Modelowanie ryzyka sektorowego przy zastosowaniu metody harmonicznej
Sector risk modelling by harmonic method

Summary/Abstract: Sector risk is a kind of systematic risk. The identification and measurement of the sector risk are the fundamental part of risk management. The author made an attempt to measure and model the risk of manufacturing sectors and for this purpose applied the harmonic method to the evaluations of sector economic and financial standing. The results of the evaluations allowed the author to build the models explaining the variation of the manufacturing sectors condition and assess the risk of particular sectors. The estimated models explain high percentage of variation in the sectors condition and thus enable more precise risk assessment. The presented method of sector condition and risk modelling may be employed in the process of sector risk monitoring.

• Details
• Contents