Banca de QUALIFICAÇÃO: William Oliveira Camelo

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : William Oliveira Camelo
DATE: 06/09/2022
TIME: 19:00
LOCAL: Videoconferência no Teams
TITLE:

The effect of climate externalities on credit risk

KEY WORDS:

Externalities; risk management; climate risk; sustainable investments

PAGES: 84
BIG AREA: Ciências Exatas e da Terra
AREA: Ciência da Computação
SUBÁREA: Metodologia e Técnicas da Computação
SUMMARY:

Investments in financial operations can generate impacts on the social, economic, and environmental sectors that were not incorporated into the final price of their contracts. Such impacts are called externalities and it is understood that they can produce positive or adverse effects. The analysis of the credit risk associated with the socio-environmental concerns the possibility of economic activities generating socio-environmental impacts or damages capable of generating financial losses that compromise the ability to pay the financing, as well as the co-responsibility of the financial agent for the recovery of socio-environmental damage. In the case of climate risk, the golf venture is directly or indirectly exposed to extreme weather events capable of jeopardizing its cash flow and ability to pay to finance. Thus, there was a need for measurement instruments capable of evaluating the behavior of externalities in relation to the credit risk of operations. The objective of this study is to assess the impact of incorporating climate risk measurement into financial operations in the strategic process of providing credit for operations. For this, a measurement of the climate risk was carried out and a methodology was applied —— to assess the importance of the variables that compose it and infer their ability to influence the credit analysis. As a result of the present study, measurement of climate risk of operations and assessment of climate risk in relation to variables were provided.

BANKING MEMBERS:
Interno - 1114843 - ARI MELO MARIANO
Interno - 3164711 - JOAO CARLOS FELIX SOUZA
Externo à Instituição - JOAO GABRIEL DE MORAES SOUZA - UnB
Externo à Instituição - PENG YAOHAO