Identification of risk

V prvem delu diplomske naloge predstavljamo problem upravljanja tveganja, namene in zastavljene cilje, ki jim bomo sledili v raziskavi. Opredeljujemo tudi predpostavke in omejitve pri predvideni metodi raziskovanja. V drugem delu se osredotočamo na pojem tveganj: kaj pomeni tveganje ter kako ga opredeljujejo različni avtorji. Osredotočili se bomo tudi na različne vrste tveganja, kot so splošno tveganje, operativno tveganje in finančno tveganje, pri tem pa se bomo osredotočili še na valutno tveganje, obrestno tveganje, likvidnostno tveganje in kreditno tveganje. V tem delu predstavljamo tudi merjenje tveganj. V tretjem delu smo na kratko predstavili strategije obvladovanja finančnega tveganja, kot so prepoznavanje tveganj, vrednotenje tveganj in obvladovanje tveganj, ter posamezno tveganje tudi na kratko predstavili. V četrtem poglavju naloge opisujemo in predstavljamo osnovne pojme, ki jih uporabljamo v kontekstu simulacij za prepoznavanje finančnega tveganja. Pojasnjujemo pojem simulacija, ciljne količine, parametre, pojem scenarija in modele. V zadnjem poglavju se osredotočamo na simulacijske metode, ki jih uporabljamo pri prepoznavanju tveganj. Predstavljamo metodo analize scenarijev, simulacijo Monte Carlo, diskretno simulacijo dogodkov, sistemsko dinamiko in simulacijo wargaming.In the first part of my work, I am presenting the problem of risk management, purposes and I will set goals which I will follow in the reaserch. I also define the assumptions and constraints of the predicted method of reasearch. In the second part I focus on the concept of risk, what is the risk and how it is defined by various authors. I also focus on the different types of risks, such as general risk, operational risk and financial risk, while focusing on currency risk, interest rate risk, liquidity risk and credit risk. In this part, I also present measuring the risks. In the third part, I briefly present a strategy for managing the financial risks, such as risk identification, risk assessment and risk management. I also briefly present the risks. In the fourth chapter of the assignment, I describe and I present the basic concept that we use in the context of simulations for identifying financial risks. I explain the concept of simulation, target quantities, parameters, concept of the script and models. In the final section, I focus on the simulation methods used to identify risks. I present the method of scenario analysis, Monte-Carlo simulation, discrete simulation of events, system dynamics and Wargaming simulation