• 제목/요약/키워드: Risk Measure

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CFD code를 이용한 철도터널 화재 위험도 평가 (The Quantitative Risk Assessment for Railroad-tunnel Fire Incidents by using CFD code)

  • 김학범;이덕희;장용준;정우성
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2011년 춘계학술대회논문집
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    • pp.169-172
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    • 2011
  • Recently, railroad long tunnels are increasing and growing longer due to topological feathers like a lot of mountain in Korea. But fire disaster of a long tunnel cause many people to injury and death. For that reason, at the early design stage of a long tunnel, risk assessment and mitigation measure of risk for satisfying tunnel safety are required. According to the railroad facility safety standard (Korean MLTM Announcement No. 2006-395), risk assessment for railroad-tunnel fire should be performed when design stage. Therefore, various methods of risk assessment for tunnel fire have been studied and applied. In the paper, QRA(Quantitative Risk Analysis) for fire risk assessment by using CFD code is presented and the usefulness of CFD is discussed.

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Credit Risk Measurement Practices in Indian Commercial Banks - An Empirical Investigation

  • Arora, Swaranjeet
    • 아태비즈니스연구
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    • 제5권2호
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    • pp.37-50
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    • 2014
  • Banking institutions have been facing variety of difficulties but the major cause of serious banking problems relates to lax credit standards for borrowers and counterparties, poor portfolio risk management, or a lack of attention to changes in economic or other circumstances that can lead to deterioration in the credit standing of a bank's counterparties. Although credit risk is an important factor that financial institutions should cope with, but the determinants of measuring credit risk have been studied less. This paper attempts to explore the determinants of credit risk measurement and to identify the factors that contribute to credit risk measurement practices in Indian banks and to compare credit risk measurement practices followed by Indian public and private sector banks, the empirical study has been conducted and views of employees of various banks have been tested using statistical tools. This study explored the phenomenon from different perspectives and revealed that single-name credit risk measurement and portfolio credit risk measurement are the key components that contribute to credit risk measurement in Indian banks. From the descriptive and analytical results, it can be concluded that Indian banks efficiently measure credit risk. The results also indicate that there is a significant difference between the Indian public and private sector banks in single-name credit risk measurement while, these banks do not significantly differ in portfolio credit risk measurement aspect.

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연근해 어선원 재해 현황과 저감 대책 마련을 위한 기초 연구 (A basic research on risk control measure for reducing the fishermen's occupational accident in offshore and coastal fishing vessel)

  • 김욱성;조영복;김석재;류경진;이유원
    • 수산해양기술연구
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    • 제50권4호
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    • pp.614-622
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    • 2014
  • The aim of this study is to research attributes of fishermen's occupational accidents for investigating the measure of risk control on situational condition in the Korean offshore and coastal fishing vessel. Using data of fishermen's occupational accidents are from National federation of fisheries cooperatives for 2013. The results were as belows; Occupational accident occurrence rate was 29.5‰, slips & trips and struck by object and contact with gear were shown severe occurrence pattern. Occupational accident occurrence rate of offshore fisheries was 130.2‰, coastal was 16.9‰, specially the risk rates were severely high in several type of danish seine, stow net and offshore trap. Death rate by accidents was 10.6‰ and by fall into the water in occurrence pattern was 5.5‰.

신뢰 기반 경매 시스템에서의 퍼지를 이용한 신뢰도 측정과 신뢰도에 따른 거래 방식 추천 (Trust Measurement Using Fuzzy Theory and Trade Protocol Recommendation Based on Trust Level in Trusted Auction System)

  • 양근우;허순영
    • 한국경영과학회지
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    • 제28권2호
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    • pp.17-33
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    • 2003
  • The explosive growth of the internet-based transactions requires not only a secure payment system but also an appropriate trust measuring methodology and secure transaction protocols to guarantee the minimal risk for the transacting entities involved in specific transactions. Especially, in internet auction systems where either buyers or sellers or both can be more than one in one transaction, providing those systems that make sure no one transacting entity takes a major risk becomes critical. In this paper, an improved trust measuring method using a relationship-based internet community for an auction system is proposed. The proposed system incorporates fuzzy set and calculation concepts to help build trust matrices and models, which is used to measure the level of risk involved in a specific auction trade concerned. Also, to optimize the auction trade process in terms of cost and time, the proposed system recommends a differentiated trade protocol according to the risk level involved in each auction trade. To test the appropriateness of the proposed trusted auction system, a prototype system has been developed under a Windows-NT environment.

계측분석법에 의한 선박 접리안 안전성의 평가방안 (A Study on the evaluation of the safety of berthing maneuver by the Analytic Hierarchy Process)

  • 구자윤;이철영;우병구;전상엽
    • 한국항해학회지
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    • 제18권4호
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    • pp.33-47
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    • 1994
  • On developing port system, the performance tests of system in relation to ship maneuver generally consists of the three parts: the channel transit, the manoeuvring in a turning basin and the docking/undocking. The quantifications of risk of an accident has priviously been difficult due to the low occurrence of accidents relative to the number of transits. Additionally, accident statistics could not be related port system because of the large number of factors contributing to the accident. such as human error, equipment failure, visibility, light, traffic. etc. In case of the channel transit, "Relative Risk Factor(RRF)" or "Relative Risk Factor for Meeting Traffic" was proposed as the as the measures derived to quantify the relative risk of accident by M.W.Smith. This factor measure the tracking performance, the turning performance and the passing performance at meeting traffic. On the other hand, the safety of berthing maneuver is not measured with a few evaluating factors as controlled due to complex controllabilites such as steering, engine, side thrusters or tugs. This work, therefore, aims to propose the evaluating measure by the Analytic Hierarchy Process(AHP). Six experimental scenarios were establised under the various environmental conditions as independent variables. In every simulation, the difficulty of maneuver was scored by captain and compared with AHP scores. The results show almost same and from which the weights of eight evaluating factors could be fixed. Additionally, the limit value of relative factor in berthing safety to six scenarios could be estimated to 0.11.e estimated to 0.11.

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Consumer Perceived Risk in the Korean Mobile Phone Market

  • Chung, Lak-Chae;Cho, Young-Sang;Kim, Hak-Ryul
    • 유통과학연구
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    • 제12권9호
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    • pp.73-82
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    • 2014
  • Purpose - This study aims to illustrate the relationship between demographic factors and perceived risk types, supposing that Korean customers tend to postpone buying or hesitate to purchase the new version of hand sets, because of an early buying risk. Research design, data, and methodology - In addition to existing perceived risk types, the authors introduced an early buying risk. In order to measure each variable, also, the study has employed a five-point Liker-scale. To increase research reliability and validity, the research adopted an exploratory factor analysis, a confirmatory factor analysis, and one-way ANOVA. Results - First, there were statistically significant differences between financial risk and the group. Second, there weren't any statistically significant differences between the group means among the four perceived risk types (Performance Risk, Social Risk, Psychological Risk, and Physical Risk) and 4 factors (Gender, Age, Job, and Education). Lastly, job is apparently differentiated from others (Gender, Age, and Education). Conclusions - The authors found that customers regarded an early buying risk as one of the important perceived risk types, when purchasing a hand set.

AHP 분석을 이용한 금융기관 운영리스크 측정 (Operational Risk Measurement of Financial Institutions via AHP)

  • 최승일
    • 경영과학
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    • 제28권3호
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    • pp.73-82
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    • 2011
  • Basel II advanced measurement approaches for operational risk need to estimate the frequency and severity distribution of operational losses. Due to lack of internal loss data, the estimation is impossible in many cases and so external loss data might be used by scaling on asset or gross income. To get around lack of loss data, scenario analysis combined with loss distribution approach can be useful in calculating the capital charge of operational risk. However, scenario based loss distribution approach requires much time and effort. Instead we may apply the analytic hierarchy process to measure operational risk of financial institutions. The analytic hierarchy process combined with loss distribution approach is to estimate the capital charge of operational risk in other areas based on the operational VaR in an area with sufficient loss data. AHP provides a tool for timely measurement of operational risk in this rapidly changing global environment.

국방연구개발사업 수행위험 측정방안 연구 (A Study on Performance Risk Measurement for the Defense R&D Program)

  • 최명진;나호영;이상헌
    • 한국군사과학기술학회지
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    • 제12권3호
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    • pp.309-316
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    • 2009
  • The risk management is a method to identify and to handle risk factors. In this paper, we introduce a methodology that can be used to measure of system's performance risk by combining system's TPM(technical performance measures) in the R&D(research and development) program for defense acquisition. By applying the suggested procedure, we can monitor risk trends in R&D program by calculation of system's overall TPM and find out where management should target to reduce or remove the system's performance risk.

Does CSR moderate the service outcome failures of a hotel?

  • CHOI, Jinkyung
    • 유통과학연구
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    • 제18권8호
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    • pp.15-22
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    • 2020
  • Purpose: The purpose of this study is to measure the effectiveness of corporate social responsibility and service on consumers' risk perception, which ultimately influences satisfaction. Research design, data, and methodology: This study adopted experimental scenario questionnaires: 2 CSR conditions (with and without CSR) and 2 service outcomes (successful and unsuccessful). Multiple regressions were conducted to examine hypotheses. A total of 217 responses were gathered for research analysis. Results: The results of this study found that the performance risk perception and satisfaction of consumers were affected by both CSR and service. CSR was not found, however, to have a moderating effect on performance risk perception or satisfaction. Additionally, performance risk perception affected consumer satisfaction. Conclusion: The results of this study indicate that consumers respond to the conditions of company's CSR and service outcomes when they stay at hotels. Findings of this study suggest service outcomes and CSR had an effect on performance risk perception and satisfaction, although CSR did not moderate the effect of service outcomes for both performance risk perception or satisfaction. Therefore, providing satisfactory customer service and undertaking CSR activities are critical to achieving consumers' overall satisfaction.