Issues of Risk Analysis最新文献

{"title":"Country Risks and Regional Security","authors":"E. Karanina","doi":"10.32686/1812-5220-2022-19-3-8-9","DOIUrl":"https://doi.org/10.32686/1812-5220-2022-19-3-8-9","url":null,"abstract":"<jats:p>.</jats:p>","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121189777","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"How to Estimate the Impact of an Issuer’s ESG Risk on the Yield of its Bonds","authors":"Ya. V. Chenchik","doi":"10.32686/1812-5220-2022-19-3-86-100","DOIUrl":"https://doi.org/10.32686/1812-5220-2022-19-3-86-100","url":null,"abstract":"All over the world, the ESG agenda is receiving more and more attention from the leadership of countries, international organizations and companies. These trends can be reflected both in the operating activities of companies and in the way they raise funds in financial markets, as well as in the pricing of financing instruments such as bonds. The subject of the study is the yield of circulating bonds of issuers with a credit rating, as well as ESG risk expressed by the ESG rating assigned to the issuer. The aim of the study is to develop the author’s theoretical and methodological approach to modeling the pricing of bonds and calculating their yield to maturity, which, in addition to generally accepted factors, also takes into account the issuer’s ESG risks. The methodological base of the study includes the analysis and comparison of the yield to maturity of bonds of corporate borrowers against the zero-coupon yield curve of federal loan bonds, ratings of rating agencies regarding the creditworthiness of issuers and their ESG risks. The author uses the total risk premium approach and evaluates the risk premium for investing in the issuer’s bonds as the sum of premiums for certain types of risks. At the same time, the author proposes an author’s modification of this approach in order to take into account the grade of the issuer’s ESG rating in the risk premium of its bonds and, accordingly, their yield to maturity, which is the scientific novelty and relevance of this work. Based on the performed mathematical modeling, the obtained results demonstrate that investors differently evaluate the required yield to maturity for an asset, depending on the grade of the issuing company’s ESG rating. In addition to describing the observed non-linear relationship between the factors that characterize the company, its bond issues and the return required by investors, modeling makes it possible to conclude that in the current realities, the investment idea to invest in Russian companies that follow the concept of sustainable development is conservative. Following sustainable development strategies by a larger number of companies from different industries and regions, together with the development of regulation, will lead to the further development of the green finance market in Russia and the world, and an increase in the coverage of companies by rating agencies. This will provide the author’s approach with development prospects, in particular, the modeling will be enriched with a large amount of input data, it will take into account a larger number of companies and their bond issues, and the possibility of adding new factors to the model will be studied.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114101821","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Management of Individual Occupational Risk Using Health-Saving Technologies","authors":"T. A. Shendakova, I. Alibekova, E. V. Kulakova","doi":"10.32686/1812-5220-2022-19-1-34-41","DOIUrl":"https://doi.org/10.32686/1812-5220-2022-19-1-34-41","url":null,"abstract":"The aim of the research was to substantiate the feasibility of using health-saving technologies in the management of individual occupational risk and to develop a scientifically based set of industrial gymnastics for knowledge workers.Research methods. Three groups of employees were formed to conduct research. The estimation of mental performance index was done with a correction task according to V. Ya. Anfimov’s Table. The study of the fatigue of intellectual workers was conducted by testing for a simple visual-motor reaction using the computer program “Reaction Time Test”. The calculation of individual occupational risk was carried out according to the methodology of N.F. Izmerova, L.V. Prokopenko, N.I. Simonova, et al., Klin Institute of safety and working conditions.Results. The study of working performance showed that doing introductory gymnastics contributes to improving working performance by the end of the warming up period and maintaining it at a good level before a break for lunch. Doing industrial gymnastics with any set of exercises an hour and a half after the lunch break provides a higher working performance until the end of the working day.The study of employee fatigue confirms that doing introductory gymnastics in the working time does not significantly affect the fatigue of employees by noon. Conducting industrial gymnastics according to the developed complex an hour and a half after the lunch break provides significantly less fatigue (p < 0.05) until the end of the working day. It takes 30 minutes of working time to do a set of industrial gymnastics.Conclusion. Thus, a scientifically based set of industrial gymnastics for office employees has been developed to prevent occupational and work-related diseases. The proposed set of exercises is effective and a set of exercises can be recommended for use. The indicator of the employee’s health status is the only component, influencing which it is possible to manage individual occupational risk.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129157521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Reducing the Level of Occupational Risks when Working at Height Through the SPEKOT Training System","authors":"E. Yakovleva, A. S. Frolov, M. O. Bykov","doi":"10.32686/1812-5220-2022-19-1-24-33","DOIUrl":"https://doi.org/10.32686/1812-5220-2022-19-1-24-33","url":null,"abstract":" This article discusses direct and indirect methods of assessing occupational risks and the procedure for their assessment. The use of engineering and technical solutions and restrictions does not completely exclude the possibility of the impact of occupational risks on employees and one of the key factors influencing the occurrence of risk is the level of training of employees in safe methods of work. To reduce the level of professional risks when working at height, the SPEKOT training system is proposed and considered. The system allows you to create, conduct and monitor the training of employees in the company on labor protection rules when working at height.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128570775","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Assessment of the Impact of Factors on the Development of Agricultural Production in the Region from a Risk-Oriented Perspective","authors":"E. Karanina, Yuriy Domenko","doi":"10.32686/1812-5220-2022-19-1-54-63","DOIUrl":"https://doi.org/10.32686/1812-5220-2022-19-1-54-63","url":null,"abstract":"The purpose of this study is to substantiate and test in the context of the specialization of agricultural enterprises of the Kirov region a risk-oriented approach to assessing the impact of a number of factors that allow identifying promising directions for the development of agricultural production at the planning stage.The objectives of the study are to apply a risk-oriented approach to assessing the impact of economic, natural-climatic and technical factors on the strategic development of agricultural production in the region (municipality). Methodology. This article uses the factor and variance analysis method.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114290816","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"About Approaches for Managing Professional Risk","authors":"A. Bykov","doi":"10.32686/1812-5220-2022-19-1-8-9","DOIUrl":"https://doi.org/10.32686/1812-5220-2022-19-1-8-9","url":null,"abstract":"<jats:p>.</jats:p>","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122335692","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Enterprise Counterparty Risk Assessment Principles","authors":"Y. Trifonov, E. A. Fomina","doi":"10.32686/1812-5220-2022-19-1-42-52","DOIUrl":"https://doi.org/10.32686/1812-5220-2022-19-1-42-52","url":null,"abstract":"The purpose of this article is to describe in detail the principles of risk assessment of counterparties of enterprises and to analyze methods of minimizing risks when interacting with them. The risk assessment of counterparties is a section of the enterprise risk assessment system developed by the authors of the article on the full range of emerging risks, which provides for risk analysis using the developed tools used in assessing the effectiveness of both project and current activities of enterprises. The risk assessment system of counterparties is a detailed classification of risks of counterparties of enterprises, which includes fifteen risk subgroups, each of which is represented by a wide range of risks. Analysis of counterparty risks using the developed risk assessment system allows you to optimize interaction with problematic and potentially problematic counterparties of enterprises and, if necessary, exclude the conclusion of knowingly unprofitable contracts. The article materials can be used by enterprises when analyzing counterparties, both during the current interaction with existing counterparties, and planning the conclusion of contracts with new counterparties, as well as when developing risk assessment and management systems at enterprises. In addition, the materials of the article can be used by scientists in the course of studying the principles of conducting risk analysis of enterprises and all interested persons. In general, the application of the risk assessment system of counterparties, in particular, and the general risk assessment system and the developed tools allows to significantly optimize the risk assessment process of enterprises and significantly reduce the cost of analysis.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116094432","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The Main Threats and Challenges for Russia in the First Half of the XXI Century and Possible Areas of Work to Mitigate their Consequences","authors":"V. P. Malyshev","doi":"10.32686/1812-5220-2021-18-6-10-23","DOIUrl":"https://doi.org/10.32686/1812-5220-2021-18-6-10-23","url":null,"abstract":"This article analyzes threats and challenges for the Russian Federation in the first half of the XXI century and identifies possible directions for improving security in emergency situations based on the use of new approaches in organizational, legal, scientific and technical support of measures, management bodies and civil defense forces and the unified state system of emergency prevention and response (RSChS).","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126444836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Issues of the Risk-Based Approach","authors":"E. Kolesnikov, F. Vasileios","doi":"10.32686/1812-5220-2021-18-6-84-92","DOIUrl":"https://doi.org/10.32686/1812-5220-2021-18-6-84-92","url":null,"abstract":"The purpose of the article was to analyze the problems currently standing in the way of more effective application of the risk-based approach methodology in the field of technogenic safety management. Methods — theoretical, inductive method, analysis of own experience, adopted normative legal acts, other publications. The main results of the work include the following: • despite the broadest use of the concept of “risk” in the field of technogenic safety management, there is no generally accepted interpretation of it to date; • often the evaluative concept of “risk” is mistakenly used instead of objectively existing risk factors; • quantifiably technogenic risk should be characterized by indicators of numerical nature, having vector objects, since two components should be indicated for the complete assignment of the indicator: the probability and the amount of damage; • experience shows that the methods of assessing the probabilistic component of risk indicators recommended by regulatory documents on the analysis and quantification of technogenic risk are accompanied by a very large uncertainty, therefore, instead of the traditional point statement, a more adequate method of assessment is the use of an interval approach that takes into account and allows quantifying this uncertainty; • the analysis showed that the so-called frequency approach, which is most often used to assess the probabilistic component of technogenic risk indicators, is used improperly, has no basis, since, as a rule, the phenomenon of statistical stability is not observed in the object area of the technosphere, there are no general aggregates; • in society and even among specialists, by now there is no understanding of the need to express all three components of damage from an accident (explosion/fire) in monetary terms, without which it is impossible to estimate and express the amount of total damage: —  in conclusion, four key problems that hinder the more effective use of the risk-based approach methodology in the field of technogenic safety management are listed; —  imperfection of the existing methodological base for the analysis and quantitative assessment of technogenic risk; — the problem of staffing in the field of technogenic risk management; — lack of national criteria for acceptable risk; —  complete disregard of the problem of uncertainty of the results of the COR, the lack of methodological support for the procedure of analysis and quantification of this uncertainty. Conclusion — the efforts of the entire community of specialists-researchers, legislators, practitioners engaged in various aspects of the problem of technosphere safety management are necessary to solve the tasks specified in the article.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115031196","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Improvement of Risk Management Process in Space Product Development Through its Continuous Integration","authors":"E. A. Afanas’eva","doi":"10.32686/1812-5220-2021-18-6-54-65","DOIUrl":"https://doi.org/10.32686/1812-5220-2021-18-6-54-65","url":null,"abstract":"Relevance. Nowadays, enterprises not only have to constantly introduce new products, but also to reduce development time, reduce costs, and improve the variety and quality of their products. In the product development process, risk management is too often underutilized and relegated to the background compared to product development planning and monitoring tools. Moreover, the measurement of process performance of risk management within product development is not defined and does not allow for comparison with peers or support continuous process improvement.The purpose of the study is to provide a framework for improving the risk management process performance in space product development. So that risk managers have the proper tools to monitor and understand where resources and efforts should be directed to improve the process.Results. This article identifies how to represent risk in product development and how to measure its impact on the performance of the risk management process in product development. Through a survey of key players in the Russian space industry, the study identifies different practices and needs in risk management, product development and performance measurement of these processes.Methods. Theoretical research methods: analysis, synthesis, classification, comparison, abstraction, generalization, modeling. Empirical method — survey: questionnaire survey. The key contribution of this study (to limit the usual delays and cost overruns in the space industry) is to establish specific characteristics and methods that can serve as a reference practice and basis for the future development of a tool that will assist in the evaluation of space development projects.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122245420","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}