Exposure-Based Cash Flow at Risk : An application to the downstream divisions of Norsk Hydro ASA
Forfatter
Olstad, Kristoffer
Årstall
2018
Utgiver
Universitetet i Sørøst-Norge
Publikasjonstype:
Hovud-/magister-/masteroppgåve
Omtale:
https://openarchive.usn.no/usn-xmlui/handle/11250/2567931
Antall sider:
68
Publiseringsspråk:
Engelsk
Land publikasjonen kommer fra:
Norge
NSD-referanse:
5939
Disse opplysningene er sist endret:
2024-08-22 15:32:41.077081
Sammendrag
The topic of this thesis is Exposure-Based Cash flow at Risk; a model developed to measure and explore the scenery of risk exposures associated with large firms exposed to various risks. The influence of different risk exposures fluctuations with respect to cash flow is one of the primary concerns of management in large companies. The correlation among these risk exposures, and their respective influence on a firm’s cash flow, makes for a difficult scene of potential risks. Through the estimation of risk exposure sensitivities and simulation of their combined influence, this thesis calculates the potential loss in cash flow associated with fluctuations in the most significant risk exposures.