A COMPARABLES APPROACH TO MEASURING CASHFLOW-AT-RISK FOR NON-FINANCIAL FIRMS

Cashflow‐at‐Risk (C‐FaR) is an attempt to create an analogue to Value at Risk (VaR) that can be used by non‐financial firms to quantify various kinds of risk exposures, including interest rate, exchange rate, and commodity price risks. There are two basic ways to attack this problem. One is from the...

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Veröffentlicht in:	Journal of Applied Corporate Finance 2001-01, Vol.13 (4), p.100-109
Hauptverfasser:	Stein, Jeremy C., Usher, Stephen E., LaGattuta, Daniel, Youngen, Jeff
Format:	Artikel
Sprache:	eng
Schlagworte:	Cash flow Regression analysis Risk assessment Studies
Online-Zugang:	Volltext
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