the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

Over recent years, study on risk management has been prompted by the Basel committee for the requirement of regular … banking supervisory. There are however limitations of many risk management methods: 1) covariance estimation relies on a time … accurately and fast measure risk exposures of multivariate portfolios. The basic idea is to first retrieve out of high …

Today we live in a world that is characterized by a constantly changing environment. During the last decade, this … in the context of Risk Management, the conclusion becomes apparent: The environmental uncertainty that surrounds … entrepreneurial actions includes both opportunities and threats. As commonly practiced though, Risk Management tools only address …

Teilsortiment von m Artikeln oder Produkt-varianten umfasst, reduziert die Unsicherheit der geplanten Produktionsmengen durch Risk … can only be sold with loss.The risk situation of the Newsvendor model is characterized by the following decision conflict … coverage costs which are together the sales risk costs. Optimal disposition strategies have the aim to minimize the expected …

cross-border electricity market. Moreover, this thesis introduces the relevant risk factors associated with cross …-border markets and estimates these risk-factors based on the major derivative instruments. Finally, it delivers a profound analysis … of the valuation of these contracts.In the first part of the thesis, we analyze the ex-post risk premia of CfDs traded at …

be part of globally connected value networks and therefore to realize quick return opportunities all over the world ….The FEC definitely showed that these value networks are also risk (spreading) networks: Companies can only create sustainable … value if they are able to control the associated risk. Heretofore, they took too much risk on assets they believed to …

konsequente, wertorientierte Ausrichtung aller Unternehmensteile und -aktivit?ten. Das Risikomanagement, welches stets im Rahmen … Risikomanagement am Beschaffungsmarkt bei Rohstoffen, dem Ertrags- und Risikomanagement am Absatzmarkt bei Kundenbeziehungen und dem … Ertrags- und Risikomanagement am Finanzmarkt bei Investmentfonds werden dabei drei ausgew?hlte Themenbereiche herausgegriffen. …

different data availability. It focuses the integration of key risk factors in the estimation of remaining project costs and …

Risiko unterscheidet, (2) eine Klassifikation, eine Charakterisierung und einen Vergleich von Risk-Pooling-Methoden in der …Purpose/topicality: Demand and lead time uncertainty in business logistics increase, but can be mitigated by risk … pooling. Risk pooling can reduce costs for a given service level, which is especially valuable in the current economic …