The Improvement of the Market Risk Management Mechanism at the Automotive Industry Enterprises

被引：0

作者：

Polteva, T. ^{[1
]}

Antipov, D. ^{[2
]}

Klassen, N. ^{[3
]}

机构：

[1] Togliatti State Univ, Tolyatti, Russia

[2] Samara Natl Res Univ, Samara, Russia

[3] Peter Great St Petersburg Polytech Univ, St Petersburg, Russia

来源：

PROCEEDINGS 2019 AMITY INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE (AICAI) | 2019年

关键词：

Market risk; currency risk; interest rate risk; hedging; derivatives; futures; option; forward; swap; automotive industry; MODELS;

D O I：

10.1109/aicai.2019.8701324

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Risk is an integral part of the activities of any organization. The automotive industry is influenced by many factors that can contribute to a decrease in the financial performance of enterprises in a given industry. At the same time, the performance of enterprises in the automotive industry is significantly affected by market risks; the main ones are currency and interest risks. This article highlights the main methods and tools for managing market risks in the automotive industry. The analysis of market risks was carried out on the example of representatives of this industry (PJSC KAMAZ, PJSC SOLLERS, PJSC AVTOVAZ), the main methods of market risk management that are used by Russian enterprises of the automotive industry are outlined. The paper proposes an algorithm for minimizing market risks at the enterprises of the automotive industry through hedging, hedging mechanism with the help of exchange derivatives is also described. In conclusion, measures have been developed to improve the market risk management system in the automotive industry.

引用

页码：1005 / 1014

页数：10

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