Development of a Model of the Organization's Optimal Risk Management Mechanism

In modern conditions, the instability of the environment has a sharp impact on the company's activities, as well as increases the probability of the risks that accompany such changing conditions. The article presents the definition of risk and its classification. The risk is grouped according to different signs and given in the form of a table. The content of the risk problem is shown schematically. Insurance (hedging) is a means of defense against risks. The main part of risks - these are the risks related to the company's activities. One of the mathematical models of the organization's optimal risk management mechanism, which ensures the maximum effectiveness of the activity at the level of acceptable risk for the enterprise, is discussed. It is noted in the paper that one of the approaches to investment decisions under risk conditions is often used in foreign practice, the utility function (SF), which subjectively reflects the dependence of the utility of investment results on the costs incurred for its adoption. Using the simplified version of SF and the linear optimization model proposed by us. Through it, it is possible to select the project providing the highest projected income. Here is an example of a similar approach.