ASSESSING SECTOR RISK FOR FINANCIAL INSTITUIONS USING MULTICRITERIA DECISION METHODS

Authors

  • Ivan Ricardo Gartner Universidade Metodista de São Paulo
  • Tito Belchior Silva Moreira Universidade Católica de Brasília
  • Herley Martins Galves Universidade Católica de Brasília

Keywords:

Financial institutions, Credit analysis, Sector risk, Multiple criteria decision methods, Analytic Hierarchy Process.

Abstract

The financial and investment decisions are influenced by the degree of risk concerning variables that explain the decision making process. This paper focus on the risky variables of the economic sectors and segments that influence the decision making process of credit concession in financial institutions. The aim is to present a pragmatic method for evaluating the risky variables using an alternative approach that aggregate multiples criteria in a single evaluation system. Hence, the AHP method is used and as a result we have a purpose of risk rating of sectors and segments of the Brazilian economy.

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Author Biographies

Ivan Ricardo Gartner, Universidade Metodista de São Paulo

Doutor em Engenharia de Produção pela Universidade Federal de Santa Catarina (UFSC). Professor titular da Faculdade de Administração e Economia pela Universidade Metodista de São Paulo (Umesp).

Tito Belchior Silva Moreira, Universidade Católica de Brasília

Doutor em Economia pela Universidade de Brasília (UnB). Professor titular da Faculdade de Ciências Sociais Aplicadas da Universidade Católica de Brasília (UCB).

Herley Martins Galves, Universidade Católica de Brasília

Mestre em Economia pela Universidade Católica de Brasília (UCB).

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Additional Files

Published

2009-08-20

Issue

Vol. 10 No. 5 (2009)

Section

Strategic Finances

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