Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos
Autor(a) principal: | |
---|---|
Data de Publicação: | 2022 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/33395 |
Resumo: | O objetivo dessa dissertação é apresentar um modelo simples e intuitivo para quantificar e acompanhar o risco de contraparte de corretoras de valores mobiliários brasileiras quando intermediando operações de fundos de investimentos multimercado. Serão abordados aspectos detalhados desse mercado, onde estão os riscos e a descrição dos tratamentos dos dados necessários para estimar o modelo. O modelo apresenta boa intuição a respeito das direções dos coeficientes porém sofre de poucas observações de sucesso. Para compensar buscou-se avaliar qualitativamente os casos de sucesso através da descrição dos eventos e estudo das variáveis. |
id |
FGV_5375a752207405999254efe4a30aa90d |
---|---|
oai_identifier_str |
oai:repositorio.fgv.br:10438/33395 |
network_acronym_str |
FGV |
network_name_str |
Repositório Institucional do FGV (FGV Repositório Digital) |
repository_id_str |
3974 |
spelling |
Lucena, Lucas Bittencourt deEscolas::EPGELins, Genaro DueireMartins, Régio Soares FerreiraGonçalves, Edson Daniel Lopes2023-03-27T17:42:33Z2023-03-27T17:42:33Z2022-12-09https://hdl.handle.net/10438/33395O objetivo dessa dissertação é apresentar um modelo simples e intuitivo para quantificar e acompanhar o risco de contraparte de corretoras de valores mobiliários brasileiras quando intermediando operações de fundos de investimentos multimercado. Serão abordados aspectos detalhados desse mercado, onde estão os riscos e a descrição dos tratamentos dos dados necessários para estimar o modelo. O modelo apresenta boa intuição a respeito das direções dos coeficientes porém sofre de poucas observações de sucesso. Para compensar buscou-se avaliar qualitativamente os casos de sucesso através da descrição dos eventos e estudo das variáveis.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.porRisco de contraparteCorretoras brasileirasFundos de investimentos multimercadoCounterparty riskBrazillian brokersGlobal markets hedge fundsEconomiaFundos de investimentosBolsa de valoresCorretoras e distribuidores de valores mobiliáriosRisco (Economia)Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentosinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVTEXTmestrado.pdf.txtmestrado.pdf.txtExtracted texttext/plain53195https://repositorio.fgv.br/bitstreams/748944f8-c40a-4da4-b008-1c0b3e32874c/downloadbee72aa815aecd382264bae5abb0748eMD59THUMBNAILmestrado.pdf.jpgmestrado.pdf.jpgGenerated Thumbnailimage/jpeg3023https://repositorio.fgv.br/bitstreams/b5c53fbc-e46a-4228-96aa-5f06f912f7ce/downloade5f0253d0e22b4350034f652370b8b77MD510ORIGINALmestrado.pdfmestrado.pdfPDFapplication/pdf8578694https://repositorio.fgv.br/bitstreams/10c6ff8d-1508-460e-b9fc-40c100f54af4/download26b8aae803546f3f39b9bc75a7c238aeMD51dicionario_contas_padronizadas.csvdicionario_contas_padronizadas.csvDicionario de Contas Padronizadasapplication/octet-stream710https://repositorio.fgv.br/bitstreams/23be6c75-a0c4-427c-aef7-23b97cfb4871/downloadb4f12aa1fa22bd8aca93c71e6d82044cMD52dicionario_contas.csvdicionario_contas.csvDicionario de Contas Brutasapplication/octet-stream41179https://repositorio.fgv.br/bitstreams/03daa343-9863-453d-90b5-6214f5a84ad3/download7169a6809d8913af527c62367b41c577MD53cadastro_taxonomia.csvcadastro_taxonomia.csvCadastro de Taxonomias Consideradasapplication/octet-stream110https://repositorio.fgv.br/bitstreams/96104614-2ca6-42d4-84a7-711270b22ce2/download3602d9dd5c0d88b143c6a5812fd16505MD54Estudo_Bacen_Balancos_2.RmdEstudo_Bacen_Balancos_2.RmdCodigo Principalapplication/octet-stream72127https://repositorio.fgv.br/bitstreams/173672d7-6b2e-404d-9968-84694a725684/downloadad581985de143b09981534ca287dc0a8MD55LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/1d8b2055-ba33-49d7-8665-dd85fbb6f467/downloaddfb340242cced38a6cca06c627998fa1MD5610438/333952024-06-27 13:55:41.342open.accessoai:repositorio.fgv.br:10438/33395https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742024-06-27T13:55:41Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)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 |
dc.title.por.fl_str_mv |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos |
title |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos |
spellingShingle |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos Lucena, Lucas Bittencourt de Risco de contraparte Corretoras brasileiras Fundos de investimentos multimercado Counterparty risk Brazillian brokers Global markets hedge funds Economia Fundos de investimentos Bolsa de valores Corretoras e distribuidores de valores mobiliários Risco (Economia) |
title_short |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos |
title_full |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos |
title_fullStr |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos |
title_full_unstemmed |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos |
title_sort |
Perfil de risco de corretoras de valores mobiliários brasileiras para alocação de risco de contraparte de fundos de investimentos |
author |
Lucena, Lucas Bittencourt de |
author_facet |
Lucena, Lucas Bittencourt de |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.member.none.fl_str_mv |
Lins, Genaro Dueire Martins, Régio Soares Ferreira |
dc.contributor.author.fl_str_mv |
Lucena, Lucas Bittencourt de |
dc.contributor.advisor1.fl_str_mv |
Gonçalves, Edson Daniel Lopes |
contributor_str_mv |
Gonçalves, Edson Daniel Lopes |
dc.subject.por.fl_str_mv |
Risco de contraparte Corretoras brasileiras Fundos de investimentos multimercado |
topic |
Risco de contraparte Corretoras brasileiras Fundos de investimentos multimercado Counterparty risk Brazillian brokers Global markets hedge funds Economia Fundos de investimentos Bolsa de valores Corretoras e distribuidores de valores mobiliários Risco (Economia) |
dc.subject.eng.fl_str_mv |
Counterparty risk Brazillian brokers Global markets hedge funds |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Fundos de investimentos Bolsa de valores Corretoras e distribuidores de valores mobiliários Risco (Economia) |
description |
O objetivo dessa dissertação é apresentar um modelo simples e intuitivo para quantificar e acompanhar o risco de contraparte de corretoras de valores mobiliários brasileiras quando intermediando operações de fundos de investimentos multimercado. Serão abordados aspectos detalhados desse mercado, onde estão os riscos e a descrição dos tratamentos dos dados necessários para estimar o modelo. O modelo apresenta boa intuição a respeito das direções dos coeficientes porém sofre de poucas observações de sucesso. Para compensar buscou-se avaliar qualitativamente os casos de sucesso através da descrição dos eventos e estudo das variáveis. |
publishDate |
2022 |
dc.date.issued.fl_str_mv |
2022-12-09 |
dc.date.accessioned.fl_str_mv |
2023-03-27T17:42:33Z |
dc.date.available.fl_str_mv |
2023-03-27T17:42:33Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
https://hdl.handle.net/10438/33395 |
url |
https://hdl.handle.net/10438/33395 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
instname_str |
Fundação Getulio Vargas (FGV) |
instacron_str |
FGV |
institution |
FGV |
reponame_str |
Repositório Institucional do FGV (FGV Repositório Digital) |
collection |
Repositório Institucional do FGV (FGV Repositório Digital) |
bitstream.url.fl_str_mv |
https://repositorio.fgv.br/bitstreams/748944f8-c40a-4da4-b008-1c0b3e32874c/download https://repositorio.fgv.br/bitstreams/b5c53fbc-e46a-4228-96aa-5f06f912f7ce/download https://repositorio.fgv.br/bitstreams/10c6ff8d-1508-460e-b9fc-40c100f54af4/download https://repositorio.fgv.br/bitstreams/23be6c75-a0c4-427c-aef7-23b97cfb4871/download https://repositorio.fgv.br/bitstreams/03daa343-9863-453d-90b5-6214f5a84ad3/download https://repositorio.fgv.br/bitstreams/96104614-2ca6-42d4-84a7-711270b22ce2/download https://repositorio.fgv.br/bitstreams/173672d7-6b2e-404d-9968-84694a725684/download https://repositorio.fgv.br/bitstreams/1d8b2055-ba33-49d7-8665-dd85fbb6f467/download |
bitstream.checksum.fl_str_mv |
bee72aa815aecd382264bae5abb0748e e5f0253d0e22b4350034f652370b8b77 26b8aae803546f3f39b9bc75a7c238ae b4f12aa1fa22bd8aca93c71e6d82044c 7169a6809d8913af527c62367b41c577 3602d9dd5c0d88b143c6a5812fd16505 ad581985de143b09981534ca287dc0a8 dfb340242cced38a6cca06c627998fa1 |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 MD5 MD5 MD5 MD5 MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV) |
repository.mail.fl_str_mv |
|
_version_ |
1810023627770298368 |