A model for measuring cashflow-at-risk: application to brazilian distributors of electrical energy
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Published:
Oct 1, 2005
Keywords:
Cashflow-at-risk non-financial institutions electricity sector distributors
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Abstract
Risk management has been taking an important role in the environment of non-financial businesses. However development of a model capable of evaluating risks affecting those companies is still wanting. Considering the gap, the article sets as its objective to develop an empirical cash flow at risk model applied to companies operating in electricity distribution. The model is supposed to supply information on the probability of funds to meet its accounts payable at a given date or the probability of having a negative free cash flow on its payment dates.
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How to Cite
PEROBELLI, Fernanda Finotti Cordeiro; SECURATO, José Roberto. A model for measuring cashflow-at-risk: application to brazilian distributors of electrical energy. RAE - Revista de Administracao de Empresas , [S. l.], v. 45, n. 4, p. 50–65, 2005. Disponível em: https://periodicos.fgv.br/rae/article/view/37294. Acesso em: 9 nov. 2026.
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