Avaliação do risco da empresa - Estudo introdutório

Authors

  • José Roberto Securato Pontifícia Universidade Católica de São Paulo

DOI:

https://doi.org/10.20946/rad.v4i1.877

Abstract

A Moderna Teoria de Finanças tem se desenvolvido com a introdução do conceito e medida do risco, nas várias atividades financeiras. A Teoria de Markowitz o Valor em Risco das Carteiras dos Bancos são exemplos de estudos de aplicações nesta linha. O presente texto trata da forma de avaliação do risco da empresa, particularmente do Valor em Risco do Patrimônio Liquido de uma empresa, entendido como a perda possível de patrimônio, em um prazo fixado, para um determinado intervalo de confiança. Palavras-chave: Valor em Risco; Risco Patrimonial; Risco Operacional. Abstract The modern theory of finance has developed with the introduction of the concept and measurement of risk in the various finance activities. Markovitz's theory and the Value in Risk of the Banks' Portfolios are examples of applications in this line. The present text deals with the form of evaluation of the company's risk, particularly of the Value in Risk of a company´s Net Equity, understood as the possible loss of equity, in a fixed term, for a given confidence interval. Keywords: Value in Risk; Equity Risk; Operational Risk.

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Published

2008-07-15

How to Cite

Securato, J. R. (2008). Avaliação do risco da empresa - Estudo introdutório. Management in Dialogue Review, 4(1). https://doi.org/10.20946/rad.v4i1.877

Issue

Vol. 4 No. 1 (2002)

Section

Artigos

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