Modelling Instruments in Risk Management
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Дата
2019
Науковий керівник
Укладач
Редактор
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Назва тому
Видавець
Анотація
Methods of modelling risks can be considered as a kind of simulation of the future
in laboratory conditions. Since the program chooses the values of input variables from
random probability distributions, each resulting result reflects the possible state of
affairs in the future. Each of these combinations can actually be realized, and with the
same degree of probability. Therefore, the results are also possible in the future and
are equally likely. The proposed method allows to select, according to certain criteria,
the necessary risk indicators for their further study. The economic interpretation of
various aspects of the results of managerial analysis obtained during the calculation of
indicators is based on an integrated factor model for assessing the efficiency of the
enterprise, and the visualization of the results of the analysis of indicators is carried
out using such a tool as a managerial monitor. The second instrument – simulation
method – allows obtaining more accurate results of calculating the influence of factors
in comparison with the methods of chain substitution, absolute and relative differences,
integral, logarithm, index and proportional distribution, and allows avoiding
ambiguous evaluation of the influence of factors, because in this case the results does
not depend on the location of the factors in the model, and the additional increment of the effective indicator, which is formed from the interaction of factors, decomposes
between them proportions It is also an indicator of influence.
Опис
Ключові слова
modelling, risk, risk management, three-factor model, two-dimensional space
Бібліографічний опис
International Journal of Civil Engineering and Technology