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

By: Marc L. Bertoneche and Frantz Maurer
  • Format:Print
  • | Pages:16
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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.

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