is a new risk factor for enterprises taking part in this system. In this paper, we analyze how risk emerging from … loss account accounting for uncertainties and dependencies. Consequently, this model provides a basis for risk assessment …

In previous works, the importance of risk management implementation was addressed with regard to the problem of … bankruptcy threat, with the explanation of risk impact on higher bankruptcy costs or the underinvestment problem. However, the … evaluation of the impact of risk outcomes is technically linked to risk frequency and risk severity as the two dimensions of the …

A healthy financial system encourages the efficient allocation of capital and risk. The collapse of the house price … stochastic optimal control (SOC)/dynamic risk management is a much more effective approach to determine the optimal degree of … leverage, the optimum and excessive risk and the probability of a debt crisis. The theoretically founded early warning signals …

A strategically minded CFO will realize that strategic corporate risk management is about finding the right balance … between risk prevention and proactive value generation. Efficient risk and performance management requires adequate assessment … of risk and risk exposures on the one hand and performance on the other. Properly designed, a risk measure should provide …

The statistical techniques which cover the process of modeling and evaluating consumer credit risk have become widely … accepted instruments in risk management. In contrast, we find only few and vague statements on how to define the default event …

different possibilities of preparing a sensitivity analysis, such as value at risk are illustrated and their suitability for …

access to the so-called lessons-learned. By using this approach, in this paper, we present the most common risks and risk … sources encountered in the implementation projects of SCM type information systems. We also propose a risk identification …

Modeling the price risk of CO2 certificates is one important aspect of integral corporate risk management related to … emissions trading. The paper presents a risk model which may be the basis for evaluating the risk of emission certificate prices …