Banca de DEFESA: ADRIANO GUEDES MARTINS

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : ADRIANO GUEDES MARTINS
DATE: 13/12/2022
TIME: 14:00
LOCAL: meet.google.com/odi-tyai-xyu
TITLE:

CVA GOVERNANCE METHODOLOGY WITH RISK ANALYSIS CONSIDERING STOCHASTIC EVENTS

PAGES: 109
BIG AREA: Engenharias
AREA: Engenharia Elétrica
SUBÁREA: Sistemas Elétricos de Potência
SPECIALTY: Transmissão da Energia Elétrica, Distribuição da Energia Elétrica
SUMMARY:

The development of simulation models, that realistically represent the regulatory/ commercial environment in which the company is inserted, is necessary to understand the behavior of some variables needed for decision making. In particular, the financial impact on the “A” Parcel Variation Account (Conta de Variação de Itens da Parcela “A” – CVA) has shown significant values for the distributors, mainly due to the increased participation of availability contracts in their portfolios and the systemic conditions presented in recent years, with a significant increase in the dispatch of thermal power plants. In some months, CVA values even exceed the company's remuneration through Parcel “B”. Based on this understanding, this work aims to develop a methodology and tool for the simulation and projection of the CVA in different accounting periods (tariff year, calendar year, month, day and hour) and for different scenarios of systemic conditions, with the calculation of risk metrics and estimating events in the short term market (MCP). To do this, a survey will initially be conducted to identify the entire accounting flow and the tariff bases used by ANEEL, in order to identify the factors involved and perform a mathematical modeling of the tariff calculation system. In sequence, after such files are obtained, through the responsible agents, related to a distribution system operator, an import and interpretation structure is created, resulting in a database that will feed the calculation engine that will carry out the projection of costs associated with CVA.

BANKING MEMBERS:
Presidente - Interno ao Programa - 1876380 - THALES SOUSA
Membro Titular - Examinador(a) Interno ao Programa - 1762419 - CARLOS EDUARDO CAPOVILLA
Membro Titular - Examinador(a) Externo à Instituição - EDUARDO WERLEY SILVA DOS ANGELOS
Membro Suplente - Examinador(a) Interno ao Programa - 1907748 - ALFEU JOAOZINHO SGUAREZI FILHO
Membro Suplente - Examinador(a) Externo ao Programa - 2333950 - CONRADO AUGUSTUS DE MELO