• Title/Summary/Keyword: 리스크 예측

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Development of a heavy rain disaster impact model system (호우 재해영향모델 시스템 개발)

  • Dong Ho Kang;Na Yeon Choi;Byung Sik Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.57-57
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    • 2023
  • 최근 심각한 기후변화로 인한 호우, 태풍 등 기상현상의 변화로 다양한 재해가 발생하고 그로 인한 피해 규모도 커지고 있다. 현재 우리나라의 호우 재해에 대한 예보는 단순히 강수량, 강설량, 바람의 강도 등을 전달해 주고 있는데, 이러한 정보 전달의 형태는 그로 인한 피해 규모를 예측하기 어렵다. 본 시스템은 현재의 단순한 수치만을 보여주는 예보에서 호우가 어느 지역에 어떠한 영향을 미치는지에 대한 정보를 전달한다. 시간대별 격자단위(1km×1km)로 구획하여 그 영향이클 것이라고 예상되는 9개 분야(생활, 도로, 농업, 편의, 공업, 의료복지, 교육연구. 축산업, 공용)의 정보를 전달 해 줌으로써 경제적, 산업적 측면에서 재난으로 인한 피해를 최소화할 수 있도록 하였다. GIS와 호우위험영향도 분석결과를 제공하는 플랫폼이며 주요 기능은 종합위험등급 현황을한 눈에 볼 수 있는 GIS 대쉬보드 상황판과 IBH-HR(예측강우분석), IBF-G(수문분석), IBF-PRA(리스크 분석) 3개의 분석 모듈 그리고 분석 모듈을 통해 도출된 분석결과를 관리하는 ARM(분석이력관리)으로 구성되었다. 다양한 콘텐츠 서비스로 호우 영향정보의 활용성이 클 것으로 기대된다.

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Effect of Supply Chain Risk on Port Container Throughput: Focusing on the Case of Busan Port (공급망 리스크가 항만 컨테이너 물동량에 미치는 영향에 관한 연구: 부산항 사례를 중심으로)

  • Kim, Sung-Ki;Kim, Chan-Ho
    • Journal of Korea Port Economic Association
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    • v.39 no.2
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    • pp.25-39
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    • 2023
  • As the scope of supply chains expands globally, unpredictable risks continue to arise. The occurrence of these supply chain risks affects port cargo throughput and hinders port operation. In order to examine the impact of global supply chain risks on port container throughput, this study conducted an empirical analysis on the impact of variables such as the Global Supply Chain Pressure Index (GSCPI), Shanghai Container Freight Index (SCFI), Industrial Production Index, and Retail Sales Index on port traffic using the vector autoregressive(VAR) model. As a result of the analysis, the rise in GSCPI causes a short-term decrease in the throughput of Busan Port, but after a certain point, it acts as a factor increasing the throughput and affects it in the form of a wave. In addition, the industrial production index and the retail sales index were found to have no statistically significant effect on the throughput of Busan Port. In the case of SCFI, the effect was almost similar to that of GSCPI. The results of this study reveal how risks affect port cargo throughput in a situation where supply chain risks are gradually increasing, providing many implications for establishing port operation policies for future supply chain risks.

Option-type Default Forecasting Model of a Firm Incorporating Debt Structure, and Credit Risk (기업의 부채구조를 고려한 옵션형 기업부도예측모형과 신용리스크)

  • Won, Chae-Hwan;Choi, Jae-Gon
    • The Korean Journal of Financial Management
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    • v.23 no.2
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    • pp.209-237
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    • 2006
  • Since previous default forecasting models for the firms evaluate the probability of default based upon the accounting data from book values, they cannot reflect the changes in markets sensitively and they seem to lack theoretical background. The market-information based models, however, not only make use of market data for the default prediction, but also have strong theoretical background like Black-Scholes (1973) option theory. So, many firms recently use such market based model as KMV to forecast their default probabilities and to manage their credit risks. Korean firms also widely use the KMV model in which default point is defined by liquid debt plus 50% of fixed debt. Since the debt structures between Korean and American firms are significantly different, Korean firms should carefully use KMV model. In this study, we empirically investigate the importance of debt structure. In particular, we find the following facts: First, in Korea, fixed debts are more important than liquid debts in accurate prediction of default. Second, the percentage of fixed debt must be less than 20% when default point is calculated for Korean firms, which is different from the KMV. These facts give Korean firms some valuable implication about default forecasting and management of credit risk.

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Using Business Failure Probability Map (BFPM) for Corporate Credit Rating (다중 부실예측모형을 이용한 통합 신용등급화 방법)

  • 신택수;홍태호
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.05a
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    • pp.835-842
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    • 2003
  • 현행 기업신용평가모형에 관한 연구는 크게 부실예측모형 및 채권등급 평가모형으로 구분된다. 이러한 신응평가모형에 관한 연구는 단순히 부실여부 또는 이미 전문가 집단에 의해 사전에 정의된 등급체계만을 예측하는 데 초점을 맞추고 있었다. 그러나. 대부분의 금융기관에서 사용하는 신응평가모형은 기업의 부실여부만을 예측하거나 기존의 채권등급을 예측하기 위만 목적보다는 기업의 고유 신응위험을 평가하여 이에 적합한 신용등급을 부여함으로써, 효율적인 대출업무를 수행하기 위해 활용되고 있다. 본 연구에서는 기존의 부실예측모형들을 대상으로 다중 부실확률모형 (Business Failure Probability Map; BFPM) 접근방법을 이용한 신응등급화 방법을 제안하고자 한다. 본 연구에서 제시된 다중 부실확률모형은 신경망모형과 로짓모형을 통합하여 부도율, 점유율을 고려한 다단계 신용등급을 예측할 수 있게 해준다. 다중 부도확률지도 접근방법을 이용하여 각 금융기관에서 정의하는 수준의 신용리스크를 효과적으로 추정하고, 이를 기준으로 보다 객관적인 다단계 신용등급을 산출하는 새로운 신응등급화 방법을 제시 하고자 한다.

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A Regression Model for Forecasting the Initial Sales Ratio of Apartment Building Projects (아파트 프로젝트의 초기 분양률 예측 회귀모델)

  • Son, Seung-Hyun;Kim, Do-Yeong;Kim, Sun-Kuk
    • Journal of the Korea Institute of Building Construction
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    • v.19 no.5
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    • pp.439-448
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    • 2019
  • There are various factors affecting the success and failure of an apartment building project. However, after the unit sale price has been determined and the sale has started, the most important factor affecting on the project is the initial sales ratio for one month after the sale. Generally, developers predict an initial sales ratio by various data such as economic situation, the trend of the housing market, and the house price near the business place. However, it is very difficult for these factors to be calculated quantitatively in connection with the initial sales ratio. Therefore, the purpose of this study is to develop a regression model for forecasting the initial sales ratio of apartment building projects. For this study, pre-sales data collection, correlation analysis between influencing factors, and regression model development are performed sequentially. The results of this study are used as basic data for predicting the initial sales ratio in the feasibility analysis of apartment building projects and are used as key data for the development of the risk management model.

Suggestions for Enhancing Sampling-Based Approach of Seismic Probabilistic Risk Assessment (샘플링기반 지진 확률론적 리스크평가 접근법 개선을 위한 제언)

  • Kwag, Shinyoung;Eem, Seunghyun;Choi, Eujeong;Ha, Jeong Gon;Hahm, Daegi
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.34 no.2
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    • pp.77-84
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    • 2021
  • A sampling-based approach was devised as a nuclear seismic probabilistic risk assessment (SPRA) method to account for the partially correlated relationships between components. However, since this method is based on sampling, there is a limitation that a large number of samples must be extracted to estimate the results accurately. Thus, in this study, we suggest an effective approach to improve the existing sampling method. The main features of this approach are as follows. In place of the existing Monte Carlo sampling (MCS) approach, the Latin hypercube sampling (LHS) method that enables effective sampling in multiple dimensions is introduced to the SPRA method. In addition, the degree of segmentation of the seismic intensity is determined with respect to the final seismic risk result. By applying the suggested approach to an actual nuclear power plant as an example, the accuracy of the results were observed to be almost similar to those of the existing method, but the efficiency was increased by a factor of two in terms of the total number of samples extracted. In addition, it was confirmed that the LHS-based method improves the accuracy of the solution in a small sampling region.

Quantification Model Development of Human Accidents on External Construction Site by Applying Probabilistic Method (확률론적 기법을 활용한 건설현장 외부 인명피해 정량화 모델 개발)

  • Ha, Sun-Geun;Kim, Tae-Hui;Son, Ki-Young;Kim, Ji-Myong;Son, Seung-Hyun
    • Journal of the Korea Institute of Building Construction
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    • v.18 no.6
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    • pp.611-619
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    • 2018
  • The researches have only conducted regarding construction safety management and risk on interior construction site(workers) and is insufficient about the exterior construction site(third party). As a result, ordinary people who were near construction sites have injured and hold a negative view when they think about the construction industry because construction industry have been exposed to them having a high accidents rate through media. In addition, the importance of industrial disaster prevention is emphasized at this point in time, the overall safety management system should be constructed with considering construction site external(third human) for improving the negative image of the construction industry among ordinary people. Therefore, the objective of this study is to develop the quantification model of human accident utilizing the insurance claim payout occurred construction site exterior(third party). In the future, it can be used as a reference for developing the safety management checklist in construction site interior exterior and development for forecasting control system of human accident.

Negative DEA를 이용한 기업도산예측

  • Min, Jae-Hyeong;Jeong, Cheol-U
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.10a
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    • pp.405-408
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    • 2005
  • 현대 기업 환경에서 리스크 관리의 중요성이 증가함에 따라 기업도산예측을 위한 다양한 통계모형들이 개발되었다. 그러나 이러한 모형들은 기업도산에 영향을 미치는 변수들에 대한 사후적 정보와 함께 도산여부에 대한 사전적 정보를 반드시 필요로 하는 한계가 있다. 이에 따라 DEA가 기업도산예측을 위한 대안으로 연구되고 있다. DEA는 도산여부에 대한 사전적 정보 없이 사후적인 정보만을 가지고 의사결정단위(DMU)의 효율성(재무신뢰도)을 측정할 수 있는 장점이 있다. 그러나 지금까지 기업도산예측에 활용된 DEA 모형은 바람직하지 않은 산출물(negative outputs)은 다루지 못하는 한계가 있었다. 이에 본 논문에서는 Negative DEA 방법을 소개하고, 이를 기존의 DEA 방법과 병행하여 기업도산예측에 적용함으로써 기업도산예측을 위한 대안적 방법을 제시하고자 한다.

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A Study on the Risk Analysis of Construction Method (건축공법 내부 리스크 분석에 관한 연구)

  • 윤여완;양극영
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2002.11a
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    • pp.117-121
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    • 2002
  • The purpose of this study was to Identification the Risk of construction method to protect and reduce the risk of construction period. For this study we are using the pre and during construction period Inspection list. The inspection list was used by construction company for check a flaw of Construction field. So we rearrange the individual item of inspection list to match the Risk factor. This inspection list usually has the difference of importance because this list is not made by Method which is not focused on Method. Therefore, To find the difference of these importance, We surveyed this matter by doing interview of specialist group. To find the application of field and the possibility of measurement of Risk status, We tested Risk occurring frequency and it's strength by checking the level of Risk. The results of this study were as follows; Each Method Check List made out through the rearrangement of Construction Inspection list which used in construction company. To solve and compensate the matter which happened by changing the each Method Check List to each General Inspection List, we added the each Method Check List by checking the importance of check list of each process. By doing this, The Check List for finding Risk level of Method was created by using the check list of each Method.

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A Study on the Risk Analysis of Construction Method (건축공법 내부 리스크 분석에 관한 연구)

  • Yoon, Yer-Wan;Yang, Keek-Young
    • Journal of the Korea Institute of Building Construction
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    • v.2 no.4
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    • pp.131-135
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    • 2002
  • The purpose of this study was to Identification the Risk of construction method to protect and reduce the risk of construction period. For this study we are using the pre and during construction period Inspection list. The inspection list was used by construction company for check a flaw of Construction field. So we rearrange the individual item of inspection list to match the Risk factor. This inspection list usually has the difference of importance because this list is not made by Method which is not focused on Method. Therefore, To find the difference of these importance, We surveyed this matter by doing interview of specialist group. To find the application of field and the possibility of measurement of Risk status, We tested Risk occurring frequency and it's strength by checking the level of Risk. The results of this study were as follows; Each Method Check List made out through the rearrangement of Construction Inspection list which used in construction company. To solve and compensate the matter which happened by changing the each Method Check List to each General Inspection List, we added the each Method Check List by checking the importance of check list of each process. By doing this, The Check List for finding Risk level of Method was created by using the check list of each Method.