Corporate Financial Risk Management: Review and Introduction to Corporate Metrics Method Analysis

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86095545" target="_blank" >RIV/61989100:27510/15:86095545 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Corporate Financial Risk Management: Review and Introduction to Corporate Metrics Method Analysis

Popis výsledku v původním jazyce

Nowadays, many companies often do face some market risks, such as commodity price risk or foreign exchange risk. Hence, corporate financial risk management become more and more important to company, usually they prefer use corporate financial risk management as tool that a company uses to minimize financial losses. The paper presents a risk measurement tool which operated from J. P. Morgan – Corporate Metrics. It is a conceptual framework for measuring market risk in the corporate environment. Also it concentrates on two corporate financial results that affect, and that are commonly used to gauge a company’s value – earnings and cash flow. Specifically, Corporate Metrics enables companies to forecast earnings and cash flow for a range of different projected market rates – foreign exchange rates, interest rates, commodity prices, and equity prices. Inside of the paper, it will presents how importance of corporate financial risk management and how to calculate EaR, EPSaR and CFaR according to corporate metrics with examples.

Název v anglickém jazyce

Corporate Financial Risk Management: Review and Introduction to Corporate Metrics Method Analysis

Popis výsledku anglicky

Nowadays, many companies often do face some market risks, such as commodity price risk or foreign exchange risk. Hence, corporate financial risk management become more and more important to company, usually they prefer use corporate financial risk management as tool that a company uses to minimize financial losses. The paper presents a risk measurement tool which operated from J. P. Morgan – Corporate Metrics. It is a conceptual framework for measuring market risk in the corporate environment. Also it concentrates on two corporate financial results that affect, and that are commonly used to gauge a company’s value – earnings and cash flow. Specifically, Corporate Metrics enables companies to forecast earnings and cash flow for a range of different projected market rates – foreign exchange rates, interest rates, commodity prices, and equity prices. Inside of the paper, it will presents how importance of corporate financial risk management and how to calculate EaR, EPSaR and CFaR according to corporate metrics with examples.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50206 - Finance

Projekt

<a href="/cs/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Výzkumný tým pro modelování ekonomických a finančních procesů na VŠB-TU Ostrava</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Financial Management of Firms and Financial Institutions : 10th international scientific conference : 7th - 8th September 2015, Ostrava, Czech Republic : proceedings. [Part I - IV]

ISBN

978-80-248-3865-6

ISSN

2336-162X

e-ISSN

neuvedeno

Počet stran výsledku

8

Strana od-do

324-331

Název nakladatele

VŠB - Technical University of Ostrava

Místo vydání

Ostrava

Místo konání akce

Ostrava

Datum konání akce

7. 9. 2015

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

000376799500037