Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk

The traditional methods of risk quantification include a sensitivity analysis, a scenario analysis and a historical simulation. The true nature of risk factors changes is ignored in the traditional 'ceteris paribus' approach to a sensitivity analysis, hence it can be reflected in a scenari...

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Main Author: Jan Kaczmarzyk
Format: Article
Language:English
Published: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu 2019-01-01
Series:Ekonometria
Online Access:https://journals.ue.wroc.pl/eada/article/view/912
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author Jan Kaczmarzyk
author_facet Jan Kaczmarzyk
author_sort Jan Kaczmarzyk
collection DOAJ
description The traditional methods of risk quantification include a sensitivity analysis, a scenario analysis and a historical simulation. The true nature of risk factors changes is ignored in the traditional 'ceteris paribus' approach to a sensitivity analysis, hence it can be reflected in a scenario analysis and a historical simulation. The most significant disadvantage of a scenario analysis is the limited number of scenarios, whereas a historical simulation depends on historical data availability and adequacy. The Monte Carlo simulation is a clear answer to the limitations of traditional methods. The changes of risk factors reflected in the Monte Carlo simulation are simultaneous, non-linear and interdependent. The most important aspect of this method is the stage of taking up the assumptions. The purpose of the paper is to indicate that considering several reasonable sets of assumptions for the Monte Carlo simulation simultaneously can bring even more comprehensive information about enterprise risk.(original abstract)
format Article
id doaj-art-ed46937e094e445d9111298abf637f05
institution OA Journals
issn 2449-9994
language English
publishDate 2019-01-01
publisher Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
record_format Article
series Ekonometria
spelling doaj-art-ed46937e094e445d9111298abf637f052025-08-20T02:09:12ZengWydawnictwo Uniwersytetu Ekonomicznego we WrocławiuEkonometria2449-99942019-01-01nr 4913Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise RiskJan Kaczmarzyk0University of Economics in Katowice, PolandThe traditional methods of risk quantification include a sensitivity analysis, a scenario analysis and a historical simulation. The true nature of risk factors changes is ignored in the traditional 'ceteris paribus' approach to a sensitivity analysis, hence it can be reflected in a scenario analysis and a historical simulation. The most significant disadvantage of a scenario analysis is the limited number of scenarios, whereas a historical simulation depends on historical data availability and adequacy. The Monte Carlo simulation is a clear answer to the limitations of traditional methods. The changes of risk factors reflected in the Monte Carlo simulation are simultaneous, non-linear and interdependent. The most important aspect of this method is the stage of taking up the assumptions. The purpose of the paper is to indicate that considering several reasonable sets of assumptions for the Monte Carlo simulation simultaneously can bring even more comprehensive information about enterprise risk.(original abstract)https://journals.ue.wroc.pl/eada/article/view/912
spellingShingle Jan Kaczmarzyk
Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk
Ekonometria
title Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk
title_full Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk
title_fullStr Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk
title_full_unstemmed Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk
title_short Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk
title_sort several sets of assumptions for the monte carlo simulation for a more precise analysis of enterprise risk
url https://journals.ue.wroc.pl/eada/article/view/912
work_keys_str_mv AT jankaczmarzyk severalsetsofassumptionsforthemontecarlosimulationforamorepreciseanalysisofenterpriserisk