Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos

Resumo

The central purpose of this essay is to present a simple and intuitive model to track and quantify the counterparty risk of brazillian asset brokers considering the process of intermediation of trades of global markets hedge funds. In this work we are going to present details about this market, where are the risks and a description of the data processing required to estimate the model. The model gives a good intuition over the direction of the coefficients however suffers from the lack of success observations. To cover for that, we tried to compensate evaluating qualitatively each of the success cases through a description of the event and a study of the variables.

Ficha do documento

Tipo

Dissertação

Ano

2022

Instituição

Fundação Getulio Vargas

Fonte

Repositório da FGV

Idioma

Português

Acesso

Acesso aberto

Identificador

oai:repositorio.fgv.br:10438/33395

Temas

Economia

Palavras-chave

Risco de contraparteCorretoras brasileirasFundos de investimentos multimercadoCounterparty riskBrazillian brokersGlobal markets hedge fundsEconomiaFundos de investimentosBolsa de valoresCorretoras e distribuidores de valores mobiliáriosRisco (Economia)