Aplikace metodologie CorporateMetrics ve výrobním podniku

Abstract

Thesis deals with the measurement of market risk in the business environment. CorporateMetrics is a comprehensive package of definitions, methodologies and data sets for measuring market risk in the corporate environment. In broad terms, CorporateMetrics concentrates on two corporate financial results that affect, and that are commonly used to gauge a company’s value — earnings and cash flow. The aim of thesis is to determine the risk of changes in the economic results for 2009, which size is influenced by market factors. The theoretical section presents the characteristics and description of the methodology CorporateMetrics. This chapter characterize by mathematical formulas, statistical properties of parameters, prediction models, statistical tests and the method of Value at Risk. The practical part consists of a methodology CorporateMetrics the conditions of the undertaking of Elba, Inc.