Теоретико-методологические подходы риск-менеджмента
The book highlights new approaches to the theory and methodology of risk management based on the principles of system analysis.
Wide reflection in the monograph received the fundamental work
according to the methodology and methodology for assessing the economic efficiency of-
development of the risk management system; the theory and practice of system modeling enterprise risk management activities;
methodology and methodology of risk management system development at the enterprise. Practical recommendations are given.
The article is devoted to identifying agricultural risks on the basis of statements of agricultural enterprises in the Nizhny Novgorod region. The risks under study are divided into the following groups: economic, financial, institutional, social, climatic and biological. Within these groups, the most significant risks of commercial organizations in the agricultural sector of the economy are identified and described.
Agent-based modeling and simulation was applied to investigate a set of problems in the energy context. The paper shows advantages of the agent based modeling approach. The method to define agents-consumers in simulation tool AnyLogic and the approach to simulating investment project risk are suggested.
This book reports on innovative research and developments in automation.The chapters spans a wide range of disciplines, including communication engineering, power engineering, control engineering, instrumentation,signal processing and cybersecurity. Emphasis is given to methods and findings aimed at fostering better control and monitoring of industrial and manufacturing processes, and improving safety. Based on the International Russian Automation Conference, held in September 8-14, 2019, in Sochi,Russia, the book provides academics and professionals with a timely overview and extensive information on the state of the art in the field of automation and control systems, and is expected to foster new idea, as well as collaboration between different groups in different countries.
This book examines the challenges for the life insurance sector in Europe arising from new technologies, socio-cultural and demographic trends, and the financial crisis. It presents theoretical and applied research in all areas related to life insurance products and markets, and explores future determinants of the insurance industry’s development by highlighting novel solutions in insurance supervision and trends in consumer protection. Drawing on their academic and practical expertise, the contributors identify problems relating to risk analysis and evaluation, demographic challenges, consumer protection, product distribution, mortality risk modeling, applications of life insurance in contemporary pension systems, financial stability and solvency of life insurers. They also examine the impact of population aging on life insurance markets and the role of digitalization. Lastly, based on an analysis of early experiences with the implementation of the Solvency II system, the book provides policy recommendations for the development of life insurance in Europe.
The article considers the issues of technical product life cycle management in the field of spare parts delivery organization and management within the framework of after-sales service. It provides an examination of a Petri net model, describing the cause-effect relations between events that are linked to delivery planning and management, based on a probabilistic analytical model for after-sales service of technical products and a program-based risk analysis system based on technical and economic criteria. The result of a given model’s performance is planning of an acceptable balance between the cost and quality of products and their current maintenance, which includes detection and minimization of financial risks. An example that illustrates automated planning of spare parts delivery is given. Dynamics of operated technical products’ quantity variation is represented in the integrated graphic type, providing an opportunity to predict an average factor of technical product’s serviceability, determined both by a number of serviceable technical products in a warehouse of the customer and productivity of repair agencies. The earned value method application is proved to be an effective tool for risk analysis of schedule variance in the field of spare parts delivery. Monitoring of the earned value of finances permits to forecast not only the probability of successful completion of spare parts delivery, but also the risks of both cost and schedule variance. An example of automated risk analysis is provided. Estimated coincidence degree of actual cost and planned value is calculated by means of the effectiveness index, which is used to analyze the quality of customer’s subdivisions performance and to correct further functioning. For a selected year, the effectiveness index can be defined and optimized for the predetermined serviceability factor, assigned for every customer during the process of automated planning of spare parts delivery. The approach presented in the article can be considered quite universal, which predetermines an opportunity to apply it in order to provide solutions for product and service life cycle management problems in various organizational technical and economic systems.
The paper represents an application of agent based approach for simulation modeling of the energy resources consumption process, aimed for creating forecast of the energy consumption. One of possible methods of defining agents-consumers behavior is shown in this paper. The AnyLogic 6 computer simulation model of demand and consumption was created using this method. This model allows quantitatively evaluating the predicted demand for energy resources and also the probability of particular result.
The features of risk analysis in it projects are considered. Given a risk classification on various grounds, we describe the qualitative and quantitative methods of risk analysis, most applicable in IT projects. Analyzed and shows the problems faced by an IT Manager during the implementation of projects.
The paper examines the structure, governance, and balance sheets of state-controlled banks in Russia, which accounted for over 55 percent of the total assets in the country's banking system in early 2012. The author offers a credible estimate of the size of the country's state banking sector by including banks that are indirectly owned by public organizations. Contrary to some predictions based on the theoretical literature on economic transition, he explains the relatively high profitability and efficiency of Russian state-controlled banks by pointing to their competitive position in such functions as acquisition and disposal of assets on behalf of the government. Also suggested in the paper is a different way of looking at market concentration in Russia (by consolidating the market shares of core state-controlled banks), which produces a picture of a more concentrated market than officially reported. Lastly, one of the author's interesting conclusions is that China provides a better benchmark than the formerly centrally planned economies of Central and Eastern Europe by which to assess the viability of state ownership of banks in Russia and to evaluate the country's banking sector.
The paper examines the principles for the supervision of financial conglomerates proposed by BCBS in the consultative document published in December 2011. Moreover, the article proposes a number of suggestions worked out by the authors within the HSE research team.