ASPECTS REGARDING THE RISK MANAGEMENT IN THE FINANCIAL INVESTMENT COMPANIES, IN THE CONTEXT OF RECENT ECONOMIC CHANGES

Ioan Cuzman, Daniel Manaţe and Pavel Fărcaş
Additional contact information
Ioan Cuzman: SIF Banat-Crişana, “Vasile Goldiş” Western university of Arad
Daniel Manaţe: SIF Banat-Crişana, University “Aurel Vlaicu”, Arad
Pavel Fărcaş: SIF Banat-Crişana, “Vasile Goldiş” Western university of Arad

Theoretical and Applied Economics, 2011, vol. 5(558)(supplement), issue 5(558)(supplement), 73-80

Abstract: The bubbles, either involving real or financial assets, previous to the subprime crisis bring at the investor’s community’s concern the elusive topic of risk mitigation. Funds industry need today, more than any time in the past, a clear, decisive and competent approach in risk management. A competitive financial investment company must take in consideration not only basic risk management measures, such as VaR, CFaR or PaR, but also more sophisticated tools, like Monte Carlo simulation or complex risk matrixes.

Keywords: risk matrix; potential risks; value at risk; cash flow at risk; profit at risk; Monte Carlo simulation. (search for similar items in EconPapers)
Date: 2011
References: Add references at CitEc
Citations:

Downloads: (external link)
http://store.ectap.ro/suplimente/Conferinta%20FABBV%202010_engleza.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:agr:journl:v:5(558)(supplement):y:2011:i:5(558)(supplement):p:73-80

Access Statistics for this article

Theoretical and Applied Economics is currently edited by Mircea Dinu

More articles in Theoretical and Applied Economics from Asociatia Generala a Economistilor din Romania / Editura Economica Contact information at EDIRC.
Bibliographic data for series maintained by Mircea Dinu ().