Free delivery for orders over 69.99 euro.

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 69.99 €

DPD courier 5.99 € Bpost point 7.99 € Bpost 7.49 € DPD point 3.49 € GLS courier 4.99 €

Contact

How to shop

Help

My account

▸ Empty :-(

Free delivery for orders over 69.99 euro.

Modelagem do capital economico

Name: Modelagem do capital economico
Brand: Novas Edicoes Academicas
SKU: 09363002
Price: 48.75 EUR
Availability: InStock
Author: Visconti Marcos
ISBN: 9783639836547

Visconti Marcos

Language

Portuguese

Book Paperback

Libristo code: 09363002

Publishers Novas Edicoes Academicas, May 2015

O presente trabalho aborda a modelagem do capital econômico e de perdas esperadas dando enfoque sepa... Full description

Libristo code: 09363002

118 b

48.75 €

In stock at our supplier Shipping in 8-11 days

Up to 30 days for returns

Customers also purchased

Le parc national des Cévennes Vadrot

Book

11.88 €

Fashion Gxd Magazine " Fall 2019 ": Jela From Oxygen's Bad Girls Club River Mason Eromosele

Paperback

9.46 €

Im Auge Des Sturms Santiano

Audio CD

17.82 €

Password: I Can Remember Bonnie Booth

Paperback

6.74 €

Chicken Nugget Mazes For Kids Age 4-6: 40 Brain-bending Challenges, An Amazing Maze Activity Book for Kids, Best Maze Activity Book for Kids, Great fo My Sweet Books

Paperback

7.65 €

Interpretation: 1 Sau Wah Chan

Paperback

24.67 €

Designing Desire D RIO CANNAT

Paperback

12.99 €

WE NEVER REALLY SAY GOODBYE CHANT GREG GILPIN Book

binding.

4.22 €

Life Among The Piutes: Their Wrongs And Claims Sarah Winnemucca Hopkins

Paperback

32.43 €

The Church & Christian Marriage Most Rev Dr Colahan

Paperback

8.45 €

Instant Bible Studies for Small Groups Barry L Davis

Paperback

8.45 €

Advances in Web-Based Learning - ICWL 2017 Haoran Xie

Paperback

51.47 €

Betrachtungen uber die neuesten historischen Schriften Heinrich Preschers

Paperback

31.92 €

Digital Knowledge Maps in Education Ria Hanewald

Paperback

102.54 €

Resolve, Courage, Hope Scott Headley

Hardback

26.18 €

Democracy And Social Ethics (1902) Jane Addams

Paperback

30.62 €

Deceptive Practices Simon Wood

Paperback

15.20 €

Подрывные инновации: Как выйти на новых потребителей за счет упрощения и удешевле Э. Скотт

Hardback

22.56 €

Dental Veneers Surekha Puri

Paperback

54.89 €

Effect of PGR's on Growth, Yield & Quality of African Marigold Neeraj Shukla

Paperback

54.89 €

tick,tick... BOOM!/OST from the Netflix Film MASTERWORKS

Audio CD

16.71 €

Project Management for the Newer Normal Mike Teiler

Paperback

12.08 €

The Mandubie: Insectoid Invasion Vernon Gillen

Paperback

7.95 €

Molecular Life of Diatoms Angela Falciatore

Hardback

286.70 €

O presente trabalho aborda a modelagem do capital econômico e de perdas esperadas dando enfoque separado ŕ seus componentes PD, EAD, LGD e M. Săo propostas diferentes formas de modelagem desses componentes em conformidade ao Novo Acordo de Capital. O cálculo de capital é proposto de acordo com as abordagens IRB Avançada e Fundamental de BCBS, mas também conforme as atuais regulamentaçőes da autoridade monetária do país (BACEN). Săo propostas técnicas de regressőes logísticas assimétricas pouco utilizadas na literatura para a modelagem da componente PD. Para a componente do LGD é utilizada a técnica com distribuiçăo inflacionada (inflated) BEINF, devido ao fato dos dados apresentarem distribuiçăo semi-contínua. As estimativas săo utilizadas para o cálculo do capital econômico para pessoa física do segmento varejo e por fim os valores obtidos pelas duas abordagens IRB săo comparados.