A risk-sharing approach to transfer pricing and incentive compensation problems under exchange rate uncertainty

Article Abstract:

Resource allocation problems arising from exchange-rate uncertainties may be addressed efficiently by adopting a novel risk-sharing model based on Kanodia's (1979) works. The framework makes use of the Arrow-Debreu contingent commodities concept in order to guarantee optimal coordination in decentralized firms, particularly multinational enterprises. The approach further outlines an optimal pricing scheme designed to enable firms to comply with international tariff and tax policies.

Multinational Corporations, Management, Prices and rates, International business enterprises, Foreign exchange, Foreign exchange rates, Resource allocation

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A comprehensive model for managing credit risk on home mortgage portfolios

Article Abstract:

Several decision support tools for managing credit risk associated with home mortgage portfolios are introduced. These include a forecasting model of mortgage life based on Markov chains and nonstationary transition probabilities as well as logistic and regression models for determining losses from bad loans. These models enable financial institutions to characterize the performance of mortgages and portfolio segments under various business conditions.

Portfolio Management, Financial Forecasting, Research, Risk assessment, Mortgages, Decision support systems

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A seasonal index for business

Article Abstract:

A model was developed wherein a multiplicative seasonal index can be derived from a small set of data, which can be used in business forecasting. The effectivity of the model is derived from its use of the systematic error factor, which makes for corrections and provides for a higher safety provision. The model can both be used in the multiplicative and additive trend of generating the seasonal index.

Sales Management, Forecasting, Business cycles, Seasonal variations (Economics)

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