Background Note | HBS Case Collection | April 2006

Understanding Corporate-Value-at-Risk through a Comprehensive and Simple Example

by Marc L. Bertoneche and Frantz Maurer

Abstract

Using a comprehensive and simple example of a firm exposed to foreign exchange risk, interest rate risk, and commodity price risk, shows how to use corporate-value-at-risk to measure and manage a firm's global exposure to risk.

Keywords: Financial Markets; Interest Rates; International Finance; Globalization; Risk Management; Measurement and Metrics; Value;

Citation:

Bertoneche, Marc L., and Frantz Maurer. "Understanding Corporate-Value-at-Risk through a Comprehensive and Simple Example." Harvard Business School Background Note 206-046, April 2006.