We propose a new model formulation for a three-echelon supply network design problem incorporating the concept of relocatable modular capacities. A robust supply network configuration must be determined based on uncertain demand. Furthermore, by incorporating the conditional value at risk...

Conflicting objectives becomes a common issue in many supply chain network optimization problems. In this paper, a new model is formulated to design a green supply chain network through a new mixed integer linear programming problem. Uncertain demand and stochastic environmental respect levels...

We consider a decentralized supply chain in which a downstream manufacturer purchases components from an upstream supplier privileged with private information about supply disruption risk. The supplier's initial reliability, asymmetric to the manufacturer, is either low or high. We examine two...

Supply chain disruptions have serious consequences for society and this has made supply chain risk management (SCRM) an attractive area for researchers and managers. In this paper, we use an objective literature mapping approach to identify, classify, and analyze decision-making models and...

Alan Greenspan’s paper (March 2010) presents his retrospective view of the crisis. His theme has several parts. First, the housing price bubble, its subsequent collapse and the financial crisis were not predicted either by the market, the FED, the IMF or the regulators in the years leading to...

A stochastic optimization framework is presented for liquidity risk management which is one of the principle issues facing an asset/liability manager. The various sources of cashflow uncertainty are first introduced. The notion of portfolio risk is then formally defined. The concepts of a risk...

The recent evolution of prudential regulation establishes a new requirement for banks and supervisors to perform reverse stress test exercises in their risk assessment processes, aimed at detecting default or near-default scenarios. We propose a reverse stress test methodology based on a...