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

共 50 条

[41] Proposal of a method for selecting suppliers considering risk management An application at the automotive industry
Cagnin, Fernanda
de Oliveira, Maria Celia
Simon, Alexandre Tadeu
Helleno, Andre Luis
Vendramini, Matheus Phelipe
INTERNATIONAL JOURNAL OF QUALITY & RELIABILITY MANAGEMENT, 2016, 33 (04) : 488 - 498
[42] PROJECT RISK MANAGEMENT IN THE CONTEXT OF INDUSTRY 4.0 IN CONDITION OF MANUFACTURING ENTERPRISES IN SLOVAKIA
Masar, Matej
Hudakova, Maria
VPLYV INDUSTRY 4.0 NA TVORBU PRACOVNYCH MIEST, 2019, : 145 - 154
[43] Improvement of Controlling in the Financial Management of Enterprises
Mazur, Nataliya
Khrystenko, Larysa
Pasztorova, Janka
Zos-Kior, Mykola
Hnatenko, Iryna
Puzyrova, Polina
Rubezhanska, Viktoriia
TEM JOURNAL-TECHNOLOGY EDUCATION MANAGEMENT INFORMATICS, 2021, 10 (04): : 1605 - 1609
[44] The Improvement of the Logistics Management in the Modern Enterprises
Shi, Yi
2013 3RD INTERNATIONAL CONFERENCE ON EDUCATION AND EDUCATION MANAGEMENT (EEM 2013), 2013, 26 : 299 - 304
[45] Flexibility and revenue management in the automotive industry
Voigt, Kai-Ingo
Saatmann, Michael
Schorr, Sascha
JOURNAL OF ENTERPRISE INFORMATION MANAGEMENT, 2008, 21 (04) : 424 - +
[46] THE IMPACTS OF REPUTATION MANAGEMENT IN AUTOMOTIVE INDUSTRY
Linek, Barbora
Vodak, Josef
MARKETING IDENTITY: ONLINE RULES, PT I, 2017, : 135 - 142
[47] Dynamic supplier management in the automotive industry
Alaez-Aller, Ricardo
Longas-Garcia, Juan Carlos
INTERNATIONAL JOURNAL OF OPERATIONS & PRODUCTION MANAGEMENT, 2010, 30 (3-4) : 312 - 335
[48] Supply side management innovation: -Analysis on Enterprises in Scientific Industry Park Based on Market Orientation
Li, Xing
Mao, Fenlan
Lin, Mian
Nan Yadi
1ST INTERNATIONAL GLOBAL ON RENEWABLE ENERGY AND DEVELOPMENT (IGRED 2017), 2017, 100
[49] Corporate health management in the Automotive Industry
Riemann, J. F.
Mosch, Peter
GASTROENTEROLOGIE, 2023, 18 (05): : 415 - 417
[50] Improvement of the Strategic Management Mechanism for the Sustainable Development of Russian Gold-Mining Enterprises
Zhuravlyov, Vladimir V.
Varkova, Natalia Y.
Khudyakova, Tatyana A.
Aliukov, Sergei V.
VISION 2020: SUSTAINABLE ECONOMIC DEVELOPMENT AND APPLICATION OF INNOVATION MANAGEMENT, 2018, : 550 - 561

← 1 2 3 4 5 →