<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>Risk transmission has three elements: risk source, risk flow and risk carrier. The paper quotes the asymmetric model and the joint asymmetric model to analyse the conduction effects of financial risks. At the same time, the article uses the elasticity coefficient to quantitatively calculate the risk transmission effect of the two supply chain financial financing modes. The research results prove that the risk transmission ability of each financial market has individual differences, and the foreign exchange market does not have significant risk transmission ability to other markets during the rising stage. The joint asymmetric model is more effective in predicting corporate financial risks.</p>
</abstract>

Risk transmission has three elements: risk source, risk flow and risk carrier. The paper quotes the asymmetric model and the joint asymmetric model to analyse the conduction effects of financial risks. At the same time, the article uses the elasticity coefficient to quantitatively calculate the risk transmission effect of the two supply chain financial financing modes. The research results prove that the risk transmission ability of each financial market has individual differences, and the foreign exchange market does not have significant risk transmission ability to other markets during the rising stage. The joint asymmetric model is more effective in predicting corporate financial risks.

Mathematical modelling of enterprise financial risk assessment based on risk conduction model

Department of Accounting and Finance, Faculty of Administrative Sciences, Applied Science University

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution 4.0 International License.

Risk transmission has three elements: risk source, risk flow and risk carrier. The paper quotes the asymmetric model and the joint asymmetric model to analyse...

Mathematical modelling of enterprise financial risk assessment based on risk conduction model

Published Online: Dec 15, 2021

Page range: 591 - 600

Received: Jun 16, 2021

Accepted: Sep 24, 2021

DOI: https://doi.org/10.2478/amns.2021.1.00082

Keywords
risk transmission, asymmetry, financial risk, mathematical modelling, linear regression

© 2021 Hu and Muwafak, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Mathematical modelling of enterprise financial risk assessment based on risk conduction model

Published Online: Dec 15, 2021

Page range: 591 - 600

Received: Jun 16, 2021

Accepted: Sep 24, 2021

DOI: https://doi.org/10.2478/amns.2021.1.00082

Keywordsrisk transmission, asymmetry, financial risk, mathematical modelling, linear regression

© 2021 Hu and Muwafak, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Keywords
risk transmission, asymmetry, financial risk, mathematical modelling, linear regression