scholarly journals Dynamic Risk Management Strategies with Communicating Objects in the Supply Chain of Chemical Substances Within the European Union

10.5772/50138 ◽  
2012 ◽  
Author(s):  
Omar Gaci ◽  
Herve Mathieu ◽  
Jean-Pierre Deutsch ◽  
Laurent Gomez
Keyword(s):  
European Union ◽  
Risk Management ◽  
Supply Chain ◽  
Management Strategies ◽  
The European Union ◽  
Chemical Substances ◽  
Dynamic Risk ◽  
Dynamic Risk Management ◽  
Risk Management Strategies

Dynamic Risk Management of Investment Portfolio by Futures Contracts

2018 ◽  
pp. 147-162
Author(s):  
Alexander K. Kerimov ◽  
Oleg I. Pavlov
Keyword(s):  
Risk Management ◽  
Moving Average ◽  
Management Strategies ◽  
Minimum Variance ◽  
Futures Contracts ◽  
Investment Portfolio ◽  
Expected Return ◽  
Dynamic Risk ◽  
Dynamic Risk Management ◽  
Risk Management Strategies

This chapter is devoted to the dynamic risk management of the investment portfolio using future contracts. The number of futures for each portfolio asset, which is determined by portfolio effectiveness and acceptability of risk at each step, serves as a control parameter. The authors define effective portfolios as the ones of the minimum variance with the expected return greater than or equal to the specified value. Risk is measured by the probability of losing a certain part of the portfolio value. Effective adaptive strategies of portfolio risk management are proposed and their comparative analysis is carried out on a concrete example. In order to determine risk management strategies, the authors implement simple methods of volatility forecasting and correlation of relative changes of price data based on exponential moving average.

Evaluating the Risks Associated with Supply Chain Agility of an Enterprise

2017 ◽  
Vol 4 (3) ◽  
pp. 15-34 ◽  
Author(s):  
Anirban Ganguly ◽  
Debdeep Chatterjee ◽  
Harish V. Rao
Keyword(s):  
Risk Management ◽  
Supply Chain ◽  
Management Strategies ◽  
Research Process ◽  
Business Environment ◽  
Decision Makers ◽  
Intense Competition ◽  
Agile Supply Chain ◽  
Supply Chain Agility ◽  
Risk Management Strategies

In the present day, business environment marked by intense competition and uncertainties, the ability of an organization and its supply chain to respond quickly to an unforeseen change in the business environment forms the key to its sustenance in the market. Since an agile supply chain comprises of a plethora of components, it is imperative that there should be a set of uncertainties associated with its functioning. The purpose of this paper is to evaluate a set of critical risks associated with the agility of an organization's supply chain. Identification and prioritization of the risks to assess their relative criticality form the backbone of the research process. This research is expected to aid the decision-makers develop robust risk management strategies as related to their organizational supply chain agility, thereby ensuring their growth and sustainability in the market.

Managing transaction risks in interdependent supply chains: an extended transaction cost economics perspective

2012 ◽  
Vol 12 (3) ◽  
pp. 243-260 ◽  
Author(s):  
Mark Wever ◽  
Nel Wognum ◽  
Jacques Trienekens ◽  
Onno Omta
Keyword(s):  
Risk Management ◽  
Supply Chain ◽  
Supply Chains ◽  
Transaction Cost ◽  
Risk Sharing ◽  
Transaction Cost Economics ◽  
Management Strategies ◽  
Risk Minimization ◽  
Risk Management Strategies ◽  
Supply Chain Orientation

The present study examines the management of transaction risks in supply chains. Risk management studies often ignore the wider supply chain context in which individual transactions take place. However, risk management strategies which are suitable to use when only a single transaction is considered may be inappropriate when other transactions in the supply chain are taken into account. This study addresses this issue by examining: (1) how risks arise as a result of interdependencies between the various transactions making up the supply chain; and (2) what types of contractual-based strategies actors can use to manage their risk exposure. To realize these aims, the study applies an extended Transaction Cost Economics (TCE) framework with a supply chain orientation. The framework illustrates how different types of interdependencies - pooled, sequential and reciprocal - expose companies to different sources of risk. Three strategies companies can use when facing barriers to risk minimization in sequentially interdependent supply chains are analyzed: risk transferring, risk altering and risk sharing. Examples from the agri-food sector are discussed to demonstrate the functioning of these strategies.

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