ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS

Detalhes bibliográficos
Autor(a) principal: Gartner, Ivan Ricardo
Data de Publicação: 2009
Outros Autores: Moreira, Tito Belchior Silva, Galves, Herley Martins
Tipo de documento: Artigo
Idioma: por
Título da fonte: RAM. Revista de Administração Mackenzie
Texto Completo: https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275
Resumo: The financial and investment decisions are influenced by the degree of risk concerning variables that explain the decision making process. This paper focus on the risky variables of the economic sectors and segments that influence the decision making process of credit concession in financial institutions. The aim is to present a pragmatic method for evaluating the risky variables using an alternative approach that aggregate multiples criteria in a single evaluation system. Hence, the AHP method is used and as a result we have a purpose of risk rating of sectors and segments of the Brazilian economy.
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spelling ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODSAnálise do risco setorial como instrumento de controle gerencial em instituições financeirasFinancial institutionsCredit analysisSector riskMultiple criteria decision methodsAnalytic Hierarchy Process.Instituições financeirasanálise de créditorisco setorialmétodos multicritérios de análise de decisão.The financial and investment decisions are influenced by the degree of risk concerning variables that explain the decision making process. This paper focus on the risky variables of the economic sectors and segments that influence the decision making process of credit concession in financial institutions. The aim is to present a pragmatic method for evaluating the risky variables using an alternative approach that aggregate multiples criteria in a single evaluation system. Hence, the AHP method is used and as a result we have a purpose of risk rating of sectors and segments of the Brazilian economy.O processo de tomada de decisões de financiamento e investimento é influenciado pelo grau de risco inerente às variáveis consideradas. Este artigo enfoca as variáveis de risco dos setores e segmentos econômicos, que condicionam as decisões das instituições financeiras quanto à concessão do crédito, bem como seu controle durante o período do financiamento. O objetivo é apresentar uma forma alternativa de se avaliar o grau de risco dessas variáveis, utilizando uma abordagem que agregue a multiplicidade de critérios das mais diversas dimensões em um sistema único de avaliação. Para tanto, foi utilizado o método AHP, da linha americana de métodos multicriteriais de análise de decisão. Os resultados da aplicação mostram a classificação de risco para os setores econômicos e para os segmentos a eles associados, apresentam as limitações da metodologia e propostas para novas pesquisas sobre o tema.Editora Mackenzie2009-08-20info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionSurvey e Pesquisa de Desenvolvimento.application/pdfapplication/mswordapplication/mswordapplication/mswordapplication/mswordapplication/mswordapplication/mswordapplication/mswordapplication/mswordapplication/mswordhttps://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275Revista de Administração Mackenzie; Vol. 10 No. 5 (2009)Revista de Administração Mackenzie; Vol. 10 Núm. 5 (2009)Revista de Administração Mackenzie (Mackenzie Management Review); v. 10 n. 5 (2009)1678-69711518-6776reponame:RAM. Revista de Administração Mackenzieinstname:Universidade Presbiteriana Mackenzie (MACKENZIE)instacron:MACKENZIEporhttps://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/1282https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7802https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7803https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7804https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7805https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7806https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7807https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7808https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7809https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7810Copyright (c) 2015 Revista de Administração Mackenzieinfo:eu-repo/semantics/openAccessGartner, Ivan RicardoMoreira, Tito Belchior SilvaGalves, Herley Martins2011-10-11T14:16:50Zoai:ojs.editorarevistas.mackenzie.br:article/1275Revistahttps://editorarevistas.mackenzie.br/index.php/RAM/PUBhttps://editorarevistas.mackenzie.br/index.php/RAM/oairevista.adm@mackenzie.br1678-69711518-6776opendoar:2024-04-19T17:00:37.487735RAM. Revista de Administração Mackenzie - Universidade Presbiteriana Mackenzie (MACKENZIE)false
dc.title.none.fl_str_mv ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
Análise do risco setorial como instrumento de controle gerencial em instituições financeiras
title ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
spellingShingle ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
Gartner, Ivan Ricardo
Financial institutions
Credit analysis
Sector risk
Multiple criteria decision methods
Analytic Hierarchy Process.
Instituições financeiras
análise de crédito
risco setorial
métodos multicritérios de análise de decisão.
title_short ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
title_full ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
title_fullStr ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
title_full_unstemmed ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
title_sort ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS
author Gartner, Ivan Ricardo
author_facet Gartner, Ivan Ricardo
Moreira, Tito Belchior Silva
Galves, Herley Martins
author_role author
author2 Moreira, Tito Belchior Silva
Galves, Herley Martins
author2_role author
author
dc.contributor.author.fl_str_mv Gartner, Ivan Ricardo
Moreira, Tito Belchior Silva
Galves, Herley Martins
dc.subject.por.fl_str_mv Financial institutions
Credit analysis
Sector risk
Multiple criteria decision methods
Analytic Hierarchy Process.
Instituições financeiras
análise de crédito
risco setorial
métodos multicritérios de análise de decisão.
topic Financial institutions
Credit analysis
Sector risk
Multiple criteria decision methods
Analytic Hierarchy Process.
Instituições financeiras
análise de crédito
risco setorial
métodos multicritérios de análise de decisão.
description The financial and investment decisions are influenced by the degree of risk concerning variables that explain the decision making process. This paper focus on the risky variables of the economic sectors and segments that influence the decision making process of credit concession in financial institutions. The aim is to present a pragmatic method for evaluating the risky variables using an alternative approach that aggregate multiples criteria in a single evaluation system. Hence, the AHP method is used and as a result we have a purpose of risk rating of sectors and segments of the Brazilian economy.
publishDate 2009
dc.date.none.fl_str_mv 2009-08-20
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Survey e Pesquisa de Desenvolvimento.
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275
url https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/1282
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7802
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7803
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7804
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7805
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7806
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7807
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7808
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7809
https://editorarevistas.mackenzie.br/index.php/RAM/article/view/1275/7810
dc.rights.driver.fl_str_mv Copyright (c) 2015 Revista de Administração Mackenzie
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2015 Revista de Administração Mackenzie
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/msword
application/msword
application/msword
application/msword
application/msword
application/msword
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dc.publisher.none.fl_str_mv Editora Mackenzie
publisher.none.fl_str_mv Editora Mackenzie
dc.source.none.fl_str_mv Revista de Administração Mackenzie; Vol. 10 No. 5 (2009)
Revista de Administração Mackenzie; Vol. 10 Núm. 5 (2009)
Revista de Administração Mackenzie (Mackenzie Management Review); v. 10 n. 5 (2009)
1678-6971
1518-6776
reponame:RAM. Revista de Administração Mackenzie
instname:Universidade Presbiteriana Mackenzie (MACKENZIE)
instacron:MACKENZIE
instname_str Universidade Presbiteriana Mackenzie (MACKENZIE)
instacron_str MACKENZIE
institution MACKENZIE
reponame_str RAM. Revista de Administração Mackenzie
collection RAM. Revista de Administração Mackenzie
repository.name.fl_str_mv RAM. Revista de Administração Mackenzie - Universidade Presbiteriana Mackenzie (MACKENZIE)
repository.mail.fl_str_mv revista.adm@mackenzie.br
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