Aplikace metodologie CorporateMetrics ve společnosti MSA, a.s.

Abstract

The aim of diploma report is application of CorporateMetrics methodology in MSA, a.s., where the rate of risk currency will be located. The report has six chapters. The first one is the introduction, where the aim of report and particular chapters are described. The second chapter is focused on explanation of basic concepts (risk, uncertainty etc.) and distribution of risks according to risk factors and their subsequent definition. Below in this chapter there is measurement of risk and possibilities of risk reduction defined. In the third chapter there is described methodology Value at Risk including of method of estimation. In this chapter there is described also methodology CorporateMetrics and prediction of exchange rate according to different models. In this part there is stated possible process of calculation of currency risk together with methods of calculation. The fourth chapter is focused on representation of company MSA, a.s. and its characteristics in the relation to the appropriate risks, which can influence decision of company. In the fifth chapter, which is practical part of report, is method CorporateMetrics applied for incomes of stated company and value of currency risk is founded out. In the last chapter (closing) the observed results are evaluated.