Exposure-Based Cash Flow at Risk : An application to the downstream divisions of Norsk Hydro ASA
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Author
Olstad, Kristoffer
Year
2018
Publisher
Universitetet i Sørøst-Norge
Type of publication:
Hovud-/magister-/masteroppgåve
Link to publication:
https://openarchive.usn.no/usn-xmlui/bitstream/handle/11250/2567931/Master2018Olstad.pdf?sequence=1&isAllowed=y
Link to review:
https://openarchive.usn.no/usn-xmlui/handle/11250/2567931
Number of pages:
68
Language of publication:
Engelsk
Country of publication:
Norge
NSD-reference:
5939
This page was last updated:
2024-08-22 15:32:41.077081
Summary
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.