• Title, Summary, Keyword: Key Risk Indicator

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Relationship between competition in banking industry and bank's risk-seeking tendency (은행산업에서의 경쟁과 위험추구)

  • Sung, Jimin;Park, Chang Gyun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.1
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    • pp.225-233
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    • 2016
  • This study examined how the level of competition in the banking industry affects the risk-seeking tendency of individual banks. In earlier studies, the NPL ratio was used as an indicator of the risk-seeking tendency, but this ratio has limits because it is an ex post indicator of the risk. Therefore, the asset risk was chosen as a new indicator of the risk-seeking tendency, which is an ex ante measure of the risk, and the data were analyzed. The results suggested that there is a negative correlation between the level of competition of the banking industry and the risk-seeking tendency. Interestingly, opposite results were obtained when the NPL ratio was applied as an indicator of risk-seeking tendency. Therefore, the correlation between the level of competition in the banking industry and the risk-seeking tendency depends on the indicator of the risk-seeking tendency. This means choosing the appropriate indicator is the key component leading to precise results. The asset risk is more consistent with the concept of risk-seeking tendency than the NPL ratio, and it is a more appropriate indicator considering that the asset risk is a relatively less affected indicator other than risk-seeking tendencies.

Determination of Performance Indicator Thresholds Based on Typical PSA Results

  • Kang, Dae-Il;Kim, Kil-Yoo;Hwang, Mee-Jung;Sung, Key-Yong
    • Nuclear Engineering and Technology
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    • v.36 no.6
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    • pp.485-496
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    • 2004
  • Typical probabilistic safety assessment (PSA) results were used to estimate the performance indicator (PI) thresholds of unplanned reactor scram (URS) and safety system unavailability (SSU) for Korean nuclear power plants (NPPs). The changes in core damage frequency (${\Delta}$CDFs) of $10^{-6}/yr$, $10^{-5}/yr$, and $10^{-4}/yr$ were adopted as the risk criteria in setting up the PI thresholds. The PI thresholds for the URS were estimated using information pertaining to the initiating event frequencies, the CDF, and the CDF contribution of each initiating event. The PI thresholds of the SSU were estimated using information on the unavailability, the Fussell-Vesely importance, and the CDF.

A Study on Enterprise Risk Management for the Public Organizations: K-Water Case (공기업을 위한 전사적 리스크관리: K-Water 사례를 중심으로)

  • Kim, Jung-Duk
    • Journal of Digital Convergence
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    • v.6 no.4
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    • pp.53-61
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    • 2008
  • Organizations can experience serious financial and/or reputational losses if business activities are disrupted by an incident of information systems under the current business environment. The loss includes the intangible decline in brand image, customer separation, and the tangible loss such as decrease in business profits. Thus, it is necessary to take proactive initiatives by managing many kinds of risks an organization may have. Therefore, the enterprise risk management has been received a special attention by some advanced private companies, but not many public organizations. This paper describes an approach and some issues when the enterprise risk management was introduced in a domestic public organization.

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Hazard prediction of coal and gas outburst based on fisher discriminant analysis

  • Chen, Liang;Wang, Enyuan;Feng, Junjun;Wang, Xiaoran;Li, Xuelong
    • Geomechanics and Engineering
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    • v.13 no.5
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    • pp.861-879
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    • 2017
  • Coal and gas outburst is a serious dynamic disaster that occurs during coal mining and threatens the lives of coal miners. Currently, coal and gas outburst is commonly predicted using single indicator and its critical value. However, single indicator is unable to fully reflect all of the factors impacting outburst risk and has poor prediction accuracy. Therefore, a more accurate prediction method is necessary. In this work, we first analyzed on-site impacting factors and precursors of coal and gas outburst; then, we constructed a Fisher discriminant analysis (FDA) index system using the gas adsorption index of drilling cutting ${\Delta}h_2$, the drilling cutting weight S, the initial velocity of gas emission from borehole q, the thickness of soft coal h, and the maximum ratio of post-blasting gas emission peak to pre-blasting gas emission $B_{max}$; finally, we studied an FDA-based multiple indicators discriminant model of coal and gas outburst, and applied the discriminant model to predict coal and gas outburst. The results showed that the discriminant model has 100% prediction accuracy, even when some conventional indexes are lower than the warning criteria. The FDA method has a broad application prospects in coal and gas outburst prediction.

Simulation-Based Operational Risk Assessment (시뮬레이션 기법을 이용한 운영리스크 평가)

  • Hwang, Myung-Soo;Lee, Young-Jai
    • Journal of Information Technology Services
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    • v.4 no.1
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    • pp.129-139
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    • 2005
  • This paper proposes a framework of Operational Risk-based Business Continuity System(ORBCS), and develops protection system for operational risk through operational risk assessment and loss distribution approach based on risk management guideline announced in the basel II. In order to find out financial operational risk, business processes of domestic bank are assorted by seven event factors and eight business activities so that we can construct the system. After we find out KRI(Key Risk Indicator) index, tasks and risks, we calculated risk possibility and expected cost by analyzing quantitative data, questionnaire and qualitative approach for AHP model from the past events. Furthermore, we can assume unexpected cost loss by using loss distribution approach presented in the basel II. Each bank can also assume expected loss distributions of operational risk by seven event factors and eight business activities. In this research, we choose loss distribution approach so that we can calculate operational risk. In order to explain number of case happened, we choose poisson distribution, log-normal distribution for loss cost, and estimate model for Monte-Carlo simulation. Through this process which is measured by operational risk. of ABC bank, we find out that loss distribution approach explains closer unexpected cost directly compared than internal measurement approach, and makes less unexpected cost loss.

Rim Sign in Aucte Cholecystitis (급성 담낭염 진단시 Rim Sign의 의의)

  • Koh, Eun-Mi;Lee, Kyung-Han;Yang, Seoung-Oh;Chung, June-Key;Lee, Myung-Chul;Koh, Chang-Soon
    • The Korean Journal of Nuclear Medicine
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    • v.23 no.1
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    • pp.35-39
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    • 1989
  • The "rim sign" is a rim of increased hepatic activity adjacent to the gall bladder fossa and known as an useful indicator of acute cholecystitis. Also, many reports suggested that if rim sign is positive there is an increased risk for complications such as perforation and gangrene. To evaluate the usefulness of this rim sign, we reviewed 32 cases that were pathologically confirmed. The incidence of rim sign was 47% similar to other reports but with our results, the rim sign was not specific to acute cholecystitis nor indicator of increased risk for complications.

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Social Engineering Attack Graph for Security Risk Assessment: Social Engineering Attack Graph framework(SEAG)

  • Kim, Jun Seok;Kang, Hyunjae;Kim, Jinsoo;Kim, Huy Kang
    • Journal of the Korea Society of Computer and Information
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    • v.23 no.11
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    • pp.75-84
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    • 2018
  • Social engineering attack means to get information of Social engineering attack means to get information of opponent without technical attack or to induce opponent to provide information directly. In particular, social engineering does not approach opponents through technical attacks, so it is difficult to prevent all attacks with high-tech security equipment. Each company plans employee education and social training as a countermeasure to prevent social engineering. However, it is difficult for a security officer to obtain a practical education(training) effect, and it is also difficult to measure it visually. Therefore, to measure the social engineering threat, we use the results of social engineering training result to calculate the risk by system asset and propose a attack graph based probability. The security officer uses the results of social engineering training to analyze the security threats by asset and suggests a framework for quick security response. Through the framework presented in this paper, we measure the qualitative social engineering threats, collect system asset information, and calculate the asset risk to generate probability based attack graphs. As a result, the security officer can graphically monitor the degree of vulnerability of the asset's authority system, asset information and preferences along with social engineering training results. It aims to make it practical for companies to utilize as a key indicator for establishing a systematic security strategy in the enterprise.

Prevalence and Genetic Characterization of Toxoplasma gondii in House Sparrows (Passer domesticus) in Lanzhou, China

  • Cong, Wei;Huang, Si-Yang;Zhou, Dong-Hui;Zhang, Xiao-Xuan;Zhang, Nian-Zhang;Zhao, Quan;Zhu, Xing-Quan
    • The Korean Journal of Parasitology
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    • v.51 no.3
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    • pp.363-367
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    • 2013
  • The prevalence of Toxoplasma gondii infection in birds has epidemiological significance because birds are indeed considered as a good indicator of environmental contamination by T. gondii oocysts. In this study, the prevalence of T. gondii in 313 house sparrows in Lanzhou, northwestern China was assayed by the modified agglutination test (MAT). Antibodies to T. gondii were positive in 39 (12.46%) of 313 samples (MAT titer ${\geq}$ 1:5). Tissues of heart, brain, and lung from the 39 seropositive house sparrows were tested for T. gondii DNA, 11 of which were found to be positive for the T. gondii B1 gene by PCR amplification. These positive DNA samples were typed at 9 genetic markers, including 8 nuclear loci, i.e., SAG1, 5'- and 3'-SAG2, alternative SAG2, SAG3, GRA6, L358, PK1, c22-8 and an apicoplast locus Apico. Of them, 4 isolates were genotyped with complete data for all loci, and 2 genotypes (Type II variants; ToxoDB #3 and a new genotype) were identified. These results showed that there is a potential risk for human infection with T. gondii in this region. To our knowledge, this is the first report of T. gondii seroprevalence in house sparrows in China.

Prognostic Significance of CD44v6/v7 in Acute Promyelocytic Leukemia

  • Chen, Ping;Huang, Hui-Fang;Lu, Rong;Wu, Yong;Chen, Yuan-Zhong
    • Asian Pacific Journal of Cancer Prevention
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    • v.13 no.8
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    • pp.3791-3794
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    • 2012
  • CD44v, especially splice variants containing exon v6, has been shown to be related closely to development of different tumors. High levels of CD44v6/v7 have been reported to be associated with invasiveness and metastasis of many malignancies. The objective of this study was to detect expression of CD44v6-containing variants in patients with acute promyelocytic leukemia (APL) and evaluate the potential of CD44v6/v7 for risk stratification. Reverse transcription polymerase chain reaction (RT-PCR) followed by PCR product purification, ligation into T vectors and positive clone sequencing were used to detect CD44 v6-containing variant isoforms in 23 APL patients. Real-time quantitative PCR of the CD44v6/v7 gene was performed in patients with APL and in NB4 cells that were treated with all-trans retinoic acid (ATRA) or arsenic trioxide ($As_2O_3$). Sequencing results identified four isoforms (CD44v6/v7, CD44v6/v8/v10, CD44v6/v8/v9/v10, and CD44v6/v7/v8/v9/v10) in bone marrow mononuclear cells of 23 patients with APL. The level of CD44v6/v7 in high-risk cases was significantly higher than those with low-risk. Higher levels of CD44v6/v7 were found in three patients with central nervous system relapse than in other patients inthe same risk group. Furthermore, in contrast to ATRA, only $As_2O_3$ could significantly down-regulate CD44v6/v7 expression in NB4 cells. Our data suggest that CD44v6/v7 expression may be a prognostic indicator for APL.