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.