Issues of Risk Analysis最新文献

{"title":"Environmental Risk Management to Prevent Environmental Disasters","authors":"V. Bashkin","doi":"10.32686/1812-5220-2020-17-3-8-9","DOIUrl":"https://doi.org/10.32686/1812-5220-2020-17-3-8-9","url":null,"abstract":"<jats:p>.</jats:p>","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131178802","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":"Mechanism and model of credit portfolio diversification","authors":"E. Orlova","doi":"10.32686/1812-5220-2020-17-1-78-89","DOIUrl":"https://doi.org/10.32686/1812-5220-2020-17-1-78-89","url":null,"abstract":"Under conditions of demand for credit resources growing in Russian economy the importance of credit risks assessment and their influence on the credit organizations efficiency is increased. Empirical studies show that credit risks in the banking today are increasing nonlinearly relative to the main characteristics of the credit — the level of credit risk, credit terms, interest rate. Therefore, the formation of the most acceptable from the point of view of risk reducing of the bank’s credit portfolio is a scientifically based and practically important problem. The aim of the work is to justify the need for and develop a new mechanism for managing the bank's credit portfolio, ensuring its diversification and reduction of credit risks. The materials of the study were the statistical data of the Bank of Russia and Rosstat. Methods used in the work are: system analysis, control theory, statistical data processing and operational research. A mechanism for managing the quality of a bank credit portfolio is proposed, featuring a combination of quantitative and qualitative criteria for assessing the quality of the credit portfolio and allow to monitor of the credit portfolio, to make decisions on approving or rejecting a credit application in accordance with the permissible values of risk factors. A model has been developed for optimizing the structure of the credit portfolio, which makes it possible to form an optimal ratio of long-term and short-term credits, ensuring the maximum yield of the credit portfolio taking into account credit risk in the context of various credit policy types. A practical importance of the investigation are the positive results of the implementation of the proposed mechanism and model of credit portfolio management into the credit organization, ensuring the growth of its profitability and promoting an increase in competitiveness.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132665989","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":"On the choice of mathematical methods for assessing the value of real options for capacity extension of oil and gas projects","authors":"V. Khatkov, G. Zubarev, I. Demkin, E. Pozhidaev, I. M. Nikonov","doi":"10.32686/1812-5220-2020-17-1-38-57","DOIUrl":"https://doi.org/10.32686/1812-5220-2020-17-1-38-57","url":null,"abstract":"The article presents the results of the study of cost evaluation of a real option for capacity extension of a two-phase liquefied natural gas production project and the economic effect of reserving capacity in the project. The expediency of using the simulation method to solve the problem of assessing the economic efficiency of the project with the real option at different stages of the project cycle is shown. Recommendations are given on using methods for constructing a binomial and a numerical integration models as additional (testing) methods for assessing the economic efficiency of a project with an option at the pre-investment stage.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129655332","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":"Consideration of Geopolitical Challenges within the Analysis of Geoenvironmental Risks for Oil and Gas Development of the Russian Arctic","authors":"O. Trubitsina, V. Bashkin","doi":"10.32686/1812-5220-2019-16-6-50-59","DOIUrl":"https://doi.org/10.32686/1812-5220-2019-16-6-50-59","url":null,"abstract":"The article is devoted to the consideration of geopolitical challenges for the analysis of geoenvironmental risks (GERs) in the hydrocarbon development of the Arctic territory. Geopolitical risks (GPRs), like GERs, can be transformed into opposite external environment factors of oil and gas industry facilities in the form of additional opportunities or threats, which the authors identify in detail for each type of risk. This is necessary for further development of methodological base of expert methods for GER management in the context of the implementational proposed two-stage model of the GER analysis taking to account GPR for the improvement of effectiveness making decisions to ensure optimal operation of the facility oil and gas industry and minimize the impact on the environment in the geopolitical conditions of the Arctic.The authors declare no conflict of interest","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129388248","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":"Risk management system in the enterprises of agrarian sphere","authors":"V. G. Zakrzewski, O. Charykova, Y. Golubyatnikova","doi":"10.32686/1812-5220-2019-16-5-10-21","DOIUrl":"https://doi.org/10.32686/1812-5220-2019-16-5-10-21","url":null,"abstract":"The article deals with risk management systems at enterprises of the agrarian sector, which represents an organization of economic activity, the purpose of which is to minimize losses and find sources of income. The research organization of the risk management system in the enterprises of agrarian sphere great attention should be paid to the integration of their specific activities. The process of risk management in enterprises consists of the following phases: definition of objectives and parameters for solving the problem of risk; identification of external and internal risk factors; identification of risk factors, risk identification; risk analysis; risk assessment; development and implementation of risk management measures; synthesis of the results of measures taken and preparing proposals. In addition, the risk management system is submitted to us through the introduction of a passport of risk, to enable the formulation and adjustment of economic activity at any stage of its implementation. Under the risk passport of the economic risk refers to a collection of information about risk, risk criteria, as well as guidance on the application of the necessary methods to manage or mitigate the risks. As well as the information in the article was considered in the context of a risk management system. ","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125119649","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":"Risk of modern contamination of river waters by pesticide DDT and HCH","authors":"R. Galiulin, R. A. Galiulina, R. R. Khorobrykh, V. Bashkin","doi":"10.32686/1812-5220-2019-16-5-62-69","DOIUrl":"https://doi.org/10.32686/1812-5220-2019-16-5-62-69","url":null,"abstract":"The problem of modern contamination of river waters by DDT and HCH persistence organochlorine pesticides from point sources — the sludge collectors, warehouses and burial grounds which are in an unsatisfactory state is investigated. Examples of contamination of river waters by DDT and HCH in various regions of the our country are given. The factors enhancing risk of contamination of river waters by DDT and HCH, and also a consequences of their intake in a human body through food chains are considered. Preventive and remediation measures for decrease in risk of contamination of river waters by DDT and HCH are listed.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129385271","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 generalized criteria of indexes of assessment","authors":"V. V. Artukhin, Yu. K. Chiasnavichius","doi":"10.32686/1812-5220-2019-16-5-82-85","DOIUrl":"https://doi.org/10.32686/1812-5220-2019-16-5-82-85","url":null,"abstract":"In this work authors offers the list of the generalized requirements (or criteria) for indexes of assessment. Requirements can be applied during the development and the analysis of assessment indexes for programs and projects of evolution and performance of the Russian Federation regardless of exact subject domain. Based on authors experience in the field of various assessment techniques development, compliance to the listed requirements allows to improve interpretability of assessment indexes which, in turn, increases also their usefulness. Besides, in particular circumstances the concept of \"quality of an index of assessment\" can be expressed through the fact of compliance to the offered requirements (for example, direct calculation of requirements to which the index conforms) that can be the useful, for example, when choosing one \"best\" index of assessment from several alternatives. The offered list of requirements, certainly, isn't single valid one, and article pursues rather the purpose to open a topic for discussion, than to answer the question posed exhaustively.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130702500","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":"Risk impact on resource distribution in sectors of economics and industrialization","authors":"O. Sukharev, E. Voronchikhina","doi":"10.32686/1812-5220-2019-16-5-40-61","DOIUrl":"https://doi.org/10.32686/1812-5220-2019-16-5-40-61","url":null,"abstract":"The purpose of the study is the impact of the risk of economic activity, which is concentrated in the sectors of the economy, on the distribution of resources between sectors, the change in investment in new and old technologies, the manufacturability and the gross value added created, the themes of its growth. Quantitative risk assessment is carried out by the standard square deviation of gross profit in the sectors and in the Russian economy. Manufacturability is determined by the ratio of production on new and old technologies, and new technologies are newly created advanced technologies. The research methodology is a structural analysis that allows the Russian economy to be represented in the form of a dichotomy of the sectors — processing and transactional raw materials. This dichotomy is applied due to the necessary assessment of the course of industrialization and the influence of risk in processing on the dynamics of general and special coefficients of industrialization. The result of the study is that the positive effect of reducing the risk in the manufacturing sector on the change in its manufacturability and improvement of the parameters of industrialization of the economy has been confirmed. Taking into account the relationship of profitability in the sectors of the economy and the risk of doing business in them, the resulting ratios for the levels of profitability and risk in the two sectors were obtained, which give the best pace of their development and the overall dynamics of the gross value added of the Russian economy during the industrialization process. The ratio of risk in the processing and raw materials sector should be less established in the study of the value (1.3) for the dynamics to be the best. This will require measures to reduce the risk in the manufacturing sector, and, most likely, national projects and state guarantees, in this part, perform the function of damping risks. In the transaction sector, risk apparently should not be reduced (the task of raising it looks extraordinary) so that the risk ratio influences the distribution of investment, capital and labor between the sectors in order to ensure the best contribution of the sectors to the overall dynamics of the economy.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131305635","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":"Baikal risk forum: System approach, Application solutions","authors":"E. Severnyuk","doi":"10.32686/1812-5220-2019-16-5-86-91","DOIUrl":"https://doi.org/10.32686/1812-5220-2019-16-5-86-91","url":null,"abstract":"В конце сентября в Иркутске прошел третий Международный байкальский форум по управлению рисками. Уникальность его заключается в том, что площадка для обмена лучшими практиками и инструментами управления рисками организована самим бизнесом и для бизнеса. А значит, характер имеет самый что ни на есть практический. Едут сюда и за свежими идеями, и за прикладными решениями.","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132641869","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":"On Building a Risk Management System in Organizations","authors":"A. Bykov","doi":"10.32686/1812-5220-2019-16-5-8-9","DOIUrl":"https://doi.org/10.32686/1812-5220-2019-16-5-8-9","url":null,"abstract":"<jats:p>.</jats:p>","PeriodicalId":391677,"journal":{"name":"Issues of Risk Analysis","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122971306","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}