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Approving the ISDWIR Method of Risk Measurement in Making Risk Management Decision || Aprobación del método de medición del riesgo SIIPDR en el manejo de asunción de riesgos

Author

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  • Strelnik, Mikhail

    (Department of Enterprise Economy and Industrial Management. St. Petersburg State University of Economy (FINEC, Russia))

Abstract

This paper is devoted to risk management and risk measurement methods. The author considers methods of risk measurement and proposes the Integral Sum of Diff erential Weighted Indexes of Risks (or ISDWIR) method of risk measurement. The method is based on dynamic enterprise risk matrices. The matrix describes the changes of corporate risk values over the time. The method assists to choose risk management decision having good e ffects on corporate risk values. The ISDWIR method is also compared with other risk measurement methods. || Este artículo está dedicado a la gestión del riesgo y a los métodos de medición de riesgos. El autor considera diferentes métodos de medición de riesgo y propone el método de la Suma Integral de Índices Ponderados Diferenciales de Riesgos (o método SI IPDR). Dicho método se basa en las matrices de riesgo empresarial dinámico. Dichas matrices describen los cambios de los valores de riesgo corporativos en el tiempo. El método ayuda a elegir la decisión de gestión del riesgo que tiene un buen efecto sobre los valores de riesgos corporativos. También se compara el método SIIPDR con otros métodos de medición del riesgo.

Suggested Citation

  • Strelnik, Mikhail, 2014. "Approving the ISDWIR Method of Risk Measurement in Making Risk Management Decision || Aprobación del método de medición del riesgo SIIPDR en el manejo de asunción de riesgos," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 17(1), pages 42-59, June.
    • Handle: RePEc:pab:rmcpee:v:17:y:2014:i:1:p:42-59
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    References listed on IDEAS

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    More about this item

    Keywords

    uncertainty; risk; risk management; risk measurement; matrix; incertidumbre; riesgo; gestión de riesgos; medición del riesgo; matriz;
    All these keywords.

    JEL classification:

    • M10 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - General

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