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Doctoral Thesis
DOI
10.11606/T.12.2004.tde-14072004-163218
Document
Author
Full name
Fernanda Finotti Cordeiro Perobelli
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2004
Supervisor
Committee
Securato, Jose Roberto (President)
Fama, Rubens
Hewings, Geoffrey John Dennis
Ness Júnior, Walter Lee
Picchetti, Paulo
Title in Portuguese
Um modelo para gerenciamento de riscos em instituições não financeiras: aplicação ao setor de distribuição de energia elétrica no Brasil.
Keywords in Portuguese
Administração de risco
Empresas de energia elétrica
Abstract in Portuguese
O gerenciamento de riscos é um assunto que assume, crise após crise, papel relevante no ambiente das instituições não-financeiras. A despeito, entretanto, da importância crescente do assunto, discussões acerca da implementação de um modelo capaz de avaliar os riscos aos quais as empresas estão expostas ainda são incipientes. Considerando a existência desta lacuna e a importância do tema para as empresas, este estudo propõe a construção de um modelo teórico para mensuração do fluxo de caixa em risco e o aplica a empresas pertencentes ao setor de distribuição de energia elétrica no Brasil. Tal modelo deve ser capaz de informar a probabilidade de uma empresa não dispor de recursos para honrar seus compromissos em determinada data de pagamento futura, ou vértices do fluxo.
Title in English
A model for managing risks in non-financial institutions: applicability to brazilian distributors of electricity.
Keywords in English
Electric Sector
Risk management
Abstract in English
Risk management becomes, crisis after crisis, a widely discussed topic in the non-financial institutions environment. Besides its importance to those institutions, discussions on models capable of evaluating risks faced by companies are still premature. Considering this lack and the theme’s importance to non-financial institutions, this work proposes a theoretical model, which aims to measure firms´ cash flow-at-risk. Afterwards, the proposed model is applied and tested in Brazilian Electric Sector companies. Such a model may be able to return the probability that a company faces a financial distress, for not being able to make due payments in the set dates.
 
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PEROBELLI_FFC.pdf (520.84 Kbytes)
Publishing Date
2004-07-30
 
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