publicado em: 2008
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16. A study of ordinary kriging smoothing effect using diferent statistics distributions / Estudo do efeito de suavização da krigagem ordinária em diferentes distribuições estatísticas
This dissertation presents the results of an investigation into the effectiveness of the post-processing algorithm for correcting the smoothing effect of ordinary kriging estimates. Three different statistical distributions have been considered in this study: gaussian, lognormal and inverted lognormal. As we know among these distributions, the lognormal dist
Publicado em: 2007
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17. Analysis of the optimal location of pressure reducing valves in water distribution systems considering multiple objectives / Estudo ótimo da localização de válvulas redutoras de pressão em sistemas de distribuição de água considerando objetivos múltiplos
In Brazil, water distribution systems with high leakage levels represent a problem with multiple implications for water utilities. Leakage, which accounts for the dominant component of water losses, produces negative effects from the economical, as well as from the operational perspectives: increase in pumping energy, compromise of water quality, increase in
Publicado em: 2007
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18. Efeito da correlação no requerimento de capital para cobertura de risco operacional
O objetivo dessa dissertação é estudar o efeito das correlações entre os diversos tipos de risco operacional no cálculo do requerimento total de capital para cobertura de eventuais perdas decorrentes de risco operacional. O Novo Acordo de Basiléia sugere a obtenção do requerimento de capital total por meio da soma dos requerimentos de capitais para
Publicado em: 2006
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19. Operational risks - an application of the method of distribution of aggregate losses: a study of case in financial institution / Riscos operacionais - uma aplicaÃÃo do mÃtodo de distribuiÃÃo de perdas agregadas: um estudo de caso em instituiÃÃo financeira
This paper demonstrates the application of stochastic process Aggregate Loss Distribution Approach for measure of operational risk in a financial institution in according with the minimal requirement of Basel New Adequacy Capital Framework. The mesure uses the historical behaviour of specific operational losses wich happened in the period from 2001,jan to 20
Publicado em: 2005
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20. Applying computational model to water loss management in supplying systems / Aplicação de modelo matematico de simulação-otimização na gestão de perda de agua em sistemas de abastecimento
This work presents, under diverse aspects, the water losses that occur in the distribution networks of the water supply systems and the available mechanisms of control. Amongst the objectives, it detaches the proposal of a computational model as a new tool for leak localization. The considered model was developed through the coupling of hydraulic simulator b
Publicado em: 2005
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21. SOFTWARE IMPLEMENTATION FOR OPERATIONAL RISK MANAGEMENT SUPPORT / IMPLEMENTAÇÃO DE SOFTWARE PARA APOIO AO GERENCIAMENTO DE RISCO OPERACIONAL
O gerenciamento de risco em instituições bancárias, mais do que mera imposição das agências reguladoras distingue-se como fator de sucesso na melhoria dos processos, aumentando o resultado financeiro. Após o Acordo da Basiléia, a gerência de riscos de mercado e de crédito, cuja atuação se dá sobre as receitas, passou a ser realizada. Entretanto,
Publicado em: 2005
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22. Mensuração de risco de portfólio para carteiras de crédito a empresas / Risk measuring of corporate credit portfolios
The evolution of credit risk management techniques, which has occurred in the financial market in recent years, has led to the development of several methods to measure the credit risk of portfolios. The credit risk models that became popular in the international banking industry have limited application in Brazil due to the characteristics of our credit mar
Publicado em: 2005
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23. Gerenciamento do risco de mercado baseado no Value at Risk estÃtico e dinÃmico para carteira de aÃÃes e opÃÃes negociadas na Bovespa / Actions stock market; Value at Risk (VaR)
This thesis approaches the riskâs administration of the market using Value at Risk (VaR), which became widely used technique for measuring future expected risk for both financial and non-financial institutions. The VaR measures the largest expected loss in given period of time that expected loss is depending of suppositions about the distribution of return
Publicado em: 2005
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24. Ecologia e genetica da mandioca na agricultura itinerante do litoral sul paulista : uma analise espacial e temporal
This study focuses the inter-relationships between the men, the farm environment, and the domesticated crop species, under the perspective of the evolutionary dynamics of cultivated plants. The main objective of this study was to evaluate the features related to the conservation, loss, and amplification of the varietal diversity of manioc (Manihot esculenta
Publicado em: 2004