Aplikace metodologie CorporateMetrics ve výrobním podniku

Abstract

The goal of the diploma thesis is the application of the CorporateMetrics methodology in cash flow risk estimation of the company Koh-i-noor Hardtmuth, a.s. In theoretical part, CorporateMetrics methodology is described in particular steps. In the application part, company´s cash flow risk prediction is performed. Cash flow is affected by three market factors, which are following exchange rates: CZK//EUR, CZK/USD and CZK/CNY. For these risk factors, stochastic models must be developed and proposed and used for their prediction. After prediction for year 2016, particular components of the Income statement was calculated, which are affected by these factors. Final net income is adjusted by non-cash components and components of the net working capital and cash flow from operating activities was obtained.