Integrated Risk Management for Newsvendors with Value-at-Risk Constraints

2019 ◽  
Vol 21 (4) ◽  
pp. 816-832 ◽  
Author(s):  
Panos Kouvelis ◽  
Rong Li
Keyword(s):  
At Risk ◽  
Risk Management ◽  
Value At Risk ◽  
Integrated Risk ◽  
Integrated Risk Management

scholarly journals Naturgefahren im Kanton Zug | Natural hazards in Canton Zug

2005 ◽  
Vol 156 (7) ◽  
pp. 230-233
Author(s):  
Roland Wüthrich
Keyword(s):  
Risk Factors ◽  
At Risk ◽  
Risk Management ◽  
Natural Hazards ◽  
Natural Hazard ◽  
Hazard Map ◽  
Security Measures ◽  
Integrated Risk ◽  
Existing Data ◽  
Integrated Risk Management

Numerous natural hazards are known to have occurred in Canton Zug. Under the guidance of the Cantonal Forestry Office,starting in 2002 and taking all relevant natural hazard processes into account, Canton Zug has drawn up a comprehensive natural hazard map, an event register and a register of protective constructions covering a wide area. Various maps have been established, or are in the process of being drawn up, for human settlements that are at risk. Based on the existing data and in collaboration with the communities, Canton Zug aims to establish integrated risk management programmes for the most important enterprises. Once the natural hazard fundaments are more or less complete at the end of 2005, further work remains to be done informing the population of the existing risks and including them in decisions about the necessary level of safety and concomitant security measures, as well as the implementation of risk factors in exploitation planning.

PARADIGM OF INTEGRATED RISK MANAGEMENT

2017 ◽  
Vol 2 (4(12)) ◽  
pp. 131-136
Author(s):  
Anastasiia Petrovna Duka ◽  
Keyword(s):  
Risk Management ◽  
Integrated Risk ◽  
Integrated Risk Management

Integrated Risk Management in Mining Waste Facilities

2021 ◽  
Author(s):  
Gustavo Ramos Dantés dos Reis ◽  
José Carlos de Oliveira ◽  
Marcus Vinicius Abrahão Porto Silva
Keyword(s):  
Risk Management ◽  
Mining Waste ◽  
Integrated Risk ◽  
Integrated Risk Management

Volatility Forecast by Volatility Index and Its Use as a Risk Management Tool Under a Value-at-Risk Approach

2018 ◽  
Vol 21 (02) ◽  
pp. 1850010 ◽  
Author(s):  
Yam Wing Siu
Keyword(s):  
At Risk ◽  
Risk Management ◽  
Risk Premium ◽  
Value At Risk ◽  
Realized Volatility ◽  
Management Tool ◽  
Spot Price ◽  
Pricing Options ◽  
Significance Levels ◽  
Risk Approach

This paper examines the predicting power of the volatility indexes of VIX and VHSI on the future volatilities (or called realized volatility, [Formula: see text] of their respective underlying indexes of S&P500 Index, SPX and Hang Seng Index, HSI. It is found that volatilities indexes of VIX and VHSI, on average, are numerically greater than the realized volatilities of SPX and HSI, respectively. Further analysis indicates that realized volatility, if used for pricing options, would, on some occasions, result in greatest losses of 2.21% and 1.91% of the spot price of SPX and HSI, respectively while the greatest profits are 2.56% and 2.93% of the spot price of SPX and HSI, respectively, making it not an ideal benchmark for validating volatility forecasting techniques in relation to option pricing. Hence, a new benchmark (fair volatility, [Formula: see text] that considers the premium of option and the cost of dynamic hedging the position is proposed accordingly. It reveals that, on average, options priced by volatility indexes contain a risk premium demanded by the option sellers. However, the options could, on some occasions, result in greatest losses of 4.85% and 3.60% of the spot price of SPX and HSI, respectively while the greatest profits are 4.60% and 5.49% of the spot price of SPX and HSI, respectively. Nevertheless, it can still be a valuable tool for risk management. [Formula: see text]-values of various significance levels for value-at-risk and conditional value-at-value have been statistically determined for US, Hong Kong, Australia, India, Japan and Korea markets.

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