Operational Value At Risk
Mostrando 1-12 de 12 artigos, teses e dissertações.
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1. Incorporação da variabilidade dos teores para análise de risco de recursos minerais e sequenciamento de lavra
Mining industry continuously investigates proper reconciliation procedures and techniques for mapping possible risks in ore recovery and mine planning. A case study at a Brazilian copper mine investigates the adequacy of using simulated grades for defining high risk areas affecting mine planning and the defined mineral reserves. Conditional simulations were
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
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2. Agreement index and fuzzy risk for the evaluation of waste stabilization pond systems / INDICE DE CONCORDÃNCIA E RISCO FUZZY NA AVALIAÃÃO DO DESEMPENHO DE SISTEMAS DE LAGOAS DE ESTABILIZAÃÃO
In the present study fuzzy arithmetic via triangular fuzzy numbers (TFNs) was applied to compute Fuzzy Agreement Index (FAI) and Fuzzy Risk (FR) for the evaluation of operational aspects, performance and effluent quality in 14 full-scale waste stabilization pond plants (6 primary facultative ponds â PFPs and 8 pond series- PSs) treating domestic sewage. Fin
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 18/10/2010
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3. Valor da informação incorporando flexibilidade operacional / Value of information incorporating operational flexibility
At the beginning of field development, many questions regarding the reservoir structural model still remain and it is necessary to mitigate this uncertainty and associated risk before the final field development plan proposition. Mitigation of risks and uncertainties can be done in two ways: through additional information acquisition and operational flexibil
Publicado em: 2010
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4. Metodologia de planejamento estratégico de lavra incorporando riscos e incertezas para a obtenção de resultados operacionais. / Strategical minnig planning methodology incorporating risks and uncertanties to obtain operational results.
Strategic mine planning corresponds to the process to determine the best mine design and scheduling according to a previously stablished strategy. It is considered as a key element for the success of a mining venture, once supports the decision process related to it conduct and development. Conventional strategic mine planning methods are based on determinis
Publicado em: 2008
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5. Effects of differentiation on risks and returns of coffee production in Minas Gerais / Efeitos da diferenciação sobre riscos e retornos da produção de café em Minas Gerais
Coffee market deregulation and growing demand for quality drink has increased market competition and the pressure on producers. Differentiated coffee production has emerged as an option to ensure product competition in search for better prices and advantages in a market that defines remuneration according to coffee quality. The number of differentiated coffe
Publicado em: 2008
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6. Essays in Corporate Risk Management
This research investigates the factors that lead Latin American non-financial firms to manage risks using derivatives. The main focus is on currency risk management. With this purpose, this thesis is divided into an introduction and two main chapters, which have been written as stand-alone papers. The first paper describes the results of a survey on derivati
Publicado em: 18/12/2006
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7. Modelagem estocástica em risco operacional aplicando teorias dos valores extremos
Nos últimos anos, a modelagem de risco operacional tornou-se fator crítico de sucesso para o gerenciamento de riscos em instituições financeiras. Com o advento do novo acordo de capital Basiléia II, diversos modelos de mensuração de risco operacional têm sido discutidos. Este trabalho preocupa-se em discutir métodos avançados e modernos na mensura�
Publicado em: 2006
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8. Remediation Process Valuing at UST Sites / Valoração ambiental de processos de remediação de áreas contaminadas por hidrocarbonetos do petróleo
In Brazil there are about 30 thousand gasoline service stations where Underground Storage Tanks (UST) is found and a great number of them raise serious environmental issues by contaminating soil and groundwater. Those issues are provoked due to hydrocarbons derivate from petroleum leakages, originated from bad physical installations, equipment failures or po
Publicado em: 2006
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9. Criteria and environmental indicators used by development banks for project evaluation / Critérios e indicadores ambientais utilizados por bancos de desenvolvimento para avaliação de projetos
The Brazilian financial sector has made considerable advances in the incorporation of environmental issues, seeking to integrate the exercise of its social role into business practices. Owing to this responsibility, the banks need to evaluate economic issues alongside each companys environmental performance, benefiting those with better performance in order
Publicado em: 2006
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10. HEDGE EFFICIENCY AMONG BRAZILIAN NON-FINANCIAL COMPANIES / EFICIÊNCIA DA CONTRATAÇÃO DE OPERAÇÕES DE HEDGE ENTRE EMPRESAS BRASILEIRAS NÃO FINANCEIRAS
The use of derivatives among non-financial companies has been developed with the purpose of protecting the firms from unworthy risks, especially those generated by the volatility in the financial markets. However, the hedge can bring consequences that differ from those expected by the higher management.The financial literature identifies at least five benefi
Publicado em: 2005
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11. ANÁLISE NUMÉRICA DO ALTEAMENTO DE BARRAGENS DE TERRA / NUMERICAL ANALYSIS OF RAISING EARTH DAMS
One of the activities related to dam constructions involves the raising of the existent structure, normally done with the objective of increasing the water storage capacity of the reservoirs, improving the safety factor of the embankment slopes or to ensure a better protection against possible water flooding. The raising of an earth dam can be predicted in t
Publicado em: 2005
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12. Developing and testing a decision model for predicting influenza vaccination compliance.
Influenza vaccination has long been recommended for elderly high-risk patients, yet national surveys indicate that vaccination compliance rates are remarkably low (20 percent). We conducted a study to model prospectively the flu shot decisions and subsequent behavior of an elderly and/or chronically diseased (at high risk for complications of influenza) ambu