Анализ Рисков Инвестиционного Проекта (Risk Analysis of the Investment Project)

In work the methodology of strategic management of the value of the company taking into account risks of the realized projects is offered. New measures of risks of projects, such as VaR of the project, ES project, marginal VaR of the project and cost of VaR of the project are considered and applied. It is entered important for an assessment of risks of the project the project CFaR indicator is. By means of the described new measures of risk of projects the methodology of allocation of the projects which are of interest not only from a position of criterion of NPV, but also the corresponding indicators of risk of the project is offered