Risker: Platform Implementation of Complex System Model for Financial Risk Management in Energy Markets

Manco, Oscar; Botero, Oscar; Medina, Santiago Martínez

doi:10.1016/j.procs.2016.04.226

Cited by 4 publications

(3 citation statements)

References 12 publications

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“…Immunizing corporate portfolios is an innovative management tool for company managers. In that sense, the systemic risk control that tackles the contagion effect (Manco et al, 2016), which is how changes in one element affect the others, considers the interest rate as the failure element.…”

Section: Discussionmentioning

confidence: 99%

“…They are subject to evolutionary volumes according to the preferences of the actors in the econ omy and therefore the levels of risk aversion. Phenomena such as economic downturns or recessions, current account deficits, develop ments in emerging and developing countries, inflation expectations, and so on, cause a movement in the perception of systemic risk (Manco, Botero, & Medina, 2016) that results in rate changes (Saunders, Cornett, & McGraw, 2006).…”

Section: Immunizationmentioning

confidence: 99%

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Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk

et al. 2018

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Resumo Metodologia de avaliação de risco: implementação do gap de durações em portfólios corporativos, a fim de reduzir o risco sistêmicoPalavras-chave: indicador chave de risco, convexidade, duração, gap de durações, imunização.Este artigo propõe uma nova metodologia para mensurar a exposição ao risco financeiro das empresas, com base no conceito de duração na gestão de ativos e passivos aplicados nos bancos. Os indicadores de risco bancário medem a dinâmica dos resultados e dos níveis de capital. Com esta pesquisa, demonstra-se como aplicar a metodologia a qualquer empresa ou setor industrial. Além disso, comparam-se os métodos para gerenciar as contas em instituições financeiras e identifica-se sua capacidade de adaptação a qualquer empresa. Do mesmo modo, é feita uma comparação entre os elementos gerenciais utilizados nos mercados financeiros e os ativos das organizações para ver sua capacidade de adaptação. Finalmente, apresenta-se um caso de estudo.Palabras clave: indicador clave de riesgo, convexidad, duración, gap de duraciones, inmunización. Metodología de valoración de riesgos: implementación del gap de duraciones en portafolios corporativos con el fin de reducir el riesgo sistémicoAbstract Keywords: key risk indicator, convexity, duration, duration gap, immunization.In this article we propose a new methodology for measuring companies with financial risk exposure, based on the concept of duration in assets and liabilities management that can be applied in corporate portfolios. Risk indicators in banks usually try to measure the dynamic of accounts in the income statement and capital levels. With this research, we demonstrate how the methodology can be applied from banks to any company or industry sector. Then, we compare the methods for managing accounts in financial institutions and also identifying their adaptability to any type of corporation. We also made a comparison between the management elements used in financial markets and organizations assets, verifying their adaptability level. Finally, we present a real case study. Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk ResumenEn este trabajo se propone una nueva metodología para medir la exposición al riesgo financiero de las empresas, basada en el concepto de duración en la gestión de activos y pasivos aplicados en los bancos. Los indicadores de riesgo bancario miden la dinámica en los resultados y los niveles de capital. Con esta investigación se demuestra cómo aplicar la metodología a cualquier empresa o sector industrial. Adicionalmente, se comparan los métodos para administrar las cuentas en las instituciones financieras y se identifica su adaptabilidad a cualquier compañía. También, se realiza una comparación entre los elementos de gestión utilizados en los mercados financieros y los activos de las organizaciones para ver su adaptabilidad. Finalmente, se presenta un caso de estudio.

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Section: Discussionmentioning

confidence: 99%

Section: Immunizationmentioning

confidence: 99%

Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk

et al. 2018

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“…In the process of development, PE is subject to certain restrictions, showing different regional characteristics. According to this characteristic analysis, it can fully coordinate the "cross externality" factors, highlight the traditional restrictive elements, and develop and grow rapidly in different Internet platforms [12]. This paper mainly studies IF from the perspective of PE, and analyzes the impact of PE on FF.…”

Section: Introductionmentioning

confidence: 99%

The Influence of Platform Economy on Financial Function

Zhang¹

2021

Proceedings of the 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021)

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Today, with the rapid development of Internet information technology, the platform economy (PE)model covers most areas of people's economic life, and has caused subversion and innovation to the business model and pattern of the traditional financial industry. PE plays a significant role in the development of Internet finance(IF), and the trend of platform is irreversible. The scale effect of PE is huge. It connects with a large number of middle and long tail users with almost zero marginal cost, which fundamentally endows the IF industry with broad market potential, imagination and creativity. Platform is the basis of IF business model. This paper mainly studies IF from the perspective of PE, and analyzes the impact of PE on financial function(FF).This paper analyzes the influence of PE on FF, studies the function of financial system, and analyzes the influence of PE on IF from two aspects of platform industry chain and business reconstruction. Based on the perspective of PE, this paper analyzes the impact of platform industry chain and business restructuring on IF, and selects two aspects of business restructuring, insurance business and credit reference. The results show that from 2015 to 2019, the Internet insurance business has more than quadrupled, accounting for 31.35% of the whole industry in 2015 and 72.46% in 2019. The Internet insurance business has developed steadily under the promotion of PE.

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Risk Evaluation of Financial Websites Based on Structure Mining

Dai

Jin

et al. 2017

Advances in Intelligent Systems and Computing

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Risker: Platform Implementation of Complex System Model for Financial Risk Management in Energy Markets

Cited by 4 publications

References 12 publications

Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk

Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk

The Influence of Platform Economy on Financial Function

Risk Evaluation of Financial Websites Based on Structure Mining

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