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Exposure-based Cash-Flow-at-Risk under Macroeconomic Uncertainty

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Author Info
Andrén, Niclas (Department of Business Administration)
Jankensgård, Håkan (The Research Institute of Industrial Economics)
Oxelheim, Lars () (The Research Institute of Industrial Economics)

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Abstract

In this paper we derive an exposure-based measure of Cash-Flow-at-Risk (CFaR). Existing approaches to calculating CFaR either only focus on cash flow conditional on market changes or neglect market-risk exposures entirely. We argue here that an essential first step in a risk-management program is to quantify cash-flow exposure to macroeconomic and market risk. This is the information relevant for corporate hedging. However, it is the total level of cash flow in relation to the firm’s capital needs that is the information relevant for decision-making. The firm’s overall CFaR is then calculated based on an assessment of corporate risk exposure.

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Publisher Info
Paper provided by Research Institute of Industrial Economics in its series Working Paper Series with number 635.

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Length: 25 pages
Date of creation: 14 Mar 2005
Date of revision:
Publication status: Published in Journal of Applied Corporate Finance, 2005, pages 21-31.
Handle: RePEc:hhs:iuiwop:0635

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Postal: Research Institute of Industrial Economics, Box 55665, SE-102 15 Stockholm, Sweden
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Related research
Keywords: Cash-Flow-at Risk; Corporate Hedging; Downside Risk; Risk Exposure; MUST-analysis; Value-at-Risk;

Find related papers by JEL classification:
F23 - International Economics - - International Factor Movements and International Business - - - Multinational Firms; International Business
G30 - Financial Economics - - Corporate Finance and Governance - - - General
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
M21 - Business Administration and Business Economics; Marketing; Accounting - - Business Economics - - - Business Economics

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This page was last updated on 2009-11-25.


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