Measuring Model Risk

Measuring Liquidity Risk Management and Impact on Bank Performance in Iran

A bank as a business units needs to have liquid assets which can be easily converted into cash at short notice. Thus the concept of liquidity risk management is important for any commercial banks. The impact of liquidity position in management of banks have remained significant, though very elusive in the process of investment analysis vis-à-vis bank portfolio management. In addition, liquidity...

Presenting a Risk-Based Tax Audit Model for Small and Medium Enterprises (SMEs) in Iran

Abstract Today, small businesses play a role in the economic growth of the country, and given the remarkable capacity of their businesses and their contributions to payroll taxes, metrics and increases. Risk in these firms will have a significant impact on tax revenues, so estimating and analyzing the risk associated with economic agents is one of the pressing needs of the tax system in the co...

ارزیابی و مقایسه توان مدل‌های مبتنی بر شاخص‌های حسابداری ریسک و بتای پاداشی در پیش‌بینی بازده سهام

چگونگی اندازه گیری و دخیل نمودن ریسک، یکی از مباحث چالش برانگیز در مدل‌های ارزشیابی سهام می‌باشد. در این مقاله اثربخشی دو روش متفاوت از اندازه گیری ریسک مورد مقایسه قرار گرفته است. در روش اول بر مبنای مدل شاخص‌های حسابداری ریسک، کوواریانس خصوصیات بنیادی شرکت از جمله سود حسابداری و بازده مازاد حقوق صاحبان سهام با عوامل بازار مربوطه به عنوان تعدیل ریسک در مدل ارزشیابی وارد گردیده و با ارزش فعلی ب...

Measuring and incorporating attitudes toward risk into mathematical programming models : the case of farmers in kavar district iran

Entropy-Based Set Pair Analysis Model on Geological Disaster Risk for Military Engineering

Measuring the geological disaster-risked situation, is a typical non-deterministic decision-making issue in disaster prevention and emergency response science for military engineering. Based on the given geological disaster risk analysis mechanism, geological disaster risk monitoring matrix was established, and risk characters’ value was obtained by mining the hidden information in the monitori...

استخراج و تحلیل ریسک بازدهی صنعت انبوه‌سازی، املاک و مستغلات (براساس روش ارزش در معرض ریسک مبتنی بر رهیافت مارکوف)

Today, any attempt to invest in any economic activity, requires the knowledge and access to some components of its activities. One of the important components of investment is knowledge about investment risk according to the expected return in that activity. One of the main areas of investment in the country is investment on housing, which could take place directly or indirectly (through financ...