RISK
Risk management is a process of identification and evaluation of risk with
the following selection of course of actions proceeding from available
alternative scenarios of further events. Target function is a reduction of
dispersion of company value (but not maximization of company value). It could
be characterized with the following aspects:
Identification of risk:
What potential risks are caused by the current action/inaction, the current
transaction?
Assessment of risk amount and construction of risk profile -
What exactly is the risk amount caused by the current transaction? What specific
risk may be suffered as a result of this transaction?
Specification of
available alternative scenarios of further events - No alternative - no action.
Principle of conscious inaction - except those cases when a company for some reasons
cannot avoid risks at all
Is it worth the risk at all? How this risk is
associated with expected benefit? There should be no less than 3:1 odds
Can we
allow ourselves such risk amount? Be afraid of losses, and profits will follow.
General determination of insurance associated with the costs and risk avoidance
costs as a refusal from future incomes
Making a decision (selecting a of
course of action), performance and control
Analysis of earlier performed
actions or inactions in historical retrospective
Arbitrary operations and
hedging operations: Trading is a business, a great business, but it is nothing
more than a business, and should be regarded primarily as such. You do not have
to be a genius or to have special numerical abilities to be successful in trading.
Trading is not a science, art or religion. It is only a discipline, necessitating a
conscious orientation to do the same thing again and again. There is no other business
in the world similar to trading.