Estrutura de apetite a risco para uma institui????o financeira no Brasil

Detalhes bibliográficos
Autor(a) principal: Vilela, Carlos Humberto Silva
Data de Publicação: 2018
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Biblioteca Digital de Teses e Dissertações da UCB
Texto Completo: https://bdtd.ucb.br:8443/jspui/handle/tede/2654
Resumo: The suitable establishment and supervision on risk appetite of the companies has assumed a fundamental role for risk governance in order to leverage the probability of achieving the strategic objectives. However, there is evidence that organizations have not reached high maturity in managing risk appetite because they have found obstacles in cascading risk limits at various levels of business and in defining the risk profile as part of the strategy development and implementation processes for the risks assumed in relation to the risk capacity. Considering this frame, this study aims to identify, in the literature, relevant factors to compose a risk appetite framework applicable to the context of a Brazilian financial institution. A survey was applied to risk specialists of the institution and then the developed model was submitted to the evaluation of a focal group. The results suggest congruence in the verification of relevance in the environment of the institution studied for the relevant factors identified in the literature review and arranged in a risk appetite framework with potential contribution to governance and monitoring corporate objectives.
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spelling Souza Neto, Jo??ohttp://lattes.cnpq.br/7010050556592203http://lattes.cnpq.br/7585863912398550Vilela, Carlos Humberto Silva2019-11-20T20:32:54Z2018-12-12VILELA, Carlos Humberto Silva. Estrutura de apetite a risco para uma institui????o financeira no Brasil. 2018. 74 f. Disserta????o (Programa Stricto Sensu em Gest??o do Conhecimento e da Tecnologia da Informa????o) - Universidade Cat??lica de Bras??lia, Bras??lia, 2018.https://bdtd.ucb.br:8443/jspui/handle/tede/2654The suitable establishment and supervision on risk appetite of the companies has assumed a fundamental role for risk governance in order to leverage the probability of achieving the strategic objectives. However, there is evidence that organizations have not reached high maturity in managing risk appetite because they have found obstacles in cascading risk limits at various levels of business and in defining the risk profile as part of the strategy development and implementation processes for the risks assumed in relation to the risk capacity. Considering this frame, this study aims to identify, in the literature, relevant factors to compose a risk appetite framework applicable to the context of a Brazilian financial institution. A survey was applied to risk specialists of the institution and then the developed model was submitted to the evaluation of a focal group. The results suggest congruence in the verification of relevance in the environment of the institution studied for the relevant factors identified in the literature review and arranged in a risk appetite framework with potential contribution to governance and monitoring corporate objectives.O adequado estabelecimento e supervis??o do apetite a risco das empresas t??m assumido papel fundamental para a governan??a de risco, no sentido de potencializar a probabilidade de realiza????o dos objetivos estrat??gicos. Entretanto, h?? evid??ncias de que as organiza????es n??o alcan??aram maturidade elevada na gest??o do apetite a risco por encontrarem obst??culos em desdobrar os limites de risco nos diversos n??veis empresariais e em descrever o perfil de risco como parte dos processos de desenvolvimento e implementa????o das estrat??gias para os riscos assumidos em rela????o ?? capacidade de risco. Neste sentido, esse estudo tem como objetivo identificar, na literatura, elementos relevantes para compor uma estrutura de apetite a risco aplic??vel ao contexto de uma institui????o financeira brasileira. Foi aplicado um survey a especialistas de risco da institui????o e, em seguida, o modelo desenvolvido foi submetido ?? avalia????o de um grupo focal. Os resultados apontam congru??ncia na verifica????o de relev??ncia no ambiente da institui????o estudada para os elementos relevantes identificados na revis??o de literatura e arranjados em uma estrutura de apetite a risco com potencial de contribui????o para a governan??a e monitoramento dos objetivos corporativos.Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2019-11-20T20:32:38Z No. of bitstreams: 1 CarlosHumbertoSilvaVilelaDissertacao2018.pdf: 2687258 bytes, checksum: c3693b1d2664f0ce8750344670e00ba0 (MD5)Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2019-11-20T20:32:54Z (GMT) No. of bitstreams: 1 CarlosHumbertoSilvaVilelaDissertacao2018.pdf: 2687258 bytes, checksum: c3693b1d2664f0ce8750344670e00ba0 (MD5)Made available in DSpace on 2019-11-20T20:32:54Z (GMT). No. of bitstreams: 1 CarlosHumbertoSilvaVilelaDissertacao2018.pdf: 2687258 bytes, checksum: c3693b1d2664f0ce8750344670e00ba0 (MD5) Previous issue date: 2018-12-12application/pdfhttps://200.214.135.178:8443/jspui/retrieve/7144/CarlosHumbertoSilvaVilelaDissertacao2018.pdf.jpgporUniversidade Cat??lica de Bras??liaPrograma Stricto Sensu em Gest??o do Conhecimento e da Tecnologia da Informa????oUCBBrasilEscola de Educa????o, Tecnologia e Comunica????oFrameworkRisk appetiteApetite a riscoCNPQ::CIENCIAS EXATAS E DA TERRA::CIENCIA DA COMPUTACAO::SISTEMAS DE COMPUTACAOEstrutura de apetite a risco para uma institui????o financeira no Brasilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações da UCBinstname:Universidade Católica de Brasília (UCB)instacron:UCBTHUMBNAILCarlosHumbertoSilvaVilelaDissertacao2018.pdf.jpgCarlosHumbertoSilvaVilelaDissertacao2018.pdf.jpgimage/jpeg5131https://200.214.135.178:8443/jspui/bitstream/tede/2654/4/CarlosHumbertoSilvaVilelaDissertacao2018.pdf.jpgc62248dc8d3f3fbd98f3917b210eb155MD54TEXTCarlosHumbertoSilvaVilelaDissertacao2018.pdf.txtCarlosHumbertoSilvaVilelaDissertacao2018.pdf.txttext/plain145734https://200.214.135.178:8443/jspui/bitstream/tede/2654/3/CarlosHumbertoSilvaVilelaDissertacao2018.pdf.txt37acffca8e1b82c885314f3a8ae7cf79MD53LICENSElicense.txtlicense.txttext/plain; charset=utf-81905https://200.214.135.178:8443/jspui/bitstream/tede/2654/1/license.txt75558dcf859532757239878b42f1c2c7MD51ORIGINALCarlosHumbertoSilvaVilelaDissertacao2018.pdfCarlosHumbertoSilvaVilelaDissertacao2018.pdfapplication/pdf2687258https://200.214.135.178:8443/jspui/bitstream/tede/2654/2/CarlosHumbertoSilvaVilelaDissertacao2018.pdfc3693b1d2664f0ce8750344670e00ba0MD52tede/26542020-07-07 16:01:06.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 Digital de Teses e Dissertaçõeshttps://bdtd.ucb.br:8443/jspui/
dc.title.por.fl_str_mv Estrutura de apetite a risco para uma institui????o financeira no Brasil
title Estrutura de apetite a risco para uma institui????o financeira no Brasil
spellingShingle Estrutura de apetite a risco para uma institui????o financeira no Brasil
Vilela, Carlos Humberto Silva
Framework
Risk appetite
Apetite a risco
CNPQ::CIENCIAS EXATAS E DA TERRA::CIENCIA DA COMPUTACAO::SISTEMAS DE COMPUTACAO
title_short Estrutura de apetite a risco para uma institui????o financeira no Brasil
title_full Estrutura de apetite a risco para uma institui????o financeira no Brasil
title_fullStr Estrutura de apetite a risco para uma institui????o financeira no Brasil
title_full_unstemmed Estrutura de apetite a risco para uma institui????o financeira no Brasil
title_sort Estrutura de apetite a risco para uma institui????o financeira no Brasil
author Vilela, Carlos Humberto Silva
author_facet Vilela, Carlos Humberto Silva
author_role author
dc.contributor.advisor1.fl_str_mv Souza Neto, Jo??o
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/7010050556592203
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/7585863912398550
dc.contributor.author.fl_str_mv Vilela, Carlos Humberto Silva
contributor_str_mv Souza Neto, Jo??o
dc.subject.eng.fl_str_mv Framework
Risk appetite
topic Framework
Risk appetite
Apetite a risco
CNPQ::CIENCIAS EXATAS E DA TERRA::CIENCIA DA COMPUTACAO::SISTEMAS DE COMPUTACAO
dc.subject.por.fl_str_mv Apetite a risco
dc.subject.cnpq.fl_str_mv CNPQ::CIENCIAS EXATAS E DA TERRA::CIENCIA DA COMPUTACAO::SISTEMAS DE COMPUTACAO
dc.description.abstract.eng.fl_txt_mv The suitable establishment and supervision on risk appetite of the companies has assumed a fundamental role for risk governance in order to leverage the probability of achieving the strategic objectives. However, there is evidence that organizations have not reached high maturity in managing risk appetite because they have found obstacles in cascading risk limits at various levels of business and in defining the risk profile as part of the strategy development and implementation processes for the risks assumed in relation to the risk capacity. Considering this frame, this study aims to identify, in the literature, relevant factors to compose a risk appetite framework applicable to the context of a Brazilian financial institution. A survey was applied to risk specialists of the institution and then the developed model was submitted to the evaluation of a focal group. The results suggest congruence in the verification of relevance in the environment of the institution studied for the relevant factors identified in the literature review and arranged in a risk appetite framework with potential contribution to governance and monitoring corporate objectives.
dc.description.abstract.por.fl_txt_mv O adequado estabelecimento e supervis??o do apetite a risco das empresas t??m assumido papel fundamental para a governan??a de risco, no sentido de potencializar a probabilidade de realiza????o dos objetivos estrat??gicos. Entretanto, h?? evid??ncias de que as organiza????es n??o alcan??aram maturidade elevada na gest??o do apetite a risco por encontrarem obst??culos em desdobrar os limites de risco nos diversos n??veis empresariais e em descrever o perfil de risco como parte dos processos de desenvolvimento e implementa????o das estrat??gias para os riscos assumidos em rela????o ?? capacidade de risco. Neste sentido, esse estudo tem como objetivo identificar, na literatura, elementos relevantes para compor uma estrutura de apetite a risco aplic??vel ao contexto de uma institui????o financeira brasileira. Foi aplicado um survey a especialistas de risco da institui????o e, em seguida, o modelo desenvolvido foi submetido ?? avalia????o de um grupo focal. Os resultados apontam congru??ncia na verifica????o de relev??ncia no ambiente da institui????o estudada para os elementos relevantes identificados na revis??o de literatura e arranjados em uma estrutura de apetite a risco com potencial de contribui????o para a governan??a e monitoramento dos objetivos corporativos.
description The suitable establishment and supervision on risk appetite of the companies has assumed a fundamental role for risk governance in order to leverage the probability of achieving the strategic objectives. However, there is evidence that organizations have not reached high maturity in managing risk appetite because they have found obstacles in cascading risk limits at various levels of business and in defining the risk profile as part of the strategy development and implementation processes for the risks assumed in relation to the risk capacity. Considering this frame, this study aims to identify, in the literature, relevant factors to compose a risk appetite framework applicable to the context of a Brazilian financial institution. A survey was applied to risk specialists of the institution and then the developed model was submitted to the evaluation of a focal group. The results suggest congruence in the verification of relevance in the environment of the institution studied for the relevant factors identified in the literature review and arranged in a risk appetite framework with potential contribution to governance and monitoring corporate objectives.
publishDate 2018
dc.date.issued.fl_str_mv 2018-12-12
dc.date.accessioned.fl_str_mv 2019-11-20T20:32:54Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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dc.identifier.citation.fl_str_mv VILELA, Carlos Humberto Silva. Estrutura de apetite a risco para uma institui????o financeira no Brasil. 2018. 74 f. Disserta????o (Programa Stricto Sensu em Gest??o do Conhecimento e da Tecnologia da Informa????o) - Universidade Cat??lica de Bras??lia, Bras??lia, 2018.
dc.identifier.uri.fl_str_mv https://bdtd.ucb.br:8443/jspui/handle/tede/2654
identifier_str_mv VILELA, Carlos Humberto Silva. Estrutura de apetite a risco para uma institui????o financeira no Brasil. 2018. 74 f. Disserta????o (Programa Stricto Sensu em Gest??o do Conhecimento e da Tecnologia da Informa????o) - Universidade Cat??lica de Bras??lia, Bras??lia, 2018.
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dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Escola de Educa????o, Tecnologia e Comunica????o
publisher.none.fl_str_mv Universidade Cat??lica de Bras??lia
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