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A New Approach for Comparative between two Dynamic Market Risk Charge with Fuzzy Logic

عنوان مقاله: A New Approach for Comparative between two Dynamic Market Risk Charge with Fuzzy Logic
شناسه ملی مقاله: MOCONF01_0171
منتشر شده در کنفرانس بین المللی حسابداری و مدیریت در سال 1393
مشخصات نویسندگان مقاله:

Mostafa Ali Beigi - Young Researchers and elite Club,Firoozkooh Branch, Islamic Azad University,Firoozkooh, Iran,
Elahe Abdoos - Department of Industrial Engineering,Eyvanekey Institute of Higher Education (Nonprofit- Nongovernmental),Eyvanekey, Iran.
Sahar Ataee Ashtiani - Department of Industrial Engineering,Eyvanekey Institute of Higher Education (Nonprofit- Nongovernmental),Eyvanekey, Iran.

خلاصه مقاله:
Risk one of the most extremely important component in managers operate specially in markets. In the other hand, the world is an uncertain place, therefore we need new methods which it’s calculate uncertain (or fuzzy) data in risk management.In this paper, first we define some important concepts, and we brief review of dynamic market risk charge, then we propose a new method for comparative two dynamic market risks with fuzzy distance measure. In this study, we have specially attentions to the technology management. One of the main advantage of this method with other ones that is when we have uncertain (or fuzzy) data.Finally, some numerical examples illustrate the presented method as well as comparing it with other various ones.

کلمات کلیدی:
Technology of Management (MOT), Risk Management, Market Risk, Dynamic Market Risk Charge (DMRC), Value Creation Approach, Fuzzy Logic

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/392374/