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The Reduced Risk Models

Author: Yevgeny V. Strelnikov


The paper explores the problems of application of the reduced risk models. It describes the kinds and types of risks specific to various economic subjects and the state of the environment where they operate. From the methodological viewpoint, all risks can be divided into full and reduced. According to the author, such division of almost all risks can be based on the models of risk identification/determination. Particularly, the paper identifies the reduced models that usually exclude the use of company valuation for modeling of the risk of default. This concerns the assessment of both an economic subject and a general situation in a market taking a number of the most significant economic agents as examples.

Keywords: risk; financial risk; reduced risk model; structural model of risk; default risk model.

For citation:

Strelnikov Ye. V. Modeli sokrashchennoy formy opredeleniya riska [The Reduced Risk Models]. Izvestiya Uralskogo gosudarstvennogo ekonomicheskogo universiteta – Journal of the Ural State University of Economics, 2016, no. 1 (63), pp. 57–62.