Bibliografie tematiche / Risk

Letteratura scientifica selezionata sul tema "Risk"

Autore: Grafiati
Pubblicato: 4 giugno 2021
Ultima modifica: 20 luglio 2024

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Articoli di riviste sul tema "Risk"

1

W. L, Huang,. "Are Patients Without Surgical Risks Really Without Surgical Risk?" Journal of Surgical Case Reports and Images 5, n. 3 (2 luglio 2022): 01–04. http://dx.doi.org/10.31579/2690-1897/109.

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What motivated me to write this editorial was that, in my clinical practice for the last 30 years of medical experiences, I had the opportunity to study both kinds of medicine that exists in our world. The first by Western medicine, where I graduated in medical school in 1992 and specialized in infectious disease in Londrina State University in Brazil in 1995.
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Wauters, E., F. van Winsen, Y. de Mey e L. Lauwers. "Risk perception, attitudes towards risk and risk management: evidence and implications". Agricultural Economics (Zemědělská ekonomika) 60, No. 9 (30 settembre 2014): 389–405. http://dx.doi.org/10.17221/176/2013-agricecon.

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The comprehensive risk analysis of a business such as farming entails questions on what is at stake, how important is the risk concern and how to deal with it. We performed a sequential mixed method, with the in-depth interviews in the first stage (n = 35), followed by a survey on the Flemish FADN (n = 614) in the second, to investigate the farmers’ risk perception, the attitudes towards risk and the perceived usefulness of the risk management strategies. We find that, rather than the short-term volatility in prices, the longer term co-evolution of expenses versus receipts is of a major concern to farmers, next to the land availability and the policy risks. Farmers are shown to be only slightly risk averse, rather risk neutral even. Further, our results suggest that farmers do not consider extensively studied risk management strategies such as contracts, futures and insurances, a valid option for their farm, and put more faith in internal strategies such as the debt management, the liquidity management and diversification. Last, risk management is to a substantial degree performed at the household level, rather than at the farm level, with strategies such as cutting the private expenses and the off-farm employment. These results hardly differ according to the farm and farmer characteristics.  
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Orkin, Fredrick K. "Risk Stratification, Risk Adjustment, and Other Risks". Anesthesiology 113, n. 5 (1 novembre 2010): 1001–3. http://dx.doi.org/10.1097/aln.0b013e3181f7ab17.

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Petrolia, Daniel R. "Risk preferences, risk perceptions, and risky food". Food Policy 64 (ottobre 2016): 37–48. http://dx.doi.org/10.1016/j.foodpol.2016.09.006.

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Mangiero, Susan M. "Risk2: Measuring the Risk in Value at Risk". CFA Digest 27, n. 3 (agosto 1997): 68–69. http://dx.doi.org/10.2469/dig.v27.n3.125.

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Jorion, Philippe. "Risk2: Measuring the Risk in Value at Risk". Financial Analysts Journal 52, n. 6 (novembre 1996): 47–56. http://dx.doi.org/10.2469/faj.v52.n6.2039.

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Case, Stephen, e Kevin Haines. "Risky business? The risk in risk factor research". Criminal Justice Matters 80, n. 1 (giugno 2010): 20–22. http://dx.doi.org/10.1080/09627251.2010.482234.

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Dalkılıç, Ediz, e Belkıs Nihan Coşkun. "Cardiovascular risk in rheumatoid arthritis and the risk management". RAED Dergisi 7, n. 2 (1 dicembre 2015): 47–52. http://dx.doi.org/10.2399/raed.15.46855.

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Dr. M. Dhanabhakyam, Dr M. Dhanabhakyam, e P. Balasubramanian P. Balasubramanian. "Business Risk And Financial Risk - Indian Corporate Sector". Indian Journal of Applied Research 1, n. 7 (1 ottobre 2011): 31–33. http://dx.doi.org/10.15373/2249555x/apr2012/10.

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Romeike, Frank. "Buchbesprechung: Corporate Risk Management— Cash Flow at Risk und Value at Risk von Peter Hager". RISKNEWS 1, n. 3 (giugno 2004): 71–72. http://dx.doi.org/10.1002/risk.200490065.

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Tesi sul tema "Risk"

1

Svindland, Gregor. "Convex Risk Measures Beyond Bounded Risks". Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-97156.

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Krewski, D. "Risk and risk management". Thesis, University of Ottawa (Canada), 1988. http://hdl.handle.net/10393/5272.

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Yang, Fan. "Asymptotics for Risk Measures of Extreme Risks". Diss., University of Iowa, 2013. https://ir.uiowa.edu/etd/4928.

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This thesis focuses on measuring extreme risks in insurance business. We mainly use extreme value theory to develop asymptotics for risk measures. We also study the characterization of upper comonotonicity for multiple extreme risks. Firstly, we conduct asymptotics for the Haezendonck--Goovaerts (HG) risk measure of extreme risks at high confidence levels, which serves as an alternative way to statistical simulations. We split the study of this problem into two steps. In the first step, we concentrate on the HG risk measure with a power Young function, which yields certain explicitness. Then we derive asymptotics for a risk variable with a distribution function that belongs to one of the three max-domains of attraction separately. We extend our asymptotic study to the HG risk measure with a general Young function in the second step. We study this problem using different approaches and overcome a lot of technical difficulties. The risk variable is assumed to follow a distribution function that belongs to the max-domain of attraction of the generalized extreme value distribution and we show a unified proof for all three max-domains of attraction. Secondly, we study the first- and second-order asymptotics for the tail distortion risk measure of extreme risks. Similarly as in the first part, we develop the first-order asymptotics for the tail distortion risk measure of a risk variable that follows a distribution function belonging to the max-domain of attraction of the generalized extreme value distribution. In order to improve the accuracy of the first-order asymptotics, we further develop the second-order asymptotics for the tail distortion risk measure. Numerical examples are carried out to show the accuracy of both asymptotics and the great improvements of the second-order asymptotics. Lastly, we characterize the upper comonotonicity via tail convex order. For any given marginal distributions, a maximal random vector with respect to tail convex order is proved to be upper comonotonic under suitable conditions. As an application, we consider the computation of the HG risk measure of the sum of upper comonotonic random variables with exponential marginal distributions. The methodology developed in this thesis is expected to work with the same efficiency for generalized quantiles (such as expectile, Lp-quantiles, ML-quantiles and Orlicz quantiles), quantile based risk measures or risk measures which focus on the tail areas, and also work well on capital allocation problems.
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Qazi, Abroon. "Supply chain risk management : exploring an integrated process for managing interdependent risks and risk mitigation strategies". Thesis, University of Strathclyde, 2017. http://digitool.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=27944.

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The goal of this research is to investigate interdependency modelling of supply chain risks, and to develop and empirically evaluate a supply chain risk management process that not only integrates all stages of the process but also captures interdependencies between risks and risk mitigation strategies. The proposed process is tailored to the risk management needs of both conventional and project driven supply chains. Project driven supply chains necessitate experimenting untested (unique) strategies depending on the level of project complexity whereas in the case of conventional supply chains, there is generally a consensus in establishing interdependencies between risks and the efficacy of strategies. A systematic literature review methodology was employed to identify research gaps and establish the research agenda. In order to gain an insight into industrial practice, empirical research was conducted in South Australia involving semi-structured interviews with experts in project risk management that resulted in the development of a project complexity and risk management (ProCRiM) process. The research gaps identified and the findings of the empirical research helped in developing dependency based probabilistic supply chain risk measures that can be readily used for assessing and managing risks associated with global supply chains. In order to capture interdependencies between supply chain risks, strategies and performance measures, two case studies were conducted in reputed supply chains involving semi-structured interviews and focus group sessions that resulted in the development of two risk management frameworks: an adapted version of ProCRiM applicable to project driven supply chains and a framework specific to conventional supply chains. The research also focused on investigating the merits and challenges associated with implementing the proposed process. In order to capture the risk appetite of a decision maker, a process namely supply chain risk network management is developed and illustrated through a simulation study.
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Lindström, Anders, Victor Lopez e Daniel Sivertsson. "Risky Business : En studie i avkastning och risk". Thesis, Örebro University, Department of Business, Economics, Statistics and Informatics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-1015.

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Sammanfattning

Denna uppsats undersöker möjligheterna att bedöma en akties framtida risk och avkastning med hjälp av nyckeltalen soliditet och marknadstillväxt. För att göra detta undersöks företag noterade på Stockholmsbörsen under perioden 2004-12-31 till 2006-06-30. Analysen görs med hjälp av linjär regression och visar att nyckeltalen inte har något signifikant samband med risk och avkastning med reservation för ett lågt men signifikant samband mellan marknadstillväxt och beta på 5%-nivå.


Abstract

This essay sets out to explore the possibilities of determining the risk and return of a stock by means of a company’s financial structure and growth in market value. The research is done by analysing stocks on the Stockholm Stock Exchange during the period 31-12-2004 to 30-06-2006. The stocks are analysed using linear regression and shows that there is no significant relationship between the growth in market value, financial structure and risk and return save for a small but significant relationship between growth in market value and beta on a 5% significance level.

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Wolf, Elke. "IS risks and operational risk management in banks /". Lohmar : Eul, 2005. http://www.gbv.de/dms/zbw/480662231.pdf.

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Tang, Zhaofeng. "Quantitative risk management under systematic and systemic risks". Diss., University of Iowa, 2019. https://ir.uiowa.edu/etd/7035.

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The contemporary risk management practice emphasizes the interplay of multilevel risks, of which the systematic and systemic risks are considered the main culprits of catastrophic losses. With this in mind, this thesis investigates three important topics in quantitative risk management, in which the systematic and systemic risks play a devastating role. First of all, we center on the design of reinsurance policies that accommodate the joint interests of the insurer and reinsurer by drawing upon the celebrated notion of Pareto optimality in the context of a distortion-risk-measure-based model. Such a topic is of considerable practical interest in the current post financial crisis era when people have witnessed the significant systemic risk posed by the insurance industry and the vulnerability of insurance companies to systemic events. Specifically, we characterize the set of Pareto-optimal reinsurance policies analytically and introduce the Pareto frontier to visualize the insurer-reinsurer trade-off structure geometrically. Another enormous merit of developing the Pareto frontier is the considerable ease with which Pareto-optimal reinsurance policies can be constructed even in the presence of the insurer's and reinsurer's individual risk constraints. A strikingly simple graphical search of these constrained policies is performed in the special cases of value-at-risk and tail value-at-risk. Secondly, we propose probabilistic and structural characterizations for insurance indemnities that are universally marketable in the sense that they appeal to both policyholders and insurers irrespective of their risk preferences and risk profiles. We begin with the univariate case where there is a single risk facing the policyholder, then extend our results to the case where multiple possibly dependent risks co-exist according to a mixture structure capturing policyholder's exposure to systematic and systemic risks. Next, we study the asymptotic behavior of the loss from defaults of a large credit portfolio. We consider a static structural model in which latent variables governing individual defaults follow a mixture structure incorporating idiosyncratic, systematic, and systemic risks. The portfolio effect, namely the decrease in overall risk due to the portfolio size increase, is taken into account. We derive sharp asymptotics for the tail probability of the portfolio loss as the portfolio size becomes large and our main finding is that the occurrence of large losses can be attributed to either the common shock variable or systematic risk factor, whichever has a heavier tail. Finally, we extend the asymptotic study of loss from defaults of a large credit portfolio under an amalgamated model. Aiming at investigating the dependence among the risk components of each obligor, we propose a static structural model in which each obligor's default indicator, loss given default, and exposure at default are respectively governed by three dependent latent variables with exposure to idiosyncratic, systematic, and systemic risks. The asymptotic distribution as well as the asymptotic value-at-risk and expected shortfall of the portfolio loss are obtained. The results are further refined when a specific mixture structure is employed for latent variables.
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Hager, Peter. "Corporate Risk Management : Cash Flow at Risk und Value at Risk /". Frankfurt am Main : Bankakademie-Verl, 2004. http://www.gbv.de/dms/zbw/378196367.pdf.

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Wang, Andrew J. "Risk allocation for temporal risk assessment". Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/85516.

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Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2013.
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 63-64).
Temporal uncertainty arises when performing any activity in the natural world. When activities are composed into temporal plans, then, there is a risk of not meeting the plan requirements. Currently, we do not have quantitatively precise methods for assessing temporal risk of a plan. Existing methods that deal with temporal uncertainty either forgo probabilistic models or try to optimize a single objective, rather than satisfy multiple objectives. This thesis offers a method for evaluating whether a schedule exists that meets a set of temporal constraints, with acceptable risk of failure. Our key insight is to assume a form of risk allocation to each source of temporal uncertainty in our plan, such that we may reformulate the probabilistic plan into an STNU parameterized on the risk allocation. We show that the problem becomes a deterministic one of finding a risk allocation which implies a schedulable STNU within acceptable risk. By leveraging the principles behind STNU analysis, we derive conditions which encode this problem as a convex feasibility program over risk allocations. Furthermore, these conditions may be learned incrementally as temporal conflicts. Thus, to boost computational efficiency, we employ a generate-and-test approach to determine whether a schedule may be found.
by Andrew J. Wang.
M. Eng.
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Blomqvist, T. (Teemu). "Low risk investing and risk parity". Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201701121066.

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This thesis finds evidence of the outperformance of the risk parity (RP) strategies in comparison to the traditional equal-weighted portfolios. The empirical study focuses on backtesting the portfolio strategies by using two datasets, a long sample and a broad sample. The long sample data consists of U.S. common stocks listed in NYSE, AMEX and NASDAQ as well as U.S. government bonds over January 1929 to December 2015. The broad sample consists of global multi-asset index data including stocks, bonds, credit, commodities, real estate and hedge funds over January 2002 to December 2015. Risk parity refers to the asset allocation strategy that diversifies by risk, not by dollars. As stocks are much more volatile than bonds, traditionally diversified portfolios such as equal-weighted portfolio or market capitalization-weighted portfolio are most likely dominated by risks raising from equity markets. An optimal RP portfolio consists of equal risk contribution between and within asset classes. Put simply, a RP investor overweights low risk assets and underweights high risk assets. The main objective of the thesis is to evaluate the performance of two RP strategies, the inverse volatility method and the equal risk contribution method, in comparison to the equal-weighted portfolios. As a RP portfolio typically has a heavy allocation in low risk assets, the strategy requires leverage to raise the expected return to desired levels. Hence, this thesis focuses on analysis of both strategies, leveraged and unleveraged RP portfolios. The main analysis is carried out in several phases including market friction adjusted and unadjusted analyses. In addition, the strategies are tested in different interest rate environments. The performance of the portfolios is measured by realized Sharpe ratios. The study also observes abnormal returns by using a simple regression model. The key findings of the study are as follows: The RP strategies outperform the traditional equal-weighted portfolios on risk-adjusted basis after adjustments for market frictions. The unleveraged RP portfolios deliver higher Sharpe ratios than leveraged portfolios. However, the leveraged RP portfolio still achieves a higher Sharpe ration in comparison to the equal-weighted portfolio. The RP strategies underperform when interest rates are rising moderately or sharply. The equal risk contribution method outperforms the inverse volatility method.
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Libri sul tema "Risk"

1

Robin, Cook. Risc asumat =: Acceptable risk. Bucharest: RAO Budapest, 2001.

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Brehmer, Berndt, e Nils-Eric Sahlin, a cura di. Future Risks and Risk Management. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-015-8388-6.

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Berndt, Brehmer, e Sahlin Nils-Eric, a cura di. Future risks and risk management. Dordrecht: Kluwer Academic Publishers, 1994.

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Hutter, Bridget M., a cura di. Anticipating Risks and Organising Risk Regulation. Cambridge: Cambridge University Press, 2009. http://dx.doi.org/10.1017/cbo9780511761553.

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Anticipating risks and organizing risk regulation. Cambridge: Cambridge University Press, 2010.

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Popkova, Elena G., a cura di. Sustainable Development Risks and Risk Management. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-34256-1.

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Hester, R. E., e R. M. Harrison, a cura di. Risk Assessment and Risk Management. Cambridge: Royal Society of Chemistry, 2007. http://dx.doi.org/10.1039/9781847551849.

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Gourio, François. Credit risk and disaster risk. Cambridge, MA: National Bureau of Economic Research, 2011.

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D, Lutkenhoff Steven, Mehlman Myron A, Stara J. F, United States. Environmental Protection Agency. e International Symposium on Chemical Mixtures: Risk Assessment and Management. (1988 : Cincinnati, Ohio)., a cura di. Risk assessment and risk management. Princeton, N.J: Princeton Scientific Pub. Co., 1989.

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He, Zhiguo. Rollover risk and credit risk. Cambridge, MA: National Bureau of Economic Research, 2010.

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Capitoli di libri sul tema "Risk"

1

Aula, Pekka, e Jouni Heinonen. "Risk of Risks". In The Reputable Firm, 133–62. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-22008-6_7.

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Matsushita, Kayo. "Risk in translation". In Handbook of Translation Studies, 200–206. Amsterdam: John Benjamins Publishing Company, 2021. http://dx.doi.org/10.1075/hts.5.ris1.

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Viscusi, W. Kip. "Risk-Risk Analysis". In The Mortality Costs of Regulatory Expenditures, 5–17. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-011-1360-1_1.

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Delogu, Bernardo. "Risks and Risk Assessment". In Risk Analysis and Governance in EU Policy Making and Regulation, 59–143. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30822-7_4.

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Kasser, Joseph Eli. "Risks and Risk Management". In Systemic and Systematic Risk Management, 47–73. First edition. | Boca Raton, FL : CRC Press, 2020.: CRC Press, 2020. http://dx.doi.org/10.1201/9780429025389-3.

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Poufinas, Thomas. "Risks and Risk Management". In Fixed Income Investing, 455–534. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-87922-8_9.

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Hardy, Mark. "Accounting for the Rise of Risk". In Governing Risk, 34–51. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137313515_3.

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Garland, David. "3. The Rise of Risk". In Risk and Morality, a cura di Aaron Doyle e Diana Ericson, 48–86. Toronto: University of Toronto Press, 2003. http://dx.doi.org/10.3138/9781442679382-005.

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Bouw, Matthijs. "Designing with Risk: Balancing Global Risk and Project Risks". In Climate Change Management, 193–208. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-53742-9_12.

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Shrader-Frechette, K. S. "Lay Risk Evaluation and the Reform of Risk Management". In Future Risks and Risk Management, 183–251. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-015-8388-6_8.

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Atti di convegni sul tema "Risk"

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Benjamin, C., Hon-yue Chou, Michael C. Wu e Douglas C. Chang. "The Risks of Risk Management". In 2006 IEEE International Conference on Management of Innovation and Technology. IEEE, 2006. http://dx.doi.org/10.1109/icmit.2006.262312.

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Friedensen, Victoria. "Risk Communication: Communicating Risks as a Function of Good Risk Management". In 4th International Energy Conversion Engineering Conference and Exhibit (IECEC). Reston, Virigina: American Institute of Aeronautics and Astronautics, 2006. http://dx.doi.org/10.2514/6.2006-4165.

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Márquez, Freddy José, e Ranses Guillermo Sandrea. "Overall Risk: An Effective Approach in Project Management and Decision Making". In Offshore Technology Conference. OTC, 2022. http://dx.doi.org/10.4043/31718-ms.

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Abstract Risks constantly add complexity to the decision-making process in Oil & Gas industry. Risk register and risk matrices are common tools used to manage risks, but a list of risks cannot answer sponsors and stakeholders "How risky" question, especially those related to highly technical subjects. However, estimating the overall risk can address these concerns. Project Management Institute define overall risk as "the effect of uncertainty on the project as a whole, more than the sum of individual risks within a project…". The objective of this paper is to provide guidelines to estimate overall risk to make risk-informed decisions by modeling the effect of uncertainty in the achievement of objectives, providing an analysis that puts project stakeholders and sponsors in context, even in high complexity projects.
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Márquez, Freddy José, e Ranses Guillermo Sandrea. "Overall Risk: An Effective Approach in Project Management and Decision Making". In Offshore Technology Conference. OTC, 2022. http://dx.doi.org/10.4043/31718-ms.

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Abstract Risks constantly add complexity to the decision-making process in Oil & Gas industry. Risk register and risk matrices are common tools used to manage risks, but a list of risks cannot answer sponsors and stakeholders "How risky" question, especially those related to highly technical subjects. However, estimating the overall risk can address these concerns. Project Management Institute define overall risk as "the effect of uncertainty on the project as a whole, more than the sum of individual risks within a project…". The objective of this paper is to provide guidelines to estimate overall risk to make risk-informed decisions by modeling the effect of uncertainty in the achievement of objectives, providing an analysis that puts project stakeholders and sponsors in context, even in high complexity projects.
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Zahedi, S. "Risk typology". In RISK ANALYSIS 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/risk080221.

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Rhatigan, Jennifer L., John B. Charles e J. Michelle Edwards. "Exploration Health Risks: Probabalistic Risk Assessment". In 57th International Astronautical Congress. Reston, Virigina: American Institute of Aeronautics and Astronautics, 2006. http://dx.doi.org/10.2514/6.iac-06-a1.7.09.

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Rahim, Norhana Abd, e Fauziah Hanim Tafri. "Measuring risk charge for market risks". In 2010 International Conference on Science and Social Research (CSSR). IEEE, 2010. http://dx.doi.org/10.1109/cssr.2010.5773877.

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Zheng, Hui-Ting, Inchio Lou, Yun Ge e Zhi-Shi Wang. "Risk and Risk Management: The Perspectives of Risk for Risk Analysis". In 2015 International Conference on Energy, Environmental & Sustainable Ecosystem Development (EESED 2015). WORLD SCIENTIFIC, 2015. http://dx.doi.org/10.1142/9789814723008_0135.

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Galic, Dom. "Reclamation’s Approach to Construction Risk Analysis and Risk Assessment". In Geo-Risk 2023. Reston, VA: American Society of Civil Engineers, 2023. http://dx.doi.org/10.1061/9780784484982.028.

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Frijns, P., F. van Leeuwen e R. Bierwolf. "Risk management – from risk log to risk dialogue". In 2017 International Conference on Engineering, Technology and Innovation (ICE/ITMC). IEEE, 2017. http://dx.doi.org/10.1109/ice.2017.8279953.

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Rapporti di organizzazioni sul tema "Risk"

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Chari, Anusha, Karlye Dilts Stedman e Christian Lundblad. Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk. Cambridge, MA: National Bureau of Economic Research, ottobre 2020. http://dx.doi.org/10.3386/w27927.

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Gourio, Francois. Credit Risk and Disaster Risk. Cambridge, MA: National Bureau of Economic Research, maggio 2011. http://dx.doi.org/10.3386/w17026.

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He, Zhiguo, e Wei Xiong. Rollover Risk and Credit Risk. Cambridge, MA: National Bureau of Economic Research, gennaio 2010. http://dx.doi.org/10.3386/w15653.

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Gilchrist, Simon, Bin Wei, Vivian Yue e Egon Zakrajšek. Sovereign Risk and Financial Risk. Cambridge, MA: National Bureau of Economic Research, novembre 2021. http://dx.doi.org/10.3386/w29501.

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Stulz, René. Crisis Risk and Risk Management. Cambridge, MA: National Bureau of Economic Research, maggio 2023. http://dx.doi.org/10.3386/w31252.

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Eberle, Caitlyn, Jack O'Connor, Liliana Narvaez, Melisa Mena Benavides e Zita Sebesvari. Interconnected Disaster Risks 2023: Risk Tipping Points. United Nations University - Institute for Environment and Human Security (UNU-EHS), ottobre 2023. http://dx.doi.org/10.53324/wtwn2495.

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Abstract (sommario):
The 2023 Interconnected Disaster Risks report examines six immediate and increasing risks across the world: the accelerating extinctions of species, the depletion of groundwater resources, the retreat of mountain glaciers, the growing number of places facing uninhabitable temperatures, the rise in uninsurability and the growing amount of space debris. Through literature review and expert consultation, we define “risk tipping points” for each of the six cases, representing the point at which a given socioecological system ceases to buffer risks and to provide its expected functions, after which the risk of catastrophic impacts to the system increases substantially. Our analysis also includes a highlight on the interconnectivity of root causes and drivers that are pushing these systems to their tipping point, as well as their influence on each other and compounding and cascading impacts into other systems, now and in the future. Our findings indicate that human actions are causing these increased risks, and we discuss the potential behavior and value changes that will be necessary to address them. This report also proposes a new framework to classify and discuss the effectiveness of solutions that help us address risk tipping points. Solutions fall into two main categories: Avoid solutions that target root causes and drivers of risk to avoid crossing risk tipping points altogether, and adapt solutions that help us to prepare or to better address the negative impacts of risk tipping point in case they cannot be avoided, and seek to adapt to the resulting changes in an attempt to live with them. Within each category, there are two options for actions: Delay actions work within the existing “business as usual” system and seek to slow down the progression towards risk tipping points or possible worst impacts. Transform actions involve a fundamental re-imagining of the system itself. Out of the different categories, it is transformative solutions that have the potential to move us away from a future of multiplying risk tipping points, but they also require the most societal and personal change. Therefore, the report highlights overall changes we can make to our behaviours and values that would transform the way we use our systems and reduce overall risk. These include a shift towards zero waste, a closer connection to nature, global cooperation and trust, consideration for future generations, and shifting to an economic model that is less focused on growth and more on human well-being within planetary boundaries. Addressing risk tipping points requires us to fundamentally change how we perceive and value the world around us in a way that gives us the responsibility to care for it. We must design our systems to work in a way that recognizes how much we need the world and all its systems working together for our survival; otherwise, we will find ourselves in a future where risks continue to multiply. The choice is ours. We have the power to act now to create the future we want.
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Jorion, Philippe. Bank Trading Risk and Systemic Risk. Cambridge, MA: National Bureau of Economic Research, gennaio 2005. http://dx.doi.org/10.3386/w11037.

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Flynn, James, e Paul Slovic. Low-Dose Risk, Decisions, and Risk Communication. Office of Scientific and Technical Information (OSTI), giugno 2001. http://dx.doi.org/10.2172/833457.

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Flynn, James. LOW DOSE RISK, DECISIONS, & RISK COMMUNICATION. Office of Scientific and Technical Information (OSTI), giugno 2002. http://dx.doi.org/10.2172/833469.

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Flynn, James. Low Dose Risk, Decisions, and Risk Communication. Office of Scientific and Technical Information (OSTI), settembre 2002. http://dx.doi.org/10.2172/833470.

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