Publications
Publications
- April 2006
- HBS Case Collection
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.