Please use this identifier to cite or link to this item:
https://dspace.ncfu.ru/handle/20.500.12258/14222
Title: | Development and implementation of alternative concept for expected and unexpected losses in corporations |
Authors: | Manuylenko, V. V. Мануйленко, В. В. Ryzin, D. А. Рызин, Д. А. |
Keywords: | Financial risk;Risk management;Expected and unexpected losses;Alternative concept |
Issue Date: | 2020 |
Publisher: | ASSOC INFORMATION COMMUNICATION TECHNOLOGY EDUCATION & SCIENCE |
Citation: | Manuylenko, V; Ryzin, D; Koniagina, M; Lipchiu, N; Setchenkova, L. Development and Implementation of Alternative Concept for Expected and Unexpected Losses in Corporations // TEM JOURNAL-TECHNOLOGY EDUCATION MANAGEMENT INFORMATICS. - 2020. - Том: 9. - Выпуск: 3. - Стр.: 1116-1125 |
Series/Report no.: | TEM JOURNAL-TECHNOLOGY EDUCATION MANAGEMENT INFORMATICS |
Abstract: | The study suggests alternative conception of expected and unexpected losses in corporations. Unlike the classical conception, it suggests backing up expected losses with risk capital, taking into account loss causes during different phases of business cycle. Whereas unexpected losses that are the source of uncertainty should be adjusted based on adapted VaR method tests, stress tests and limitations that include principles of dynamic back up allocations. That should ensure timely forecast of significant financial risks guaranteeing efficient development of risk profile of corporations, and in the end increasing potential for efficient control on financial risks |
URI: | http://hdl.handle.net/20.500.12258/14222 |
Appears in Collections: | Статьи, проиндексированные в SCOPUS, WOS |
Files in This Item:
File | Description | Size | Format | |
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WoS 908 .pdf Restricted Access | 530.83 kB | Adobe PDF | View/Open | |
scopusresults 1409 .pdf Restricted Access | 63.88 kB | Adobe PDF | View/Open |
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