{"id":3720,"date":"2025-08-14T06:00:12","date_gmt":"2025-08-14T09:00:12","guid":{"rendered":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/?page_id=3720"},"modified":"2026-03-18T12:09:07","modified_gmt":"2026-03-18T15:09:07","slug":"curso-de-gestao-de-risco","status":"publish","type":"page","link":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/cursos-lehrplan-jocemar-bueno\/curso-de-gestao-de-risco\/","title":{"rendered":"Curso de Gest\u00e3o de Risco no Mercado de Energia"},"content":{"rendered":"\n\n\t<h1><strong>CURSO DE GEST\u00c3O DE RISCO NO MERCADO DE ENERGIA<\/strong><\/h1>\n\t<ul>\n<li><strong>Dura\u00e7\u00e3o:<\/strong> 14 horas em sete encontros;<\/li>\n<li><strong>Formato:<\/strong> videoaula;<\/li>\n<li><strong>Plataforma:<\/strong> Hotmart;<\/li>\n<li><strong>Grupo no Whatsapp:<\/strong> Sim, no E2B;<\/li>\n<li><strong>Investimento:<\/strong><strong>\u00a0gratuito para assinantes do E2B &amp; NETW!<\/strong><\/li>\n<\/ul>\n\t\t\t<a href=\"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/cursos-lehrplan-jocemar-bueno\/mercado-livre-de-energia-em-foco\/\" target=\"_self\" role=\"button\" rel=\"noopener\">\n\t\t\t\t\t\t\tCONHECER E2B &#038; NETW\n\t\t\t<\/a>\n\t<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/dk0-57EaWcU?si=adpYN5KH5FryZB-i\" title=\"YouTube video player\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n\t<h1><strong>CONTE\u00daDO E CRONOGRAMA:<\/strong><\/h1>\n<h2><strong>M\u00f3dulo 1: Fundamentos da Gest\u00e3o de Risco no Mercado de Energia<\/strong><\/h2>\n<p>&nbsp;<\/p>\n<ul>\n<li><b>Introdu\u00e7\u00e3o ao Risco:<\/b>\n<ul>\n<li>Defini\u00e7\u00e3o e tipos de risco (risco de mercado, cr\u00e9dito, operacional, liquidez, e mais.).<\/li>\n<li>Foco no risco de mercado e sua relev\u00e2ncia no setor energ\u00e9tico.<\/li>\n<li>Introdu\u00e7\u00e3o a instrumentos financeiros utilizados no mercado de energia (futuros, forwards, swaps, op\u00e7\u00f5es).<\/li>\n<\/ul>\n<\/li>\n<li><b>Volatilidade e Medidas de Dispers\u00e3o:<\/b>\n<ul>\n<li>Conceitos de m\u00e9dia, desvio padr\u00e3o e vari\u00e2ncia.<\/li>\n<li>Discuss\u00e3o sobre a volatilidade como uma medida-chave de risco.<\/li>\n<\/ul>\n<\/li>\n<li><b>Resolu\u00e7\u00e3o de Exerc\u00edcios em aula:<\/b>\n<ul>\n<li>C\u00e1lculos com passo a passo: m\u00e9dias, desvio padr\u00e3o, e vari\u00e2ncia aplicados aos pre\u00e7os de energia.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<p>&nbsp;<\/p>\n<h2><strong>M\u00f3dulo 2: Valor em Risco (VaR)<\/strong><\/h2>\n<p>&nbsp;<\/p>\n<ul>\n<li><b>Conceito e Defini\u00e7\u00e3o de VaR:<\/b>\n<ul>\n<li>O que \u00e9 o VaR e o que ele representa.<\/li>\n<li>Como interpretar o VaR.<\/li>\n<li>Cr\u00edticas e limita\u00e7\u00f5es do VaR.<\/li>\n<\/ul>\n<\/li>\n<li><b>M\u00e9todos de C\u00e1lculo do VaR:<\/b>\n<ul>\n<li><b>VaR Param\u00e9trico (Delta-Normal):<\/b>\n<ul>\n<li>Pressuposto de distribui\u00e7\u00e3o normal.<\/li>\n<li>C\u00e1lculo usando a matriz de covari\u00e2ncia.<\/li>\n<li>Vantagens e desvantagens do m\u00e9todo.<\/li>\n<\/ul>\n<\/li>\n<li><b>VaR Hist\u00f3rico:<\/b>\n<ul>\n<li>Utiliza\u00e7\u00e3o de dados hist\u00f3ricos para simula\u00e7\u00e3o.<\/li>\n<li>Como ordenar retornos e encontrar o percentil.<\/li>\n<li>Vantagens e desvantagens do m\u00e9todo.<\/li>\n<\/ul>\n<\/li>\n<li><b>VaR por Monte Carlo:<\/b>\n<ul>\n<li>Introdu\u00e7\u00e3o ao m\u00e9todo de Monte Carlo.<\/li>\n<li>Passos para simular retornos futuros.<\/li>\n<li>Vantagens e desvantagens.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<li><b>Resolu\u00e7\u00e3o de Exerc\u00edcios em aula:<\/b>\n<ul>\n<li>C\u00e1lculo do VaR para um \u00fanico ativo energ\u00e9tico.<\/li>\n<li>C\u00e1lculo do VaR para um portf\u00f3lio de ativos energ\u00e9ticos.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<p>&nbsp;<\/p>\n<h2><strong>M\u00f3dulo 3: Valor em Risco Condicional (CVaR)<\/strong><\/h2>\n<p>&nbsp;<\/p>\n<ul>\n<li><b>Conceito e Defini\u00e7\u00e3o de CVaR:<\/b>\n<ul>\n<li>O que \u00e9 o CVaR e por que ele \u00e9 superior ao VaR em certas situa\u00e7\u00f5es.<\/li>\n<li>Como interpretar o CVaR.<\/li>\n<li>CVaR como medida de &#8220;cauda&#8221; do risco.<\/li>\n<\/ul>\n<\/li>\n<li><b>M\u00e9todos de C\u00e1lculo do CVaR:<\/b>\n<ul>\n<li>C\u00e1lculo do CVaR a partir de uma distribui\u00e7\u00e3o de perdas.<\/li>\n<li>M\u00e9todos de c\u00e1lculo usando simula\u00e7\u00e3o.<\/li>\n<\/ul>\n<\/li>\n<li><b>Comparativo VaR vs. CVaR:<\/b>\n<ul>\n<li>An\u00e1lise das vantagens do CVaR (coer\u00eancia, captura de risco de cauda).<\/li>\n<li>Quando usar VaR e quando usar CVaR.<\/li>\n<\/ul>\n<\/li>\n<li><b>Resolu\u00e7\u00e3o de Exerc\u00edcios em aula:<\/b>\n<ul>\n<li>C\u00e1lculo do CVaR.<\/li>\n<li>Comparativo VaR vs. CVaR.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<p>&nbsp;<\/p>\n<h2><strong>M\u00f3dulo 4: Implementa\u00e7\u00e3o e An\u00e1lise de &#8216;Backtesting&#8217;<\/strong><\/h2>\n<p>&nbsp;<\/p>\n<ul>\n<li><b>&#8216;Backtesting&#8217; de Modelos de Risco:<\/b>\n<ul>\n<li>O que \u00e9 &#8216;backtesting&#8217; e por que \u00e9 crucial.<\/li>\n<li>Metodologias de backtesting (teste de Kupiec, teste de Christoffersen).<\/li>\n<li>Interpreta\u00e7\u00e3o dos resultados: o modelo est\u00e1 subestimando ou superestimando o risco?<\/li>\n<\/ul>\n<\/li>\n<li><b>&#8216;Backtesting&#8217; de VaR e CVaR:<\/b>\n<ul>\n<li>Implementa\u00e7\u00e3o de &#8216;backtesting&#8217; para os modelos de VaR e CVaR desenvolvidos.<\/li>\n<li>An\u00e1lise de cen\u00e1rios de estresse (stress testing).<\/li>\n<\/ul>\n<\/li>\n<li><b>Considera\u00e7\u00f5es Finais:<\/b>\n<ul>\n<li>Discuss\u00e3o sobre a integra\u00e7\u00e3o das m\u00e9tricas de risco na tomada de decis\u00e3o (aloca\u00e7\u00e3o de capital, limites de risco).<\/li>\n<li>Desafios e tend\u00eancias futuras na gest\u00e3o de risco no setor de energia.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\t<h3><strong>Instrutor:<\/strong>\u00a0Me. Jocemar Felicio Bueno<\/h3>\n<ul>\n<li>Certificado pela CCEE;<\/li>\n<li>Mestre em Engenharia de Energia;<\/li>\n<li>Graduando em Engenharia de Controle e Automa\u00e7\u00e3o;<\/li>\n<li>Graduado em F\u00edsica;<\/li>\n<li>T\u00e9cnico em Eletrot\u00e9cnica &#8211; CFT: 2208240790.<\/li>\n<\/ul>\n\t\t\t\t<img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-content\/uploads\/2023\/02\/Certificado-de-Operador-do-Mercado-Jocemar-Felicio-Bueno.png\" alt=\"Certificado de Operador do Mercado - Jocemar Felicio Bueno\" itemprop=\"image\" height=\"981\" width=\"1389\" title=\"Certificado de Operador do Mercado - Jocemar Felicio Bueno\" onerror=\"this.style.display='none'\"  \/>\n\t<h2>Pronto para fazer\u00a0<br \/>\nNovos Neg\u00f3cios?<\/h2>\n\t\t\t<a href=\"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/cursos-lehrplan-jocemar-bueno\/mercado-livre-de-energia-em-foco\/\" target=\"_self\" role=\"button\" rel=\"noopener\">\n\t\t\t\t\t\t\tCONHECER E2B &#038; NETW\n\t\t\t<\/a>\n\t\t\t<a href=\"https:\/\/api.whatsapp.com\/send?l=pt&#038;phone=5505196358257\" target=\"_blank\" role=\"button\" rel=\"noopener\">\n\t\t\t\t\t\t\tATENDIMENTO WHATSAPP\n\t\t\t<\/a>\n\t\t\t<a href=\"https:\/\/t.me\/mercadolivredeenergia\" target=\"_blank\" role=\"button\" rel=\"noopener\">\n\t\t\t\t\t\t\tGRUPO NO TELEGRAM\n\t\t\t<\/a>\n\t<h4><strong>CURSO DE FORMA\u00c7\u00c3O COMPLETA EM MERCADO LIVRE DE ENERGIA<\/strong><\/h4>\n\t\t\t<a href=\"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/cursos-lehrplan-jocemar-bueno\/curso-mercado-livre-de-energia\/\" target=\"_blank\" role=\"button\" rel=\"noopener\">\n\t\t\t\t\t\t\tSAIBA MAIS!\n\t\t\t<\/a>\n\n","protected":false},"excerpt":{"rendered":"<p>CURSO DE GEST\u00c3O DE RISCO NO MERCADO DE ENERGIA Dura\u00e7\u00e3o: 14 horas em sete encontros; Formato: videoaula; Plataforma: Hotmart; Grupo no Whatsapp: Sim, no E2B; Investimento:\u00a0gratuito para assinantes do E2B &amp; NETW! CONHECER E2B &#038; NETW CONTE\u00daDO E CRONOGRAMA: M\u00f3dulo 1: Fundamentos da Gest\u00e3o de Risco no Mercado de Energia &nbsp; Introdu\u00e7\u00e3o ao Risco: Defini\u00e7\u00e3o [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":275,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"no-sidebar","site-content-layout":"page-builder","ast-site-content-layout":"full-width-container","site-content-style":"unboxed","site-sidebar-style":"unboxed","ast-global-header-display":"","ast-banner-title-visibility":"disabled","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"disabled","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"_links":{"self":[{"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/pages\/3720"}],"collection":[{"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/comments?post=3720"}],"version-history":[{"count":24,"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/pages\/3720\/revisions"}],"predecessor-version":[{"id":3972,"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/pages\/3720\/revisions\/3972"}],"up":[{"embeddable":true,"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/pages\/275"}],"wp:attachment":[{"href":"https:\/\/www.lehrplan.tech\/cursoeadlehrplan\/wp-json\/wp\/v2\/media?parent=3720"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}