A New Approach for Comparative between two Dynamic Market Risk Charge with Fuzzy Logic

Risk one of the most extremely important component in managers operate specially in markets. In the other hand, the world is an uncertain place, therefore we need new methods which it’s calculate uncertain (or fuzzy) data in risk management. In this paper, first we define some important concepts, and we brief review of dynamic market risk charge, then we propose a new method for comparative two dynamic market risks with fuzzy distance measure. In this study, we have specially attentions to the technology management. One of the main advantage of this method with other ones that is when we have uncertain (or fuzzy) data. Finally, some numerical examples illustrate the presented method as well as comparing it with other various ones.

Technology of Management (MOT), Risk Management, Market Risk, Dynamic Market Risk Charge (DMRC), Value Creation Approach, Fuzzy Logic.