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
0 views
0 downloads
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.
Keywords
License
Tüm Hakları Saklıdır
This work is shared under the specified license terms.
More theses from İstanbul University
- In the covid 19 pandemic of female employees at a university hospital attitudes and affecting factors in nutrition of 9 months-6 years old children(2022)
- The perception of the right-wing movements in Turkey as to the 27 May Coup: 1960-1980(2020)
- Economic and social life in the Ottoman Empire according to the 1890 year's news of La Turquie Newspaper(2022)
- Land regime in the Umayyads period(2022)
- Merkel hücreli karsinomda tanısal ve prognostik belirteçler(2022)
- Use of machine learning methods in classification of respiratory system diseases(2021)