Application of Monte Carlo Simulation for Analysis of Costs and Economic Risks in a Banking Agency

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.contributorFac Tecnol Estado Sao Paulo-
Autor(es): dc.contributorUniversidade Estadual de Campinas (UNICAMP)-
Autor(es): dc.contributorUniversidade Estadual Paulista (Unesp)-
Autor(es): dc.creatorSilva, Saulo Andre-
Autor(es): dc.creatorAbreu, Pedro Henrique Camargo de-
Autor(es): dc.creatorAmorim, Fernando Rodrigues de-
Autor(es): dc.creatorSantos, David Ferreira Lopes [UNESP]-
Data de aceite: dc.date.accessioned2022-02-22T00:13:53Z-
Data de disponibilização: dc.date.available2022-02-22T00:13:53Z-
Data de envio: dc.date.issued2020-12-10-
Data de envio: dc.date.issued2020-12-10-
Data de envio: dc.date.issued2019-03-01-
Fonte completa do material: dc.identifierhttp://dx.doi.org/10.1109/TLA.2019.8863311-
Fonte completa do material: dc.identifierhttp://hdl.handle.net/11449/197514-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/11449/197514-
Descrição: dc.descriptionThrough an observation of the increasingly globalized scenario in which the markets are inserted, it is evident the direct impact on competitiveness among companies combined with government incentives for the creation of new companies, fostering job creation and economic growth. However, this cycle ends up strengthening competition within the markets, and it is increasingly recurring the emergence of new technologies to reinforce Performance Management on business processes. Therefore, the present work has the objective of investigate the importance of planning and managing risks in business structure results, analyzing the economic risk factors of a banking agency located in the State of Sao Paulo. Thus, the Monte Carlo Simulation was applied, which operates statistically in the likelihood of occurrence of certain scenarios, will be applied, allowing the institution to strengthen its risk management by creating contingency plans for the scenarios analyzed. Regarding the results obtained, in all simulations with controlled losses and without any anomalies in the market, the positive results outweigh the negative, and the profit averages were higher compared with the period raised (simulation input).-
Descrição: dc.descriptionFac Tecnol Estado Sao Paulo, Anal & Syst Dev, Taquaritinga, SP, Brazil-
Descrição: dc.descriptionUniv Estadual Campinas, Technol Informat & Commun Syst, Limeira, SP, Brazil-
Descrição: dc.descriptionUniv Estadual Campinas, Agr Engn, Campinas, SP, Brazil-
Descrição: dc.descriptionUniv Estadual Paulista, Jaboticabal, SP, Brazil-
Descrição: dc.descriptionUniv Estadual Paulista, Jaboticabal, SP, Brazil-
Formato: dc.format409-417-
Idioma: dc.languageen-
Publicador: dc.publisherIeee-inst Electrical Electronics Engineers Inc-
Relação: dc.relationIeee Latin America Transactions-
???dc.source???: dc.sourceWeb of Science-
Palavras-chave: dc.subjectMonte Carlo methods-
Palavras-chave: dc.subjectEconomics-
Palavras-chave: dc.subjectComputational modeling-
Palavras-chave: dc.subjectSoftware-
Palavras-chave: dc.subjectIEEE transactions-
Palavras-chave: dc.subjectBanking-
Palavras-chave: dc.subjectCompanies-
Palavras-chave: dc.subjectBanking sector-
Palavras-chave: dc.subjectMonte Carlo Method-
Palavras-chave: dc.subjectProject management-
Palavras-chave: dc.subjectStochastic modeling-
Título: dc.titleApplication of Monte Carlo Simulation for Analysis of Costs and Economic Risks in a Banking Agency-
Tipo de arquivo: dc.typelivro digital-
Aparece nas coleções:Repositório Institucional - Unesp

Não existem arquivos associados a este item.