We introduce a neural network approach for assessing the risk of a portfolio of assets and liabilities over a given … value-at-risk and expected shortfall, but the approach also works for other risk measures. …

risks effectively. The basis for an effective risk management is a thorough risk analysis. Despite the availability of many … different risk analysis approaches, companies can be reluctant to use them, since the models are usually complex and very time … consuming. Objectives: The main objective is to present a simple, yet effective risk analysis approach that can also serve as a …

To manage their exposure arising from guarantees to infrastructure projects, governments need to adopt modern risk … management techniques. The authors introduce an integrated risk management system that draws on recent advances in the private …

case study in PPP-based freeway projects in Iran and using the six step-by-step process of risk management based on PMBOK … standard, a model for risk assessment it is developed. Also, for quantitative risk analysis, an attempt was made to determine … techniques (FAHP and FTOPSIS). The results of quantitative risk analysis by FAHP method showed that first level risks in seven …

As the complexity of banking technology systems increases, the prevention of technological risk becomes an endless … for technological risk management, which does not effectively reduce the frequency of technology-related incidents …. Through an analysis of mainstream risk management models, this study proposes a technology-based risk assessment system based …

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions …

Appropriate risk sharing is crucial for the successful implementation of Public-Private Partnership projects. However …, under different social systems, the international community lacks a clear risk-sharing framework in Public …-Private Partnership research. This study employs a multi-case study method to examine the practice of risk sharing in infrastructure …