Risco operacional em tesourarias bancárias

Resumo

This dissertation develops an study about the operational risk in the banking treasury and its objective is to elaborate an explaining model of the impact of this phenomenon on the treasury's result. The study begins with a research about the banking firm modeling presented on the specialized literature, aiming to know the state of art conceming the modeling of this sort of organization. Following, the banking treasury is characterized, objectifying the identification of it' s mIe and importance for the banking organization. On sequence, the work presents the general concept of risk and the c1assification in use by the financiaI industry and also disserts about the operational risk and it's importance for the banking management. At the end ofthe study, the operational risk model in treasuries is developed and is demonstrated it's influence on the treasury's final result. As a general conc1usion, it can be verified that major probabilities of operational failure occurrence are associated to a mino r treasury efficiency, with a negative impact on it's result.

Ficha do documento

Tipo

Dissertação

Ano

2004

Instituição

Fundação Getulio Vargas

Fonte

Repositório da FGV

Idioma

Português

Acesso

Acesso aberto

Identificador

oai:repositorio.fgv.br:10438/3434

Temas

EconomiaTecnologia

Palavras-chave

Tecnologias de gestãoAdministração de empresasRisco (Economia)Bancos