Interest Rate Risk Management
Mostrando 1-10 de 10 artigos, teses e dissertações.
-
1. Dimensão e horizonte de investimento em carteiras imunizadas : uma análise sob a perspectiva das entidades de previdência complementar.
O termo imunização denota a construção de uma carteira de títulos de forma a torná-la imune a variações nas taxas de juros. No caso das entidades de previdência complementar, o objetivo da imunização é distribuir os recebimentos intermediários e finais dos ativos de acordo com o fluxo de pagamentos dos benefícios. Em geral, quanto maior a class
Publicado em: 2010
-
2. Corporate interest rate risk management with derivatives in Australia: empirical results
Financial and insurance theories explain that large widely-held corporations manage corporate risks if doing so is costective to reduce frictional costs such as taxes, agency costs and financial distress costs. A large number of previous empirical studies, most in the U.S., have tested the hypotheses underlying corporate risk management with financial deriva
Revista Contabilidade & Finanças. Publicado em: 2008-04
-
3. MODELAGEM E PREVISÃO DO COMPORTAMENTO DE PREÇOS DA COMMODITY CAFÉ ARÁBICA: UMA ABORDAGEM PELA METODOLOGIA DE SANJIV DAS / MODELING AND FORECASTING THE BEHAVIOUR OF ARABIC COFFEE COMMODITYS PRICES: AN APPROACH BY THE METHODOLOGY OF SANJIV DAS
The agribusiness has great importance for the Brazilian economy, representing a significative share of GDP and total exports of the country. Like other production processes inserted in an environment of uncertainty, the agricultural activity needs instruments that minimize the risk, especially, the risk of price and assist in decision-making process of agent
Publicado em: 2008
-
4. SUBSÍDIOS PARA O PLANEJAMENTO DA PRODUÇÃO DE Pinus elliottii Engelm. NA SERRA DO SUDESTE, RIO GRANDE DO SUL / ALLOWANCES FOR PLANNING THE PRODUCTION OF Pinus elliottii Engelm. IN SERRA DO SUDESTE, RIO GRANDE DO SUL
In Rio Grande do Sul, the Serra do Sudeste has been the target of large forest investments due to government programs for sectorial regional development in the three levels of the administration. One of the species with the largest planted area in the region is the Pinus elliottii Engelm. Two large neighboring counties with typical physiography areas of Serr
Publicado em: 2008
-
5. Utilização de derivativos agropecuários nas carteiras de fundos de investimentos multimercados: uma pesquisa exploratória
The present scenario of interest rate reduction has been object of discussion in the financial market, specially in asset management offices, that aim yield alternatives and portfolio risk mitigation. The comprehension of the reasons of the reduced use of derivatives by hedge funds required an exploratory analysis in asset management offices. The exploratory
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 28/08/2007
-
6. Estudo da percepção de risco por parte dos depositantes de bancos: o caso do mercado brasileiro de 1999 a 2006 / A study of the perceptions of depositors regarding bank risk : the Brazilian market case from 1999 to 2006
Safe banking system is an important factor to economic and financial stability, which is the reason why it is necessary to develop tools to diminish the probability of crisis. In this context safety nets and risk-based capital requirements have been created. Since the 1990s, there have been growing discussions on a complementary mechanism to enhance the soun
Publicado em: 2007
-
7. Determinação dos juros e metas de inflação no Brasil: uma crítica através da abordagem pós-keynesiana
The central purpose of this study is analyze the behavior of the Inflation Target Regime in Brazil, presenting inconsistencies related to its own conception, that finish for keeping the country in the trap of the vulnerability, high interests rate and low economic growth. The specific objective is to relate the determination of the interest rate with the mov
Publicado em: 2006
-
8. HEDGE EFFICIENCY AMONG BRAZILIAN NON-FINANCIAL COMPANIES / EFICIÊNCIA DA CONTRATAÇÃO DE OPERAÇÕES DE HEDGE ENTRE EMPRESAS BRASILEIRAS NÃO FINANCEIRAS
The use of derivatives among non-financial companies has been developed with the purpose of protecting the firms from unworthy risks, especially those generated by the volatility in the financial markets. However, the hedge can bring consequences that differ from those expected by the higher management.The financial literature identifies at least five benefi
Publicado em: 2005
-
9. CENTRAL BANKS AND THE FINANCIAL SYSTEM: THE BRAZILIAN CASE AFTER THE REAL PLAN AND IMPLICATIONS TO FINANCIAL SUPERVISION / BANCO CENTRAL E SISTEMA FINANCEIRO: O CASO BRASILEIRO PÓS-PLANO REAL E IMPLICAÇÕES SOBRE FISCALIZAÇÃO BANCÁRIA
After the end of high inflation in 1994, the Brazilian financial system experienced intense changes in its structure. Several programs were designed to recapitalize insolvent institutions. The first topic of this thesis shows an alternative explanation for the weakness of the financial system in this period. Since risk management of loans and inflationary fl
Publicado em: 2005
-
10. IMUNIZAÇÃO DE CARTEIRAS DE RENDA FIXA / IMMUNIZATION OF FIXED INCOME PORTFOLIOS
O Asset Liability Management (ALM) é uma ferramenta essencial para uma administração eficaz de bancos, seguradoras e fundos de pensão, principalmente no que diz respeito ao monitoramento e controle de riscos enfrentados por estas instituições. Dentre estes riscos, o de taxa de juros é uma das principais fontes de perda potencial para uma instituição
Publicado em: 2003