• The Korean Journal of Financial Studies
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• v.10 no.1
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• pp.191-214
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• 2004

VaR에 의한 금융위험의 측정은 국제결제은행 바젤위원회의 내부모델 허용에 힘입어 금융산업에서 표준방식으로 확고한 입지를 차지하고 있다. 본 연구에서는 한국주식시장포트폴리오를 거래투자자산으로 보유한 경우의 VaR를 극단치이론에 입각하여 측정하고 이의 성과를 RiskMetrics의 성과와 비교하여 검토하였다. GPD의 모수적 추정에 의한 VaR의 사후검정결과는 표본내 사후검정이나 표본외 사후검정에서 어떤 신뢰수준에서도 기대되는 범위와 크게 벗어나지 않은 안정된 결과를 보였다. RiskMetrics의 EWMA방식도 역시 표본내와 표본외 사후검정 어느 경우에나 기대되는 범위에서 크게 벗어나지 않았지만 높은 신뢰수준에서는 그 성과가 GPD VaR에 비하여 상대적으로 불안정하였으며 위험의 과소평가 성향을 확인할 수 있었다. 비모수적 GEV추정에 입각한 VaR의 경우에는 위험을 과대평가하고 지나치게 보수적인 성향을 나타내었다. GPD의 모수적 접근에 의한 VaR 측정은 다양한 신뢰수준에서 정확한 검정결과를 보여주고 있으며, 시간적 흐름에 따르는 VaR의 행태도 지나친 변동성을 보이지 않아 외부규제 및 내부통제를 위한 금융위험의 측정지표로서 실용적인 가치가 있음을 확인할 수 있다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.34 no.5
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• pp.144-155
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• 2022

The Korea Coast Guard evaluates the risk of major coastal activity places to prevent coastal accidents, and patrols and manages them based on that, but it is not responding properly to the continuously increasing number of coastal accidents. The reason for this is that, despite the gradual expansion of coastal activity places, there is a lack of manpower to manage and supervise them, resulting in blind spots in coastal accident safety management. Therefore, in order to solve this problem, it is necessary to prepare more efficient and effective measures that check and supplement the current coastal safety management system. Coastal accidents show different characteristics of accident causes and places due to differences in the activity characteristics of users according to time. As a result of analyzing coastal accident data (2017~2021), the frequency of daytime accidents is high in the case of sea rock, beach, and offshore, where family leisure activities are frequent. In the case of wharf, tidal flat and bridge, where accidents due to drinking, disorientation, and suicide mainly occur, the frequency of accidents at night is high. In addition, there were more accidents on weekends when the number of users increased compared to weekdays. This trend indicates that the user's temporal activity characteristics must be reflected in the risk assessment of coastal activity places. Therefore, in this study, based on the case of coastal accidents, the characteristics of accidents at coastal activity places according to time were identified, and the criteria were presented for risk evaluation by grading them. It is expected that it will be possible to lay the foundation for reducing coastal accidents by efficiently managing and supervising coastal activity places over time using the presented evaluation criteria.

• Journal of Korean Tunnelling and Underground Space Association
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• v.19 no.6
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• pp.973-984
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• 2017

There is a growing need to apply TBM tunnelling method for the construction of underground facilities such as subways and utility tunnels in urban areas. Due to the variability and uncertainty of the ground, tunnelling in urban areas has various safety hazards which could cause damage to people and properties and it is very costly to recover from accidents. Therefore, it is very important to identify hazards from the planning and design phase and to establish risk mitigation measures. In this study, a total of 31 hazards affecting the stability of TBM tunnelling works in urban areas were listed from both the technical literature and correspondence with experts in tunnelling area. The importance and priorities of the hazards were analyzed by conducting Delphi technique, which is a decision-making method by consensus among experts. Finally, 12 hazards that satisfy the content validity criteria were settled and could be used as major control factors for accident prevention during TBM tunnelling works.

• Journal of the Society of Disaster Information
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• v.19 no.3
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• pp.624-633
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• 2023

Purpose: It Vas intended to identify problems and derive improvement plans by grasping the current status of safety management of public institutions among construction Vork orders. Method: By comparing the disaster status of public institutions compared to the total construction Vork, the analysis Vas conducted based on the results of the evaluation of the level of safety activities of public institutions Vith a high disaster rate and the results of actual consulting. Result: As a result of comparing and analyzing the current status of safety management of public institutions, the current status and problems of safety management in public institutions Vith a high accident rate Vere similarly discovered. Safety management organizations, document management systems, safety management systems, and risk assessment activities are operated Vithout reflecting the size and characteristics of the organization, so improvement in the relevant field is needed. Conclusion: Safety-related professionals and organizations should be formed according to the size of construction orders, and responsibility and authority should be clearly assigned. Since risk assessment is conducted formally to prepare a safety and health ledger, it is necessary to derive risk factors to prevent safety accidents for the actual construction. It is expected that the level of safety activities can be improved if it is improved by reflecting the size and characteristics of public institutions.

• Journal of the Korean Institute of Gas
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• v.3 no.3 s.8
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• pp.9-16
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• 1999

Gas energy facilities which are located in urban areas have been shown as terrifying objects to the people who live nearby, because of increasing recent disastrous accidents. So, it is essential to develop a integrated safety management system including quantitative risk assessment in order to predict and to reduce the effect of gas accidents. In this study, the framework of synthesized QRA(Quantitative Risk Assessment) considering the recent situation and condition was established in order to provide proper models for analysing gas accidents. The deviation of LPG storage facilities was described and then supposed incident scenarios were provided. Procedures which could assess the risk of facilities according to incident scenarios were showed and the practical application of individual risk was suggested in order to represent the quantified risk. And, a user-friendly computer program was developed to implement these methods at the same time.

• Journal of Korean Society of Disaster and Security
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• v.16 no.4
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• pp.67-74
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• 2023

In this study, the risk of landslides was analyzed for planned development sites in mountainous areas. Field survey was conducted on the research area with the slope and valley site. The criteria for evaluating the risk of landslides in the field survey were based on the risk assessment table of the Korea Forest Service Notice No. 2023-10. The research area has 13 slopes and 11 valleys. As a result of evaluating the risk area, two slopes and two valley were found to be dangerous sites in each. Numerical simulation was performed on the investigated risk areas to predict the spread of damage. The debris flow was simulated to have an affect on roads and buildings located in the lower part of the basin, and it was determined that a disaster prevention facility was nacessary to minimize damage. This information can be used to determine the impact of disasters before carrying out mountain development.

• Journal of the Korean Institute of Gas
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• v.16 no.6
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• pp.87-101
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• 2012

In gas industries, the potential risks of serious accidents have been increased due to high technology application and process complexities. Especially, in case of gas-related accidents, the extent of demage is out of control since gas plants handle and produce combustible, flammable, explosive and toxic materials in large amounts. The characteristics of this kind of disaster is that accident frequency is low, while the impact of damage is high, extending to the neighboring residents, environment and related industries as well as employees involved. The hydrogen gases treated important things and it used the basic material of chemical plants and industries. Since 2000, this gas stood in the spotlight the substitution energy for reduction of the global warming in particular however it need to compress high pressure(more than 150 bar.g) and store by using the special cylinders due to their low molecular weight. And this gas led to many times the fire and explosion due to leak of it. To reduce these kinds of risks and accidents, it is necessary to improve the new safety management system through a risk management after technically evaluating potential hazards in this process. This study is to carry out the quantitative risk assesment for hydrogen filling plant which are very dangerous(fire and explosive) and using a basic materials of general industries. As a results of this risk assessment, identified the elements important for safety(EIS) and suggested the practical management tools and verified the reliability of this risk assessment model through case study of accident.

• Proceedings of the Korea Information Processing Society Conference
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• 2017.11a
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• pp.466-469
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• 2017

SI 프로젝트가 대형화되고 장기화 되면서 투입 인력과 구축 비용의 단위가 점점 커짐에 따라서 프로젝트의 복잡성과 위험요소가 증가하고 있다. 이에 따라 프로젝트 수행에 대한 종합적인 점검과 평가로 프로젝트에 대한 신뢰성과 안전성을 증진시키고, 각종 위험 및 역기능을 최소화 할 수 있는 프로젝트 관리에 대한 전문성이 요구되고 있다. PMO(Project Management Office)는 프로젝트의 수행을 일관성 있게 관리하고, 성공적인 완료를 위하여 지원, 감독, 통제 등의 제반 활동을 수행하는 조직이다. PMO의 도입은 사업관리 효율을 향상시키는 방법 중 하나로 인식되고 있는데, 특히 과거 프로젝트의 성공이나 실패에 대한 지식을 효과적으로 전달한다거나, 프로젝트 팀에게 프로젝트 수행과 관련된 지원 서비스를 제공한다는 점에서 효율적인 방법으로 인식 되고 있다. 본 연구에서는 성공적인 SI 프로젝트가 되기 위해서 프로젝트 내에서 PMO의 역할에 대해서 분석 및 연구하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.231-231
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• 2016

산업혁명 이후 인간사회의 산업화 및 도시화의 가속으로 지구온난화는 기후변화를 야기해 왔으며, 이로 인한 각종 부정적인 영향과 심각성은 날로 커져가고 있는 현실이다. IPCC(Intergoverment Panel on Climate Change)는 기후변화의 주범인 온실가스를 감축할 지라도 기후의 탄성 때문에 앞으로 수세기 이상 계속 진행될 것으로 전망하였으며, 기후변화 영향의 근원적 방지는 불가능하기 때문에 결국 수자원 관리 측면에서도 기후변화에 적응하기 위한 각종 적응전략 개발의 필요성을 강조하였다(IPCC, 2007). 또한, 극한강수의 발현비율이 도시 및 비도시 지역의 구분 없이 과거 30년에 비해 크게 증가하고 있으며 이러한 추세는 수공구조물의 치수안전도 저하에 큰 영향을 준다. 우리나라는 그동안 하천, 유역 홍수저감 시설물과 댐 등 대형 수공구조물에 대한 안전성 평가를 주기적으로 수행해 왔으나 단순히 모니터링을 통하여 현재의 안전기준의 부합 여부만을 판단하는 수준에 그치고 있다. 장래 증가하는 홍수피해에 대처하기 위해서는 다양한 극한강우 및 극한홍수시나리오를 기반으로 시설물 설계기준별 홍수 위험도와 취약성을 평가하고, 극한홍수 방어기준을 재설정하여 현재 설계기준을 제고할 필요가 있으며, 시설물별 안전도 평가와 위험도 저감계획 및 경제성 평가를 종합적으로 고려한 실행프레임워크 개발이 시급한 실정이다. 따라서 본 연구에서는 SEEP/W 모형을 이용하여 일반적인 하천 제방을 바탕으로 침투해석을 실시하여 그 결과를 이용하여 안정성 평가에 대하여 검토하였다. 또한 기후변화에 따른 도시하천의 수문특성 변화분석 결과를 바탕으로 향후 발생할 수 있는 극치 수문사상의 값을 반영한 설계기준 강화 수방시설 계획 등의 연구에 활용하며, 여러 가지 수문학적 불확실성에 의하여 가변 가능한 도시하천 유역의 취약성 평가 및 위험도 분석을 통한 기후변화 대응과 수공구조물 설계 및 수방전략 수립에 활용하고자 한다.

• Journal of the Korea Convergence Society
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• v.11 no.7
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• pp.319-328
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• 2020

The purpose of this study is to assess the relationships of alcohol consumption patterns to mental distress and self-rated health. Data of 19,856 adult drinkers over 19 years of age and older from the Korea National Health and Nutrition Examination Survey were evaluated by multivariate logistic regression analysis. Risks of experiencing perceived high stress, depressive symptoms and suicidal thoughts were higher in alcohol use disorder group in male, whereas the risks were higher in both alcohol use disorder and hazardous drinking groups in female, reflecting higher susceptibility to mental distress. In both male and female, former drinkers presented poor self-rated health compared with low-risk drinkers, although no difference was found in the prevalence of mental distress. Specialized mental health management measures for female drinkers are required, and former drinkers are suggested to be assessed separately from never or low-risk drinkers for their physical and mental health status.