Select Language:
eng Language Flag chn,chi Language Flag jpn Language Flag

Building an In house Solution to Cash-Flow-at-Risk

In house cash-flow-at-risk solution

While some companies will spend tens of thousands of dollars on a vendor solution to compute Cash-Flow-at-Risk, JTI (Japan Tobacco International) has implemented a low-cost, in-house solution using Excel. Vincent Delort, Risk and Reporting Manager at the company, shares the inside track on the project – including the precise Excel formulae used.

Key Points

  • VaR vs CFaR: at a glance
  • Honing the methodology
  • Useful formulae
  • Monte Carlo method
  • Translating formulae into Excel

TMI Academy

Included in: Risk Management Series

Price: £55

Payment currency:

Buy 12 months Unlimited access to over 175 Corporate Case Studies for a one-off payment of £129

More info Add to cart

Written by:


Vincent Delort


This article is available as part of an extensive case studies collection: Risk Management Series

More info »

Add to cart

Corporate Case Studies

Best practice articles written by CFOs and treasurers with real world experiences. Our case studies provide practical insights into the key issues that affect the day-to-day running of a treasury department.

Full List