Orientador: Giorgio Basilici / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Geociências / Made available in DSpace on 2018-08-21T07:38:10Z (GMT). No. of bitstreams: 1 Prandi_PedroLifterRodrigues_M.pdf: 6770707 bytes, checksum: cf2520ff00d4079bf88ddac4cccd8e0b (MD5) Previous issue date: 2012 / Resumo: O principal objetivo deste trabalho é a caracterização estratigráfica da bacia Bauru nas proximidades do município de Marília (SP) através da análise das diferentes litofácies e superfícies limitantes de diversas escalas. O trabalho inclui também a análise dos paleossolos como elemento arquitetural, e a geofísica de poços que proporcionaram um maior detalhamento nas análises dos dados de superfície e subsuperfície. Os depósitos na área são interpretados como sucessões de lençóis de areia eólica com forte influência de processos pedogenéticos no topo e depósitos subaquosos na base da sequência. Esta influência ocorre devido a variações no clima. A espessura dos depósitos na área é de aproximadamente 260 metros, como pode ser comprovado pelos dados de perfilagem. As litofácies determinadas para este trabalho foram o arenito com laminação plano paralela, arenito com estruturas de fluxo não canalizado e arenito com estruturas de adesão. Para os paleossolos encontrados foram o Aridisols e o Entisols. Três fases deposicionais são distintas, da base para o topo: 1) A primeira fase deposicional é caracterizada por uma predominância de depósitos eólicos com grande influência do lençol freático aflorante; 2) A segunda fase também predominada por depósitos eólicos, porém mais seca, com pequena influência do lençol e a presença de paleossolos é pequena; 3) A terceira fase, do topo, é caracterizada por uma predominância de processos pedogenéticos ainda de clima árido a semiárido / Abstract: The main objective of this work is the stratigraphic characterization of Bauru basin in the city of Marília (SP) through the analysis of different lithofacies and bounding surfaces of various scales. This work also include an analysis of paleosols as an architectural element, and the analysis of geophysics wells data that provide a better detailed characterization of the surface and subsurface lithology. The deposit on this area is interpreted as eolian sand sheet deposits with strong influence of pedogenetic processes at the top and subaqueous at the bottom of the sequence. This influence occur due to the climate variations. The thickness of the deposit in this area is approximately 260 meters, as proven by the profiling data. The lithofacies determined for this work are: the sandstone with parallel lamination; sandstone with non-channeled flow structures and sandstone with adhesion structures. The palaeosols found was Aridisols and Entisols type. Three deposition phases can be distinguished, from the base to the top: 1) The first phase of the aeolian deposition process is characterized by a predominance of aeolian deposits with highly influence of water table; 2) The second phase is also of aeolian sedimentation but drier than the lower one, it is not so influenced by the water table and that are few paleosols; 3) Third phase, at the top of the deposit, is characterized by pedogenic processes from arid to semiarid climate / Mestrado / Geologia e Recursos Naturais / Mestre em Geociências

Lo studio ha come oggetto il materiale votivo dei santuari antichi dell’Abruzzo. Il primo capitolo ha analizzato l’origine e la diffusione dei votivi, le particolari definizioni che si applicano ai depositi votivi e le modalità dell’offerta. Nel secondo capitolo, dopo una breve storia degli studi, si sono affrontate le problematiche relative al contesto archeologico dell’Abruzzo, con particolare attenzione agli ethne degli Aequi, Marsi, Paeligni, Vestini, Marrucini, Praetuttii e con un breve quadro storico delle diverse fasi: età del ferro - IV secolo a.C, età repubblicana, prima età imperiale. Il terzo capitolo è dedicato alla metodologia applicata nella catalogazione dei luoghi di culto (Regesto), utilizzando una scheda-tipo in un Database relazionale, e alla metodologia adottata nella classificazione del materiale votivo. La ricerca ha privilegiato l’analisi di quattro depositi votivi tutt’ora parzialmente o completamente inediti. I capitoli 4, 5, 6 e 7 sono dedicati ai quattro casi: Monte Giove, Pescosansonesco, Castel di Ieri e Luco dei Marsi; a un’introduzione su ogni sito segue il catalogo del materiale. Infine nel capitolo 8 sono le conclusioni, con una sintesi relativa alla produzione e diffusione dei votivi e al loro legame con le pratiche cultuali. In appendice è il regesto dei luoghi di culto con la pubblicazione delle schede relative. / This study has been focused on votive objects which have been found in the ancient shrines of the Abruzzo region. As a first step I analized problems related to the origin and diffusion of votive deposits, to the different ways they can be defined and to the ways objects had been offered. The second chapter, after a short history of the previous studies, is dealing with the archaeological context of the Abruzzo during Preroman and Roman times, with a special attention devoted to the ancient populations who lived there: Aequi, Marsi, Paeligni, Vestini, Marrucini, Praetuttii and a historical frame of its chronological phases: Iron age-IV century b.C., Republican age, first Roman imperial age. The third chapter is devoted to the methodology applied in a complete catalouging of the cult places, by a relational Database (Regesto), and to the methodology used for classifying votives. My research focused on the analysis of four deposits, till now only partially edited or completely unpublished. The chapters 4, 5, 6 and 7 are devoted to these four cases: Monte Giove, Pescosansonesco, Castel di Ieri e Luco dei Marsi; after an introduction on every site the catalogue of the material is following. Finally the chapter 8 is devoted to the conclusions, with a final synthesis about votive production and diffusion and about their relation with cults. In appendix the Regesto of cult places follows, with the relative files.

The subprime mortgage crisis (SMC) is an ongoing housing and nancial crisis that was triggered by a marked increase in mortgage delinquencies and foreclosures in the U.S. It has had major adverse consequences for banks and nancial markets around the globe since it became apparent in 2007. In our research, we examine an originator's (OR's) nonlinear stochastic optimal control problem related to choices regarding deposit inflow rates and marketable securities allocation. Here, the primary aim is to minimize liquidity risk, more speci cally, funding and credit crunch risk. In this regard, we consider two reference processes, namely, the deposit reference process and the residential mortgage loan (RML) reference process. This enables us to specify optimal deposit inflows as well as optimal marketable securities allocation by using actuarial cost methods to establish an ideal level of subprime RML extension. In our research, relationships are established in order to construct a stochastic continuous-time banking model to determine a solution for this optimal control problem which is driven by geometric Brownian motion. In this regard, the main issues to be addressed in this dissertation are discussed in Chapters 2 and 3. In Chapter 2, we investigate uncertain banking behavior. In this regard, we consider continuous-time stochastic models for OR's assets, liabilities, capital, balance sheet as well as its reference processes and give a description of their dynamics for each stochastic model as well as the dynamics of OR's stylized balance sheet. In this chapter, we consider RML and deposit reference processes which will serve as leading indicators in order to establish a desirable level of subprime RMLs to be extended at the end of the risk horizon. Chapter 3 states the main results that pertain to the role of stochastic optimal control in OR's risk management in Theorem 2.5.1 and Corollary 2.5.2. Prior to the stochastic control problem, we discuss an OR's risk factors, the stochastic dynamics of marketable securities as well as the RML nancing spread method regarding an OR. Optimal portfolio choices are made regarding deposit and marketable securities inflow rates given by Theorem 3.4.1 in order to obtain the ideal RML extension level. We construct the stochastic continuoustime model to determine a solution for this optimal control problem to obtain the optimal marketable securities allocation and deposit inflow rate to ensure OR's stability and security. According to this, a spread method of RML financing is imposed with an existence condition given by Lemma 3.3.2. A numerical example is given in Section 3.5 to illustrates the main issues raised in our research. / Thesis (M.Sc. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2011.

The subprime mortgage crisis (SMC) is an ongoing housing and nancial crisis that was triggered by a marked increase in mortgage delinquencies and foreclosures in the U.S. It has had major adverse consequences for banks and nancial markets around the globe since it became apparent in 2007. In our research, we examine an originator's (OR's) nonlinear stochastic optimal control problem related to choices regarding deposit inflow rates and marketable securities allocation. Here, the primary aim is to minimize liquidity risk, more speci cally, funding and credit crunch risk. In this regard, we consider two reference processes, namely, the deposit reference process and the residential mortgage loan (RML) reference process. This enables us to specify optimal deposit inflows as well as optimal marketable securities allocation by using actuarial cost methods to establish an ideal level of subprime RML extension. In our research, relationships are established in order to construct a stochastic continuous-time banking model to determine a solution for this optimal control problem which is driven by geometric Brownian motion. In this regard, the main issues to be addressed in this dissertation are discussed in Chapters 2 and 3. In Chapter 2, we investigate uncertain banking behavior. In this regard, we consider continuous-time stochastic models for OR's assets, liabilities, capital, balance sheet as well as its reference processes and give a description of their dynamics for each stochastic model as well as the dynamics of OR's stylized balance sheet. In this chapter, we consider RML and deposit reference processes which will serve as leading indicators in order to establish a desirable level of subprime RMLs to be extended at the end of the risk horizon. Chapter 3 states the main results that pertain to the role of stochastic optimal control in OR's risk management in Theorem 2.5.1 and Corollary 2.5.2. Prior to the stochastic control problem, we discuss an OR's risk factors, the stochastic dynamics of marketable securities as well as the RML nancing spread method regarding an OR. Optimal portfolio choices are made regarding deposit and marketable securities inflow rates given by Theorem 3.4.1 in order to obtain the ideal RML extension level. We construct the stochastic continuoustime model to determine a solution for this optimal control problem to obtain the optimal marketable securities allocation and deposit inflow rate to ensure OR's stability and security. According to this, a spread method of RML financing is imposed with an existence condition given by Lemma 3.3.2. A numerical example is given in Section 3.5 to illustrates the main issues raised in our research. / Thesis (M.Sc. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2011.

[pt] Esta tese é uma coleção de três ensaios empíricos em economia bancária no Brasil. O capítulo 1 mostra evidências que cidades governadas por prefeitos da base aliada do governo federal recebem mais crédito de bancos públicos federais. Utilizando uma base de dados longitudinal única que cruza informações de crédito em nível municipal com resultados eleitorais no período 1997-2008, eu exploro variações no alinhamento político de cada município ao longo do tempo para estimar seu impacto no montante de crédito. Como resultado, observo que os bancos públicos federais aumentam seus empréstimos em 10 por cento a mais em cidades alinhadas. Em resposta, os bancos privados restringem sua expansão de crédito nessas localidades, embora o efeito líquido seja de um aumento no crédito agregado para cidades alinhadas, deixando a questão de uma provável má alocação de capital entre cidades. Eu também utilizo outra base de dados de crédito única e ainda mais abrangente, disponível somente a partir de 2004, e emprego a metodologia de regressão com descontinuidade em disputas eleitorais apertadas para avaliar possíveis problemas de identificação. Em contraste com a literatura, eu observo que os resultados não são conduzidos por empréstimos direcionados, mas por operações de crédito livre. O capítulo 2 analisa firmas que contribuem para campanhas eleitorais de modo a testar a hipótese de favorecimento de crédito como retribuição a contribuição de campanha. Combinando dados de contribuição de campanha e informações de crédito ao nível da firma, eu exploro variações em uma mesma firma ao longo do tempo para testar se aquelas que contribuem para partidos da base aliada do governo federal recebem mais crédito de bancos públicos federais. Os resultados indicam que contribuintes de campanha de partidos da base aliada têm maior proporção de seu crédito oriundo de bancos públicos federais e tomam de uma maneira geral 20 por cento a mais de crédito que firmas que contribuem para outros partidos. No capítulo 3, eu aproveito da introdução de uma nova forma de seguro depósito voluntário, conhecido por DPGE (Depósito a Prazo com Garantias Especiais), para avaliar questões relevantes relativas a corrida bancária, liquidez de mercado (market liquidity) e liquidez na captação (funding liquidity). Primeiramente, documento uma corrida de depositantes a bancos pequenos e médios no Brasil após o agravamento da crise financeira global de 2008. A seguir, observo que esta corrida bancária foi impulsionada primordialmente por investidores institucionais. Em seguida, demonstro que, em resposta ao enfraquecimento da posição no seu passivo, os bancos reduziram seu ativo liquidando suas posições de crédito. Em quarto lugar, encontro evidências de que a introdução do DPGE ajudou a estabilizar as captações bancárias. Com este novo instrumento, os certificados de depósito (CD) passaram a ser segurados em até 20 milhões de reais, enquanto os demais eram segurados em até 60 mil reais. Por fim, demonstro que bancos com menor liquidez nos ativos foram aqueles que escolheram emitir DPGE, apesar de seu elevado custo (emissores devem pagar prêmio mensal de mais de seis vezes o valor cobrado em depósitos segurados convencionais). Portanto, restaurar a liquidez pelo lado do passivo (funding liquidity) foi mais importante a bancos mais afetados pela liquidez de mercado (market liquidity), ou seja, para aqueles com menos ativos líquidos. Uma investigação dos determinantes da emissão de DPGE mostra que: 1) bancos mais dependentes de cessão de carteira de crédito antes da crise estão mais propensos a emitir no novo esquema de depósito segurado; e 2) bancos com proporção mais elevada de crédito em relação ao ativo estão mais propensos a emitir sob o novo esquema, embora os resultados sejam menos precisos. Tais resultados são importantes por diversas razões. Primeiramente, estão entre os primeiros resultados empíricos a documentar a relação entre liquidez de mercado (ma / [en] This thesis is a collection of three empirical essays on banking using Brazilian data. Chapter 1 provides evidence that cities ruled by a mayor from the presidential coalition s party receive significantly more credit from public federally owned banks. Using a unique longitudinal database that matches branch-level credit information with election outcomes over the period 1997-2008, I explore the within-municipality variation in political alignment to estimate the impact of alignment on the amount of credit. I find that public federal banks increase their lending 10 per cent more in aligned cities. In response, private banks contract credit, but the net effect is an increase in aggregate credit to aligned cities, raising the issue of a misallocation of capital across cities. I also use another unique and more comprehensive credit database, available only since 2004, and apply a regression discontinuity design in close electoral races to address possible identification concerns. In contrast with the received literature, I find that the results are not driven by earmarked lending, but by non-earmarked operations. Chapter 2 focuses the analysis on firms that donate to electoral campaigns in order to test for the hypothesis of favored lending as a reward mechanism for campaign giving. I combine data from firm level campaign contributions with credit information and explore within-firm variation in order to test whether donating to aligned parties results in a better access to credit from public federal banks. Results indicate that campaign contributors to aligned parties have a higher lending share from public federal banks and borrow 20 per cent more than firms that donate to nonaligned parties. In Chapter 3 I take advantage of the introduction of a voluntary deposit insurance program to address several important questions concerning bank runs, market liquidity and funding liquidity. I first document a depositors run on small and medium banks in Brazil after the worsening of the global financial crisis. Second, I find that the bank run was led mainly by institutional investors. Third, I show that, in response to the weakening position on the liability side, banks responded by liquidating their credit position on the asset side of the balance sheet. Fourth, I find evidence that the introduction of a new voluntary insurance instrument called DPGE (Time Deposits with Special Insurance) seemed to have helped stabilize banks positions. Under DPGE, Certificates of Deposit (CD) are insured up to 20 million reais, while standard non-DPGE other time deposits are secured up to 60 thousand reais. Fifth, I show that banks whose assets were more illiquid selected themselves into expensive DPGE (issuers have to pay monthly premium of more than six times the value charged on conventionally insured deposits). Thus, providing funding liquidity was more important for banks that were more affected by market liquidity (having less liquid assets). An investigation of the determinants of issuing DPGE shows that: 1) banks that relied more on credit assignments before the crisis are more likely to issue under the new insurance scheme; 2) banks with higher credit-to-assets ratios are also more likely to issue under the new scheme, although the results on credit-to-assets are a little less precise. These results are important for several reasons. First, they are the first empirical results to document the relationship between market and funding liquidity. In particular, self-selecting into DPGE allows us to see that banks with more illiquid assets need more funding liquidity in the midst of a crisis. Second, the fact of the voluntary nature of the program is interesting per se. By providing voluntary, albeit expensive, insurance, banks may self-select only when they have little option (because of asset-side market illiquidity). Although I do not perform a full welfare analysis, this suggests that mandatory insurance may be sub-optimal for two reasons. First, banks that do not need it may be paying excessive premiums. Second, mandatory insurance may