Master'sOpen Access

Risk term and value at riskthe estimation of variables that interest, exchange and lme effectiveness for financial of a battery company with the var method application

2018
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Advisor: Doç. Dr. Serra Eren Sarıoğlu

Abstract (EN)

Volatility in financial markets affects the real sector in many issues. Especially international firms are affected negatively by the exchange rate fluctuations in the financial markets and this raises the risk of sales and costs. Companies need to control these risks so that they can compete for profitability. Value-at-risk approach is a way of measuring forward-looking risks in financial markets. The main purpose of this aspect is to measure the market risk with the Value-at-Risk approach and to estimate the sales and cost parameters of the company that operating in the real sector. In addition, it is aimed to estimate the lead prices in the metal market by using the Value at Risk method. Key words; risk, basel commitee, valu at risk, currency risk of reel sector.

Author

Dr. Ufuk Kaya

How to Cite

Ufuk Kaya (Master Thesis). Risk term and value at riskthe estimation of variables that interest, exchange and lme effectiveness for financial of a battery company with the var method application, 2018, İstanbul University.

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