ارائه چارچوب مدیریت ریسک حوادث فاجعه‌بار به‌کمک ابزارهای مالی انتقال ثانویه ریسک

هدف: تاکنون 62 نوع ریسک از حوادث فاجعه‌بار در جهان شناسایی ‌شده که 34 نوع آن در کشور به وقوع پیوسته است. استفاده از ظرفیت ابزارهای انتقال ریسک جایگزین، یکی از استراتژی‌های مدیریت ریسک قبل از وقوع حوادث فاجعه‌بار است که برای پوشش مالی توصیه شده است. بر این اساس، هدف از پژوهش حاضر، طراحی و ارائه چارچوب مدیریت ریسک حوادث فاجعه‌بار با استفاده از این ابزارهاست. روش: پژوهش حاضر بر اساس مراحل مرور نظام‌مند در یک دوره 8 ماهه صورت پذیرفته است. پس از مشخص‌شدن موضوع مطالعه، سوال پژوهش تدوین و در ادامه، پروتکل پژوهش و مدل ذهنی مناسب طراحی و معیارهای ورود و خروج نیز تعیین شد. ابتدا 112 مقاله انتخاب شد و پس از طبقه‌بندی، غربالگری و سنجش کیفیت آنها، در نهایت 73 مقاله برای بررسی عمیق باقی ماند. از روش نمونه‌گیری غیرتصادفی قضاوتی و نیز گلوله برفی برای انجام 18 مصاحبه تا حصول اقناع نظری استفاده شد. داده‌های به‌دست‌آمده طبقه‌بندی، کدگذاری و سنتز شدند. یافته‌ها: عوامل موثر بر چارچوب پیشنهادی در چهار گزاره اصلی ضرورت، زیرساخت اجرا، اندازه‌گیری ریسک و طراحی ابزارهای مالی مناسب طبقه‌بندی شد. هر گزاره تعدادی زیرمجموعه و کد را شامل می‌شود که در مجموع 10 مقوله و 415 کد مفهومی را تشکیل می‌دهد. نتیجه‌گیری: مدل شماتیک برای تبیین چارچوب مدیریت ریسک فاجعه‌بار در مرحله قبل از وقوع آن ارائه شد. با توجه به تنوع عوامل شناسایی‌شده، می‌توان نتیجه گرفت که این چارچوب مفهومی چندبُعدی است که باید در فرایند اجرا در کانون توجه قرار گیرد.

proposing a framework for catastrophic risk management through alternative risk transfer instruments

objective: global catastrophic risks are classified into 62 categories, 34 of which have been recorded in iran. such risks are major threats to the iranian economy. using the capacity of the alternative risk transfer instruments, as one of the recommended exante risk management strategies, creates financial protection in the macro frameworks of the domestic catastrophe risk management via incorporating the financial instruments of the iranian capital market as well as the islamic financial market. transferring such catastrophic risks requires appropriate financial instruments. the purpose of this study is to provide, explain and design the domestic catastrophic risk management framework by alternative risk transfer instruments.methods: the present study has been conducted based on a systematic literature review method. for this purpose, the related literature was systematically reviewed over a period of eight months. firstly, after specifying the subject of study, the research question was developed. then, the research protocol was designed and an appropriate mental model was designed accordingly. subsequently, inclusion and exclusion criteria were determined. the researchers next began the comprehensive and systematic research through which 112 papers were examined. after classifying, screening, and measuring their quality, 73 studies were selected for the final indepth analysis. in the next step, through the purposive and snowball sampling method, 18 experts were interviewed. the delphi method was used to obtain the opinion of experts until data saturation was achieved. their viewpoint was embedded in the final proposed framework. in the last step, the obtained data were classified, codified (using the open coding method through maxqda 2020   software) synthesized, and finally summarized. the trustworthiness and authenticity of the current research was measured according to the fourstage model of lincoln and guba.results: in general, all the factors that affect the catastrophic risk management framework can be classified into four main categories of “necessity, implementation of infrastructure, risk measurement, and designing appropriate financial instruments”. each category includes several subcategories and codes. the proposed framework in the present study is made up of 4 categories, 10 subcategories, and 415. also, 37 risks were collected and classified out of 62 catastrophic risks to obtain the “iran disaster risks diversity table”. finally, the appropriate financial instruments for risk transferring based on the capacity of the domestic capital market, i.e. “insurance sukuk vekala” and “cat takaful (ct) sukuk” (for the international islamic capital market), were designed and proposed by this research.conclusion: finally, a schematic model was proposed to establish iran’s catastrophic risk management framework through alternative risk transfer instruments, according to the diversity of detected factors. as a multidimensional concept, the framework should be considered in the implementation process.