scholarly journals CREDIT DEFAULT SWAPS IN THE FINANCIAL RISK MANAGEMENT SYSTEM

2019 ◽  
pp. 112-126
Author(s):  
I. Нrabynska ◽  
◽  
V. Bunyak ◽  
I. Fedak
Keyword(s):  
Risk Management ◽  
Management System ◽  
Financial Risk ◽  
Credit Default Swaps ◽  
Financial Risk Management ◽  
Risk Management System ◽  
Credit Default

THE METHODOLOGICAL VALUE OF THE CLASSIFICATION IN THE COMPANY FINANCIAL RISK MANAGEMENT SYSTEM

2020 ◽  
Author(s):  
A.A. Fathulin ◽  
N. A. Fathulina ◽  
S. N. Basova
Keyword(s):  
Risk Management ◽  
Management System ◽  
Financial Risk ◽  
Methodological Approach ◽  
Financial Risks ◽  
Risk And Uncertainty ◽  
Financial Risk Management ◽  
Risk Management System

The complexity of understanding the nature of risks, as well as the diversity of their types and manifestations, including financial risks, requires the use of a methodological approach to their classification. Classification of financial risks is of particular importance in the company's activities in order to effectively manage them. The article analyzes the concepts of "risk" and "uncertainty", and provides risk classifications for various reasons. It is concluded that it is possible to control and manage risks through comprehensive accounting and, accordingly, prevention of various types of threats and uncertainties in the company's activities.

The Global Organizational Behavior Analysis for Financial Risk Management Utilizing Artificial Intelligence

2022 ◽  
Vol 30 (7) ◽  
pp. 0-0
Keyword(s):  
Artificial Intelligence ◽  
Risk Management ◽  
Organizational Behavior ◽  
Management System ◽  
Financial Risk ◽  
Economic Research ◽  
Research Database ◽  
Financial Risk Management ◽  
Risk Management System ◽  
Extreme Gradient Boosting

Enterprise financial risks are analyzed utilizing the theory of organizational behavior, and a financial risk management system is constructed to improve the design and algorithm of the enterprise risk management system. Base on the CCER (China Center for Economic Research) database, the early warning model for enterprise financial risk management containing five indices is proposed for enterprises. Through Logistic regression analysis, the design principle of the financial risk management system based on AI (Artificial Intelligence) technology is explained. The proposed system innovatively introduces the AI integrated learning method, optimizes objective function through XGBoost (eXtreme Gradient Boosting) algorithm, and trains the model through BP (Backpropagation) NN (Neural Network). Finally, following comparative analysis, the effectiveness of the proposed method is verified.

scholarly journals Credit Default Swaps in the External Public Debt Management

2020 ◽  
Vol 4 (46) ◽  
pp. 326-333
Author(s):  
A. Y. Lupenko ◽  
Keyword(s):  
Risk Management ◽  
Public Debt ◽  
Management System ◽  
Credit Default Swap ◽  
Credit Default Swaps ◽  
Debt Management ◽  
Risk Management System ◽  
Credit Default ◽  
Public Debt Management ◽  
Default Swap

The article aims at systematizing the theoretical and methodological foundations of using credit default swaps in the external public debt management. Theoretical principles of using credit default swaps in the external public debt management are studied. The advantages and disadvantages of credit default swaps as derivative financial instruments are generalized. It is shown that the main disadvantages of credit default swaps are their speculative character and dependence on international rating agencies, as well as lack of proper regulation in the synthetic securitization of debt-based assets. The mechanism of credit default swap functioning in the risk management system in external state borrowings is conceptualized. The factors influencing the value of the credit default swap in the risk management system in external government borrowing are identified. It is shown that the main factors are the sovereign credit rating, the maturity of debt securities, liquidity and yield of external government bonds, market demand and supply of debt securities and default swaps. The dynamics of the value of credit default swaps on Ukraine’s debt securities is analyzed. The relationship between the swap value and geopolitical factors in the formation of the international investment position of the state is shown. In order to increase the efficiency of credit default swaps in external public debt management and minimize the interest rate risks of external government borrowings, it is suggested to amend norms and regulations, providing for the essence of default swap, the composition of the parties, accounting and value formation peculiarities.

Corporate sustainability through non-financial risk management

2014 ◽  
Vol 14 (4) ◽  
pp. 575-586 ◽  
Author(s):  
Anson Wong
Keyword(s):  
Sustainable Development ◽  
Risk Management ◽  
Management System ◽  
Financial Risk ◽  
Social Issues ◽  
Corporate Sustainability ◽  
Effective Management ◽  
Financial Risk Management ◽  
Content Type ◽  
Risk Management System

Purpose – This paper aims at highlighting the significance in developing non-financial risk management, emphasizing the need of managing environmental and social issues for enhancing corporate sustainability. Particularly, through discussing the implications of non-financial risk management, its benefits, opportunities and challenges will also be presented. Design/methodology/approach – Drawing on authoritative academic literature, reports of corporations’ studies, current articles and documents, the researcher has managed to examine and construe the development and implications of non-financial risk management. Findings – Several key findings are covered in this article. First of all, environmental and social concerns are usually being deemed as intangible issues that need to be properly articulated and managed by an effective non-financial risk management system for enhancing corporate sustainability. Second, through different interpretations of sustainability, links could be drawn for highlighting the significance of non-financial risk management and corporate sustainability. Third, by explaining the impacts from non-financial risk management to sustainable development and profits, the article has illustrated corporate sustainability as a clear business case for any corporation. Fourth, challenges are also portrayed for the effective management of non-financial risk management by corporations. Finally, and most importantly, the need of a systematic and strategic non-financial risk management system for helping businesses to be more competitive, thus, moving closer to sustainable development, is discussed in this paper. Originality/value – The contribution of the article is thought to be significant. Although there exists a wide body of research on sustainable development, risk management and corporate sustainability, there is limited insight into how the corporations can effectively conceptualize such intangible or non-financial risk in relation to sustainability. Integrating environmental and social risks is critical to the effective management of any corporation’s real risks, and to improve resources allocation in a sustainable fashion. This demands a systematic and strategic identification of issues through non-financial risk management. Most significantly, this article has shown the way this can be achieved by any corporation, and the concepts can be applied globally.

COMMERCIAL BANK FINANCIAL RISK MANAGEMENT

2021 ◽  
Vol 3 (4) ◽  
pp. 84-89
Author(s):  
I. Yu. SKLYAROV ◽  
◽  
Yu. M. SKLYAROVA ◽  
L. A. LATYSHEVA ◽  
◽  
...  
Keyword(s):  
Risk Management ◽  
Commercial Bank ◽  
Management System ◽  
Financial Risk ◽  
Banking Sector ◽  
Current Problem ◽  
Financial Risk Management ◽  
Risk Management System ◽  
Banking Institutions ◽  
Financial Losses

The article discusses the main ways and methods of financial risk management in a commercial bank. The main goal of financial risk management is to reduce financial losses through the implementation of certain methods, such as hedging, insurance, provisioning, etc. The current problem of financial risk management in the banking sector indicates the absence of an integral system of their management. To overcome critical situations and create an innovative risk management system in banking institutions, it is advisable to develop and implement new and more effective methods of banking risk management.

scholarly journals ECONOMIC SECURITY AS A CONDITION OF EFFICIENT FUNCTIONING OF THE ENTERPRISE

2019 ◽  
pp. 36-42
Author(s):  
M. Onischenko ◽  
O. Dutchenko ◽  
S. Shpitshuz
Keyword(s):  
Risk Management ◽  
Management System ◽  
Financial Risk ◽  
Integrated Approach ◽  
International Experience ◽  
Economic Security ◽  
Financial Risk Management ◽  
Risk Management System ◽  
Suggested Keywords

The article is devoted to the actual issues of providing economic security of the enterprise. Investigated the concept of economic security of the enterprise and its components have been analyzed. The article analyzes the international experience of ensuring economic security of enterprises. Risks and threats to the economic security of enterprises are classified and the stages of forming a financial risk management system are defined. The necessity of an integrated approach to ensuring economic security as a factor in the effective functioning of the enterprise is suggested. Keywords: economic security, enterprise, threats, classification of risks, financial risk management.

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