Авторы статьи раскрывают существо реализации инвестиционных проектов в строительной сфере, дают принятый в настоящее время перечень рисков в этой сфере, а...

The significance of organisational risk management has grown ostensibly during recent decades, and this is true regarding for-profit organisations and public entities alike. There are, however, unique traits that characterise risk analysis and risk management as applied in the public sector,...

Private pension provision faces the challenging task of providing stable income streams during retirement. The challenge has increased markedly in the last decades due to volatile financial markets, falling interest rates and the withdrawal of employers and external insurers as risk bearers of...

Agrarian communities dependent on rainfall are vulnerable to production shortfalls due to drought and other climatic shocks. The human suffering caused by such shocks is often amplified due to deficiencies in market fundamentals, such as roads, information, and risk management institutions. This...

This discussion paper led to a publication in the 'Journal of Econometrics', 2011, 163, 215-230.<P> We propose new scoring rules based on partial likelihood for assessing the relative out-of-sample predictive accuracy of competing density forecasts over a specific region of interest, such as the...</p>

Цель статьи – обоснование применения технологии нейронечеткого моделирования (ННМ) для оценки кредитных рисков банка. Раскрыты преимущества технологии ННМ:...

В статье обоснована необходимость повышения эффективности управления рисками на рынке лизинговых услуг Украины в современных условиях. Уточнена сущность и...

Celem artykulu jest analiza istoty rachunkowosci zabezpieczen w swietle procesu zarzadzana ryzykiem w przedsiebiorstwie. Tak sformulowany cel wymaga przyjecia adekwatnej metody badawczej, jaka w tym przypadku jest krytyczna analiza opisowa. Konkluzja artykulu jest stwierdzenie, iz rachunkowosc...

Weather-related production risks remain one of the most serious constraints to agricultural production in much of the developing world. Financial and technological innovations that mitigate these risks have the potential to greatly benefit farmers in areas prone to such risks. In this study we...

In this paper, we propose a flexible tool to estimate the risk sensitivity of a high-dimensional portfolio composed of different classes of assets, especially in extreme risk circumstances. We build a so-called Cvine Risk Factors Model (CRFM), which is a non-linear version of a risk factor model...