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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.
| Identifer | oai:union.ndltd.org:IBICT/oai:bdtd.ucb.br:tede/2284 |
| Date | 30 March 2016 |
| Creators | Paiva, Daniel Henrique Santana de |
| Contributors | Divino, Jos?? Angelo Costa do Amor |
| Publisher | Universidade Cat??lica de Bras??lia, Programa Strictu Sensu em Economia de Empresas, UCB, Brasil, Escola de Gest??o e Neg??cios |
| Source Sets | IBICT Brazilian ETDs |
| Language | Portuguese |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Format | application/pdf |
| Source | reponame:Biblioteca Digital de Teses e Dissertações da UCB, instname:Universidade Católica de Brasília, instacron:UCB |
| Rights | info:eu-repo/semantics/openAccess |
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