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Information × Registration Number 0216U010126, 0115U000356 , R & D reports Title Development the system analysis methodology for modeling and assessment of financial risks popup.stage_title Head Bidyuk Peter Ivanovich, Registration Date 02-12-2016 Organization Educational Scientific Complex "Institute for Applied System Analysis" of National Technical University of Ukraine "Kiev Polytechnic Institute" popup.description2 The methodology of the system analysis was proposed for assessing the financial risks, which includes following steps: evaluating the financial condition of the subject; analyzing the financial data of process for identification of structural and parameters uncertainties; development mathematical models for assessing the current and future state of the subject, forecasting the level of financial risk; selecting the best scenario. Improving the Rockafellar and Uryasev approach for securities portfolio optimization, based on the CVaR and CDaR measures of risk. Development the software module using SAS Base, SAS IML and SAS / SQL programming languages and VaR methodology modifications. Product Description popup.authors Селін Юрій Миколайович Терентьєв Олександр Миколайович popup.nrat_date 2020-04-02 Close