Providing a comprehensive risk prediction model using the method (MGARCH)

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
Objective

Risk management is one of the fundamental requirements for modern military forces. Today, without implementing scientific and logical processes,  it is impossible to identify and eliminate risks in dynamic and technological environments. Risk analysis and its prioritization are essential approaches to identifying significant risks and their impacts, enabling the determination of policies and strategies within defense organizations. This research aims to present a comprehensive risk prediction model using the Multivariate GARCH (MGARCH) method

Methodology

Due to the lack of public access to information from military organizations, in this research, statistical methods such as time series regression, self-regressive vector model, multivariable GARCH model, and conditional value at risk were used for banking data from the years 2011 to 2018.

Findings

It is possible to identify, analyze and prioritize risks through the quantification of risks in different units of military organizations.

Conclusion

Based on this, commanders are advised to establish and strengthen risk management departments and regularly assess and manage internal risks within their units according to risk indicators

Language:
Persian
Published:
Journal Defensive Future Studies, Volume:9 Issue: 35, 2025
Pages:
123 to 167
https://www.magiran.com/p2847919  
سامانه نویسندگان
  • Hossein Jahangirnia
    Corresponding Author (2)
    Associate Professor Accounting & Finance, Qom Branch, Islamic Azad University, Qom, Iran
    Jahangirnia، Hossein
  • Mir Feiz Falah Shams
    Author (5)
    Associate Professor Finance , Financial Group, Central Tehran Branch, Islamic Azad University, Tehran, Iran
    Falah Shams، Mir Feiz
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