Detalhes bibliográficos
| Ano de defesa: |
2007 |
| Autor(a) principal: |
Imasava, Amilcar Juliani |
| Orientador(a): |
Garcia, Fábio Gallo |
| Banca de defesa: |
Não Informado pela instituição |
| Tipo de documento: |
Dissertação
|
| Tipo de acesso: |
Acesso aberto |
| Idioma: |
por |
| Instituição de defesa: |
Não Informado pela instituição
|
| Programa de Pós-Graduação: |
Não Informado pela instituição
|
| Departamento: |
Não Informado pela instituição
|
| País: |
Não Informado pela instituição
|
| Link de acesso: |
http://hdl.handle.net/10438/5776
|
Resumo: |
The present work aims to describe and to analyze a process of adequacy to the requirements of The New Basel Capital Accord with respect to credit risk of residential real estate loan portfolio of a Brazilian financial institution and to identify aspects of improvement in the efficiency of risk management. From the bibliographical revision the theoretical aspects from the 1988 Accord and Basel II were stood out, with emphasis to those related to the problems of credit risk. After that, the main characteristics of Brazilian real estate market had been described, as well as its evolution in the last few years. The question of real estate risk in the context of Basel II had been discussed and relevant considerations were related. Through a case study, performed in a real estate loan portfolio of a Brazilian financial institution, practical considerations were applied and later the results were analyzed and submitted to conclusions. |
