Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-11-06T12:21:54Z No. of bitstreams: 1 DanielHenriqueSantanadePaivaDissertacao2016.pdf: 1413721 bytes, checksum: 479444b423ca48dd58e7b08c59d0bc38 (MD5) / Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-11-06T12:22:09Z (GMT) No. of bitstreams: 1 DanielHenriqueSantanadePaivaDissertacao2016.pdf: 1413721 bytes, checksum: 479444b423ca48dd58e7b08c59d0bc38 (MD5) / Made available in DSpace on 2017-11-06T12:22:09Z (GMT). No. of bitstreams: 1 DanielHenriqueSantanadePaivaDissertacao2016.pdf: 1413721 bytes, checksum: 479444b423ca48dd58e7b08c59d0bc38 (MD5) Previous issue date: 2016-03-30 / The aim of this work is to evaluate whether risk variables and control directly affect banking activities, and how to affect them before the customers' financing need, and then allow credit expansion without increasing the exposure or the commitment of the National Financial System. For this we used the data model empirically estimated panel, suggested by Hsiao (1986). The sample covered data from a large financial institution in the country every month in 2015, from January to July to 2,093 business units. The main results suggest that risk and control variables affect significantly the "business", the "default" and the "result of the institution." In this line, should seek to identify new indications of operational risk present in the growth of economic activity and new sources of investment and financing with thirdparty funds (read financial institutions) to businesses. / O objetivo desta disserta????o ?? avaliar se vari??veis de risco e controle afetam diretamente as atividades banc??rias, e como as afetam, diante da necessidade de financiamento dos clientes, e ent??o possibilitar a expans??o de cr??dito sem elevar a exposi????o ou ao comprometimento do Sistema Financeiro Nacional. Para tanto foi utilizado o modelo de dados em painel estimado empiricamente, sugerido por Hsiao (1986). A amostra cobriu dados de uma grande institui????o financeira no pa??s, mensalmente no ano de 2015, de Janeiro a Julho, para 2.093 unidades de neg??cio. Os principais resultados sugerem que vari??veis de risco e controle afetam de forma sens??vel os ???neg??cios???, a ???inadimpl??ncia??? e o ???resultado da institui????o???. Nesta linha, deve-se buscar a identifica????o de novos ind??cios do risco operacional presente no crescimento da atividade econ??mica e novas fontes de investimentos e financiamentos com recursos de terceiros (leia-se Institui????es Financeiras) ??s empresas.