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Building a good financial Model Risk Management(MRM) system requires advanced skills in technology, econometrics and financial businesses. Very often we have businesses that have different models with similar functionality. The question that we are trying to answer in the paper is how to rationalize different models within an Enterprise Risk Management(ERM) of in organization. It is a dilemma that...
In today's dynamic business situation, the management of risk becomes very complicated. Making right and appropriate strategies to manage risk in accomplishing the wealth maximization objective of the corporate is utmost important. In the post liberalization era the drastic changes have been taken place in the policies concerning business of corporate which gives the paradigm shift to manage the business...
To solve the problem of lacking study on airport safety risk evaluation and the relevance between evaluation indicators, an airport fuzzy safety risk evaluation method based on influence factor analysis is brought forward. The airport safety risk evaluation indicator system and model are established, and common cause factors are isolated. The influence factor analysis model based on common management...
In the modern era of software engineering, the development of software in static and dynamic environment results in several vulnerabilities that need to be handled so that they do not step in with the clear defined project goals. Previous studies show that the wide variety of different risk analysis strategies provide a valid solution to address the lack of risk management strategies in Software risk...
With regard to the frequent food supply chain risk incidents situation, This paper divides the hierarchical structure of food supply chain risk factors with F-AHP, and buildes a food supply chain risk factor identification system and risk fuzzy comprehensive evaluation model on the basis of definition of food supply chain. Meanwhile, by taking the food supply chain of one diary producer for example,...
In today's world economy, auditing has become more critical than ever. It was found that the use of audit decision aid systems to identify the risk of management fraud has become a promising solution. In this paper, a hybrid model of integrating case-based reasoning (CBR) and analytical hierarchy process (AHP) is proposed as fraud assessment model. In particular, the frame of the management fraud...
By modifying a vertical-differentiation model, the relationship between the vertical product innovation and process innovation is investigated in duopoly markets with network externalities. The purpose of vertical product innovation (resp. process innovation) is to improve product quality (resp. lower marginal cost). When firms decide product quality first and then perform process innovation, the...
Based on studying the KMV default distance model, the work of this paper is to calculate the default distance using BCC model in DEA methodology to quantify the credit risk. The principle idea is to use DEA value of the company to replace the market value of the company in KMV model, and use average DEA points of ST companies within the industry instead of default point, then get the Default Distance...
Electricity is the basic industry of the national economy. The effective financial evaluation on thermoelectricity enterprises is an important mean and basic work to improve operation and circumvent risks. the financial evaluation of thermoelectricity project investment refers to an assessment process, which is the investment institution conducts a comprehensive analysis and evaluation on financial...
The purpose of this paper is to investigate the risk measures based on general autoregress conditional heterostedasticity (GARCH) model in tanker shipping industry, to choose Baltic Dirty Tanker Index as study object. This paper applies Value-at-Risk model, widespread used in financial field, for measuring risks in shipping market. The parameters of the model are estimated by statistical software...
In this paper modeling of financial investment management information-communication system is investigated based on applied system analysis and unified modeling language.
Logistics finance can not only solve manufacturing firm bottleneck problem of financing, promoting third party logistics enterprise service development, but also provide the condition for banking industry's financial innovation. While this kind of emerging service gives many benefits to the commercial bank, it brings certain credit risk to them. The article has analyzed the factors that influence...
Credit risk assessment of companies has been an important part of the study on risk management for a long time, especially for the default risk of companies with a high liability-to-asset rate. In this paper, we use factor analysis method to establish a logistic regression model and make an empirical analysis on the credit risk of listed companies of Capital-Intensive Industries. The results show...
With the booming of the electronic payment industry in China, an effective regulation is in urgent need in order to support e-commerce development as well as to avoid potential financial risks. In response, information systems play an essential role in helping the authorities achieve the mission. This paper proposes a knowledge-based conceptual model for e-payment supervision. To align with the supervisory...
This paper presents a modified model for Chinese credit risk management. The model is based on KMV model with consideration of Generalized Autoregressive Conditional Heteroskedasticit (GARCH). Data used in this research are from the balance sheet and the Chinese stock market. T-tests and ROC curves are employed to analyze the data, examining the model. It is shown that the model can be applied to...
The hotel industry faces big risks from inside and outside in innovations. The innovations might sometimes end in failure due to the risks. The major risk sources (risk factors), therefore, must be evaluated and put under control, being quantitatively analyzed. Using trigonometric fuzzy mathematics methods, we evaluated the information from related experts and analyzed their assessments based on AHP,...
CHP (combined heat and power) corporates not only can economize energy source, but also can integrate the benefits of increasing the quality of heating supply. So CHP developed rapidly after reformation in China, especially after promulgating the Law of the People's Republic of China on conserving energy. However analysis and pre-warning about the financial risks of CHP is not found in present literature...
Based on actual data of state-owned commercial banks in China, combining with the corporation financial data, and applying Logit regression model, we empirically analyzed corporate default probability. The result shows that Logit model is an ideal tool of forecasting corporate default probability, and that the data and techniques are of practical significance to credit rating and risk management of...
Revenue-sharing (RS) contract is a kind of mechanism to improve the performance or to achieve the perfect coordination of supply chain (SC). In this paper, considering that supplier and retailer has risk-averse preferences respectively, we propose a model of an SC contract aimed at coordinating a two-level SC, which is based on revenue sharing mechanism, and the customer demand is stochastic. Then...
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