• 제목/요약/키워드: Risk simulation

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FFA 베이시스위험 축소를 위한 용선료 지급기준 변경의 타당성 검토 (A Study on the Change of Hire Payment Method to Reduce the FFA Basis Risk)

  • 이승철;윤희성
    • 한국항해항만학회지
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    • 제46권4호
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    • pp.359-366
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    • 2022
  • FFA는 1990년대 초반 이후 시장위험의 헤징을 위한 유효한 수단으로 대두되었지만 베이시스위험으로 헤징의 효과성이 크게 저해될 수 있다는 점과 현금흐름의 불일치 등이 활성화의 장애요인으로 지적된다. 본 연구는 FFA의 헤징효과에 영향을 미치는 베이시스위험에 대하여 분석하고 이를 축소하기 위한 대안을 제시한다. 베이시스위험은 시점불일치, 항로불일치, 선박크기불일치 및 저유동성 베이시스위험으로 구분할 수 있는데 그 중 시점불일치 베이시스위험은 특정일 기준으로 지급되는 실물 선박의 용선료와 일정기간의 평균으로 정산되는 FFA의 정산가격과의 차이에 의해서 발생하는 것으로 헤징오류 원인 중 가장 큰 차이를 발생시키는 것이다. 이 연구에서는 성약일 기준 용선료를 15일 간격 이동평균 용선료로 변경한다는 대안을 제시하고 이의 차이와 운임선도거래 정산가격과의 차이를 도출하는 것을 역사적 시뮬레이션을 통하여 실증분석하였다. 연구결과 시점불일치 베이시스위험은 15일 이동평균을 적용함으로써 현저히 축소시킬 수 있는 것이 확인되었다. 이 연구는 용선료 지급기준 변경을 통해 베이시스위험을 축소하고 궁극적으로 운임선도거래를 활성화시킬 수 있는 가능성을 제시함으로써 해운실무에 유의미한 시사점을 제시한다.

Risk Assessment of Drought for Regional Upland Soil According to RCP8.5 Scenario Using Soil Moisture Evaluation Model (AFKE 0.5)

  • Seo, Myung-Chul;Cho, Hyeon-Suk;Seong, Ki-Yeong;Kim, Min-Tae;Park, Tae-Seon;Kang, Hang-Won;Shin, Kook-Sik
    • 한국토양비료학회지
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    • 제46권6호
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    • pp.434-444
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    • 2013
  • In order to evaluate drought risk at upland according to climate change scenario (RCP8.5), we have carried out the simulation using agricultural water balance estimation model, called AFKAE0.5, at 66 weather station sites in 2020, 2046, 2050, 2084, and 2090. Total Drought Risk Index between the first month (f) and last month (l) (TDRI(f/l)) and maximum continuous drought risk index (MCDRI(f/l)) were defined as the index for analyzing pattern and strength of drought simulated by the model. Based on distribution maps of MCDRI (1/12), drought strength was predicted to be most severe in 2084 for all regions. Some regions showed severe risk of drought meaning over 20 days of MCDRI (1/12) in the other years, while MCDRI (1/12) in other regions did not reach 5 days. Even though maximum value of TDRI (1/12) in 2090 was greater than in 2050, more severe drought risk in 2050 than in 2090 was predicted based on MCDRI (4/6). It implies that drought risk should be assessed for each crop with its own growing season.

수돗물을 통해 노출되는 녹조독소의 인체위해성 평가 (Quantitative Risk Assessment of the Adverse Effects due to Exposure to Cyanobacteria Toxin (Microcystin-LR) through Drinking Water in the Nakdong River Watershed)

  • 이재현;신귀암
    • 한국환경과학회지
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    • 제26권3호
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    • pp.345-362
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    • 2017
  • The primary purpose of this study was to determine the risk of various disease outcomes due to exposure to cyanobacteria toxin (microcystin-LR) through drinking water in a Korean watershed. In order to determine the risk in a more quantitative way, the risk assessment framework developed by the National Research Council (NRC) of the United States (US) - hazard identification, dose-response relationship, exposure assessment, and risk characterization - was used in this study. For dose-response relationships, a computer software (BenchMark Dose Software (BMDS)) developed by the US Environmental Protection Agency (EPA) was used to fit the data from previous studies showing the relationship between the concentration of microcystin-LR and various disease outcomes into various dose-response models. For exposure assessment, the concentrations of microcystin-LR in the source water and finished water in a Korean watershed obtained from a recent study conducted by the Ministry of Environment of Korea were used. Finally, the risk of various disease outcomes due to exposure to cyanobacteria toxin (microcystin-LR) through drinking water was characterized by Monte-Carlo simulation using Crystall Ball program (Oracle Inc.) for adults and children. The results of this study suggest that the risk of disease due to microcystin-LR toxin through drinking water is very low and it appears that current water treatment practice should be able to protect the public from the harmful effects of cyanobacteria toxin (microcystin-LR) through drinking water.

발주자의 요구사항을 고려한 발주방식 선정 방법에 관한 연구 (A Study on the Selection Method of Project Procurement System based on Owner's Requirement)

  • 남혜원;안경환;김창교;이재석;전재열
    • 한국건설관리학회논문집
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    • 제10권1호
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    • pp.126-135
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    • 2009
  • 현행 공공공사에서는 예산에 맞추어 공사를 진행하는 방식을 취하고 있기 때문에 발주자(발주기관)의 요구사항을 충분히 만족시키지 못하고 있다. 따라서 발주자의 요구사항에 맞춘 발주방식 선정에 관한 연구가 필요하다. 이에 본 연구에서는 우선, 발주방식의 정의 및 특성과 미국, 영국, 일본 등 국내 외의 발주시스템을 고찰하였다. 이를 통해 발주방식을 선정하기 위해서는 최고 가치를 지향해야 된다는 결론을 도달하였다. 최고 가치를 지향하는 발주방식을 선정하기 위해서는 가장 우선적으로 발주자의 주요요구사항인 비용, 품질, 일정에 대한 고려를 해야 한다. 이에 본 연구에서는 발주자의 주요요구사항인 비용, 품질, 일정의 상관관계를 분석하였으며, 이를 통하여 여러 가지 발주방식 중 성능발주, 대안발주, Turn Key, 사양발 주의 주요선정요인을 비용, 품질, 일정으로 분류하였으며, 이에 대한 발주방식 선정 방법을 제시하였다.

햄 및 소시지류에서의 Clostridium perfringens에 대한 정량적 미생물 위해평가 (Quantitative Microbial Risk Assessment of Clostridium perfringens on Ham and Sausage Products in Korea)

  • 고은경;문진산;위성환;박경진
    • 한국축산식품학회지
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    • 제32권1호
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    • pp.118-124
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    • 2012
  • 본 연구는 햄 및 소시지류에서의 Clostridium perfringens에 대한 정량적 미생물 위해평가(Quantitative microbial risk assessment; QMRA)를 국제기준(Codex)의 원칙과 지침에 따라 수행하였으며, 오염수준에 대한 직접적인 분석결과와 현재의 국내 유통환경, 관련제품의 특성, 섭취량 및 소비행태 등을 반영한 노출평가용 "product-retail-consumption pathway" frame-work 모델을 구성하였고, 이를 바탕으로 엑셀(Excel)기반 노출평가용 시뮬레이션 모델을 개발하여 제시하였다. 개발된 모델을 시뮬레이션 프로그램인 @RISK를 활용하여 위해(risk) 수준을 산출하였으며, 그 결과 국내에서 1일 1인이 햄 및 소시지류의 섭취를 통한 Cl. perfringens에 의한 식중독발생 확률은 평균적으로 $3.97{\times}10^{-11}{\pm}1.80{\times}10^{-9}$으로 추정하였다. 또한 본 연구에서 수행한 QMRA결과를 바탕으로 현재수준에서의 한계점과 미래에 더욱 발전된 국내 QMRA 연구 및 활용을 위한 제언을 추가하였다

Effects of Simulation-based Education on Communication Skill and Clinical Competence in Maternity Nursing Practicum

  • Kim, Hye Young;Ko, Eun;Lee, Eun Sook
    • 여성건강간호학회지
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    • 제18권4호
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    • pp.312-320
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    • 2012
  • Purpose: This study was conducted to examine the effects of simulation-based education on communication skill and clinical competence in maternity nursing practicum. Methods: This study used a non-equivalent control pretest-posttest design. The simulation-based education in maternity nursing practicum consisted of two clinical situation scenarios pertaining to patients with normal and high-risk deliveries. The control group consisted of 35 students in 2010 and the experimental group consisted of 35 students in 2009. The experimental group was given the simulation-based education using a high-fidelity patient simulator over 3 sessions, whereas the control group was given a conventional pre-clinical practice orientation before maternity nursing clinical practicum. Data were collected using a questionnaire, which included questions to assess communication skill and clinical competence. Data were analyzed using SPSS/WIN 18.0. Results: Members of the experimental group, who received the simulation-based education, showed significantly higher communication skill and clinical competence scores than the control group (t=-2.39, p = .020; t=-2.71, p = .009). Conclusion: The simulation-based education in maternity nursing practicum is effective in promoting communication skill and clinical competence. With application of diverse clinical situation scenarios, it is recommended to develop and apply simulation-based education using a high-fidelity simulator in the area of maternity nursing.

Entropical Risk Analysis Method for Managing Project Disruptions

  • Ro, In-Kyu
    • 한국경영과학회지
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    • 제5권1호
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    • pp.61-72
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    • 1980
  • This paper is an attempt at developing a method for the analysis and estimation of the effects of project disruptions due to uncertainties. Such uncertainties may result from design changes in large-scale, complex, research and development, or construction projects. An entropical risk analysis method is developed. The method is able to estimate the project capacity to handle equivocation due to design changes and the effects of project disruptions. In an attempt to evaluate the predictive capability of the method, it is compared with the results obtained by a computer Monte Carlo simulation program. It is shown that the entropical risk analysis method may be suggested as an expedient means of evaluating project status for management in the different stages of project execution.

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철도시스템의 확률론적 위험평가 모델 개발 연구 - 터널화재 위험도 평가에의 적용 (Development of Probabilistic Risk Analysis Model on Railroad System - Its Application to Tunnel Fire Risk Analysis)

  • 곽상록;왕종배;홍선호;김상암
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2003년도 추계학술대회 논문집(II)
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    • pp.265-270
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    • 2003
  • Though the probability of tunnel fire accident is very low, but critical fatalities are expected when it occurred. In this study the effect of critical safety parameters on tunnel fire accident are examined using probabilistic technique. Fire detection time, smoke spread velocity, passenger escape velocity, flash-over time, and emergency service arrival time are considered. In order to estimate the uncertainties of input parameters Monte Carlo simulation are used, and fatalities for each assumed accident scenarios are obtained as results. For the efficiency of iterative calculation PRA(Probabilistic Risk Analysis) code is developed in this study. As a result fire detection have large effect.

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액화천연가스 연료 공급 장치에 대한 신뢰성 분석 (RAM Study for LNG Fuel Supply System)

  • 박용태;이재익;권동현;이창헌
    • 대한조선학회 특별논문집
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    • 대한조선학회 2013년도 특별논문집
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    • pp.90-93
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    • 2013
  • RAM study has been used for various range of industry such as chemical, electronics, defense industry. Recently, in the offshore & shipbuilding industry, demand of owners to analysis risk has been increased. RAM study is a quantitative pointer to risk based design and provides effective method for improvements. This article shows the result of RAM study for LNG fuel supply system. The result provides information to improve design. This study shows how result of risk assessment affects the design of LNG fuel supply system.

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필로티구조 도시형생활주택의 화재위험성에 관한 연구 -의정부사례를 바탕으로- (A Study on the Fire Risk of Urban type housing constructed by pilotis structures, -In the case of Uijeongbu fire-)

  • 황의청;권영진
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2017년도 춘계 학술논문 발표대회
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    • pp.50-51
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    • 2017
  • The Urban-type building is an building that it relaxed the construction standard and subsidiary facility standard. The most of the urban-type buildings are pilotis, the main case of representing these building's fire risk is the Uijeongbu fire this study investigated to piloti urban type housing risk on the basis of Uijeongbu fire, and we checked structural problem that unable to escape from the rooftop inside the piloti. also, there was confirmed limit to the evacuation of the occupants because the smoke was rapidly transferred to the top layer through inside the electric duct. and when we analyzed smoke flow use of Fire simulation, it was confirmed Available Safety Egress Time that is four minutes of CO.

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