МЕТОДОЛОГІЧНІ АСПЕКТИ ОРГАНІЗАЦІЇ НАУКОВИХ ДОСЛІДЖЕНЬ ФІНАНСОВОГО РИЗИК-МЕНЕДЖМЕНТУ У СФЕРІ ІНТЕЛЕКТУАЛЬНОЇ ВЛАСНОСТІ

Tamara Rad; Valentyn Diachenko; Nataliia Diachenko; Olena Lapko; Roksolana Kalyn

doi:10.32689/2523-4536/82-6

Authors

Tamara Rad Kyiv University of Intellectual Property and Law https://orcid.org/0000-0001-5777-3109
Valentyn Diachenko Kyiv University of Intellectual Property and Law https://orcid.org/0000-0002-0055-9256
Nataliia Diachenko Kyiv University of Intellectual Property and Law https://orcid.org/0000-0002-4306-7665
Olena Lapko Kyiv University of Intellectual Property and Law https://orcid.org/0000-0002-6351-731X
Roksolana Kalyn Kyiv University of Intellectual Property and Law https://orcid.org/0009-0007-4576-533X

DOI:

https://doi.org/10.32689/2523-4536/82-6

Keywords:

financial risk management, intellectual property, scientific methodology, machine learning, Big Data, stress testing, real options, benchmarking, backtesting, model risk

Abstract

A comprehensive study of the theoretical and methodological foundations and phased organization of scientific research on financial risk management in the field of intellectual property has been carried out. The dialectical contradiction between the determinism of the mathematical apparatus and the imperative of operational efficiency in making strategic management decisions has been revealed. It has been proven that the complication of stochastic models creates a time lag, and the classical methodology based on the normal distribution is inadequate for assessing atypical events with catastrophic consequences. Systemic challenges and model risks associated with the algorithmic opacity of artificial intelligence tools (Machine Learning, Big Data), the bias of input data, and cybersecurity threats have been highlighted. The need to abandon a unified approach in favor of the author's systematization of financial risks and the tools for their analysis by categories of intellectual property objects (patents, trademarks, copyrights, know-how) has been substantiated. It is determined that the effectiveness of intangible asset management is achieved through the synthesis of quantification models (Value-at-Risk, Expected Shortfall, real options method, Relief from Royalty), stress testing systems and mandatory retrospective testing (backtesting). The formed methodological framework minimizes information asymmetry and ensures adaptive stability of business entities in the conditions of digitalization and market volatility.

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METHODOLOGICAL ASPECTS OF ORGANIZING SCIENTIFIC RESEARCH ON FINANCIAL RISK MANAGEMENT IN THE SPHERE OF INTELLECTUAL PROPERTY

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