An evaluating model of risk early-warning based on CFaR for international resource investment program

Author

Shanghai, Liu ; Zhaoju, Zou

Author_Institution

Dev. & Planning Dept., Chongqing universty of Sci. & Technol., Chongqing, China

Volume

3

fYear

2011

fDate

13-15 May 2011

Firstpage

646

Lastpage

650

Abstract

It is growing rapidly that Chinese enterprises invest resource abroad in recent years, but there is a higher percentage of failure. So, this paper presents CFaR (Cash Flow at Risk) evaluation model of risk warning for international resource investments. This evaluation model dynamically reflects the degree of project risk and cash flow status, with using the cash flow as the considering indexes and dynamic methods, overcoming subjectivity of the fuzzy estimation method and the static analysis of other financial forecasting indeses and models.

Keywords

financial management; forecasting theory; fuzzy set theory; investment; risk management; CFaR; Chinese enterprises; cash flow at risk; financial forecasting; fuzzy estimation method; international resource investment program; project risk; risk early-warning evaluation model; static analysis; Analytical models; Equations; Forecasting; Indexes; Investments; Mathematical model; Risk management; CFaR; Early-warning; Internation; Project; Resource; Risk;

fLanguage

English

Publisher

ieee

Conference_Titel

Business Management and Electronic Information (BMEI), 2011 International Conference on

Conference_Location

Guangzhou

Print_ISBN

978-1-61284-108-3

Type

conf

DOI

10.1109/ICBMEI.2011.5920536

Filename

5920536