Aplikace metodologie CorporateMetrics v obuvnickém odvětví

Abstract

In the Czech Republic, a large part of companies traded on foreign markets as it involves a large number of market risks. These risks must take account of any company in its planning and decision-making, because to a large extent affect the economic performance of each company.

The aim of thesis is to apply the methodology to CorporateMetrics shoe firm, which will be quantified and analyzed the risk of changes in operating results in the short and long term. Currency risk will be assessed without hedging derivatives.

The theoretical part is aimed at a description of the methodology CorporateMetrics, financial modeling, simulation Monte Carlo, Value at Risk method.

In the practical part is the company and its financial flows, which is a methodology CorporateMetrisc to focus on its operating profit applied.