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