Анализ математических моделей Базель II (второе издание)
Implementation of IT and program projects seems to be very complicated and taught process, associated with many uncertainties and risks. Sure, this does not mean the rejection of such projects, supposed the more responsibility for the decision making process of new information technologies implementation. To manage various problems which face project managers, it makes sense to use special risk management software. The functionality of modern risk management systems allows identifying risk occurrence, conducting scenario modeling, take the more appropriate managing decisions based on scenario analysis and mathematical calculations. All these functionality will support project manager to optimize his business activities in accordance to risk management practices and ensure better coordination and balance inside the project team. Currently there available a wide range of project management software, but it is reasonable to conduct some analysis in terms of applicability to specific IT projects. The author will review the most appropriate software solutions for the risk management in IT area, conduct competitive analysis and provide some recommendations on software selection.
The present article contains a description of new method of royalty calculation based on analysis of risk decrease generated by franchisor's intellectual assets transmitted to franchises.
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.