Risk Debt
Mostrando 1-12 de 46 artigos, teses e dissertações.
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1. Estimating credit and profit scoring of a Brazilian credit union with logistic regression and machine-learning techniques
Abstract Purpose Although credit unions are nonprofit organizations, their objectives depend on the efficient management of their resources and credit risk aligned with the principles of the cooperative doctrine. This paper aims to propose the combined use of credit scoring and profit scoring to increase the effectiveness of the loan-granting process in cre
RAUSP Manag. J.. Publicado em: 25/11/2019
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2. MULTI-AGENT BASED MODELING APPLIED TO PORTFOLIO SELECTION IN THE DOOM-LOOP OF SOVEREIGN DEBT CONTEXT*
ABSTRACT This study explores the self-fulfilling dynamic between sovereign debt risk and rational choices of neutral, risk-seeking and risk-averse investors, with implications to the systemic risk emergence. The agent-based model parameterization includes investment strategy (randomly selected assets, stock exchange participation, economic segment, and techn
Pesqui. Oper.. Publicado em: 09/05/2019
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3. Processos de depreciação cambial são expansionistas ou contracionistas no Brasil? Uma avaliação do efeito do descasamento cambial do setor privado
RESUMO Este trabalho analisa a evolução do descasamento cambial na economia brasileira, do início da década passada até o presente, com o objetivo de avaliar a vulnerabilidade da economia à desvalorização cambial através do efeito balanço. Destaca-se a grande transformação ocorrida na estrutura do passivo externo líquido do país, ao longo do pe
Brazil. J. Polit. Econ.. Publicado em: 2019-03
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4. US real interest rates and default risk in emerging economies
This paper empirically investigates the impact of changes in US real interest rates on sovereign default risk in emerging economies using the method of identification through heteroskedasticity. Policy-induced increases in US interest rates starkly raise default risk in emerging market economies. However, the overall correlation between US real interest rate
Publicado em: 12/09/2012
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5. US real interest rates and default risk in emerging economies
This paper empirically investigates the impact of changes in US real interest rates on sovereign default risk in emerging economies using the method of identification through heteroskedasticity. Policy-induced increases in US interest rates starkly raise default risk in emerging market economies. However, the overall correlation between US real interest rate
Publicado em: 04/08/2011
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6. A link between sleep loss, glucose metabolism and adipokines
The present review evaluates the role of sleep and its alteration in triggering problems of glucose metabolism and the possible involvement of adipokines in this process. A reduction in the amount of time spent sleeping has become an endemic condition in modern society, and a search of the current literature has found important associations between sleep los
Brazilian Journal of Medical and Biological Research. Publicado em: 2011-10
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7. Gestão do capital de giro: impacto sobre a rentabilidade da empresa e seus determinantes
Working capital management is a relevant subject for financial managers who invest a significant amount of time and effort seeking an ideal balance level of its components, in order to create value for the company (Lamberson, 1995; Appuhami, 2008; Martin e Morgan in Kim e Srinivasan, 1991). Companies are able to reduce financing costs and/or increase the ava
Publicado em: 2010
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8. A lei 11.638/07 e os determinantes de estrutura de capital das empresas brasileiras de capital aberto no período entre 2006 e 2009
The study on the capital structure of companies has been one of the most common issues in the area of corporate finance since the seminal article conducted by Modgliani and Miller (1958). Since then, several studies have sought to identify the factors and reasons that cause companies to choose their sources, but there is still no conclusion or uniformity in
Publicado em: 2010
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9. Três estudos econométricos sobre o papel das reservas internacionais brasileiras
Nesta tese são desenvolvidos três estudos sobre as reservas internacionais brasileiras, utilizando diferentes técnicas econométricas, com o objetivo de determinar a influência de medidas absolutas e relativas de reservas sobre o rating soberano de crédito e o spread soberano, bem como o nível adequado para garantir a liquidez externa. As análises for
Publicado em: 2010
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10. Determinantes da Estrutura de Capital de Companhias Abertas Brasileiras Não-Financeiras: Um Estudo Empírico com Dados em Painel
When a company desires to invest in a project, it must obtain resources needed to make the investment. The alternatives are using firms internal resources or obtain external resources through contracts of debt and issuance of shares. Decisions involving the composition of internal resources, debt and shares in the total resources used to finance the activiti
Publicado em: 2009
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11. RISCO SOBERANO, VOLATILIDADE E PADRÃO-OURO: 1870¿1930 / SOVEREIGN RISK, VOLATILITY AND THE GOLD STANDARD: 1870-1930
This research documents the relationship between sovereign risk volatility and gold standard adherence in the classical period comprised between 1870 and 1914. The application the econometric model of FCGARCH (or Flexible Coefficient GARCH) provides evidence that regimes of low volatility of spreads ¿ as measured by the difference between the interest rate
Publicado em: 2009
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12. Corporate interest rate risk management with derivatives in Australia: empirical results
Financial and insurance theories explain that large widely-held corporations manage corporate risks if doing so is costective to reduce frictional costs such as taxes, agency costs and financial distress costs. A large number of previous empirical studies, most in the U.S., have tested the hypotheses underlying corporate risk management with financial deriva
Revista Contabilidade & Finanças. Publicado em: 2008-04