Measuring VaR of Discounted Cash Flows. Application to a Business Case
This article seeks to appropriate a Cash Flow at Risk –CFAR- model from the literature developed in the research of Postgraduate, Measuring Value at Risk of Discounted Cash Flow for the Colombian Firm not listed on the stock market and apply it to a non-financial firm at the real sector, which speci...
- Autores:
-
Jenny Moscoso Escobar
- Tipo de recurso:
- Fecha de publicación:
- 2019
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- spa
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/14017
- Acceso en línea:
- http://hdl.handle.net/10784/14017
- Palabra clave:
- Corporate Finance
Business Risk
Market Risk
Value at Risk
Cash Flow
Montecarlo Simulation
Application Case Firm
Administración del riesgo corporativo
flujo de caja libre
riesgo financiero
riesgo del negocio
flujo de caja en riesgo
estados financieros proyectados
tasa de descuento
simulación Montecarlo
caso aplicado al sector real.
- Rights
- License
- Copyright © 2009 Jenny Moscoso Escobar
| Summary: | This article seeks to appropriate a Cash Flow at Risk –CFAR- model from the literature developed in the research of Postgraduate, Measuring Value at Risk of Discounted Cash Flow for the Colombian Firm not listed on the stock market and apply it to a non-financial firm at the real sector, which specifies the operational and macroeconomic variables as random results, in a process of statistical modeling by Monte Carlo simulation approach structured in order to measure the variation in future cash flows discounted by a risk-adjusted rates for applications such as toolmaking decisions through the CFaR. |
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