Euron och europeisk prisutveckling i ett svenskt perspektiv
Andrén, Niclas LU
and Oxelheim, Lars
LU
(2002)
In Ekonomisk Debatt
p.219-229
- Abstract
- A strategically minded CFO will realize that strategic corporate risk management is about finding the right balance between risk prevention and proactive value generation. Efficient risk and performance management requires adequate assessment of risk and risk exposures on the one hand and performance on the other. Properly designed, a risk measure should provide information on to what extend the firm's performance is at risk, what is causing that risk, the relative importance of non-value-adding and value-adding risk, and the possibilities to use risk management to reduce total risk. In this chapter, we present an approach - exposure-based cash-flow-at-risk - to calculating a firm's downside risk conditional on the firm's exposure to... (More)
- A strategically minded CFO will realize that strategic corporate risk management is about finding the right balance between risk prevention and proactive value generation. Efficient risk and performance management requires adequate assessment of risk and risk exposures on the one hand and performance on the other. Properly designed, a risk measure should provide information on to what extend the firm's performance is at risk, what is causing that risk, the relative importance of non-value-adding and value-adding risk, and the possibilities to use risk management to reduce total risk. In this chapter, we present an approach - exposure-based cash-flow-at-risk - to calculating a firm's downside risk conditional on the firm's exposure to non-value-adding macroeconomic and market risk and to analyzing corporate performance adjusted for the impact of non-value-adding risk. (Less)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1514232
- author
- Andrén, Niclas
LU
and Oxelheim, Lars
LU
- organization
- publishing date
- 2002
- type
- Contribution to specialist publication or newspaper
- publication status
- published
- subject
- categories
- Popular Science
- in
- Ekonomisk Debatt
- issue
- 3
- pages
- 219 - 229
- publisher
- Nationalekonomiska föreningen
- ISSN
- 0345-2646
- language
- Swedish
- LU publication?
- yes
- id
- c2aa5134-555c-442f-a45e-698b9d5e3ee2 (old id 1514232)
- date added to LUP
- 2016-04-04 09:11:35
- date last changed
- 2018-11-21 20:51:24
@misc{c2aa5134-555c-442f-a45e-698b9d5e3ee2,
abstract = {{A strategically minded CFO will realize that strategic corporate risk management is about finding the right balance between risk prevention and proactive value generation. Efficient risk and performance management requires adequate assessment of risk and risk exposures on the one hand and performance on the other. Properly designed, a risk measure should provide information on to what extend the firm's performance is at risk, what is causing that risk, the relative importance of non-value-adding and value-adding risk, and the possibilities to use risk management to reduce total risk. In this chapter, we present an approach - exposure-based cash-flow-at-risk - to calculating a firm's downside risk conditional on the firm's exposure to non-value-adding macroeconomic and market risk and to analyzing corporate performance adjusted for the impact of non-value-adding risk.}},
author = {{Andrén, Niclas and Oxelheim, Lars}},
issn = {{0345-2646}},
language = {{swe}},
number = {{3}},
pages = {{219--229}},
publisher = {{Nationalekonomiska föreningen}},
series = {{Ekonomisk Debatt}},
title = {{Euron och europeisk prisutveckling i ett svenskt perspektiv}},
url = {{https://lup.lub.lu.se/search/files/5257030/1522977}},
year = {{2002}},
}