Open AccessModelo de otimização de recursos financeiros para o gerenciamento de riscos empresariais
Author(s) -
Wanderlei Lima de Paulo,
Francisco Carlos Fernandes,
Márcia Zanievicz Silva
Publication year - 2017
Publication title -
sistemas and gestão
Language(s) - English
Resource type - Journals
ISSN - 1980-5160
DOI - 10.20985/1980-5160.2017.v1n1.1190
Subject(s) - control (management) , resource allocation , computer science , business , risk management , process (computing) , operations research , risk analysis (engineering) , finance , engineering , computer network , artificial intelligence , operating system
This article aims to propose a model to determine the best allocation of financial resources for business risk management, permitting the risk manager to define a control policy with reduced costs that reaches a desired control target. The problem of study is presented as an issue of optimization of costs, formulated as a model of whole linear programming, which basic restrictions are associated to the demanded levels of control. The proposed model is applied to a problem of resource allocation for the control of operational costs. The results show that the model is an adequate instrument to better allocate financial resources, which its use proportionates better conditions for the decision process of business risks.