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Regular version of the site

Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Vladimir Voitelev
The Valuation of Market Risks in IT Companies
Economics
(Bachelor’s programme)
2017
This study investigated foreign exchange rate risk and interest rate risk exposure of 121 samples of listed IT companies for the period 2010-2015. Jorion model approach is used to measure the exposure, moreover world market index was included into the model. However, there are a lot of companies from different countries, world exchange rate index TWEXB was used. The results indicate from 8 % to 27% companies affected from the exchange rate changes and find significant exposure to interest rate risk (from 10% to 80%).

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