• 경영과정보연구
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• 제30권4호
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• pp.359-383
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• 2011

본 연구는 국내 시중은행의 통합위험 측정시 시장위험과 신용위험간에 존재하는 포트폴리오이론에 따른 분산효과에 대해서 실증적으로 검증하였다. 이를 위하여 최근 통합위험 측정에 있어서 연구되고 있는 하향식 통합위험 측정방식, 즉 시장위험과 신용위험의 위험분포도를 도출하고 이들 특성을 유지하면서 결합하는 측정방식을 사용하였다. 한편 비교모형으로는 금융회사의 내부모형을 통해 산출되는 시장위험과 신용위험의 단순합산, 그리고 실무에서 많이 사용되는 위험액 자체에 임의의 상관관계를 고려하는 단순통합모형을 사용하였다. 실증분석에서 시장 및 신용위험 등 위험유형별 위험을 산출하고 코플라 함수를 이용하여 '09.3월말을 기준으로 국내은행에 대한 통합위험을 산출한 결과 내부모형의 단순합산에 비해 분산효과가 31.3%로 추정되어 위험의 분산효과가 존재하는 것으로 나타났다. 포트폴리오이론에 따르면 위험유형별 분산효과뿐만 아니라 위험유형간에도 분산효과가 존재한다는 사실을 시사하고 있는데, 본 연구는 실증적 검증을 통하여 위험유형간에 분산효과가 존재하고 있음을 확인하고 있다. 이러한 결과는 향후 자기자본규제뿐만 아니라 이론적으로나 실무적으로 중요한 의미를 가지며, 감독당국을 포함한 모든 시장 참가자들의 지속적으로 관심을 가져야 할 것으로 판단된다.

• Architectural research
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• 제22권4호
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• pp.105-112
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• 2020

The purpose of this study is to establish a method for assessing a building's risk against disaster, tentatively named the Korean integrated disaster evaluation simulator (K-IDES). Based on previous studies, FEMA's risk management series and FEMA IRVS are selected as case studies for developing a frame work of K-IDES, through the comparative analysis of domestic building design guides, codes, and special acts related to disasters, in order to develop a risk assessment methodology for quantitative results. The assessment method consists of a classification system and calculating risk, and a simulation applying the developed checklist in K-IDES to similar types of high-rise buildings will be conducted to validate its accuracy. The final goal is to systemize an integrated risk management in a high-rise building against disasters for the purpose of recognizing vulnerable areas from the beginning of the design process and reinforcing it from potential threats after construction.

• 수산해양기술연구
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• 제59권4호
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• pp.354-361
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• 2023

In this study, the AHP (analytic hierarchy process) technique was used to analyze the risk of expected risk factors and fishing possibilities during gillnet fishing within the floating offshore wind farms (floating OWF). For this purpose, the risks that may occur during gillnet fishing within the floating offshore wind farms were defined as collisions, entanglements, and snags. In addition, the risk factors that cause these risks were classified into three upper risk factors and ten sub risk factors, and the three alternatives to gillnet fishing available within the floating OWF were classified and a hierarchy was established. Lastly, a survey was conducted targeting fisheries and marine experts and the response results were analyzed. As a result of the analysis, among the top risk factors, the risk was the greatest when laying fishing gear. The risk of the sub factors for each upper risk was found to be the highest at the berthing (mooring), the final hauling of fishing net, and the laying of the bottom layer net. Based on the alternatives, the average of the integrated risk rankings showed that allowing full navigation/fisheries had the highest risk. As a result of the final ranking analysis of the integrated risk, the overall ranking of allowing navigation/fisheries in areas where bottom layer nets were laid was ranked the first when moving vessels within the floating OWF was analyzed as the lowest integrated risk ranking of the 30th at the ban on navigation/fisheries. Through this, navigation was analyzed to be possible while it was analyzed that the possibility of gillnet fishing within the floating OWF was not high.

• 한국환경독성학회:학술대회논문집
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• 한국환경독성학회 2003년도 추계국제학술대회
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• pp.162-163
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• 2003

The Eco-2 Project presents a win-win strategy for the environment and for the economy (ECO-2 is an abbreviation of Ecology and Economy), The project was initiated by the Korean Ministry of the Environment to promote the development of an environmental industry technology as a means of driving national development in this sector. Our project work belongs to the category of integrated environment management technology, and is described as a development and utilization of risk assessment and analysis system for integrated environmental management in municipal and industrial areas. The goal of our project is to develop available system software in health and ecological risk assessment and to offer it as Decision Support System (DSS) to aid the effective management of environmental risk in municipal and industrial areas in Korea.

• Nuclear Engineering and Technology
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• 제55권5호
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• pp.1814-1820
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• 2023

Safety classification of systems, structures, and components (SSC) is an essential activity for nuclear reactor design and operation. The current regulatory trend is to require risk-informed safety classification that considers first, the severity, but also the frequency of SSC failures. While safety classification for nuclear power plants is covered in many regulatory and scientific publications, research reactors received less attention. Research reactors are typically of lower power but, at the same time, are less standardized i.e., have more variability in the design, operational modes, and operating conditions. This makes them more challenging when considering safety classification. This work presents the Integrated Risk-Informed Safety Classification (IRISC) procedure which is a novel extension of the IAEA recommended process with dedicated probabilistic treatment of research reactor designs. The article provides the details of probabilistic analysis performed within safety classification process to a degree that is often missing in most literature on the topic. The article presents insight from the implementation of the procedure in the safety classification for the MARIA Research Reactor operated by the National Center for Nuclear Research in Poland.

• 한국안전학회지
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• 제29권1호
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• pp.86-92
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• 2014

This paper provides an integrated view on human and system interaction in advanced and automated systems, which adopting computerized multi-functional artifacts and complicated organizations, such as nuclear power plants, chemical plants, steel and semi-conduct manufacturing system. As current systems have advanced with various automated equipments but human operators from various organizations are involved in the systems, system safety still remains uncertain. Especially, a human operator plays an important role at the time of critical conditions that can lead to catastrophic accidents. The knowledge on human error helps a risk manager as well as a designer to create and control a more credible system. Several human error theories were reviewed and adopted for forming the integrated perspective: gulf of execution and evaluation; risk homeostasis; the ironies of automation; trust in automation; design affordance; distributed cognition; situation awareness; and plan delegation theory. The integrated perspective embraces human error theories within three levels of human-system interactions such as affordance level, psychological logic level and trust level. This paper argued that risk management process should dealt with human errors by providing (1) reasoning improvement; (2) support to situation awareness of operators; and (3) continuous monitoring on harmonization of human system interaction. This approach may help people to understand risk of human-system interaction failure characteristics and their countermeasures.

• KDI Journal of Economic Policy
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• 제39권3호
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• pp.43-62
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• 2017

This paper proposes an integrated risk-management framework that includes 1) measuring the risk of credit portfolios, 2) implementing a (macro) stress test, and 3) setting risk limits using the estimated systematic latent factor specific to capture the housing market cycle. To this end, we extract information from a set of real-estate market variables based on the FAVAR methodology proposed by Bernanke, Boivin and Eliasz (2005). Then, we show the method by which the estimated systematic factor is applied to risk management in the housing market in an integrated manner within the Vasicek one-factor credit model. The proposed methodology is well fitted to analyze the risk of slow-moving and low-defaultable forms of capital, such as alternative investments.

• 시큐리티연구
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• 제50호
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• pp.11-32
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• 2017

영국은 2004년 국가재난관리법(Civil Contingencies Act 2004)을 통하여 "Emergency"라는 결과중심의 단일 재난개념을 확립하고 있으며, 이를 통하여 유형과 관계없이 다양한 위험에 대비/대응할 수 있는 시스템을 구축하고 있다. 역사적으로 볼 때는, 평시 재난관리체계와 민방위 체계가 서로 합쳐져 오늘날의 통합형 재난관리체계(Integrated Emergency Management)로 이어진 것이다. 영국의 재난관리체계는 지역단위에서의 대비 및 대응을 원칙으로 하고 있으며, 이를 위하여 각 대응기관 간의 상호협력과 정보공유를 강조하고 있다. 또한 지역사회 및 영국 전체에서 재난위험성을 진단하고 평가하는 제도, 즉 지역사회 위험목록(Community Risk Register) 및 국가위험목록(National Risk Register) 제도가 잘 구축되어 있으며, 그 평가결과 역시 국민들에게 공개되어 있다. 본 연구에서는 이러한 재난위험성 평가 제도를 비롯하여 영국 재난관리체계의 전체 특징 및 특히 최근 변화를 종합적으로 살펴보고, 이를 바탕으로 우리나라의 재난관리체계가 나갈 방향에 대한 정책적 함의를 도출하고자 하였다. 본 연구에서는 (1) (영국에서 기이 이루어진) 완전 통합형 재난관리체계의 도입 그리고 이에 따른 민방위 조직의 발전적 해체 및 단일 재난개념의 사용, (2) 경찰을 비롯한 각 긴급대응기관 간 상호운용성(Inter-operability) 확보를 위한 법제도 개선, (3) (영국의 지역사회 위험목록 및 국가위험목록과 같은) 지역 및 국가단위의 재난위험성을 평가할 수 있는 제도의 도입이라는 세 가지 정책적 함의를 제시해보았다.

• 국제학술발표논문집
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• The 3th International Conference on Construction Engineering and Project Management
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• pp.1414-1418
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• 2009

International construction projects typically manifest difficult, complex, and varied types of risk exposures; because of this, there is a need for accurate evaluation of risk-integrated performances during the timeframe of project execution. Given the financial crisis currently affecting the world economy recession, risk management has become a more crucial part for the success of international project management. However, the majority of risk management approaches, particularly for overseas projects, are focused primarily on simple forms of checklists, formalization of risk variables affecting project performance for a specific phase, or more complicated computational methods that restricting practical utilization in real-world projects; moreover, these methods lack the conceptual basis to broadly visualize the level of risk over all phases of a project. This study suggests an efficient, yet simple risk-integrated total index to successfully assess the risk levels of overseas construction projects. To this end, this paper first investigates the life cycles and key processes of decision-making for a given project and then derives formulas to represent the total risk index (TRI) along the key decision-making processes. In addition, the study examines the relationships between TRI and performance levels based on the analysis of 126 real-world project samples. Validations using the proposed TRI showed a high correlation to project performance, signifying the usefulness of the proposed approach for construction firms when investigating the level of risks and key areas for management focus.

• 한국엔터테인먼트산업학회논문지
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• 제15권5호
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• pp.19-31
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• 2021

본 연구의 목적은 국내 엔터테인먼트 기업의 CSR 활동, 리스크 관리, 프로듀싱 능력에 대한 소비자 평가가 통합 브랜드 자산 인식에 어떤 영향을 미치는지 살펴보는 것이다. 4년제 대학교에 재학 중인 대학생들을 대상으로 설문조사를 실시하였고, 총 423개의 데이터가 분석에 사용되었다. 연구결과, 첫째, 경제적 활동과 자선적 활동에 대한 소비자 평가가 통합 브랜드 자산 인식과 정적 인과관계를 나타냈다. 둘째, 국내 엔터테인먼트 기업에 대한 리스크 관리와 프로듀싱 능력 평가가 높을수록 통합 브랜드 자산 인식을 긍정적으로 하는 것으로 나타났다. 셋째, 4개 기업은 공통적으로 프로듀싱 능력의 주효과가 유의미하게 나타났다. 또한 CSR 활동과 리스크 관리에 대한 평가 수준에 관계없이 프로듀싱 능력 평가가 높은 집단은 낮은 집단에 비해 통합 브랜드 자산 인식이 높은 것으로 나타났다.