英文标题：
《Evaluating the role of risk networks on risk identification,
  classification and emergence》
---
作者：
Christos Ellinas, Neil Allan, Caroline Coombe
---
最新提交年份：
2018
---
英文摘要：
  Modern society heavily relies on strongly connected, socio-technical systems. As a result, distinct risks threatening the operation of individual systems can no longer be treated in isolation. Consequently, risk experts are actively seeking for ways to relax the risk independence assumption that undermines typical risk management models. Prominent work has advocated the use of risk networks as a way forward. Yet, the inevitable biases introduced during the generation of these survey-based risk networks limit our ability to examine their topology, and in turn challenge the utility of the very notion of a risk network. To alleviate these concerns, we proposed an alternative methodology for generating weighted risk networks. We subsequently applied this methodology to an empirical dataset of financial data. This paper reports our findings on the study of the topology of the resulting risk network. We observed a modular topology, and reasoned on its use as a robust risk classification framework. Using these modules, we highlight a tendency of specialization during the risk identification process, with some firms being solely focused on a subset of the available risk classes. Finally, we considered the independent and systemic impact of some risks and attributed possible mismatches to their emerging nature.
---
中文摘要：
现代社会严重依赖于联系紧密的社会技术系统。因此，无法再孤立地处理威胁单个系统运行的明显风险。因此，风险专家正在积极寻求放松破坏典型风险管理模型的风险独立性假设的方法。杰出的工作提倡使用风险网络作为前进的道路。然而，在生成这些基于调查的风险网络的过程中引入的不可避免的偏差限制了我们检查其拓扑结构的能力，进而挑战了风险网络概念的实用性。为了缓解这些担忧，我们提出了一种生成加权风险网络的替代方法。随后，我们将此方法应用于金融数据的实证数据集。本文报告了我们对由此产生的风险网络拓扑结构的研究结果。我们观察了一个模块化拓扑结构，并对其作为稳健风险分类框架的使用进行了论证。使用这些模块，我们强调了风险识别过程中的专业化趋势，一些公司只关注可用风险类别的子集。最后，我们考虑了一些风险的独立和系统性影响，并将可能的错配归因于其新兴性质。
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--
一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
--

---
PDF下载：
-->