• The Journal of Asian Finance, Economics and Business
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• 제8권5호
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• pp.639-648
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• 2021

The study aims to examine the role of financial risk management in predicting the financial performance of commercial banks in Pakistan over the period of 2006-2017. For this purpose, risk management is measured through credit risk, interest rate risk, and liquidity risk, while financial performance is measured through ROA, ROE, and ROI. For this purpose, the dynamic panel model and two step GMM panel estimators are used to test the hypothesis empirically. The annual secondary data has been taken from the published financial reports of commercial banks of Pakistan. The results show that financial risk management significantly decreases the financial performance of commercial banks in Pakistan. Overall, the results are conclusive across the alternative measures of financial risk management in predicting the financial performance of the banking sector in Pakistan. The study suggested that managers should adopt risk management and risk hedging strategies to manage commercial banks' financial risks in Pakistan. They should hold extra cash while using the trade credit facilities. Previous studies mostly used a static model, but this study used a dynamic panel model. This study is among the first that focused on the various factors affecting the banks' performance in Pakistan.

• International Journal of Quality Innovation
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• 제7권2호
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• pp.97-124
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• 2006

The purpose of this research is to create an expert risk-based piping system inspection model. The proposed system includes a risk-based piping inspection system and a piping inspection guideline system. The research procedure consists of three parts: the risk-based inspection model, the risk-based piping inspection model, and the piping inspection guideline system model. In this research procedure, a field plant visit is conducted to collect the related domestic information (Taiwan) and foreign standards and regulations for creating a strategic risk-based piping inspection and analysis system in accordance with the piping damage characteristics in the petrochemical industry. In accordance with various piping damage models and damage positions, petrochemical plants provide the optimal piping inspection planning tool for efficient piping risk prediction for enhancing plant operation safety.

• 치위생과학회지
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• 제12권6호
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• pp.545-557
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• 2012

Dental caries is biofilm induced disease throughout life and is recognized significant oral health problem. This article reviewed new trends in dental caries management by risk assessment, including history, protocol/guideline, and collaborated model. Dental caries prevention and treatment according to caries management by risk assessment (CAMBRA) model is patient-centered, risk-based, evidence-based practice. Team approach is necessary and clinician need to integrate science, practice and product. Dental hygienist take a important role in implementing CAMBRA. CAMBRA model could be incorporated into clinical dental hygiene education based on dental hygiene process of care as standard of dental hygiene practice and education. Dentist and dental hygienist able to provide scientific and ethical care managing dental caries by risk assessment.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2006년도 추계 학술발표회
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• pp.509-514
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• 2006

Considering the risk management, there are many examples and various studies for the corporation risk. However, I have never seen the project risk management that applied a construction site for practical approach. Therefore, I have developed a chart (I-Chart) for the project risk management, and also built a model (I-Chart scenario analysis) that I could use. I applied this model to container yard reclaimed land in harbor construction with approaching of geotechnical engineering.

• 산업경영시스템학회지
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• 제22권49호
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• pp.43-57
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• 1999

The recent trend is that risk management has more and more its importance. Neverthless, Korea's risk management is not developed. Even most banks does gap, duration in ALM for risk management, development and operation of VaR stressed at BIS have elementary level. In the case of Fallon and Pritsker, Marshall, gamma model is superior to delta model and Monte Carlo Simulation is improved at its result, as sample number is increased. And, nonparametric model is superior to parametric model. In the case of Korea's stock portfolio, VaR of Monte Carlo Simulation and Full Variance Covariance Model is less than that of Diagonal Model. The reason is that VaR of Full Variance Covariance Model is more precise than that of Diagonal Model. By the way, in the case of interest rate, result of monte carlo simulation is less than that of delta-gamma analysis on 95% confidence level. But, result of 99% is reversed. Therefore, result of which method is not dominated. It means two fact at forecast on volatility of stock and interest rate portfolio. First, in Delta-gamma method and Monte Carlo Simulation, assumption of distribution affects Value at Risk. Second, Value at Risk depends on test method. And, if option price is included, test results will have difference between the two. Therefore, If interest rate futures and option market is open, Korea's findings is supposed to like results of other advanced countries. And, every banks try to develop its internal model.

• 한국건설관리학회:학술대회논문집
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• 한국건설관리학회 2003년도 학술대회지
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• pp.418-421
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• 2003

본 연구에서는 건설공사에서 발생할 수 있는 리스크 요인의 효율적 잔치론 위해 리스크관리 절차에 대해서 중점 검토하여 국내 실정에 가장 적합한 세부 리스크관리 절차를 제시하기 인한 모형을 개발한다. 본 연구에서 제시하는 건설공사 리스크관리 모형(CRMM, Construction Risk Management Model)은 리스크관리를 위해 리스크관리 준비단계부터 리스크 요인의 확인, 분석, 대응 및 관리단계의 총괄적인 작업을 수행하기 위한 모형으로 구축한다. CRMM에서는 리스크관리를 위한 3단계 모형(리스크 확인 모형, 리스크 분서 모형, 리스크 대응 모형) 구성으로 리스크관리 단계별 모형을 구축한다. 구축된 단계별 모형은 전산화의 기본 구성절차와 모듈 구성의 초기 자료로 사용되며, 기존 리스크관리의 세분화되고 전문화된 절차로 사용될 수 있다.

• 정보처리학회논문지:컴퓨터 및 통신 시스템
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• 제1권2호
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• pp.103-108
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• 2012

최근 IT 거버넌스 개념이 기업경영 현장에 적용되고 있다. 본 논문에서는 클라우드 컴퓨팅 환경에서 IT 거버넌스를 기반으로 기업의 정보보호 위험을 최소화할 수 있는 비즈니스 모델에 대해 연구한다. 특히, 정보보호 거버넌스 세부 주제인 위험관리를 연계하는 상호작용 모델(IT 거버넌스 프레임워크인 COBIT과 연계하여 시너지를 높일 수 있는 구조)을 제안하고자 한다. 여기서, 시너지는 효과적, 전략적이고 안전한 비즈니스 지원을 의미하며, BMIS의 4가지 요소, 6가지 역동 연결자와의 상호작용성에 대해 분석이 요구된다. 따라서 COSO ERM이나 COBIT Risk IT Framework를 기반으로 위험관리와 연계될 수 있는 상호작용 모델을 제안한다.

• 대한교통학회지
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• 제24권1호
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• pp.19-28
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• 2006

항공수요의 급속한 팽창으로 항공기 운항의 증가와 공역 및 활주로의 혼잡도 심화로 인해 운영상 위험(Operational risk)이 급증하고 있어 체계적인 항공안전에 대한 위기관리시스템의 구축이 필요하다 항공안전 분야의 선진국일수록 평상시 비상대응체계 및 여러 가지 위험관리기법을 가동함으로써 조직의 긴장감 유지 및 예방안전의 도구로 활용하고 있다. 따라서 항공운송산업의 안전에 대해 총괄적인 관리 감독의 의무가 있는 항공안전본부 차원에서 이와 같은 과학적인 위기관리 모형을 이용한 위기관리체계의 도입이 필요하다. 위험요인분석 기법들은 데이터베이스가 구축되어 있거나, 충분한 정보와 자료가 있는 경우에는 사용될 수 있으나 현재의 국내 여건 상 충분한 자료의 확보가 곤란하여 실용적으로 사용되기가 어려운 것이 현실이다. 따라서 본 연구에서는 현재의 제한된 자료를 사용하여 실현가능 한 위험관리모형을 제시하기 위해 위험인자를 선정하고 각 위험인자에 대한 중요도와 발생빈도를 계산한 후 위험관리 모형을 제시하였다 이러한 위험관리 모형을 통해 항공운송분야에서 주기적 위험관리를 효과적으로 시행하기 위해서는 반드시 국가차원의 광범위한 자료의 수집이 선행되어야 한다.

• 국제학술발표논문집
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• The 1th International Conference on Construction Engineering and Project Management
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• pp.341-346
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• 2005

After the IMF shock, some major construction companies in Korea have been motivated to avoid and mitigate various risk factors which could be critical and catastrophic events to corporate revenue and organization internally or externally. It means that they are trying to introduce and set up a risk management plan and system suitable to their organization and culture. L construction co. ltd. is one of major construction companies that have been searching methodologies or technologies to manage various risk factors surrounding corporate marketing and project operation. This paper presents an unique approach to develop a model of risk management plan and system suitable to L construction itself focused on the construction phase.

• 해양환경안전학회:학술대회논문집
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• 해양환경안전학회 1999년도 춘계학술발표회논문집
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• pp.43-51
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• 1999

The objective of this research is to ensure that the ports and waterways management system can establish and maintain a reasonable level of safety level during high density passenger operations. The research model was developed included computer based model that could be used that can be used to measure and monitor risk and evolved overtime. The research methodology provides model for assessing relative risk and evaluating risk reduction measures. The risk analysis based on expert judgement was refined overtime. They provide a basis for risk reduction and risk management policies and strategies. The evaluation and validation of risk model and development of data, methods, tools required to measure, monitor and evaluate ports and waterway risk was implemented.