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Simulaciones de rentabilidades en la industria de pensiones privadas en el Peru

Listed author(s):
  • David Tuesta
  • Javier Alonso
  • Jasmina Bjeletic
  • Carlos Herrera

El documento contiene una serie de ejercicios de simulacion que tienen como finalidad modelar las rentabilidades de la industria privada de fondos de pensiones en Peru en un horizonte que abarca los proximos 50 anos. Los resultados de estos ejercicios refuerzan el argumento de que la perdida de rentabilidad presentada en los Fondos de Pensiones a raiz de la crisis financiera global se constituye como parte de un conjunto de fenomenos transitorios. Asi, una aproximacion de largo plazo, permite observar que la tendencia de los rendimientos es creciente y superior a otras alternativas de ahorro. Asimismo, se concluye que las rentabilidades varian de acuerdo al tipo de Fondo en el que el afiliado decida mantener sus aportes, sujeto a su perfil de riesgo, obteniendo un mayor beneficio el Fondo Tipo 3, fondo de mayor exposicion a renta variable, aunque asumiendo una volatilidad mayor.

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Paper provided by BBVA Bank, Economic Research Department in its series Working Papers with number 1019.

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Length: 25 pages
Date of creation: Jun 2010
Handle: RePEc:bbv:wpaper:1019
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