This master´s thesis specifies theoretical and formal procedures used while controlling and limiting risks in a company´s business activities. It covers analysis of external and internal risk factors which affect the analyzed company and analysis of the methods of limiting the mentioned risks. Consecutive suggestions and recommendations result from the performed analyses.

Diplomová práce zkoumá nejdřív funkci a posléze proces řízení rizik v rámci banky z hlediska zejména neoinstitucionální a behaviorální finanční teorie. Nejdřív je analyzována náplň funkce řízení rizik v kontextu maximalizace hodnoty banky. Je dokázáno, že specifický kontext bankovnictví vyžaduje zohledňování celkového rizika aktivit místo pouhé korelace se systematickým rizikem. Rovněž je třeba zohledňovat preference všech stakeholdrů banky a nejenom jejích vlastníků. Z tohoto důvodu se práce dále zaměřuje na trend směřující k integrovanému řízení rizik, který odpovídá na tyto potřeby. Analyzovány jsou zejména koncepty ekonomického kapitálu a podnikového řízení rizik (ERM). V další části práce je zkoumáno smysluplné začlenění procesu řízení rizik v rámci organizační struktury banky v kontextu konfliktních cílů maximalizace zisku a minimalizace rizika. Nesprávné propojení s ostatními bankovními procesy představuje jeden z hlavním problémů efektivního fungování řízení rizik obecně, jako i překážku při implementaci konceptu integrovaného řízení rizik v bankovní praxi. Je ukázáno, že funkce řízení musí mít na jedné straně dosah na strategické řízení banky, na druhé straně musí být transcendentní přes celou strukturu banky. Tyto shledání jsou konfrontovány s bankovní praxí v rámci případové studie.

Thesis (Ph.D.)--University of Texas at Arlington, 2009.

No description available.

Thesis (Ph. D.)--University of Hong Kong, 1996. / Includes bibliographical references.

This final thesis deals with the risk management of the insurance company within the establishment of the new concept Solvency II valid for the each European Union member states in insurance industry. In first part, there are defined risks of the insurance company. Lamfalussy's legislative process used for concept Solvency II establishment is described in second part. New concept Solvency II, their objectives, three props, implementation time schedule as well as analysis of five quantitative impact studies is determined in third part. Final part of this thesis is focused on Risk management of the insurance company.

<p>Osnovni cilj disertacije je kreiranje modela integrisanog<br />sistema menadžmenta zasnovanog na proceni rizika aktivnosti<br />unutar procesa organizacije. Doktorskom disertacijom je<br />uspostavljen model koji je, između ostalog, obuhvatio:<br />&bull; Procenu rizika za svaku identifikovanu opasnost u<br />procesima organizacije, sa aspekta standarda od interesa<br />&bull; Projektovanje dokumentacije integrisanog sistema<br />menadžmenta na osnovu visine procenjenih rizika<br />Poređenjem projektovane sa postojećom dokumentacijom, u tri<br />realna preduzeća, zaključeno je da je obim i struktura dokumenata<br />optimizovana za uspešan menadžment rizicima, što snižava<br />troškove i omogućava efikasno upravljanje preduzećem.</p> / <p>The main objective of the P.h. thesis is to create a model of an<br />integrated management system based on risk assessment of activities<br />within the processes of the organization. Doctoral dissertation has<br />established a model that, among other things, included :<br />&bull; Assessment of risk for each identified hazard in the processes of the<br />organization, in terms of standards of interest<br />&bull; Design of documentation for integrated management system based on<br />the level of estimated risk<br />Comparing projected from existing documentation , in the three real<br />companies , it was concluded that the scope and structure of<br />documents is optimized for succesfull risk management, which lowers<br />costs and enables efficient management of the company.</p>

Inventory management and pricing decisions based on quantitative models both in industrial practice and academic works often rely on minimizing expected cost or maximizing expected revenues or profits, which refers to the concept of risk-neutrality of the decision maker. Although many useful insights in operational problems can be obtained by such an approach, it is well understood that incorporating attitudes toward risk is an important lever for building new theories in other fields such as economics and finance. The level of risk associated with an investment might be as important as the expected gain from the investment. Hence, it is necessary to find appropriate measures of risk and the appropriate objectives related to or including these risk measures for inventory control & pricing problems. After the axiomatic foundation of coherent risk measures the application of risk measures to inventory models such as Conditional Value-at-Risk (CVaR) or convex combinations of mean and CVaR became popular. In our work we apply spectral risk measures to the single-period, single-item, linear cost inventory control & pricing problem (also known as newsvendor problem) and derive optimal policies. By doing so, we are able to unify results obtained so far in the literature under the common concept of spectral risk measures for the case of zero and non-zero shortage penalty cost. In particular, we show convexity results and structural properties for the inventory control and, under some assumptions, unimodality results as well as structural properties for the joint inventory & pricing problem. An extensive numerical analysis illustrates the findings. (author's abstract)

Thesis (MBus) -- AUT University, 2009. / Includes bibliographical references. Also held in print (iv, 71 leaves ; 30 cm.) in the Archive at the City Campus (T 332.1068 YUN)

Thesis (Ph.D)--Aerospace Engineering, Georgia Institute of Technology, 2009. / Committee Chair: Mavris, Dimitri N.; Committee Member: German, Brian J.; Committee Member: Osburg, Jan; Committee Member: Ruffin, Stephen M.; Committee Member: Schrage, Daniel P.. Part of the SMARTech Electronic Thesis and Dissertation Collection.