Cafasso, Pietro Angelo Lioi; Chela, João Luiz; Kimura, … - In: Future Business Journal 4 (2018) 2, pp. 206-218
capital. In this study, we discuss a simple alternative stochastic model that may be more adequate to measure the minimum … market risk associated with interest rate exposures, we apply a stochastic model to investigate risks from a pension plan … stochastic model, for all scenarios, show potential losses that are substantially higher than the values established by the …