Banca de DEFESA: Fabio Augusto Scalet Medina

Uma banca de DEFESA de DOUTORADO foi cadastrada pelo programa.
STUDENT : Fabio Augusto Scalet Medina
DATE: 27/02/2023
TIME: 16:00
LOCAL: PPGA
TITLE:

TESTS ON OPERATIONAL RISK

KEY WORDS:

Operational Risk, Banking, Operational Losses, COVID-19.

PAGES: 120
BIG AREA: Ciências Sociais Aplicadas
AREA: Administração
SUMMARY:

This Doctoral Thesis contains Essays on Operational Risk in the banking sector, which gained importance after the disclosure of the Basel Accords, due to the large capital consumption to face this risk and its management challenges, since identification and measurement until mitigation. This Thesis contains a literature review and systematic classification of scientific articles published on the subject and the results obtained in the search to verify whether the operational risk events of a national bank had an impact with the new coronavirus pandemic, as well as which internal variables of the bank may influence operating losses in the post-pandemic period. Finally, a methodology is proposed for conducting Operational Risk Stress Tests.

BANKING MEMBERS:
Externo à Instituição - FABIANO GUASTI LIMA - USP
Externo à Instituição - ELI HADAD JUNIOR - UPM
Presidente - 1997721 - HERBERT KIMURA
Externo à Instituição - LEONARDO FERNANDO CRUZ BASSO - UPM
Interno - 1171224 - RAUL YUKIHIRO MATSUSHITA