Aplikace metodologie CorporateMetrics ve vybraném podniku

Abstract

The goal of the thesis is CorporateMetrics methodology application in the chosen company. Thesis is divided into five chapters. The second chapter describes theoretical definition, key features and principle of operation of CorporateMetrics methodology. Also steps directed to quantify risk factors which influence final profit are described. Following part is dedicating to financial modeling and statistical vefification of risk factors, probability distribution of loss and calculating Value at Risk. The third chapter is a summary of Travel Servise, a.s. company information. Subject of business, ownership and five years summary of profit and cash flow is described. The fourth chapter applies methodology stated in the second chapter. At the first place results of risk factors are statistical verified and predicted for year 2017 by chosen model. Then results of profit scenarios are qauntified for predicted year 2017. In the end of the thesis is displayed graphically probability distribution of every scenario and computed basic descriptive statistics. The thesis is ending as an evaluation of the profit in 2017 which is influenced with risk factors.