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Ehringer, Wolfgang, and Henrik Söderström. "Framing Global Catastrophic Risk - Recent and Future Research." Thesis, Högskolan i Halmstad, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-33354.
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This article is a literature review about global catastrophic risks. Its contribution is to give an overview of the research field in general and highlight the main potential catastrophic areas linked with recent studies. In many movies and TV shows, we can see our civilization collapse in various ways: Gigantic asteroids hit the earth and obliterate all life, nuclear wars emerge, artificial intelligence evolves and starts wars with humans, pandemics spread, and other kinds of catastrophic events with mass death or extinction of all life happen. Thus, even if these are extreme events and fiction, we should raise the question how likely it is that one or more of these events can occur in the near and far future. Although calculated probabilities of impact are low for the future such as tomorrow, in 10, 100 or a million years from now, this could actually be reality. Nevertheless, why should we care about the risks of these global catastrophic events today and what could be done to prevent or reduce the risk of a global catastrophe? In this paper we will discuss core content, such as different risks and ways to reduce them internationally, as well as the scientific context of the field. In fact, there are events that can be catastrophic on a global scale and happen in the near future, even if we do not know exactly when. Hence, specific risk assessment and proper mitigation strategies are necessary in order to maintain the human population. This article states that serious research is a basis for decision makers in particular, who invest funds in countermeasures.
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Hansen, Richard L. "Risk-based fire research decision methodology." Link to electronic version, 1999. http://www.wpi.edu/Pubs/ETD/Available/etd-051399-154048/unrestricted/thesis.pdf.
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Tipling, Laurie. "Risk and Resilience in Young Children." College of Agriculture and Life Sciences, University of Arizona (Tucson, AZ), 1993. http://hdl.handle.net/10150/622367.
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Lauprête, Geoffrey J. (Geoffrey Jean) 1972. "Portfolio risk minimization under departures from normality." Thesis, Massachusetts Institute of Technology, 2001. http://hdl.handle.net/1721.1/8303.
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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2001.Includes bibliographical references (p. 206-210).
This thesis revisits the portfolio selection problem in cases where returns cannot be modeled as Gaussian. The emphasis is on the development of financially intuitive and statistically sound approaches to portfolio risk minimization. When returns exhibit asymmetry, we propose using a quantile-based measure of risk which we call shortfall. Shortfall is related to Value-at-Risk and Conditional Value-at-Risk, and can be tuned to capture tail risk. We formulate the sample shortfall minimization problem as a linear program. Using results from empirical process theory, we derive a central limit theorem for the shortfall portfolio estimator. We warn about the statistical pitfalls of portfolio selection based on the minimization of rare events, which happens to be the case when shortfall is tuned to focus on extreme tail risk. In the presence of heavy tails and tail dependence, we show that portfolios based on the minimization of alternative robust measures of risk may in fact have lower variance than those based on the minimization of sample variance. We show that minimizing the sample mean absolute deviation yields portfolios that are asymptotically more efficient than those based on the minimization of the sample variance, when returns have a multivariate Student-t distribution with degrees of freedom less than or equal to 6. This motivates our consideration of other robust measures of risk, for which we present linear and quadratic programming formulations.
(cont.) We carry out experiments on simulated and historical data, illustrating the fact that the efficiency gained by considering robust measures of risk may be substantial. Finally, when the number of return observations is of the same order of magnitude as, or smaller than, the dimension of the portfolio being estimated, we investigate the applicability of regularization to sample risk minimization. We examine both L1- and L2-regularization. We interpret regularization from a Bayesian perspective, and provide an algorithm for choosing the regularization parameter. We validate the use of regularization in portfolio selection on simulated and historical data, and conclude that regularization can yield portfolios with smaller risk, and in particular smaller variance.
by Geoffrey J. Lauprête.
Ph.D.
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Zhang, Yi, and 张一. "Identifying risk factors for suicide research and prevention." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B50533782.
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Research on risk factor for suicidal behaviors has been broadly conducted to enhance knowledge of suicide prevention. However, there are still challenges for risk factor research. Four major research gaps have been identified: (1) uncertain effectiveness of the population approach versus the high-risk approach for suicide prevention; (2) lack of a valid and convenient Chinese-version screening tool for the severity of suicidal ideation among adolescents; (3) demand for testing the prospective associations of risk factors with suicidal ideation using a longitudinal designed population-based sample; and (4) necessity of pathway analysis to explore and confirm how risk factors interact with each other and lead to suicidality. This thesis aims to address these gaps through a combination of five studies.
Study 1 introduces an illness and death model to suicide prevention research. Elasticity and sensitivity analyses were performed. The findings revealed that the control of suicide incidence among the healthy population is the most effective prevention strategy whereas treatment of mental illness appears to be the least effective approach to suicide prevention.
Study 2 validates the psychometric properties of the Chinese versions of Reynolds’s Suicidal Ideation Questionnaire (SIQ) and Suicidal Ideation Questionnaire Junior (SIQ-JR, a short version of the SIQ) in a sample of Hong Kong adolescents. A short, four-item version of the SIQ-JR has been suggested as an alternative to the SIQ and the SIQ-JR.
Study 3 identifies the history of psychiatric treatment, depression, anxiety, hopelessness, unstable marital status, poor economic circumstance, and a recent death of a first-degree relative as significant risk factors for the incidence of suicidal ideation. The associations of change in risk factors with the development of suicidal ideation have been tested. There are gender and age differences in the patterns of such associations.
Study 4 focuses on psychological factors associated with the first-ever incidence of suicidal ideation. Psychological factors have been detected generally to differ in their associations with the incidence and persistence of suicidality. The idea that depression partially mediates the effect of average life distress on the persistence of suicidal ideation has clinical value.
Study 5 introduces and tests a stressor and illness model as a theoretical framework reference for future risk factor research. Risk factors are classified into stressor, illness, and pattern factors. Both the simple and complex models are tested. Evidence supported the proposed mediating role of mental disorders between negative life events and severity of suicidal ideation. A gender-specific pattern of associations between stressors, illness, and severity of suicidal ideation has also been detected.
This thesis has made substantial theoretical, psychometric, and empirical contributions to the existing knowledge of suicide research.published_or_final_version
Social Work and Social Administration
Doctoral
Doctor of Philosophy
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Wang, Jiong J. (Jiong John). "Research and Development of risk arbitrage trading systems." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/33385.
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Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2005.Includes bibliographical references (leaf 42).
The risk arbitrage investment process involves betting on the outcome of announced mergers and acquisitions. We analyzed a sample of 1309 stock and cash mergers from 1996 to 2004 Q2 and developed insights into the risk arbitrage process. We found share price reactions for both the acquirer and target companies as a result of the merger announcement and compared these to factors such as type of merger, premium paid by the acquirer for the target, relative size of the deal to the size of the acquirer and target, and deal consummation time. We utilized this information to develop a merger return prediction model that predicts a merger's return given various deal characteristics. We constructed several portfolios, one using a trading strategy in which we invest equally in every announced deal, one where we invest only in deals that have a predicted return higher than two times the T-Bills rate, one where we invest in deals that have a predicted return higher than 0, and one where we invest in deals with a predicted return higher than one standard deviation of the predicted returns. A subsequent out of sample analysis of' generating a predicted return model using data from 1996 to 1999 and predicting returns from 2000 to 2004 Q2 produces returns of 4.96%, 3.14%, and 5.87% for our three portfolios compared with 1.74% generated from investing in all deals from 2000 to 20)4 Q2.
(cont.) Our study shows that our strategy focuses mainly on cash deals but our strategy still makes improvements in the Sharpe Ratio despite this limitation. Our analysis provides insights into mergers and how the market prices such deals. Furthermore, the trading strategies employed can be used as a basis for constructing a profitable risk arbitrage trading platform.
by Jiong J. Want.
M.Eng.
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Clements, Caroline. "Suicidal behaviour in bipolar disorder : a multiple-methods investigation of the characteristics, risk factors, and experiences of people at risk." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/suicidal-behaviour-in-bipolar-disorder-a-multiplemethods-investigation-of-the-characteristics-risk-factors-and-experiences-of-people-at-risk(281cc841-ff23-4622-897d-01491bd2c80b).html.
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Background: Suicide prevention strategies recognise the need to address suicide in high-risk groups, such as people with psychiatric illness. People with bipolar disorder are known to be at particularly high risk of suicide and self-harm, with around half of people diagnosed with bipolar disorder making at least one suicide attempt during their lifetime. It is important that clinicians can identify who is most at risk among people with bipolar disorder so that interventions that meet the needs of this high risk group can be implemented. Method: A multiple-methods approach was used to explore suicidal behaviour in bipolar disorder. Descriptive analysis, case-control methods, and survival analysis were used on data held by The National Confidential Inquiry into Suicide and Homicide by People with Mental Illness (NCI), and the Manchester Self-Harm (MaSH) Project, to identify characteristics and risk factors associated with suicide in bipolar disorder. Semi-structure interviews were carried out with people who had a range of experiences of suicidal behaviour in bipolar disorder, and these data were analysed using Thematic Analysis to add context and depth to the quantitative results. Results: Suicidal behaviours were common in people with bipolar disorder, accounting for around 10% of all psychiatric suicide deaths in England; this rate was fairly stable over time. Characteristics associated with suicidal behaviour in bipolar disorder included; being aged 45 to 64 years old, experiencing negative life events, comorbid alcohol use, multiple inpatient admissions; there was a particularly strong association with a history of self-harm. It is clinically important that people with bipolar disorder were often seen by services in the 24 hours before they died. This both emphasises the weaknesses in current risk assessment, and highlights the potential for successful intervention if risk can be determined more accurately. Key issues identified in the interview study included being able to access care rapidly during time periods when risk was elevated, the importance of obtaining a correct diagnosis of bipolar disorder, and the potential benefits of including family in the care of people with bipolar disorder. Conclusion: Suicidal behaviours are common in people with bipolar disorder. People with bipolar disorder who die by suicide tend to have several markers that may indicate a more severe (e.g. multiple inpatient admission, history of self-harm) and complex course of illness (e.g. comorbid alcohol use, personality disorder). Diagnosis-specific risk assessment is needed to better identify risk of suicide in an illness that is often characterised by fluctuating mood states. Family involvement in care may aid detection of increased suicide risk.
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Davis, Stephen. "Mathematical modelling and risk management in deregulated electricity markets." Master's thesis, University of Cape Town, 2005. http://hdl.handle.net/11427/19139.
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In this thesis we aim to explore how electricity generation companies cope with the transition to a competitive environment in a newly deregulated electricity industry. Analyses and discussions are generally performed from the perspective of a Generator/Producer, otherwise they are undertaken with respect to the market as a whole. The techniques used for tackling the complex issues are diverse and wide-ranging as ascertained from the existing literature on the subject. The global ideology focuses on combining two streams of thought: the production optimisation and equilibrium techniques of the old monopolistic, cost-saving industry and; the new dynamic profit-maximising and risk-mitigating competitive industry. Financial engineering in a new and poorly understood market for electrical power must now take place in conjunction with - yet also constrained by - the physical production and distribution of the commodity.
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Moodley, Aneshree. "Methamphetamine use and HIV risk among severely mentally ill inpatients." Master's thesis, University of Cape Town, 2013. http://hdl.handle.net/11427/10989.
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Includes bibliographical references.Sub-Saharan Africa accounts for 69% of the global HIV burden. Due to a variety of social, economic and behavioural factors, mentally ill patients are more likely to engage in high risk sexual behaviours. In turn, co-morbid substance use which is present in up to 75% of mentally ill patients is a leading risk factor for sexual risk behaviours. Worldwide methamphetamines are the most commonly used illicit stimulant. Both injectable and noninjectable methamphetamines have evidenced associations with high risk sexual behaviours. Smoking and inhalation of crystal methamphetamine is the predominant mode of use in South Africa. The use of crystal methamphetamine amongst mentally ill persons in Cape Town has escalated over the last decade. We aimed to determine the occurrence of methamphetamine use and risky sexual practices amongst mentally ill patients. In addition we aimed to explore the associations between methamphetamine use and HIV sexual risk behaviours in a sample of mentally ill inpatients in Cape Town, South Africa.
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Kellow, A. "Research into market measures of political risk and risk diversification as a motive direct investment." Thesis, University of Manchester, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.377747.
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Schuderer, Jürgen Rudolf. "EMF risk assessment: "in vitro" research and sleep studies /." Zürich, 2004. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=15347.
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Liang, Darryl Chao-Hsiang. "International manufacturing risk management : action research in Taiwanese enterprises." Thesis, University of Cambridge, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.608596.
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Marques, Ana Rita Barbosa. "Internship in Lenitudes Medical Center & Research: risk management." Master's thesis, Universidade de Aveiro, 2016. http://hdl.handle.net/10773/16474.
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Mestrado em Biomedicina FarmacêuticaThis document describes an internship carried out in the healthcare unit Lenitudes Medical Center & Research, located in Santa Maria da Feira, held from 1st September 2015 until 31st May 2016. This internship was performed as part of the second year of the Master in Pharmaceutical Biomedicine at the University of Aveiro, aiming to acquire technical skills and experience in Risk Management and Pharmacovigilance, as well as to consolidate previous knowledge. Besides the acquisition of theoretical knowledge, this training period was paramount for the development of a number of social and personal skills that contributed for my profissional growth within the host institution. The training mainly focused in topics related to Risk Management, involving the preparation of the Risk Management Manual of the unit and adverse events monitoring periodic reports associated with radiotherapy. Additionally, during the internship were conducted multidisciplinary activities related to initial processes regarding research and medical writing. This internship was a very enriching experience with great value on a professional, personal and social level, that allowed me to achieve the main objectives established.
O presente documento descreve o estágio curricular realizado na clínica Lenitudes Medical Center & Research, localizada em Santa Maria da Feira, que decorreu desde 1 de setembro de 2015 até 31 de maio de 2016. Este estágio foi realizado no âmbito do segundo ano do Mestrado em Biomedicina Farmacêutica da Universidade de Aveiro e teve como objetivos a aquisição de competências técnicas, experiência e consolidação de conhecimentos nas áreas de Gestão de Risco e Farmacovigilância. Para além da aquisição de conhecimentos teóricos, este período de estágio foi fundamental para o desenvolvimento de um conjunto de aptidões sociais e pessoais que contribuíram para o meu crescimento profissional dentro da instituição de acolhimento. O estágio focou essencialmente tópicos relacionados com a Gestão de Risco, envolvendo a elaboração do Manual de Gestão de Risco da unidade, bem como relatórios periódicos de monitorização de eventos adversos associados à radioterapia. Adicionalmente, durante o estágio foram realizadas atividades de carácter multidisciplinar relacionadas com processos iniciais de investigação e medical writing. Esta foi uma experiência bastante enriquecedora, de grande valor a nível profissional, pessoal e social, que me permitiu atingir os principais objetivos estabelecidos.
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Barnes, Kenneth John. "The management of project risk : a holistic model." Thesis, University of the West of England, Bristol, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323621.
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Aurangabadwala, Tehsin T. "DEVELOPMENT OF AN EXPERT ALGORITHM TO IDENTIFY RISKS ASSOCIATED WITH A RESEARCH FACILITY." Ohio University / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1173823780.
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Chen, S. H., and 陳素慧. "The Research of Political Risk." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/21573869468105104788.
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Su, Ailing, and 蘇愛鈴. "Multidimensional risk analysis-demonstration research." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/30528510634484756871.
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碩士國立政治大學
應用數學研究所
97
Fong and Vasicek (1997) mentioned that risk analysis should include sensitivity analysis, value at risk (VaR) and stress testing, in order to capture portfolio risk. The calculation of VaR should not only consider the second moment but should also adjust the skewness using the third moment. In this article, we determine VaR by employing three methods, the variance covariance, the historical simulation and the Monte Carlo simulation methods. In addition, we also adjust VaR for the skewness and kurtosis using the methods developed by Fong and Vasicek (1997) and Cornish-Fisher. Then, the likelihood ratio test, back testing and the Z-test are used to verify the VaR model. Our final test results suggest that calculating VaR should be adjusted for the skewness and the kurtosis as shown by the method proposed by Cornish Fisher in the 95% and 99% confidence intervals.
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Fang, Chiang-Jye, and 方鏘傑. "The Empirical Research of Measurement on Liquidity Risk, Operational Risk and Sovereign Risk." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/91846942033136913597.
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博士淡江大學
財務金融學系博士班
100
This dissertation includes three aspects of the empirical study of measurement on liquidity risk, operational risk and sovereign risk illustrate as follows: First, using the intraday overdraft cost of all Taiwanese banks pay to Central Bank (CB) in the Large Value Payment System (LVPS) to measure the liquidity risk from Sep 16, 2002 to Aug 31, 2010, I collected the interest cost of overdraft to focus on modeling and estimating tail parameters of bank liquidity cost. I first take into account to illustrate whether the Basel III is a comprehensive set of reform measures, to improve the banking sector’s ability to absorb shocks arising from financial and economic stress and to understand the characteristic and concentration of liquidity risk of payment system. I further centralize the Generalized Pareto Distribution (GPD) and compare it with standard parametric modeling. Bootstrap method is used to estimate the confidence interval of parameters. In addition, Value at Risk (VaR) and expected shortfall (ES) calculations were performed. My results captured the tail behavior of banks’ liquidity losses from the LVPS, which provide the precise and useful information for the supervisory authorities and the central bank of Taiwan. I contributed to setting alternative oversight method by using potential supervisory action to measure liquidity cost of the banking system of Taiwan, and apply the statistic methodology successfully. Secondly, from the loss data associated with significant operational risks of Taiwanese commercial banks over the period from 1995 to 2009, I collected a set of 323 observations to use for modeling and estimating tail parameters of bank’s operational distribution. By means of three copula functions, I calculated correlations between event pairs, test for independent between different classifications of risk types of the Basel II framework and seek to understand the characteristic and concentration of commercial banks’ operational risks. Further, I estimated parameters for the generalized Pareto distribution (GPD) and compare its fit with those of standard parametric models. A bootstrap method is used to estimate the confidence intervals for parameter values. In addition, value-at-risk (VaR) and expected shortfall (ES) calculations are performed. My result provides important information that financial supervisory authorities can use when accounting for operational losses of commercial banks. This research also contributes to the measurement of Taiwanese commercial banks operational risk capital for the banks. Last, I provided new evidence regarding the shock effects of the PBC intervention in the FX market by comparing the volatility of exchange rate of Euro dollar (EUD) and Chinese Ranminbi (RMB) against the US dollar (USD) and showing policy interference of Chinese the exchange rate system. Firstly I modeled the ARMAX-GJR-GARCH equation to reexamine interest parity theory and find the structure break of the exchange rate of the RMB then I set up the new Copula-ARMAX-GJR-GARCH model by using daily exchange rate of EUD and RMB against USD during the period from January 2005 to March 2010. The result provides the very important information that I proved the sovereign risk of official intervention and political influence economy. My new research also contributes to examine a discrepancy between the exchange rate system of EU and China for risk managers in financial institutions.
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Yuan, Hsieh Cheng, and 謝承遠. "Research on Risk Premium and Default Risk of Corporate Debts." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/37554244155507906841.
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Xu, Xingbo. "Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error." Thesis, 2013. https://doi.org/10.7916/D8SX6MF1.
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Risk management has always been in key component of portfolio management. While more and more complicated models are proposed and implemented as research advances, they all inevitably rely on imperfect assumptions and estimates. This dissertation aims to investigate the gap between complicated theoretical modelling and practice. We mainly focus on two directions: model risk and reblancing error. In the first part of the thesis, we develop a framework for quantifying the impact of model error and for measuring and minimizing risk in a way that is robust to model error. This robust approach starts from a baseline model and finds the worst-case error in risk measurement that would be incurred through a deviation from the baseline model, given a precise constraint on the plausibility of the deviation. Using relative entropy to constrain model distance leads to an explicit characterization of worst-case model errors; this characterization lends itself to Monte Carlo simulation, allowing straightforward calculation of bounds on model error with very little computational effort beyond that required to evaluate performance under the baseline nominal model. This approach goes well beyond the effect of errors in parameter estimates to consider errors in the underlying stochastic assumptions of the model and to characterize the greatest vulnerabilities to error in a model. We apply this approach to problems of portfolio risk measurement, credit risk, delta hedging, and counterparty risk measured through credit valuation adjustment. In the second part, we apply this robust approach to a dynamic portfolio control problem. The sources of model error include the evolution of market factors and the influence of these factors on asset returns. We analyze both finite- and infinite-horizon problems in a model in which returns are driven by factors that evolve stochastically. The model incorporates transaction costs and leads to simple and tractable optimal robust controls for multiple assets. We illustrate the performance of the controls on historical data. Robustness does improve performance in out-of-sample tests in which the model is estimated on a rolling window of data and then applied over a subsequent time period. By acknowledging uncertainty in the estimated model, the robust rules lead to less aggressive trading and are less sensitive to sharp moves in underlying prices. In the last part, we analyze the error between a discretely rebalanced portfolio and its continuously rebalanced counterpart in the presence of jumps or mean-reversion in the underlying asset dynamics. With discrete rebalancing, the portfolio's composition is restored to a set of fixed target weights at discrete intervals; with continuous rebalancing, the target weights are maintained at all times. We examine the difference between the two portfolios as the number of discrete rebalancing dates increases. We derive the limiting variance of the relative error between the two portfolios for both the mean-reverting and jump-diffusion cases. For both cases, we derive ``volatility adjustments'' to improve the approximation of the discretely rebalanced portfolio by the continuously rebalanced portfolio, based on on the limiting covariance between the relative rebalancing error and the level of the continuously rebalanced portfolio. These results are based on strong approximation results for jump-diffusion processes.
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Miller, Naomi Liora. "Mean-risk portfolio optimization problems with risk-adjusted measures." 2008. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460.
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Chia-Ying, Chen. "A Research on Enterprise Risk Disclosure." 2006. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-1307200614394700.
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Tsai, Chia-wen, and 蔡佳紋. "The Research of Operational Risk Measurement." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/03669759244551168067.
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碩士中國文化大學
會計研究所
92
The loss from operational risk may be caused by inadequate or failed internal processes, people and systems or from external events. In recent years there are many financial event occurs one after another, we can not but face up to it’s importance. This also is why Basel Committee brings into it in the Capital Accord. After experience a succession of loss, the financial organs took the lead in 1980 ages to carry on the risk management. And the key point is to reduce the earnings undulation which the financial risk caused. The financial risk was referred to the interest rate, the market value, as well as possible loss which credit event initiated. But there are the major part loss caused by failure in control, system, the lawsuit, the disaster, or other external events, therefore the financial risk is not the main reason resulting in earnings undulation gradually obtains the consensus. The financial organ continuously devotes to the market and the credit risk management system development, but now also starts to consider the operational risk. In order to follow the issue of the Basel Accord, as well as the operational risk, we really must have essential regarding the operational risk quantification method.
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Chen, Chia-Ying, and 陳佳盈. "A Research on Enterprise Risk Disclosure." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/77829964869351250137.
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碩士國立臺灣大學
會計學研究所
94
Enterprises risk disclosure has become important issue since the business environment is more complicated, information needed for investment is required wider range. The purpose of this paper is to illustrate the importance of risk disclosure to users, define the scope and types of risks should be disclosed, provide the framework of enterprise risk model to facilitate enterprise evaluating its risks, and examine how risk factors relate to the performance of company. Four dimensions of risks such as hazard, financial, operational, and strategic risk are included in the enterprise risk model for risk assessment. Followed by the model, three cases are studied to understand how to apply the evaluation by framework to information provided in annual reports. Finally, empirical research for regression analysis is done to examine the relationship between risks disclosed and the performance of company.
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Huang, Po-Chun, and 黃柏鈞. "The Research of Environmental Risk Perception." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/46478321094183588304.
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碩士國立臺北大學
資源管理研究所
89
Abstract By the ways of observation and investigation as well as the Production Space Theory by Lefebvre, Shen-Mu (神木村) villagers’ environmental risk perception of debris flow has been probed into in this research. It is discovered that in the Production Space Theory, “Spatial Praxis” and “Space of Representation” can be used to explain the environmental risk of debris flow in the aspect of society, and that “Spatial Praxis” and “Representation of Space” can be taken to explicate the villagers’ environmental risk perception. Shen-Mu village was built in the history of making camphor balls. Owing to the rapid growth of economy in Taiwan these years, Shen-Mu village, on the edge position of Taiwan society, has been easily confronting the environmental risk, as Beck (1992) said, “Risk has tendency to flow downwards.” Shen-Mu village was the last village on “New Central Horizontal Highway (新中橫公路).” Its position, on the edge of society, makes it more easily suffer risk that is brought by the “reflexive of modernization.” And the formation of the position is not made simply for a day but via a long process of time. When the knowledge power from outside society arbitrarily put the pressure of “environmental risk” on the villagers, under the historical complex and self-pity emotion, they request the indemnification of agricultural products by the means of “events of debris flow disasters.” Furthermore, they claim their ownership of the land. The dynamic power of risk thus unveils in the “Representation of Space.” In the research, it is discovered that Shen-Mu villagers tend to reason themselves the cause of debris flow disasters since they have been suffering the disasters for a long time. Therefore, there is an obvious gap about the concept of environmental risk between the villagers and the “outside” society. Under the pressure of their space being allocated, villagers have to struggle with the environments for the living, which reveals their sense of urge for catching up with the pace of the development of Taiwan economy. And thus their environmental risk perception divulges in their daily life. As Xiao Xin-huang (蕭新煌，1987) said, “Victims of natural disasters will learn from the experience of disasters and develop an ability of dealing with the disasters in daily life.” Similarly, Shen-Mu villagers tend to do so, and easily ignore the harms that disasters would bring and decrease the environmental risk perception.
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Shiau, Tong-En, and 蕭彤恩. "The Research on Ocean Risk Assessment." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/68716508504594294181.
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碩士國立臺灣大學
環境工程學研究所
103
The ocean pollution is getting serious with the increase of discharges from drains and rivers, especially high bio-accumulations of pollutants lead to high concentration and accumulated in seafood. Moreover precaution and management of ocean should be concerned by the public and government. However in Marine Pollution Prevention Law in Taiwan, there are not enough rules and limitation for protecting human health from discharging. Hence in order to reduce the pollution in the marine environment, ocean health risk assessment should be established for precaution and assessment. The eight stages for ocean health risk assessment methodology was established in this study, including Sources Characterization, Ocean Exposure Scenario, Ocean Model Simulation, Exposure Quantification, Ocean Risk Characterization, Uncertainty Analysis, Ocean Risk Management. The eight stages were classified into 12 steps with 11 forms in detail. Ocean health risk assessment methodology was constructed by form design, which was organized completely and procedurally for explaining the critical scenarios, exposures, receptors, and exporting outcomes. In order to quantify systematically the health risk exposed to marine pollution, sketching the overall picture from the pollution sources to the health of receptors is required, especially effect of bio-accumulative factor in marine ecosystem. A plant is a developing plan in Kaohsiung port is chosen a case in this study, 13 heavy metals discharge into ocean in 5~400 ng/L; consequently the risks of cancer are from 10-13 to 10-8, hazard quotients are from 10-9 to 10-3, which are less than acceptable risk. Further the distribution of metal concentrations in ocean, bio-accumulative concentration, exposure pathway, and uncertainty of risk can be discussed in detail by the form design of ocean health risk assessment. Compared with the metal concentrations simulated by dilution factor and MIKE21, which is a hydrodynamic Model and dispersion Model. The concentrations simulated by dilution factors are 10 times lower than MIKE 21, hence the lower risks are estimated by dilution factors. Based on bio-accumulation of metals, which in shellfishes are higher than in fishes, the metal concentrations are easily accumulated in shellfishes and fishes. The risks of fishers and aquacultures are higher than general receptor, because of high frequency of exposure. Through uncertainty analysis, 95% cumulative risks are also less than acceptable risk, and the sensitive parameters are metal concentrations in ocean, ingestion rate of general receptor and duration of dermal contact.
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Chou, Wen Ching, and 周文卿. "Risk Weight Research of Capital Measurement." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/12151189973061384469.
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Chen, Chen. "The Theory of Systemic Risk." Thesis, 2014. https://doi.org/10.7916/D8W37TWC.
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Systemic risk is an issue of great concern in modern financial markets as well as, more broadly, in the management of complex business and engineering systems. It refers to the risk of collapse of an entire complex system, as a result of the actions taken by the individual component entities or agents that comprise the system. We investigate the topic of systemic risk from the perspectives of measurement, structural sources, and risk factors. In particular, we propose an axiomatic framework for the measurement and management of systemic risk based on the simultaneous analysis of outcomes across agents in the system and over scenarios of nature. Our framework defines a broad class of systemic risk measures that accommodate a rich set of regulatory preferences. This general class of systemic risk measures captures many specific measures of systemic risk that have recently been proposed as special cases, and highlights their implicit assumptions. Moreover, the systemic risk measures that satisfy our conditions yield decentralized decompositions, i.e., the systemic risk can be decomposed into risk due to individual agents. Furthermore, one can associate a shadow price for systemic risk to each agent that correctly accounts for the externalities of the agent's individual decision-making on the entire system. Also, we provide a structural model for a financial network consisting of a set of firms holding common assets. In the model, endogenous asset prices are captured by the marketing clearing condition when the economy is in equilibrium. The key ingredients in the financial market that are captured in this model include the general portfolio choice flexibility of firms given posted asset prices and economic states, and the mark-to-market wealth of firms. The price sensitivity can be analyzed, where we characterize the key features of financial holding networks that minimize systemic risk, as a function of overall leverage. Finally, we propose a framework to estimate risk measures based on risk factors. By introducing a form of factor-separable risk measures, the acceptance set of the original risk measure connects to the acceptance sets of the factor-separable risk measures. We demonstrate that the tight bounds for factor-separable coherent risk measures can be explicitly constructed.
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Wang, Liao. "Production Planning with Risk Hedging." Thesis, 2017. https://doi.org/10.7916/D8MP5FMV.
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We study production planning integrated with risk hedging in a continuous-time stochastic setting. The (cumulative) demand process is modeled as a sum of two components: the demand rate is a general function in a tradable financial asset (which follows another stochastic process), and the noise component follows an independent Brownian motion. There are two decisions: a production quantity decision at the beginning of the planning horizon, and a dynamic hedging strategy throughout the horizon. Thus, the total terminal wealth has two components: production payoff, and profit/loss from the hedging strategy.
The production quantity and hedging strategy are jointly optimized under the mean-variance and the shortfall criteria. For each risk objective, we derive the optimal hedging strategy in closed form and express the associated minimum risk as a function of the production quantity, the latter is then further optimized. With both production and hedging (jointly) optimized, we provide a complete characterization of the efficient frontier. By quantifying the risk reduction contributed by the hedging strategy, we demonstrate its substantial improvement over a production-only decision.
To derive the mean-variance hedging strategy, we use a numeraire-based approach, and the derived optimal strategy consists of a risk mitigation component and an investment component. For the shortfall hedging, a convex duality method is used, and the optimal strategy takes the form of a put option and a digital option, which combine to close the gap from the target left by production (only).
Furthermore, we extend the models and results by allowing multiple products, with demand rates depending on multiple assets. We also make extension by allowing the asset price to follow various stochastic processes (other than the geometric Brownian motion).
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Abad, Lopez Carlos Adrian. "Smart Grid Risk Management." Thesis, 2015. https://doi.org/10.7916/D8028QR9.
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Current electricity infrastructure is being stressed from several directions -- high demand, unreliable supply, extreme weather conditions, accidents, among others. Infrastructure planners have, traditionally, focused on only the cost of the system; today, resilience and sustainability are increasingly becoming more important. In this dissertation, we develop computational tools for efficiently managing electricity resources to help create a more reliable and sustainable electrical grid. The tools we present in this work will help electric utilities coordinate demand to allow the smooth and large scale integration of renewable sources of energy into traditional grids, as well as provide infrastructure planners and operators in developing countries a framework for making informed planning and control decisions in the presence of uncertainty.
Demand-side management is considered as the most viable solution for maintaining grid stability as generation from intermittent renewable sources increases. Demand-side management, particularly demand response (DR) programs that attempt to alter the energy consumption of customers either by using price-based incentives or up-front power interruption contracts, is more cost-effective and sustainable in addressing short-term supply-demand imbalances when compared with the alternative that involves increasing fossil fuel-based fast spinning reserves. An essential step in compensating participating customers and benchmarking the effectiveness of DR programs is to be able to independently detect the load reduction from observed meter data. Electric utilities implementing automated DR programs through direct load control switches are
also interested in detecting the reduction in demand to efficiently pinpoint non-functioning devices to reduce maintenance costs. We develop sparse optimization methods for detecting a small change in the demand for electricity of a customer in response to a price change or signal from the utility, dynamic learning methods for scheduling the maintenance of direct load control switches whose operating state is not directly observable and can only be inferred from the metered electricity consumption, and machine learning methods for accurately forecasting the load of hundreds of thousands of residential, commercial and industrial customers. These algorithms have been implemented in the software system provided by AutoGrid, Inc., and this system has helped several utilities in the Pacific Northwest, Oklahoma, California and Texas, provide more reliable power to their customers at significantly reduced prices.
Providing power to widely spread out communities in developing countries using the conventional power grid is not economically feasible. The most attractive alternative source of affordable energy for these communities is solar micro-grids. We discuss risk-aware robust methods to optimally size and operate solar micro-grids in the presence of uncertain demand and uncertain renewable generation. These algorithms help system operators to increase their revenue while making their systems more resilient to inclement weather conditions.
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Zhang, Cheng, and 章成. "Research on Financial Systemic Risk Based on Basel Ⅲ Liquidity Risk Framework." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/36579334178984202394.
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碩士國立清華大學
計量財務金融學系
101
Basel III liquidity risk framework introduces two standards for global liquidity risk management which are liquidity coverage ratio (LCR) and net stable funding ratio (NSFR), and suggests authorities to promote the implementation of the requirements steadily. Based on the guiding principles of the framework and the reality of financial industry in Taiwan, the proper measurements for LCR and NSFR can be constructed using public information such as financial reports of all the 37 banks in Taiwan by the end of 2010. After measuring, we can find that foreign banks manage their liquidity risk significantly better than the local ones. Although public share banks all have NSFRs above 100%, some of them do not meet the LCR requirement, highlighting the lack of sound short-term liquidity risk management. Private banks show larger differences in these two indicators due to various business strategies and several of them cannot meet neither of the requirements which the authorities should pay more attention to. Finally, in order to assess the possible impact of the new framework on the banking sector, we apply the results of 25 sample banks to a financial systemic risk model integrating credit, contagion and liquidity risk, in which the liquidity risk is valued by option.
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Yu, Ming-Han, and 游名翰. "The Credit Risk Research of Cash Card." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/czaq6a.
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碩士銘傳大學
經濟學系碩士在職專班
94
For the cash card business, it is very difficult to control well the information of client as the borrowers (debtors) are between good and bad credit, also do not offer any collateral. Besides, in order to maintain visibility amid stiff competition and extend the business, the bank issued and stressed the number of cash cards simply and quickly. This way not only increases the probability of credit risks and the amount of uncollected account (bad debt), but also corrodes the profit of the bank, So, it is very important to react customer''s credit risk degree immediately and do a good prevention of the risk in advance. This research chooses seven parameters which influence the cash card: gender, age, and marital status, type of occupation, housing of ownership, average annual income, and any current credit with financial institution. We use the cross table analysis, samples T-Test and finally logistic regression analyses within the subjects to study the impact of these seven factors on cash card. We find 4 parameters - type of occupation, housing of ownership, average annual income, and any current credit with financial institution which are significant difference with the overdue cash card. Among the analyses, the payback are not easily overdue for soldiers, public servants, teachers and employees than taxi drivers and housewives; the payback are not easily overdue for the borrowers with housing of ownership than without housing of ownership; the payback are not easily overdue for the borrowers with higher annual income than with lower annual income; the payback are not easily overdue for the borrowers who have current credit with financial institution than no current credit with financial institution. We set up a model for credit risk and risk assessment via logistic regression analyses as following: Z =-0.904 + 0.19* type of occupation + 0.424* housing of ownership - 0.829* annual income - 0.953* any current credit with financial institution And the most important and significant factors is the borrowers have correct credit with financial institution or not, the next factor is annual income, and then is the housing of ownership or not, the finally factor is type of occupation. The financial institution can offer the different weighted method to the model of credit risk and risk assessment as per above importance.
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Tsai, Chia-Yin, and 蔡佳吟. "Research Foreign Exchange Portfolio and Risk Management." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/86352227683182319697.
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碩士銘傳大學
經濟學系碩士在職專班
96
It’s in the high price and the high inflation pressure time, the investment manages finances has become the present majority of populace to live the important topic. Therefore, how the investor does disperse the risk and the enhancement investment reward using the investment portfolio obviously has its necessity. But, how should the people choose the income and the risk combination in the foreign exchange investment decision-making? This is precisely the investment portfolio fundamental research crucial question. How the investment portfolio fundamental research "does the rational investor" choose the optimization investment portfolio. Is refers to the investor: They in assign under the expectation risk standard to carry on the maximization to the expectation income, or in assigns under the expectation income standard to carry on slightly to the expectation risk. The purpose of this article focus on the following items. 1. using MV model to compute the weight proportion of foreign currency portfolio. 2. Compute the performance of investment portfolio. 3. Compute the VaR of portfolio. 4. The evaluation of VaR models.
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陳盛進. "Research Architecture Investment Behavior and Risk Management." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/41591965661233700677.
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Chen, Yu-An, and 陳俞安. "Operational Risk Assessment Research of Domestic Enterprises." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/67665241373257844948.
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碩士東吳大學
會計學系
101
This study was through qualitative and quantitative way to measure the financial and non-financial industry operational risk, including Expectations Analysis, Risk Map, Empirical Loss Distribution model to measure the level of operational risk, identifying the financial and non-financial industry operational risk loss events in a high risk project, and made reasonable suggestions to the financial and non-financial industry. The results show that the Personnel have a higher operational risk of the financial industry, the cause may lie in the general operating negligence, key personnel negligence, personnel of fraud or collusion personal fraud. Therefore, need to design effective internal control, to achieve an appropriate division of functions, to eliminate the possibility of fraud conspiracy staff. The Procedure and External have a higher operational risk of the non-financial industry, the cause may lie in the error evaluation process of product development, contract risk, supplier risk. Therefore be noted that the parts or raw materials quantity and quality from the external suppliers, and the risk of delays in the production process. For operational risk management, the ideal approach is collection operational risk loss data, and use complete loss of data research and analysis, but it takes time to accumulate data loss. During this transitional period, you can refer to this study, identifying operational risk loss events in a high risk project to be corrected improvement measures.
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Sardo, Pedro Miguel Garcez. "Pressure ulcer (Risk) assessment: Clinical nursing research." Doctoral thesis, 2017. https://repositorio-aberto.up.pt/handle/10216/104086.
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CHANG, CHIA-FENG, and 張家鳳. "Research on Risk Management of Physical Education." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/36519167918876108068.
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碩士國立體育大學
體育推廣學系
105
This study is based on the research of "risk management of physical education teaching", and adopts literature analysis method and semi-structured interview method. The research scope is the sixteen public and private college colleges in Taoyuan area. The purpose of this study is to explore the risk connotation and risk of physical education Source and risk strategy management, and comes down to the following conclusions: (1) The physical education teaching teachers, students, teaching materials, equipment and equipment, teaching objectives and other five elements of the interaction, if the physical education results failed to achieve the desired benefits or even damage, which is the risk of physical education. In the university stage of physical education curriculum must promote the physical and mental development of students, the establishment of students in the future healthy lifestyle and the development of regular movement of the population, if this purpose can not be achieved in the course of physical education, physical education is the risk. (2) The risk source of physical education is divided into five categories: people, things, time, land, and so on. All the risk sources of PE teaching elements will cause the difference between the results of physical education teaching and the expected results. In identifying the risk type and analyzing the risk source After that, the above risks will be managed and appropriate risk management strategies will be selected to reduce the risk of physical education and improve the effectiveness of physical education. (3) The risk strategy for each factor is chosen as follows: "PE teacher" chooses to transfer risk strategy; "student", "site facility and equipment", "teaching target" choose to reduce risk strategy; "teaching material" choose to retain risk strategy. Researchers for the college physical education units, physical education teachers, sports authorities and follow-up research recommendations: (1) Enhance the value of sports, to promote the school's attention to physical education. (2) Physical education teachers must adjust the individual teaching methods and students two-way interaction and continue to enhance the professional teaching ability, in order to achieve successful physical education. (3) For the improvement of physical education to have relevant incentives to encourage schools to build quality sports teaching quality. (4) In the face of the increasingly serious situation of decreasing birth rate, it is suggested that follow-up study can be used as a target for students to explore the relevant research on "physical education".
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Shih, Hsiu-Ching, and 施秀靜. "The Research on Life Cycle Risk Assessment." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/19854452160912284711.
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博士國立臺灣大學
環境工程學研究所
99
The temporal and spatial considerations have yet to be integrated into risk-based LCA, whereas life-cycle thinking has yet to be captured in RA. In order to maintain the link between source and receptor through RA, and consider a life cycle, the method in this study focuses on integrating life cycle thinking into RA to develop the life cycle risk assessment methodology (LCRA) in this study. Because LCRA assessed risks from a life cycle perspective of the concerned linkage sources, it was helpful to identify important sources, contaminants, receptors and exposure pathways along the life cycle of activities. Analyses of different scenarios are assessed as the alternative of bottom ash reuse in road paving or landfill, and the harm of bottom ash reuse is assessed by LCRA to avoid the risk shift. When the population risks over the entire life cycle considered in this study are used as a decision criterion, the ranking was D, A, B and C; on the other hand, the ranking of average individual risk became D, C, A and B. The source-receptors in these four scenarios were also discussed: with higher exposure, the individual risks of laborers (1.0E-07~1.0E-02) were higher than residents through exposure to Cr and Cd via inhalation and dermal contact. as for the residents, the highest individual risk occurred in road paving (1.09E-08) due to leakage of Cr to groundwater, and the ingestion of drinking water and food chain contaminated by groundwater use were the main exposure pathways. The results also showed risk shift between different stages; among four scenarios, the individual risk of residents living near the road was 100 times greater than the residents near the landfill which keeps bottom ash for 20 years. However, the individual risk of residents living near landfill is 1000 times greater than the residents near the road when a high frequency of road maintenance (2 years) was used. This indicated that different reuse scenarios would result in risk shift between life stages and receptors, and using duration of pavement would be a factor for risk management. By calculating and population risks associated various receptors resulting from a source at each life stage and aggregating population risks along the life cycle, we obtain total risks. The total population risks as well as information of individual risk at each stage and average individual risk for various alternatives can be used to rank the alternatives and identify important factors for environmental management.
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Chang, Chien-Kiwi, and 張謙溎. "Research on Indonesian Investment Environment Risk Assessment." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/b4nna4.
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碩士嶺東科技大學
高階主管企管碩士在職專班
106
Indonesia is no longer just a factory in the world but also a world market, attracting many multinational corporations to invest in Indonesia. Therefore, this article uses the method of SWOT analysis to explore the investment risk assessment of Taiwanese businessmen in Indonesia, the result of serving as a reference for the relevant enterprises. The research results show that it’s well-expected on Indonesia's economic, the domestic market has great potential as well. It is worth for Taiwanese investment in the domestic market, but Indonesia's domestic infrastructure should be improved, high risks on law, the rate of natural disasters is higher, higher taxes, duplication, the phenomenon of imposition, especially corruption is very serious, so that business costs keep increasing, and it is worth for Taiwanese Businessmen to pay attention on the investment risk in Indonesia.
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Sardo, Pedro Miguel Garcez. "Pressure ulcer (Risk) assessment: Clinical nursing research." Tese, 2017. https://repositorio-aberto.up.pt/handle/10216/104086.
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Barrow, Lisa C. "E7 PROTEINS OF HIGH-RISK (TYPE 16) AND LOW-RISK (TYPE 6) HUMAN PAPILLOMAVIRUSES REGULATE p130 DIFFERENTLY." Thesis, 2010. http://hdl.handle.net/1805/2277.
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Indiana University-Purdue University Indianapolis (IUPUI)Human papillomaviruses (HPVs) are one of the most common causes of sexually transmitted disease in the world. HPVs are divided into high-risk (HR) or low-risk (LR) types based on their oncogenic potential. HPVs 16 and 18 are considered HR types and can cause cervical cancer. HPVs 6 and 11 are classified as LR and are associated with condyloma acuminata (genital warts). Viral proteins of both HR and LR HPVs must be able to facilitate a replication competent environment. The E7 proteins of LR and HR HPVs are responsible for maintenance of S-phase activity in infected cells. HR E7 proteins target all pRb family members (pRb, p107 and p130) for degradation. LR E7 does not target pRb or p107 for degradation, but does target p130 for degradation. Immunohistochemistry experiments on HPV 6 infected patient biopsies of condyloma acuminata showed that detection of p130 was decreased in the presence of the whole HPV 6 genome. Further, the effect of HR HPV 16 E7 and LR HPV 6 E7 on p130 intracellular localization and half-life was examined. Experiments were performed using human foreskin keratinocytes transduced with HPV 6 E7, HPV 16 E7 or parental vector. Nuclear/cytoplasmic fractionation and immunofluorescence showed that, in contrast to control and HPV 6 E7-expressing cells, a greater amount of p130 was present in the cytoplasm in the viii presence of HPV 16 E7. The half-life of p130, relative to control cells, was decreased in the cytoplasm in the presence of HPV 6 E7 or HPV 16 E7, but only decreased by HPV 6 E7 in the nucleus. Inhibition of proteasomal degradation extended the half-life of p130, regardless of intracellular localization. Experiments were also conducted to detect E7-binding partners. Cyclin C and cullin 5 were identified as proteins capable of binding to both HPV 6 E7 and HPV 16 E7. Preliminary experiments showed that decreasing protein levels of p600, a binding partner of both HPV 6 E7 and HPV 16 E7, by RNA interference might affect p130 stability. Elucidating the mechanisms of p130 degradation may identify potential targets for preventing degradation of p130 and allowing restoration of cell cycle control.
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Tsai, Chao-yu, and 蔡昭玉. "The Research of Direct-Selling Consumer''s Perceived Risk and Risk Reduction Strategy." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/3ne6xd.
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碩士國立中山大學
企業管理學系研究所
96
This study takes “the Health food of nutrition”, “Cosmetic skin care products”, and “the Articles for cleanness” as the representatives of direct-selling products. With the network questionnaires to investigate “Consumer characteristics” of “Netizens”, and how they influence the levels of various perceived risk, and the helpfulness of risk reduction strategies, with SEM to analysis the structure between seven kinds of perceived risk, with the method which was used by Roselius (1971) to measure the helpfulness of risk reduction strategies, and with Cluster, Correlate, ANOVA to analysis the way how “Consumer characteristics” of “Netizens” influence perceived risks and risk reduction strategies, and the way how perceived risks influence risk reduction strategies. There are five important conclusions, describing as following: 1. There are differences between three kinds of direct-selling products on the perceived risks of “Performance”, “Psychology”, and “Overall”. 2. In the structure of constructing the path to form the “Overall risk” by six kinds of risks, the direct and indirect result exists at the same time. 3. Different “Consumer characteristics” will influence different kinds of perceived risks, and the most meaningful characteristics are “the Types of direct-selling consumers” and “the attitude toward shopping through direct-selling”. 4. Different “Consumer characteristics” will influence the helpfulness of different risk reduction strategies, and the most meaningful characteristics are “Age”, “Location”, and “the Types of direct-selling consumers”. 5. Various perceived risks will influence the helpfulness of different risk reduction strategies, and only the helpfulness of “Free sample” will be enhanced. There are three points about managerial implications and suggestions, describing as following: 1. “Private testing”, “Government testing”, and “Major brand image” are capable of reducing the “Performance risk” effectively, and then reduce the levels of “Overall risk” perception to decrease the perceived sacrifice of product value and to enhance it to the original levels of product value. 2. For the “Netizen” who are not becoming a member, and not using direct-selling products quite often, “Free sample” with “Replace product guarantee” or “Money-back guarantee” are capable of reducing the levels of risk perception effectively. 3. In the long run, direct-selling companies should endeavor to prove the image of direct-selling, because “the attitude toward shopping through direct-selling” is an important factor to influence the levels of risk perception and the helpfulness of the risk reduction strategies. And “Industry autonomy” is a good risk reduction strategy, but not be known by the public. There is a long way for TDSA （Taiwan Direct Selling Association） to go, because popularity and public trust are insufficient. Key words: Consumer characteristics, Perceived risk, Risk reduction strategy
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CERQUEIRA, Pedro Andre. "Business cycle synchronization and international risk sharing." Doctoral thesis, 2007. http://hdl.handle.net/1814/6936.
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Defence date: 14 May 2007Examining board: Prof. Mike Artis, University of Manchester, Supervisor ; Prof. Anindya Banerjee, EUI ; Prof. Jean Imbs, HEC Lausanne ; Dr Ayhan Kose, International Monetary Fund
Originally, the term business cycle referred to combination of periods of economic expansion and decline, however the concept has been enlarged to include fluctuations of growth around the trend, that is, combinations of periods when growth is higher than the long-term growth with periods when it is lower.
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LIN, LING-MEI, and 林玲玫. "Research on accredited risk evaluation of cash card." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/75360970845612582970.
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碩士國立中央大學
財務金融學系碩士在職專班
93
Since 1999, the cash card system was introduced from Japan ACOM by Coamos Bank. Therefore, some of Taiwanese banks also introduced the system and technology from Japan one after another. However, because of the differences of situation of the country, structure of the society, and characteristics of clients, it’s not suitable to adopt the accredited evaluation form of the other country directly. Also, as for those banks that didn’t adopt the Japanese system, some used accredited evaluation of the credit card or a small amount of a loan. However, because of the difference of the target clients, they just used parts of the evaluation. This way is also not objective and affects the quality of the accredited system indirectly. Hence, according to client base of cash cards, to build a sound evaluation of cash card examination is the way to increase the number of issuing cards. In addition, the banks should evaluate the credit risk of clients at first effectively and react credit risk degree of clients in time. This way can reduce the ratio of breaking the contract---exceeding a time limit and loss of banks’ bad debt. This research discusses if the risk factor that effected on exceeding a time limit by adopting samples of clients of top five banks which issued cash cards has the same results as the past researchers who discussed the home loan, a small amount of a loan and credit card risk in order to realize the difference of clients’ characteristics of different products. The research is shown that six significant factors---age, sex, occupation, structure of family, numbers of children and ratio of debt have the similar results to the past researches by using statistic way—Logistic-Regression. Besides, three significant factors---income, resources of cases, and home loan are different to the past ones or they were not discussed in the past. It’s shown that the ratio of breaking the contract---exceeding a time limit of the high income people is higher than low income ones. Then, the ratio of breaking the contract of applicants who applied for a loan by themselves is also significant higher than those who applied for a loan through the marketing companies and the cases which employees worked for. Also, the ratio of breaking the contract of people who have a home loan is lower than those who don’t. The degree of accuracy of accredited model is 85.67% in this research.
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Hsin-Hui, Wang, and 王馨慧. "Research of Integrating VaR and CaR Risk Management." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/17951612351465869744.
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碩士輔仁大學
金融研究所
93
Abstract Title of Thesis：The research of Integrating VaR and CaR Risk management Name of Institute：Graduate Institute of Finance, Fu-Jen Catholic University Name of Student：Hsin-Hui Wang Advisor：Dr. Shang-Chi Gong Pages：62 Keyward：Market Risk、Credit Risk、Monte Carlo Simulation、KMV Approach Content of Abstract： In the case of study, we are going to discuss the market risk and the credit risk that are existed between the two companies at the same group. There are company A and company B. Company A has many company B’s shares, and the percentage of company A’s investment dividing into its total assets is very high. When the stock price of company B drops ,it will affect company A and will cause the market risk to company A .At the same time, the credit rating of company A or the market value of company A’s assets will decline. This is what we called the credit risk. There are two topics in this research： 1.In our opinion, there are some relations between the book value and the market value of company A’s assets. We are going to find them out by Box-Cox Model. 2.We try to measure correlation coefficient between company A’s VaR and CaR to know what the level of the relations between them is. The conclusions are following： 1.About the book value and the market value of company A’s assets：the level of the relations between them is middle-high. The types of the functions at most companies are linear. 2.About the VaR and CaR：the correlation coefficient of the electrical industry is higher than the traditional industry, but the relations between them are not strong. The types of the functions at most companies are semilog.
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Hsu, Pei-Chun, and 徐佩君. "Research on Risk Financingfor Taiwanese Semi-Conductor Industry." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/34465961545280395748.
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碩士國立高雄第一科技大學
風險管理與保險所
92
The high-value and risk-accumulated semi-conductor industry in Taiwan is faced with the capacity shortage from traditional insurance coverage due to the high frequency and severity of national and international catastrophes over the past few years. This paper discusses the possible risk financing strategies that could be applied by the semi-conductor companies based on various risks exposed to them, and explores the enterprises’ awareness of Alternative Risk Transfer (ART) and their aspect on the future development of ART. Samples of this research were semi-conductor companies in Hsin-Chu and Tainan Science-based Parks. Survey was conducted by giving questionnaire which focused on their current risk financing operation and the future development. Data was then processed and analyzed by Descriptive Statistics, Spearman Rank Correlation, and Kruskal-Wallis Test. The results show that: semi-conductor industry in Taiwan is quite aware of the source of various risks in general, and insurance purchase is still the main approach for risks transfer. Enterprises however retain those risks of so-called lower-awareness or risks that are unable to be covered by insurance. It is also found that companies with different capital levels have different aspects on insured amount, deductible, and the effect from insufficient underwriting capacity. Enterprises are willing to apply ART to compensate the capacity shortage from traditional insurance, but the problem is they are not familiar with the ART exercise at this moment, most of them will take a more conservative attitude to deal with ART arrangement in the future. Taking theory and research results into consideration, this paper suggests an integration financing plan for semi-conductor industry. On top of traditional insurance arrangement, insureds can apply other alternatives of risks transfer such as self-insurance, captive insurance companies , insurance risk securities to tailor-make their own risk financing program in order to cope with the demand for future development, ensure and secure their business at the same time. Semi-Conductor Industry
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Wang, Kun-Cheng, and 王坤成. "Research on Certification Authority's Responsibility and Risk Management." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/vex7u9.
Full textAbstract:
碩士東吳大學
法律學系
96
In the e-commerce market that developed quickly and popularized, the Government, enterprises, and consumers all care about setting up a security system for the on-line trade. When people trade by the general way, in order to confirm the identity or qualification and avoid denying afterward for each other, the party often require the other side to present their company’s seal impression and director's qualification certificate that issued by the Ministry of Economic Affairs, or hand over the personal seal certificate that issued by the household registration office, if people argue about the signature or seal is real or not, the parties always apply to the Criminal Investigation Bureau or the reference institution to identify it. People trade by the e-commerce way, the Certification Authority will act the mentioned role of institution, the Certification Authority take the responsibility to prove the identity or qualification of the applicant, sign and issue the certificate of Public key to identify the pair relation with the Private key, so as to prove the identity of dealers and their intent for offer or acceptance, and to upholding the security of transactions. Article 14 of the Electronic Signatures Act stipulate the tort responsibility of Certification Authority: “A certification service provider shall be liable for any damage caused by its operation or other certification-related process to the parties, or to a bona fide person who relies on the certificate, unless the certification service provider proves that it has not acted negligently.”, “Where a certification service provider clearly specifies the limitation for the use of the certificate, it shall not be liable for any damage arising from a contrary use.” Therefore the Certification Authority shall not be liable to compensate for the injury when it can prove no negligence in it’s act, or any damage arising from exceeding application limitation. The Certification Authority also set the compensation limit or exemption clause in the certification practice statement to lighten or avoid its compensation responsibility, so as to control the damage risk, however, these contract wording shall be regulated by the Article 12 of Consumer Protection Law; and further, if there is no limitation of application, or any damage arising from normal application, the Certification Authority still expose in the risk of the tort compensation responsibility. The above-mentioned risk character of the Certification Authority is low loss frequency and high loss severity, for managing this kind of risk, business should select and adopt the strategy of Risk Transference, to insure for their responsibility or participate in the mutual insured fund that formed by the same business, so as to transfer the potential risk of compensation for liability. The reference insurance policy sold at present is ' Information And Network Technology Errors Or Omissions Liability Insurance', it’s main coverage is to pay loss by reason of liability of imposed by Law or assumed in an insured contract, but it was transplanted from foreign and written in English, the claims condition is complicated, the article meaning also probably caused dispute, the whole insurance policy is not suitable exactly for the liability risk of the Certification Authority. If the insurer should research and develop a Chinese liability insurance policy for the certification business, there are some similar character policies such as liability insurance of the insurance adjuster, lawyer, accountant, or the other professional person and the product liability insurance policy could be referred. In addition, although the Certification Authority stated that there is not any agent relationship between them and the Registration Authority, the potential compensation responsibility and risk also need to be managed. When the insurers try to design the liability insurance of the Certification Authority, they could refer to the current ' Contractors’ All Risk Insurance' policy attach the Subcontractors as the Co-Insured, attach the Registration Authority as a Additional Insured. Key words: Electronic Signature, Digital Signature, Electronic Document, Certification Authority, Registration Authority, Public Key, Private Key, Risk Management, Risk Retention, Risk Reduction, Risk Transference, Risk Avoidance, Reliability Insurance
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Lai, Yi-Chun, and 賴怡君. "FMEA utilization research in returned goods risk management." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/7f6hqq.
Full textAbstract:
碩士元智大學
工業工程與管理學系
95
The present paper development the main direction discusses traditional FMEA’s RPN method，The RPN value is calculated by the multiplication of Severity, Occurrence, Detection and comes out to utilize to new product development. Eatablishes the FMEA table list by experience to be the reference direction of new products improvement. But because the traditional FMEA method isn’t treat rejection rate as the reference. So the Top items of return goods always not the critical items be inprovmed in the FMEA table list. This reaserch by traditional FMEA RPN be the base and the standard FMEA edition will do some small develops translates Rejection rate will be a factor and add into RPN’s calculation. Its goal is the hope includes customers’ sound in the consideration scope by FMEA analyzes. The expectation can reduce exterior defeat cost and promote product competitive ability.
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Lin, Ji-Fong, and 林極峰. "RESEARCH ON RISK CONTROL OF THE NUCLEAR DISASTER." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/waz9xe.
Full textAbstract:
碩士元智大學
管理碩士在職專班
105
The study focuses on Taiwan’s nuclear power plants, their accompanying nuclear disaster risks, possible future nuclear disaster situation, as well as the strain strategies from the perspectives of "risk management" and "risk control." The study took retrospection on the Chernobyl accident and the Three Mile Island accident, finding that the above-mentioned nuclear disasters resulted from man-made operation errors and the lack of safety culture. However, in the Fukushima nuclear accident, a super earthquake occurred first and then the power plant shut down, causing the follow-up nuclear disaster situation. Thus, it is obvious that the Fukushima nuclear accident is a "composite-typed" disaster, including an earthquake, a tsunami, and a nuclear disaster, which is different from the traditional human errors. The study finds that the issues of nuclear power generation safety and radiation leakage should be faced and regarded. In face of the gradually complex disasters in the world nowadays and the subsequent, gradually increasing composite-typed disaster, it is necessary to view the security management methods nowadays from the point of disaster management and nuclear power security. Therefore, in this article, the review methods, such as risk management, are put forward. Then, according to six steps- hazard identification, risk assessment, risk control analysis, decision making of risk control, risk control conduction, and supervision/review, the risk items of tasks and operations are uncovered on implementation step by step to look for the optimal control method.
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CHEN, YUAN-CHIH, and 陳淵池. "Research on Legal Risk Management of Medical Disputes." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/f5rr7n.
Full textAbstract:
碩士亞洲大學
財經法律學系
105
The current medical disputes continue to impact on the medical ecology and medical professional behavior. Difficult to deal with the relationship between medical and patient, medical manpower loss, medical collapse and other deterioration of the lose-lose situation. Confined to medical behavior is a high degree of professionalism and uncertainty, and the relationship between medical and patient has its particularity. Medical malpractice is difficult to prove. China has not been integrated to deal with medical dispute, dispute procedures, medical malpractice compensation, medical malpractice correction and learning of the law. The current treatment of medical disputes in the legal mechanism for the protection of both rights and interests of medical and patient, There are still ill. The draft of the Medical Dispute Resolution and Medical Malpractice Compensation Law has not yet been examined by the Legislative Yuan for the third time. Although the Patient Ownership Law passed the Third Reading of the Legislative Council, it was necessary to clarify the need for multi-item and content. This study finds a solution to the medical dispute in the re-evaluation of medical behavior and legal mechanism. Find strategies to solve medical disputes. Hope that medical disputes can be a complete solution.