Risk Control Strategies: An Assessment in the Context of the Credit Crisis

2014 ◽  
Keyword(s):  
Control Strategies ◽  
Risk Control ◽  
Credit Crisis

scholarly journals Financial Credit Risk Control Strategy Based on Weighted Random Forest Algorithm

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Guo Yangyudongnanxin
Keyword(s):  
Risk Assessment ◽  
Random Forest ◽  
Credit Risk ◽  
Control Strategy ◽  
Control Strategies ◽  
Risk Control ◽  
Evaluation Index System ◽  
Risk Level ◽  
Random Forest Algorithm ◽  
Financial Credit

In order to improve the effectiveness of financial credit risk control, a financial credit risk control strategy based on weighted random forest algorithm is proposed. The weighted random forest algorithm is used to classify the financial credit risk data, construct the evaluation index system, and use the analytic hierarchy process to evaluate the financial credit risk level. The targeted risk control strategies are taken according to different risk assessment results. We compared the proposed method with two other methods, and the experimental results show that the proposed method has higher classification accuracy of financial credit data and the risk assessment threshold is basically consistent with the actual results.

scholarly journals Research on Risk Control Strategies of Consumer Finance Based on Big Data Technology

2021 ◽  
Vol 6 (1) ◽  
pp. 40
Author(s):  
Ziwei Wang
Keyword(s):  
Economic Development ◽  
Big Data ◽  
High Speed ◽  
Control Strategies ◽  
Risk Control ◽  
Domestic Demand ◽  
Internet Technology ◽  
Consumer Finance ◽  
New Generation ◽  
Big Data Technology

China’s economic development is from high speed to high quality. Developing consumer finance has become a new growth point of China’s economic development and one of the important ways to expand domestic demand. Consumer finance is based on the development of new generation Internet technology and big data, becoming a new trend of China’s financial development and attracting the attention of various industries.

Optimal asset allocation for a bank under risk control

2018 ◽  
Vol 05 (03) ◽  
pp. 1850022 ◽  
Author(s):  
Ryle S. Perera ◽  
Kimitoshi Sato
Keyword(s):  
Asset Allocation ◽  
Control Strategies ◽  
Risk Control ◽  
Closed Form Solution ◽  
Optimal Investment ◽  
Form Solution ◽  
Capital Adequacy ◽  
Stock Index ◽  
Risk Exposure ◽  
Price Dynamics

Motivated by the Basel III requirement we analyze an optimal Capital Adequacy Ratio subject to foreclosure risk exposure. We assume that the banker invests in treasuries, a stock index and a loan portfolio, where he/she wishes to maximize his/her expected utility of terminal wealth by selecting optimal investment and risk control strategies. The dynamics of the stock index and the banker’s risk exposure towards foreclosure is modeled as two independent compensated pure jump Lévy Processes. By applying the martingale approach we obtain a closed form solution for this optimization problem under a quadratic utility function. A negative correlation between the banker’s foreclosure risk and the price dynamics of stock index will result in a reduced amount invested in stock index fund while a positive correlation between the banker’s foreclosure risk and the price dynamics of stock index will increase the amount invested in stock index fund.

Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies

2021 ◽  
pp. 1-17
Author(s):  
Patrice Gaillardetz ◽  
Saeb Hachem ◽  
Mehran Moghtadai
Keyword(s):  
Regime Switching ◽  
Control Strategies ◽  
Risk Control ◽  
Capital Requirement ◽  
Initial Capital ◽  
The Past ◽  
Partial Hedging ◽  
Financial Framework ◽  
Local Risk ◽  
Equity Model

Abstract Throughout the past couple of decades, the surge in the sale of equity-linked products has led to many discussions on the evaluation and risk management of surrender options embedded in these products. However, most studies treat such options as American/Bermudian style options. In this article, a different approach is presented where only a portion of the policyholders react optimally due to the belief that not all policyholders are rational. Through this method, a probability of surrender is obtained based on the option moneyness and the product is partially hedged using local risk-control strategies. This partial hedging approach is versatile since few assumptions are required for the financial framework. To compare the different surrender assumptions, the initial capital requirement for an equity-linked product is obtained under a regime-switching equity model. Numerical examples illustrate the dynamics and efficiency of this hedging approach.

RISK MANAGEMENT OF TERMINAL ON-SITE OPERATIONS FOR SPECIAL BULK CARGOS IN TAIWAN

2021 ◽  
Vol 161 (A2) ◽  
Author(s):  
Wen-Jui Tseng ◽  
Ji-Feng Ding ◽  
Shing-Hua Hung ◽  
Worawut Poma
Keyword(s):  
Risk Factors ◽  
Risk Management ◽  
Control Strategies ◽  
Risk Control ◽  
Benefit Analysis ◽  
Risk Area ◽  
Related Risk ◽  
Formal Safety Assessment ◽  
Assessment Approach ◽  
Hierarchy Process

The main purpose of this article was to study the risk management of terminal on-site operations for special bulk cargos in Taiwan. This study applied the concept of Formal Safety Assessment approach as the foundation of risk management assessment. At first, a total of four risk aspects with eighteen preliminary risk factors were generated from literature and experts interviews. Three methods – namely analytical hierarchy process (AHP), risk matrix model (RMM), and costs and benefit analysis (CBA) methods – were employed to perform an empirical study in Taiwan. The empirical results showed: (1) The most severe risk factor found using the AHP method was ‘failure to perform periodic machinery maintenance and examination.’ (2) Ten risk factors placed in the highest-risk area via the RMM method. (3) All risk control strategies were evaluated for applicability by using the CBA method. This study recommended that improvement and reinforcement of the staff aspect and the related risk factors for the on-site operation of special bulk cargos. Through implementation of risk control strategies, the risks of accidents can be controlled.

Risk Management of Terminal On-Site Operations for Special Bulk Cargos in Taiwan

2019 ◽  
Vol 161 (A2) ◽  
Keyword(s):  
Risk Factors ◽  
Risk Management ◽  
Control Strategies ◽  
Risk Control ◽  
Benefit Analysis ◽  
Risk Area ◽  
Related Risk ◽  
Formal Safety Assessment ◽  
Assessment Approach ◽  
Hierarchy Process

The main purpose of this article was to study the risk management of terminal on-site operations for special bulk cargos in Taiwan. This study applied the concept of Formal Safety Assessment approach as the foundation of risk management assessment. At first, a total of four risk aspects with eighteen preliminary risk factors were generated from literature and experts interviews. Three methods – namely analytical hierarchy process (AHP), risk matrix model (RMM), and costs and benefit analysis (CBA) methods – were employed to perform an empirical study in Taiwan. The empirical results showed: (1) The most severe risk factor found using the AHP method was ‘failure to perform periodic machinery maintenance and examination.’ (2) Ten risk factors placed in the highest-risk area via the RMM method. (3) All risk control strategies were evaluated for applicability by using the CBA method. This study recommended that improvement and reinforcement of the staff aspect and the related risk factors for the on-site operation of special bulk cargos. Through implementation of risk control strategies, the risks of accidents can be controlled.

scholarly journals P.1.05 Developing a workplace intelligence system for exposure-control in great britain (WISE-GB)

2019 ◽  
Vol 76 (Suppl 1) ◽  
pp. A78.3-A78
Author(s):  
Yiqun Chen ◽  
Andrew Curran
Keyword(s):  
Control Strategies ◽  
Risk Control ◽  
Health And Safety ◽  
Monitoring And Evaluation ◽  
Statistical Modelling ◽  
Data Sources ◽  
Exposure Control ◽  
Industrial Countries ◽  
Work Related ◽  
Intelligence System

The Health and Safety Executive (HSE) is a risk based regulator for workplace health and safety in GB. It has an intelligence-led operational approach. To inform HSE’s risk control strategies, WISE-GB is developed to capture and integrate diverse but relevant data sources on an ongoing basis to generate intelligence, in a timely fashion, through enhanced analytic operation (i.e. statistical modelling, spatial and temporal analyses and expert interpretation) for monitoring and evaluation of the effectiveness of workplace exposure-control in GB.A workshop was organised in October 2017 to bring stakeholders across HSE to develop a common vision for WISE-GB and to identify the next steps for development. WISE-GB will generate national representative intelligence on the patterns (levels and distributions) of risk exposure to important hazards, which should support: 1) risk assessment, prioritisation and targeting risk control efforts; and 2) monitoring and evaluation of interventions, where reliable intelligence on improvement of exposure-control is critical in linking positive changes in attitude and behavioural about workplace exposures to better prevention of work-related ill health.A feasibility study will be presented, using Respirable Crystalline Silica (RCS) as an example, to illustrate WISE-GB development methods. This include: 1) capturing historical data as well as data gathered continuously through HSE operation and research, 2) accessing and utilisation inspection information, industry data, and data from other industrial countries to fill the potential data gaps; and 3) integrating diverse data sources to generate national representative intelligence. We will also demonstrate how the intelligence from WISE-GB contributes to the monitoring and evaluation of the HSE Health and Work programme on prevention of Occupational Lung Disease (OLD). These will help HSE towards developing a fit-for-purpose WISE-GB to generate real-time national picture of the effectiveness of exposure-control in GB workplaces.© British Crown copyright (2019)

Quantitative fire risk assessment of cotton storage and a criticality analysis of risk control strategies

2019 ◽  
Vol 44 (2) ◽  
pp. 165-179 ◽  
Author(s):  
Long Ding ◽  
Jie Ji ◽  
Faisal Khan ◽  
Xiaohua Li ◽  
Shaoan Wan
Keyword(s):  
Risk Assessment ◽  
Control Strategies ◽  
Risk Control ◽  
Fire Risk ◽  
Fire Risk Assessment ◽  
Criticality Analysis
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