Uma contribuição à gestão do risco de crédito baseado no modelo Raroc - retorno ajustado ao risco de capital

A implantação do Plano Real em 1994 provocou mudanças na estrutura de receitas dos bancos brasileiros. Em épocas de altas taxas de inflação, o resultado dos bancos era composto substancialmente por rendas oriundas do financiamento da dívida interna do país e em menor parcela de outras receitas como dos empréstimos ao setor privado. Com a estabilização da economia e a globalização dos mercados financeiros mundiais, refletida na entrada de bancos estrangeiros no mercado brasileiro, as taxas de juros tenderam a diminuir, ocasionando uma mudança no foco de atuação dos Bancos que estão se concentrando na intermediação financeira. Neste projeto é apresentada a formação básica do resultado de um banco obtido com a intermediação financeira e explana-se sobre os riscos da atividade bancária. É focado o risco de crédito, abrangendo a descrição das principais metodologias de análise. Estuda-se a Resolução CMN/BACEN nO 2682 que mudou a contabilização das rendas de renegociação de dívidas e estabeleceu parâmetros mínimos para a classificação das operações de crédito alterando os critérios de constituição da provisão para créditos de liquidação duvidosa. É explicado como pode ser utilizado um modelo RARO C - Risk Adjusted Return on Capital - desenvolvido originalmente pelo Bankers Trust - para gerenciamento da Carteira de crédito de um Banco de Varejo típico. Para ilustração e considerando que no mercado brasileiro os dados estatísticos sobre operações de crédito são escassos, além de existirem dificuldades na obtenção de dados de uma Carteira de crédito real relacionadas ao sigilo bancário e estratégias de investimento, o modelo RAROC será aplicado em uma Carteira de crédito fictícia de um Banco de Varejo, especialmente criada para esse fim. O estudo não abrange os recursos necessários para a implementação do modelo, nem customização para outros tipos de Bancos, restringindo-se à análise da utilização da metodologia. Por fim, apresentamos nossas conclusões a respeito da gestão do risco do crédito baseada na utilização de um modelo RAROC.

Educação do campo e alternância :reflexões sobre uma experiência na Transamazônica/Pará

The study theme is the Rural Familiar House Program (RFHP), through the Rural Familiar House of Uruará-PA city (URFH), from 2000 to 2005. It is considered as base the education offered to the field young people, in the modality of basic education by alternation methodology between the Familiar and School Times in the two first from 5th to 8th grade classrooms. From the argument about the understanding importance and need of knowledge transmission and construction to be established in the inter-section between general references of the social reality and the subjective ones. It constitutes an educative work that both values domain of knowing and the creative capacity of each pupil. Considering that the greatest aim of the education is the human being emancipation, this thematic for the development of the documentary and field research was defined with the delimitated thematic for the educative practice-proposal in alternation, choosing the Program of the RFHs as the reference to carry out an analysis which considered fruitful in the articulation between education and educative work. This study had the objective to contribute for the debate concerning the alternation and to understand presuposals and educative practice of the RFHs what its importance for the young people and its relation with the field educational policy. For this, it was used, mainly, from analytical references of authors, such as Williams, Gramsci, Adorno, Freire, Shiva, Soares, Molina, Tonet, et. all, all were also important for the construction of this work. The studied documentary sources, as well as the verbal ones the actors also interviewed had allowed, in irreplaceable way and significantly, a critical analysis on the pedagogical proposals and the articulation among school, familiar work and education, which was carried out in the formation of URFH, the sessions of alternation between Time School and Time Family. The results are scored with the chapter construction, as they had presented themselves in several sources and the reading which was made. A reading that signals for the affirmation which is possible to overtake the emphasis on technicality, mediated in the practice-theory-practice relation, still present in the alternation, and, thus, to be able to make an educative work that intends to contribute for the young people education with capacity of being, thinking and to act actually as subjects of their history

A física no contexto da biologia molecular

Nas últimas décadas tem havido uma crescente abordagem física no estudo de moléculas e sistemas macromoleculares de interesse biológico. Essa abordagem inclui tanto aspectos experimentais quanto teóricos. de fato, há um vasto campo a ser explorado pela física nessa área. Discutimos neste texto as características gerais e formação básica do profissional interessado em ter como objeto o estudo de sistemas biomoleculares, tanto em nível de graduação como na pós-graduação. Nessa linha de pensamento, assuntos como a formação básica e os fundamentos biológicos e físicos são discutidos.

Desenvolvimento estético: entre as expectativas do professor e as possibilidades dos alunos

Pós-graduação em Artes - IA

Fabrication of nanoparticles by short-distance sputter deposition

During the past decades, tremendous research interests have been attracted to investigate nanoparticles due to their promising catalytic, magnetic, and optical properties. In this thesis, two novel methods of nanoparticle fabrication were introduced and the basic formation mechanisms were studied. Metal nanoparticles and polyurethane nanoparticles were separately fabricated by a short-distance sputter deposition technique and a reactive ion etching process. First, a sputter deposition method with a very short target-substrate distance is found to be able to generate metal nanoparticles on the glass substrate inside a RIE chamber. The distribution and morphology of nanoparticles are affected by the distance, the ion concentration and the process time. Densely-distributed nanoparticles of various compositions are deposited on the substrate surface when the target-substrate distance is smaller than 130mm. It is much less than the atoms’ mean free path, which is the threshold in previous research for nanoparticles’ formation. Island structures are formed when the distance is increased to 510mm, indicating the tendency to form continuous thin film. The trend is different from previously-reported sputtering method for nanoparticle fabrication, where longer distance between the target and the substrate facilitates the formation of nanoparticle. A mechanism based on the seeding effect of the substrate is proposed to interpret the experimental results. Secondly, in polyurethane nanoparticles’ fabrication, a mechanism is put forward based on the microphase separation phenomenon in block copolymer thin film. The synthesized polymers have formed dispersed and continuous phases because of the different properties between segments. With harder mechanical property, the dispersed phase is remained after RIE process while the continuous phase is etched away, leading to the formation of nanoparticles on the substrate. The nanoparticles distribution is found to be affected by the heating effect, the process time and the plasma power. Superhydrophilic property is found on samples with these two types of nanoparticles. The relationship between the nanostructure and the hydrophilicity is studied for further potential applications.

Reactions of the hexachlorocyclodiphosphazane [MeNPCl3]2 with primary aromatic amines: formation of highly basic bisphosphinimines

Reactions of hexachlorocyclodiphosphazane [MeNPCl3]2 with primary aromatic amines afforded the bisphosphinimine hydrochlorides [(RNH)2(RN)PN(Me)P(NHMe)(NHR)2]+Cl- (R = Ph 1, C6H4Me-4 2 or C6H4OMe-4 3). Dehydrochlorination of 2 and 3 by methanolic KOH yielded highly basic bisphosphinimines [(RNH)2(RN)PN(Me)P(NMe)(NHR)2] (R = C6H4Me-4 4 or C6H4OMe-4 5). Compounds 1-5 have been characterised by elemental analysis and IR and NMR (H-1, C-13, P-31) spectroscopy. The structure of 2 has been confirmed by single-crystal X-ray diffraction. The short P-N bond lengths and the conformations of the PN, units can be explained on the basis of cumulative negative hyperconjugative interactions between nitrogen lone pairs and adjacent P-N sigma* orbitals. Ab initio calculations on the model phosphinimine (H2N)3P=NH and its protonated form suggest that (amino)phosphinimines would be stronger bases compared to many organic bases such as guanidine.

The impact of liberalizing cost-saharing on basic models of network formation

This paper studies the impact of "liberalizing " the cost-sharing of links on some basic models of network formation. This is done in a setting where both doubly supported and singly supported links are possible, and which includes the two seminal models of network formation by Jackson and Wolinsky and Bala and Goyal as extreme cases. In this setting, the notion of pairwise stability is extended and it is proved that liberalizing cost-sharing for doubly supported links widens the range of values of the parameters where the efficient networks formed by such type of links are pairwise stable, while the range of values of the parameters where the efficient networks formed by singly supported links are pairwise stable shrinks, but the region where the latter are e¢ cient and pairwise stable remains the same.

Dynamical study of ZnO nanocrystal and Zn-HDS layered basic zinc acetate formation from sol-gel route

We have pointed out that zinc based particles obtained from ethanolic solution of a zinc acetate derivative (zinc oxy-acetate, Zn4O(Ac)(6)) are a mixture of nanometer sized ZnO, zinc oxy-acetate, and zinc hydroxide double salt (Zn-HDS). The knowledge of the mechanisms involved in the formation of ZnO and Zn-HDS phases, and the evolution of Zn species in reaction medium was monitored in situ during 14 h by simultaneous measurements of UV-vis absorption and extended X-ray absorption fine structures (EXAFS) spectra. This spectroscopic monitoring was initialized just after the addition of an ethanolic lithium hydroxide solution ([LiOH]/[Zn] = 0. 1) to the reaction medium kept under controlled temperature (40 degrees C). This study points out the first direct evidence of the reaction between ZnO nanoparticles and unreacted zinc oxy-acetate to form a Zn-HDS phase. The dissolution of ZnO and the reprecipitation of Zn-HDS are induced by the gradual release of water mainly produced by ethanol esterification well evidenced by gas chromatography coupled to mass spectroscopy and FT-IR measurements.

The Rise of the BASIC Group Within the International Climate Regime : The Challenge of Ensuring Equitable Mitigation Obligations

The chapter examines the current emission reduction obligations within the climate regime. It looks at the formation and rise of the BASIC negotiation group within the international climate COP negotiations and examines the role that BASIC nations are now playing shaping international mitigation policy.

Cough formation in viral infections in children

Using a multidisciplinary approach, Human Respiratory Viral Infections is set at the level between the definitive reference work and an essential clinical manual. Exploring recent advances in human respiratory viral research, the text builds on the basic sciences of epidemiology, virology, molecular biology, and immunology to cover clinical diagnosis, mechanism of pathogenesis, manifestations of disease, impact, treatment, and management strategies.

Effect Of Directionality Of Grinding Marks On Friction And Formation Of Transfer Layer

Surface texture influences friction and transfer layer formation during sliding. In the present investigation, basic studies were conducted using inclined pin-on-plate sliding tester to understand the effect of directionality of surface grinding marks of hard material on friction and transfer layer formation during sliding against soft materials. 080 M40 steel plates were ground to attain different surface roughness with unidirectional grinding marks. Then pins made of soft materials such as pure Al, pure Mg and Al-Mg alloy were slid against the prepared steel plates. Grinding angle (i.e., the angle between direction of sliding and grinding marks) was varied between 0 degrees and 90 degrees in the tests. Experiments were conducted under both dry and lubricated conditions on each plate in ambient environment. It was observed that the transfer layer formation and the coefficient of friction, which has two components adhesion and plowing - depend primarily on the directionality of grinding marks of the harder mating surface, and independent of surface roughness of the harder mating surface. For the case of pure Mg, stick-slip phenomenon was observed under dry condition for all grinding angles and it was absent upto 20 degrees grinding angles under lubricated condition. However, for the case of Al, it was observed only under lubricated conditions for angles exceeding 20 degrees. As regards the alloy, namely, Al-Mg alloy, it, was absent in both conditions. For the case of pure Mg and Al, it was observed that the amplitude of stick-slip motion primarily depends on plowing component of friction. The grinding angle effect on coefficient of friction was attributed to the variation of plowing component of friction with grinding angle.

Studies On Friction And Formation Of Transfer Layer In Hcp Metals

Surface texture plays an important role in the frictional behavior and transfer layer formation of contacting surfaces. In the present investigation, basic experiments were conducted using an inclined pin-on-plate sliding apparatus to better understand the role of surface texture on the coefficient of friction and the formation of a transfer layer. In the experiments, soft HCP materials such as pure Mg and pure Zn were used for the pins and a hardened 080 M40 steel was used for the plate. Two surface parameters of the steel plates—roughness and texture—were varied in tests that were conducted at a sliding speed of 2 mm/s in ambient conditions under both dry and lubricated conditions. The morphologies of the worn surfaces of the pins and the formation of the transfer layer on the counter surfaces were observed using a scanning electron microscope. In the experiments, the occurrence of stick-slip motion, the formation of a transfer layer, and the value of friction were recorded. With respect to the friction, both adhesion and plowing components were analyzed. Based on the experimental results, the effect of surface texture on the friction was attributed to differences in the amount of plowing. Both the plowing component of friction and the amplitude of stick-slip motion were determined to increase surface textures that promote plane strain conditions and decrease the textures that favor plane stress conditions.

A rare P2X7 variant Arg307Gln with absent pore formation function protects against neuroinflammation in multiple sclerosis

Multiple sclerosis (MS) is a chronic relapsing-remitting inflammatory disease of the central nervous system characterized by oligodendrocyte damage, demyelination and neuronal death. Genetic association studies have shown a 2-fold or greater prevalence of the HLA-DRB1*1501 allele in the MS population compared with normal Caucasians. In discovery cohorts of Australasian patients with MS (total 2941 patients and 3008 controls), we examined the associations of 12 functional polymorphisms of P2X7, a microglial/macrophage receptor with proinflammatory effects when activated by extracellular adenosine triphosphate (ATP). In discovery cohorts, rs28360457, coding for Arg307Gln was associated with MS and combined analysis showed a 2-fold lower minor allele frequency compared with controls (1.11% for MS and 2.15% for controls, P = 0.0000071). Replication analysis of four independent European MS case–control cohorts (total 2140 cases and 2634 controls) confirmed this association [odds ratio (OR) = 0.69, P = 0.026]. A meta-analysis of all Australasian and European cohorts indicated that Arg307Gln confers a 1.8-fold protective effect on MS risk (OR = 0.57, P = 0.0000024). Fresh human monocytes heterozygous for Arg307Gln have >85% loss of ‘pore’ function of the P2X7 receptor measured by ATP-induced ethidium uptake. Analysis shows Arg307Gln always occurred with 270His suggesting a single 307Gln–270His haplotype that confers dominant negative effects on P2X7 function and protection against MS. Modeling based on the homologous zP2X4 receptor showed Arg307 is located in a region rich in basic residues located only 12 Å from the ligand binding site. Our data show the protective effect against MS of a rare genetic variant of P2RX7 with heterozygotes showing near absent proinflammatory ‘pore’ function.

Influence of surface texture and roughness parameters on friction and transfer layer formation during sliding of aluminium pin on steel plate

Surface texture of harder mating surfaces plays an important role during sliding against softer materials and hence the importance of characterizing the surfaces in terms of roughness parameters. In the present investigation, basic studies were conducted using inclined pin-on-plate sliding tester to understand the surface texture effect of hard surfaces on coefficient of friction and transfer layer formation. A tribological couple made of a super purity aluminium pin against steel plate was used in the tests. Two surface parameters of steel plates, namely roughness and texture, were varied in the tests. It was observed that the transfer layer formation and the coefficient of friction along with its two components, namely, the adhesion and plowing, are controlled by the surface texture and are independent of surface roughness (R-a). Among the various surface roughness parameters, the average or the mean slope of the profile was found to explain the variations best. Under lubricated conditions, stick-slip phenomena was observed, the amplitude of which depends on the plowing component of friction. The presence of stick-slip motion under lubricated conditions could be attributed to the molecular deformation of the lubricant component confined between asperities. (C) 2009 Elsevier B. V. All rights reserved.