Simple Moving Average as a Risk Management Method in Main Asset Classes

2012 ◽  
Author(s):  
Lukas Macijauskas
Keyword(s):  
Risk Management ◽  
Moving Average ◽  
Management Method ◽  
Asset Classes

Dealing with Risk: A Practical Approach

1996 ◽  
Vol 11 (4) ◽  
pp. 333-346 ◽  
Author(s):  
Fred J. Heemstra ◽  
Rob J. Kusters
Keyword(s):  
Risk Management ◽  
Practical Approach ◽  
Successful Outcome ◽  
Software Projects ◽  
Counter Measures ◽  
Neutral Process ◽  
Related Approach ◽  
Process Risk ◽  
Management Method

Most software projects take place in a volatile environment in which many dangers exist that may affect the successful outcome of the project. After completion of the project an evaluation may show that many of the problems encountered during the project could have been foreseen before they actually occurred. Risk management is an approach that is aimed at predicting the occurrence of this type of problem and at taking counter measures to either prevent them from affecting the project or to soften their impact. In this paper the basic activities related to risk management are described. Furthermore a concrete method aimed at supporting risk management is presented. This method has been used successfully in practice. Some of the results obtained by using it are presented on the basis of five cases. Some conclusions are that: (1) the use of a short and structured checklist will ease identification of and discussions about risks, (2) a risk management method in which explicit use is made of a group related approach, involving all parties, will increase reliability and acceptance of the results, and (3) involvement of a neutral process risk advisor will further both the successful use of the method and the acceptance of the results.

A Study on Risk Management Method for Mobile Payment

2016 ◽  
Vol 17 (1) ◽  
pp. 193
Author(s):  
Chang-Youl Choi ◽  
Hyung-Bum Ham
Keyword(s):  
Risk Management ◽  
Mobile Payment ◽  
Management Method

scholarly journals Risk Management Method In It Project: A Review

2016 ◽  
Vol 7 (3) ◽  
pp. 173
Author(s):  
Ikhtiar Faahakhododo ◽  
Indra Dwi Rianto
Keyword(s):  
Risk Management ◽  
Software Process ◽  
Meta Model ◽  
It Project ◽  
Management Method ◽  
Process Structure ◽  
Model Technique

In the development of a software, there are several aspects that must be taken to ensure that the process can produce a useful product and make a profit. This article clarified some of the methods of risk management exist. There was two techniques to determine the risks used in this study, those were Metrics of Process Structure and Referential Model or could be referred as the Comparison to the Referential Model technique. That technique will produce Software Process Meta Model, Model of Risk Management, and Manage Risks in Project models. Those models were used to help managers in mapping the risks of the project.

scholarly journals Considerations Regarding Financial Risk Management in Order to Maximize Earnings During the Coronavirus Pandemic

2020 ◽  
Vol 25 (1) ◽  
pp. 26-32
Author(s):  
Florin Ilie
Keyword(s):  
Risk Management ◽  
Financial Markets ◽  
Financial Risk ◽  
Large Scale ◽  
Topical Issue ◽  
Financial Risk Management ◽  
Great Uncertainty ◽  
Financial Investments ◽  
The World ◽  
Asset Classes

AbstractThis paper addresses a very topical issue, given by the world of financial investments and especially by the period of great uncertainty that we are going through. It is rightly said that it is the simplest and most enjoyable thing to be an investor when the market grow/hikes/rises. Differences between investors occur when feelings of fear and panic become widespread and flood the stock markets. Are we now in a period of sharp declines in the world’s financial markets or is it just a correction? Experimenting with new asset classes, identifying the huge opportunities that the market has to offer, the correct management of risks and possible earnings are some of the most important aspects in the context of getting the highest possible earnings. This paper focuses on risk management in order to maximize earnings during a large-scale crisis, such as the current global situation generated by coronavirus or how you can add value to the investor spirit in your portfolio.

RISIKO PASAR: PERBANDINGAN MODEL EWMA DAN GARCH PADA NILAI TUKAR RUPIAH TERHADAP US DOLLAR

2010 ◽  
Vol 5 (2) ◽  
pp. 153
Author(s):  
Ari Christianti
Keyword(s):  
Risk Management ◽  
Financial Risk ◽  
Risk Model ◽  
Moving Average ◽  
Var Model ◽  
Banking Supervision ◽  
Us Dollar ◽  
Exponential Weighted Moving Average ◽  
The Garch Model ◽  
Weighted Moving Average

Financial risk model evaluation or backtesting is a key part of the internal model’s approach to market risk management as laid out by the Basle Committee on Banking Supervision. Using daily exchange rate from January 2006-February 2008, will be compared measuring volatility between EWMA (Exponential Weighted Moving Average) and GARCH (Generalized Autoregressive Conditional Heterocedasticity). The results show that GARCH methods have considerably better power properties in measuring the volatility than the EWMA methods. However, the number of exceptions from the GARCH model, although much less than the EWMA model but the numbers were still above 5% and 1% (confidence level of 95% and 99%). The arguments for explained this finding is a pressure from stakeholders or the existence of an economic events that result in changes in exposure due to the different policies. As a result, the VaR model would be inaccurate to reality.Keywords: volatility, backtesting, EWMA, and GARCH

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