Risk Modeling Assessment And Management
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Risk Modeling Assessment And Management
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Author : Yacov Y. Haimes
language : en
Publisher: John Wiley & Sons
Release Date : 2015-07-17
Risk Modeling Assessment And Management written by Yacov Y. Haimes and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-17 with Technology & Engineering categories.
Presents systems-based theory, methodology, and applications in risk modeling, assessment, and management This book examines risk analysis, focusing on quantifying risk and constructing probabilities for real-world decision-making, including engineering, design, technology, institutions, organizations, and policy. The author presents fundamental concepts (hierarchical holographic modeling; state space; decision analysis; multi-objective trade-off analysis) as well as advanced material (extreme events and the partitioned multi-objective risk method; multi-objective decision trees; multi-objective risk impact analysis method; guiding principles in risk analysis); avoids higher mathematics whenever possible; and reinforces the material with examples and case studies. The book will be used in systems engineering, enterprise risk management, engineering management, industrial engineering, civil engineering, and operations research. The fourth edition of Risk Modeling, Assessment, and Management features: Expanded chapters on systems-based guiding principles for risk modeling, planning, assessment, management, and communication; modeling interdependent and interconnected complex systems of systems with phantom system models; and hierarchical holographic modeling An expanded appendix including a Bayesian analysis for the prediction of chemical carcinogenicity, and the Farmer’s Dilemma formulated and solved using a deterministic linear model Updated case studies including a new case study on sequential Pareto-optimal decisions for emergent complex systems of systems A new companion website with over 200 solved exercises that feature risk analysis theories, methodologies, and application Risk Modeling, Assessment, and Management, Fourth Edition, is written for both undergraduate and graduate students in systems engineering and systems management courses. The text also serves as a resource for academic, industry, and government professionals in the fields of homeland and cyber security, healthcare, physical infrastructure systems, engineering, business, and more.
Risk Modeling Assessment And Management
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Author : Yacov Y. Haimes
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-20
Risk Modeling Assessment And Management written by Yacov Y. Haimes and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-20 with Technology & Engineering categories.
Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Management, Third Edition describes the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science, manufacturing, business, homeland security, management, and public policy. Unlike any other text on the subject, this definitive work applies the art and science of risk analysis to current and emergent engineering and socioeconomic problems. It clearly demonstrates how to quantify risk and construct probabilities for real-world decision-making problems, including a host of institutional, organizational, and political issues. Avoiding higher mathematics whenever possible, this important new edition presents basic concepts as well as advanced material. It incorporates numerous examples and case studies to illustrate the analytical methods under discussion and features restructured and updated chapters, as well as: A new chapter applying systems-driven and risk-based analysis to a variety of Homeland Security issues An accompanying FTP site—developed with Professor Joost Santos—that offers 150 example problems with an Instructor's Solution Manual and case studies from a variety of journals Case studies on the 9/11 attack and Hurricane Katrina An adaptive multiplayer Hierarchical Holographic Modeling (HHM) game added to Chapter Three This is an indispensable resource for academic, industry, and government professionals in such diverse areas as homeland and cyber security, healthcare, the environment, physical infrastructure systems, engineering, business, and more. It is also a valuable textbook for both undergraduate and graduate students in systems engineering and systems management courses with a focus on our uncertain world.
Advances In Credit Risk Modeling And Management
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Author : Frédéric Vrins
language : en
Publisher: MDPI
Release Date : 2020-07-01
Advances In Credit Risk Modeling And Management written by Frédéric Vrins and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-01 with Business & Economics categories.
Credit risk remains one of the major risks faced by most financial and credit institutions. It is deeply connected to the real economy due to the systemic nature of some banks, but also because well-managed lending facilities are key for wealth creation and technological innovation. This book is a collection of innovative papers in the field of credit risk management. Besides the probability of default (PD), the major driver of credit risk is the loss given default (LGD). In spite of its central importance, LGD modeling remains largely unexplored in the academic literature. This book proposes three contributions in the field. Ye & Bellotti exploit a large private dataset featuring non-performing loans to design a beta mixture model. Their model can be used to improve recovery rate forecasts and, therefore, to enhance capital requirement mechanisms. François uses instead the price of defaultable instruments to infer the determinants of market-implied recovery rates and finds that macroeconomic and long-term issuer specific factors are the main determinants of market-implied LGDs. Cheng & Cirillo address the problem of modeling the dependency between PD and LGD using an original, urn-based statistical model. Fadina & Schmidt propose an improvement of intensity-based default models by accounting for ambiguity around both the intensity process and the recovery rate. Another topic deserving more attention is trade credit, which consists of the supplier providing credit facilities to his customers. Whereas this is likely to stimulate exchanges in general, it also magnifies credit risk. This is a difficult problem that remains largely unexplored. Kanapickiene & Spicas propose a simple but yet practical model to assess trade credit risk associated with SMEs and microenterprises operating in Lithuania. Another topical area in credit risk is counterparty risk and all other adjustments (such as liquidity and capital adjustments), known as XVA. Chataignier & Crépey propose a genetic algorithm to compress CVA and to obtain affordable incremental figures. Anagnostou & Kandhai introduce a hidden Markov model to simulate exchange rate scenarios for counterparty risk. Eventually, Boursicot et al. analyzes CoCo bonds, and find that they reduce the total cost of debt, which is positive for shareholders. In a nutshell, all the featured papers contribute to shedding light on various aspects of credit risk management that have, so far, largely remained unexplored.
Risk Modeling Assessment And Management
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Author : Yacov Y. Haimes
language : en
Publisher: John Wiley & Sons
Release Date : 2015-08-03
Risk Modeling Assessment And Management written by Yacov Y. Haimes and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-03 with Technology & Engineering categories.
Presents systems-based theory, methodology, and applications in risk modeling, assessment, and management This book examines risk analysis, focusing on quantifying risk and constructing probabilities for real-world decision-making, including engineering, design, technology, institutions, organizations, and policy. The author presents fundamental concepts (hierarchical holographic modeling; state space; decision analysis; multi-objective trade-off analysis) as well as advanced material (extreme events and the partitioned multi-objective risk method; multi-objective decision trees; multi-objective risk impact analysis method; guiding principles in risk analysis); avoids higher mathematics whenever possible; and reinforces the material with examples and case studies. The book will be used in systems engineering, enterprise risk management, engineering management, industrial engineering, civil engineering, and operations research. The fourth edition of Risk Modeling, Assessment, and Management features: Expanded chapters on systems-based guiding principles for risk modeling, planning, assessment, management, and communication; modeling interdependent and interconnected complex systems of systems with phantom system models; and hierarchical holographic modeling An expanded appendix including a Bayesian analysis for the prediction of chemical carcinogenicity, and the Farmer’s Dilemma formulated and solved using a deterministic linear model Updated case studies including a new case study on sequential Pareto-optimal decisions for emergent complex systems of systems A new companion website with over 200 solved exercises that feature risk analysis theories, methodologies, and application Risk Modeling, Assessment, and Management, Fourth Edition, is written for both undergraduate and graduate students in systems engineering and systems management courses. The text also serves as a resource for academic, industry, and government professionals in the fields of homeland and cyber security, healthcare, physical infrastructure systems, engineering, business, and more.
Multi Criteria Decision Analysis For Risk Assessment And Management
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Author : Jingzheng Ren
language : en
Publisher: Springer Nature
Release Date : 2021-11-13
Multi Criteria Decision Analysis For Risk Assessment And Management written by Jingzheng Ren and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-11-13 with Science categories.
This book provides in-depth guidance on how to use multi-criteria decision analysis methods for risk assessment and risk management. The frontiers of engineering operations management methods for identifying the risks, investigating their roles, analyzing the complex cause-effect relationships, and proposing countermeasures for risk mitigation are presented in this book. There is a total of ten chapters, mainly including the indicators and organizational models for risk assessment, the integrated Bayesian Best-Worst method and classifiable TOPSIS model for risk assessment, new risk prioritization model, fuzzy risk assessment under uncertainties, assessment of COVID-19 transmission risk based on fuzzy inference system, risk assessment and mitigation based on simulation output analysis, energy supply risk analysis, risk assessment and management in cash-in-transit vehicle routing problems, and sustainability risks of resource-exhausted cities. The most significant feature of this book is that it provides various systematic multi-criteria decision analysis methods for risk assessment and management, and illustrates the application of these methods in different fields. This book is beneficial to policymakers, decision-makers, experts, researchers and students related to risk assessment and management.
Risk Modeling For Hazards And Disasters
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Author : Gero Michel
language : en
Publisher: Elsevier
Release Date : 2017-08-29
Risk Modeling For Hazards And Disasters written by Gero Michel and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-29 with Science categories.
Risk Modeling for Hazards and Disasters covers all major aspects of catastrophe risk modeling, from hazards through to financial analysis. It explores relevant new science in risk modeling, indirect losses, assessment of impact and consequences to insurance losses, and current changes in risk modeling practice, along with case studies. It also provides further insight into the shortcomings of current models and examines model risk and ideas to diversify risk assessment. Risk Modeling for Hazards and Disasters instructs readers on how to assess, price and then hedge the losses from natural and manmade catastrophes. This book reviews current model development and science and explains recent changes in the catastrophe modeling space, including new initiatives covering uncertainty and big data in the assessment of risk for insurance pricing and portfolio management. Edited by a leading expert in both hazards and risk, this book is authored by a global panel including major modeling vendors, modeling consulting firms, and well-known catastrophe modeling scientists. Risk Modeling for Hazards and Disasters provides important insight into how models are used to price and manage risk. - Includes high profile case studies such as the Newcastle earthquake, Hurricane Andrew and Hurricane Katrina - Provides crucial information on new ideas and platforms that will help address the new demands for risk management and catastrophe risk reporting - Presents the theory and practice needed to know how models are created and what is and what is not important in the modeling process - Covers relevant new science in risk modeling, indirect losses, assessment of impact and consequences to insurance losses, and current changes in risk modeling practice, along with case studies
Offshore Risk Assessment
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Author : Jan-Erik Vinnem
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Offshore Risk Assessment written by Jan-Erik Vinnem and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Science categories.
Offshore Risk Assessment is the first book to deal with quantified risk assessment (QRA) as applied specifically to offshore installations and operations. Risk assessment techniques have been used for some years in the offshore oil and gas industry, and their use is set to expand increasingly as the industry moves into new areas and faces new challenges in older regions. The book starts with a thorough discussion of risk analysis methodology. Subsequent chapters are devoted to analytical approaches to escalation, escape, evacuation and rescue analysis of safety and emergency systems. Separate chapters analyze the main hazards of offshore structures: Fire, explosion, collision and falling objects. Risk mitigation and control are then discussed, followed by an outline of an alternative approach to risk modelling that focuses especially on the risk of short-duration activities. Not only does the book describe the state of the art of QRA, it also identifies weaknesses and areas that need development. Readership: Besides being a comprehensive reference for academics and students of marine/offshore risk assessment and management, the book should also be owned by professionals in the industry, contractors, suppliers, consultants and regulatory authorities.
Risk Management And Assessment
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Author : Jorge Rocha
language : en
Publisher: BoD – Books on Demand
Release Date : 2020-10-14
Risk Management And Assessment written by Jorge Rocha and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-14 with Social Science categories.
Risk analysis, risk evaluation and risk management are the three core areas in the process known as 'Risk Assessment'. Risk assessment corresponds to the joint effort of identifying and analysing potential future events, and evaluating the acceptability of risk based on the risk analysis, while considering influencing factors. In short, risk assessment analyses what can go wrong, how likely it is to happen and, if it happens, what are the potential consequences. Since risk is a multi-disciplinary domain, this book gathers contributions covering a wide spectrum of topics with regard to their theoretical background and field of application. The work is organized in the three core areas of risk assessment.
Risk Modeling Assessment And Management
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Author : Robert Rhodes
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2018-06-03
Risk Modeling Assessment And Management written by Robert Rhodes and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-03 with categories.
Risk Modeling, Assessment, and Management, is written for both basic and learners in techniques technological innovation and techniques control programs. The written text also works as a source for academic, industry, and govt professionals in the areas of country and internet security software, medical care, physical features techniques, technological innovation, business, and more. The novel will be used in techniques technological innovation, business risk control, technological innovation control, commercial technological innovation, public technological innovation, and functions analysis.This guide looks into risk analysis, working on quantifying risk and building opportunities for real-world decision-making, such as technological innovation, design, technological innovation, organizations, organizations, and policy.
Correlation Risk Modeling And Management
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Author : Gunter Meissner
language : en
Publisher: John Wiley & Sons
Release Date : 2013-12-19
Correlation Risk Modeling And Management written by Gunter Meissner and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-19 with Business & Economics categories.
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. Offers comprehensive coverage of a topic of increasing importance in the financial world Includes the Basel III correlation framework Features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter