
Last version published: 26/03/2018 10:11
Publication number: ELQ-80803-2
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Design debt (by looking at sensitivity to macro variables)
Allows you to estimate the duration of a firm's assets and its sensitivity to other macro economic variables
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Further information
The objective of this model is to get the following output values, based on Firm Value or based on Operating Income:
- Slope of regression vs Interest rate change
- Duration of the firm's assets
- Cyclicality of firm's assets
- Sensitivity to Inflation
- Sensitivity to Dollar movements
It may be useful in the design of debt.