The household income is composed of several not mutually exclusive items affecting inequality of household per capita income. Therefore, this work makes a decomposition of the Gini coefficient by income sources for Argentina during the period 2003-2013 and uses the methodology of Lerman and...

In order to provide a tool for risk management improvement and appropriate regulation, a methodology for measuring interest rate risk is applied in this paper. After estimating and simulating the interest rate term structure, the value at risk and expected shortfall are calculated on a...