EVALUATION OF RISK OF THE SHARE MARKET AND OPTIONS FOR THE PURCHASE OF PETROBRÁS, USING THE METHODOLOGY VALUE AT RISK (VaR), WITH MONTE CARLO SIMULATION

Abstract

The Decision-Taking Support Systems could help in their user's decision-taking process. Banks are offering insurance, welfare state, investment calculation simulators among others, aiming at acquiring more clients and even maintain the existing ones. The goal of this article is to describe the simulators available in the sites of 20 major banks in Brazil, analyzing them according to the main components of a Decision-Taking Support System. This research is of exploratory-descriptive nature and the 78 simulators identified in the sites of the 20 major banks in Brazil were taken into consideration. Among the main results, it could be pointed out that the greatest number of simulators identified were those offering hints on investments, financing, personal credit line and welfare state.