船撞桥风险评估方法概述

船撞桥事故的发生给人们的生命财产带来了严重的损失,而船撞桥风险评估是降低船撞桥风险的重要措施.文章根据风险评估的基本思想,提出了船撞桥风险评估的基本框架,并对已有的船撞桥概率模型、后果模型和风险准则的优缺点进行了分析总结,为船撞桥风险评估及桥梁防撞设计提供了思路和方法.     

内河桥梁工程施工期船撞风险分析

随着我国各种桥梁工程日益增多,桥区安全通航事故时有发生,目前对于桥梁工程船撞风险主要集中在桥梁营运期,而桥梁工程施工期的船撞风险却基本没有涉及研究。因此,文中以内河桥梁工程施工期船撞风险为研究对象,通过研究船舶运动状态,分析桥梁施工期对船舶通航环境的影响,了解船撞风险源,并对桥梁水域船撞系统风险进行分析,得出桥梁工程施工期船撞风险评价结果,为后期船舶过桥航行的监控与监管工作做出理论基础。     

基于专家调查法的大跨度钢桁梁桥运营期安全风险评估

本文基于专家调查法对大跨度钢桁梁桥建设期安全风险评估开展研究。首先采用专家调查法进行大跨度钢桁梁桥的运营风险因素识别和指标体系划分,再针对指标体系开展综合评判分析,进行大跨度钢桁梁桥的运营期风险定量评估,分析结果为工程运营期的风险控制提供依据。研究结果表明基于专家调查法的工程运营期安全风险评估方法具有较好的实用性和合理性,可为相关工程运营期安全风险评估工作提供参考和借鉴。     

三位农民工在六米生死线前的抉择

广东九江大桥被船撞断后不久,三位河南农民恰好驾车经过。身处断桥处仅仅六米的他们,站在桥中央,紧急阻拦,舍命救下了断桥边缘的8辆车……     

风险导向审计的重心:审计风险评估

从风险导向审计的基本理念及其产生的动因来看,审计风险评估是风险导向审计的重心,审计风险评估结果的正确与否关系到风险导向审计的成效。本文构建了风险评估程序,介绍了几种基本的风险评估方法以及进行风险评估时应遵循的原则。     

韩庄运河段桥梁防撞管理

文章对船舶防止撞桥管理问题进行了探讨。在内河船舶撞桥事故数量不断增加、潜在风险越来越大的情况下,加强船舶管理是十分必要的。文章就防止船舶撞击桥梁问题,从人员、环境、船舶、桥梁水域管理等方面找出主动防撞方法,提出相关防范管理措施,防止事故发生。     

风险评估——我国消费品安全管理新趋势

消费品安全事关人民身心健康,风险评估作为一种能有效降低消费品安全风险的方法,已经在国外得到了运用。本文通过分析消费品安全风险评估的必要性、原则和基本内容,提出了推进我国消费品安全风险评估的对策。     

化学品船修造企业安全生产管理技术探讨

通过安全风险评估技术对化学品船修造企业安全生产管理过程中的风险进行了评估,明确了高危、高空作业,重大船舶构件和物件吊运,涂装、密闭舱室作业,焊接时触电和爆炸四类主要风险,提出了加强安全管理体系建设、加大安全培训力度,严格安全审批和操作程序、采用安全新技术等预防和控制方案,以提高船厂安全管理水平.     

传统和现代风险导向审计风险评估策略比较研究

本文从风险评估导向、风险评估范围、风险评估程序以及风险评估方法四个方面对传统和现代风险导向审计风险评估策略进行了比较研究，并进一步对现代风险导向审计风险评估策略进行了客观评价。     

重大改革决策社会稳定风险评估的现实意义与规范路径

正现代社会是一个风险社会,中国亦不例外。改革中的中国社会,面对着复合、复杂的风险带来的挑战,需要制定决策以回避和规制风险;而改革决策本身,同样可能成为风险之源。实践已证明,重大决策的社会稳定风险评估是保证决策质量、消减决策风险的必要步骤。有鉴于此,近年来党中央和国务院做出了多项重要部署。一些地方政府据此出台了规章和规范性文件,初步搭建了社会稳定风险评估的基本框架。但客观来看,目前立法的位阶过低,内容     

关于大坝风险的Vague集事故树的评价模型

本模型主要从对大坝风险评价的角度出发,对导致大坝风险的元素及其逻辑关系进行分析。首先,利用可靠度的知识对大坝系统的失效概率进行分析。然后,结合事故树模型,使大坝的风险元素间的逻辑关系多元化,并对风险元素间的关系应用Vague集理论进行模糊化处理,利用客观数据进行评价,使评价更加客观。最后,模型给出了评价的结果,并进行了讨论。     

合作项目内部风险的研究

在中国实施合作项目面临着高度不确定的环境和项目的内、外风险。项目的内部风险主要来自项目的参与各方 ,项目组可以通过有效措施来降低它的发生概率。本文针对中国经济过渡时期的特点 ,建议了一套适合项目内部风险评估的方法 ,推荐了某些评估风险事件的相关图表 ,为实施中国合作项目的风险管理提供依据和参考     

An Empirical Assessment of Country Risk Ratings and Associated Models

Abstract.  Country risk has become a topic of major concern for the international financial community over the last two decades. The importance of country ratings is underscored by the existence of several major country risk rating agencies, namely the Economist Intelligence Unit, Euromoney, Institutional Investor, International Country Risk Guide, Moody's, Political Risk Services, and Standard and Poor's. These risk rating agencies employ different methods to determine country risk ratings, combining a range of qualitative and quantitative information regarding alternative measures of economic, financial and political risk into associated composite risk ratings. However, the accuracy of any risk rating agency with regard to any or all of these measures is open to question. For this reason, it is necessary to review the literature relating to empirical country risk models according to established statistical and econometric criteria used in estimation, evaluation and forecasting. Such an evaluation permits a critical assessment of the relevance and practicality of the country risk literature. The paper also provides an international comparison of risk ratings for twelve countries from six geographic regions. These ratings are compiled by the International Country Risk Guide, which is the only rating agency to provide detailed and consistent monthly data over an extended period for a large number of countries. The time series data permit a comparative assessment of the international country risk ratings, and highlight the importance of economic, financial and political risk ratings as components of a composite risk rating.     

基于风险矩阵的工程项目投标风险评价——以某花园住宅小区为例

以某花园小区项目为例,通过设计调查问卷,对工程项目投标过程中的风险因素进行分析。进而,以风险矩阵方法为基础,建立包括风险概率(RP)和风险等级(RR)的工程项目投标风险评价体系,并进行应用。最终,通过Borda序值对该花园住宅小区项目投标风险进行排序。     

论散装液体化学品危险性评价标准的局限性

概述现有的国内外散装液体化学品危险性评价标准,分析现有标准存在的局限性。     

After Modigliani,Miller, and Hamada: A new way to estimate cost of capital

In this article, we discuss the impact of financial debt on shareholder value using a new approach that aims: (a) to explain the effect that leverage from debt has on a stock’s systematic risk, or what we shall call here “the systematic cost of leverage,” and (b) to account for default risk in the cost of equity, or what we shall call here “the cost of default.” Our assessment of systematic risk is based on a stochastic approach that is materially different from the one proposed by Hamada: the risk premium remunerates the investor for the probability of equity (expressed as market value) generating a return below that of the risk‐free rate. Furthermore, the approach we use to account for default risk is derived from reduced‐form models, but in this case, (a) we use real probabilities of default and not risk‐neutral probabilities, and (b) we extend the approach to stocks.     

Buyer perceptions of supply disruption risk: A behavioral view and empirical assessment

As supply chains become more complex, firms face increasing risks of supply disruptions. The process through which buyers make decisions in the face of these risks, however, has not been explored. Despite research highlighting the importance of behavioral approaches to risk, there is limited research that applies these views of risk in the supply chain literature. This paper addresses this gap by drawing on behavioral risk theory to investigate the causal relationships amongst situation, representations of risk, and decision-making within the purchasing domain. We operationalize and explore the relationship between three representations of supply disruption risk: magnitude of supply disruption, probability of supply disruption, and overall supply disruption risk. Additionally, we draw on exchange theories to identify product and market factors that impact buyers’ perceptions of the probability and magnitude of supply disruption. Finally, we look at how representations of risk affect the decision to seek alternative sources of supply. We test our model using data collected from 223 purchasing managers and buyers of direct materials. Our results show that both the probability and the magnitude of supply disruption are important to buyers’ overall perceptions of supply disruption risk. We also find that product and market situational factors impact perceptions of risk, but they are best understood through their impact on perceptions of probability and magnitude. Finally, we find that decisions are based on assessments of overall risk. These findings provide insight into the decision-making process and show that all three representations of risk are necessary for fully understanding risky decision-making with respect to supply disruptions.     

电动车项目风险管理实践

本文着重介绍了项目风险管理过程中项目风险识别与评估的方法与标准。针对某电动车项目进行了不同阶段的风险评估,上一阶段的风险评估结果为下一阶段提供决策支持,以项目阶段性风险评估结果推动业务开展和管理模式创新。     

Risk assessment of supply-chain systems: a probabilistic inference method

ABSTRACT

The probability of occurrence, occurrence time and holding time make the estimation of the multiresource, multidimensional, transmissible and dynamic characteristics of supply-chain risk more valuable to achieving the goal of risk assessment. A dynamic Bayesian network model of supply-chain risk is constructed to describe the property of supply-chain risk; the Bayesian inference tool is then used to estimate the corresponding parameters by maximum likelihood and inference for supply-chain risks. It is concluded that supply-chain risk changes with time and would converge at a certain stable interval, occurrence time and holding time satisfy several Poisson processes.     

Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes

Given that underlying assets in financial markets exhibit stylized facts such as leptokurtosis, asymmetry, clustering properties and heteroskedasticity effect, this paper applies the stochastic volatility models driven by tempered stable Lévy processes to construct time changed tempered stable Lévy processes (TSSV) for financial risk measurement and portfolio reversion. The TSSV model framework permits infinite activity jump behaviors of returns dynamics and time varying volatility consistently observed in financial markets by introducing time changing volatility into tempered stable processes which specially refer to normal tempered stable (NTS) distribution as well as classical tempered stable (CTS) distribution, capturing leptokurtosis, fat tailedness and asymmetry features of returns in addition to volatility clustering effect in stochastic volatility. Through employing the analytical characteristic function and fast Fourier transform (FFT) technique, the closed form formulas for probability density function (PDF) of returns, value at risk (VaR) and conditional value at risk (CVaR) can be derived. Finally, in order to forecast extreme events and volatile market, we perform empirical researches on Hangseng index to measure risks and construct portfolio based on risk adjusted reward risk stock selection criteria employing TSSV models, with the stochastic volatility normal tempered stable (NTSSV) model producing superior performances relative to others.