دانلود مقاله ISI انگلیسی شماره 50067
عنوان فارسی مقاله

طراحی سیستماتیک برای مقابله با ریسک مدل

کد مقاله سال انتشار مقاله انگلیسی ترجمه فارسی تعداد کلمات
50067 2011 7 صفحه PDF سفارش دهید محاسبه نشده
خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.
عنوان انگلیسی
A systematic design for coping with model risk
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Expert Systems with Applications, Volume 38, Issue 6, June 2011, Pages 7380–7386

کلمات کلیدی
علم طراحی - ریسک مدل - سیستم های شبیه سازی در سطح استراتژیک - انعطاف پذیری سیستم - تجزیه و تحلیل مالی پویا
پیش نمایش مقاله
پیش نمایش مقاله طراحی سیستماتیک برای مقابله با ریسک مدل

چکیده انگلیسی

Model risk has become an important risk that must be taken into account by financial institutions when they make the strategic-level decision of company’s solvency control and risk management through simulating and analyzing company’s financial situation. To effectively cope with the model risk, the strategic-level simulation system (SSS) that implements the business view and economic environment and generates various useful financial and risk management reports cannot be treated as a static information system. Rather, SSS represents a family of possibilities because the senior manager who performs the simulation has a role in how the simulation is actually carried out. The extent of these variations is likely to increase when the business environment changes, the relevant financial theories evolve, and the senior manager assesses the system flexibility of SSS. Hereby, the system flexibility of SSS means its users, normally the senior manager, can have the luxury of modifying themselves the embedded functions associated with certain risk factors through the (user-friendly) interface. Based upon the guidance of design science, this study proposes a systematical way of designing a SSS that can effectively cope with the model risk. Specifically, this study takes the Dynamic Financial Analysis system as an example to illustrate the proposed system design.

خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.