Market Risk Analysis of Electrolux Group Company by Applying the CorporateMetrics Methodology

Abstract

The main objective is to apply the CorporateMetrics methodology to predict the probability distribution of net operating income of Electrolux Group in 2019. The thesis is divided into five parts. The first part is introduction. The chapter 2 mainly introduce the CorporateMetrics Methodology, which includes the financial model which is used in the application part. Some method of prediction will be introduced. the principle and calculation process of method will be described. The chapter 3 includes the introduction of the selected company, Electrolux Group. It includes the business and financial position of company. Then it contains SWOT analysis of company. In the introduction, it explains the risk which the company met. The chapter 4 is about the application of the CorporateMetrics Methodology. Based on the financial statement, income statement, it explains the procedure and calculation of probability distribution of the net operating income in 2019. And finally, it can be used for the sensitivity analysis of probability distribution of the net operating income in case of changing in two key exchange rates. The chapter 5 is calculation, it includes the summarize of whole thesis.

The main objective is to apply the CorporateMetrics methodology to predict the probability distribution of net operating income of Electrolux Group in 2019. The thesis is divided into five parts. The first part is introduction. The chapter 2 mainly introduce the CorporateMetrics Methodology, which includes the financial model which is used in the application part. Some method of prediction will be introduced. the principle and calculation process of method will be described. The chapter 3 includes the introduction of the selected company, Electrolux Group. It includes the business and financial position of company. Then it contains SWOT analysis of company. In the introduction, it explains the risk which the company met. The chapter 4 is about the application of the CorporateMetrics Methodology. Based on the financial statement, income statement, it explains the procedure and calculation of probability distribution of the net operating income in 2019. And finally, it can be used for the sensitivity analysis of probability distribution of the net operating income in case of changing in two key exchange rates. The chapter 5 is calculation, it includes the summarize of whole thesis.