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Activity Number: 395
Type: Invited
Date/Time: Tuesday, August 11, 2015 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract #314174
Title: A Framework for Strategic Financial Risk Management
Author(s): Jesus Rios*
Companies: IBM Research
Keywords: strategic planning ; risk management ; probabilistic graphical models ; probability eliciation
Abstract:

A basic approach to strategic planning is to make numerical assumptions about the future and compute based on them and a business model a set of performance metrics. To deal with risk and uncertainties, a full probabilistic risk analysis can be used. We present a practical approach at measuring and managing risks in the context of strategic planning, addressing both the number of probabilistic judgments required from experts and the computations typically needed to run the analysis.

Authors who are presenting talks have a * after their name.

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