22 resultados para Administração de risco financeiro

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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The pipelines are characterized by the great length and linearity, these enterprises are usually associated with the horizon of soil and decomposed rock and accidents in this system usually have high complexity. So this work proposes a study of geological and geotechnical characterization of approximately 40 km ² and a study of risk analysis along 18.3 km of gas pipeline GASBOL, in the municipalities of Ipeúna-SP and Itirapina-SP, in scale 1:25.000, besides correlation between studies. The method for geological and geotechnical characterization is based on physiographic integrated analysis technique, which is supported by literature research, observation and interpretation of satellite imagery (photointerpretation), correlation of products numerical model of ground, fieldwork. The method adopted for risk classification is based on preliminary analysis of hazards (APP) technique, which is identified the geological process, this feature is classified as the susceptibility of occurrence, and then classified as the possible consequence of the process, if this evolves. As a product of the research, we designed a map in 1:25,000 scale, containing a table of geological and geotechnical characteristics of the mapped drives, as well as sectorization risk in each section of the pipeline. Were mapped geological and geotechnical seven units in the study area, delimited in excerpts of which five are classified as high risk, totaling 1.1 km in length of 18.3 km total

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The Markowitz's objective functions, Value-at-Risk and Conditional Value-at-Risk, are largely used tools in the financial Market for portfolio optimization. This paper tries to analyze these functions having as a target to adapt them for application in non-financial assets portfolios. The paper uses as an example the Electricity Market to analyze and optimize a fictitious investment portfolio of a possible electric power utility. Showing that, besides being possible, which considerations must be taken and which analysis must be made to apply the Modern Portfolio Theory in the non-financial universe

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O principal objetivo deste artigo é propor, a partir do referencial teórico e de um estudo de caso em uma empresa moveleira, práticas para integração de sistemas certificáveis de gestão ambiental e da qualidade. A coleta de dados do estudo de caso se deu por meio de entrevistas semiestruturadas com o responsável direto pelos dois sistemas e com alguns colaboradores-chave do nível operacional, além de análise documental e de visitas in loco. Ao final deste artigo, são propostas práticas para integração desses sistemas, relacionadas aos seguintes elementos: alta administração; apoio administrativo, financeiro e pessoal; serviço de consultoria; coordenação do programa de integração; interface entre os sistemas; capacitação técnico-gerencial; sistema de liderança, prospecção, avaliação e desenvolvimento de fornecedores; sistema de informação; indicadores; comunicação com o cliente, e integração contínua.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Pós-graduação em Engenharia Mecânica - FEG

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In uncertainly economic scenarios, an economic feasibility analysis must be done to accept a project based on investment criteria, such as NPV and IRR, mainly because the shareholders tend to invest their budget in a project if it has a great chance to return their investments. The studied company outsources all of its foundry services, what makes it very dependent of its suppliers, because the products have a lower quality level, long delivery periods and high prices. Therefore, this work will analyze the project of building an iron-casting foundry to decrease the dependence of its suppliers. In order to develop this research, all needed data related to the construction of the foundry and sales were collected to create deterministic and probabilistic (Monte Carlo Simulation) cash flows using MsExcel® and Oracle's Crystal Ball® software. As a result, the project was found to be risky by the NPV and IRR in the case of this new production line supplying only the internal needs. However, when the company offers its services to the foundry market, the project turns to be feasible

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Pós-graduação em Engenharia de Produção - FEB

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Pós-graduação em Pesquisa e Desenvolvimento (Biotecnologia Médica) - FMB

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Pós-graduação em Geografia - IGCE