• 한국건설관리학회논문집
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• 제10권1호
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• pp.69-77
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• 2009

최근 도심재생사업에 대한 관심과 연구가 활발히 진행되고 있다. 이는 기존 도시의 노후화된 건물과 저급화된 기반시설로 인해 파생되는 사회적 경제적 문제들을 새로운 도시개발 즉 재개발사업을 통해 해결하려는 노력의 일환이다. 그러나 도심재생사업은 사업에 관계되는 다양하고 복잡한 이해관계자들과 규모의 방대함으로 수많은 위험에 노출되어 있어 사업의 성과를 보장할 수 없다는 특징을 가지고 있다. 본 연구는 도심재생사업과 같은 메가 프로젝트의 성과관리를 함에 있어, 기존의 비용/공정 중심의 성과측정체계를 위험관리 관점으로 확장시킴으로서 메가 프로젝트에 대한 종합 성과관리의 효율성을 향상시키기 위한 목적으로 위험성과지수 방법론을 제시하였다. 본 연구에서 제시한 위험성과지수 방법론은 기존의 EVMS와 유사한 체계를 갖추고 있고, 위험성과지수를 구성하는 18종류의 세부지수와 변수를 통해 비용/공정/위험의 3차원적 통합 성과관리가 가능하게 하였다.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2011년도 정기총회 및 추계학술대회 논문집
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• pp.3099-3103
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• 2011

In measurement of risk voltages; the step and touch voltage, the distance between the current electrode and the ground electrode recedes up to several hundred meters as the scale of grounding system increases. This paper dealt with the measurement method of risk voltage in a restricted space. The risk voltage was analyzed depending on the distance and the direction of the current electrode from the ground electrode in a $10[m]{\times}10[m]$ mesh grounding system. The average value of risk voltages measured at a point 20 [m] away from the current electrode was deviated below 5 [%] from that measured at 100 [m] point. Consequently, the evaluation of risk voltage of a large-scale grounding system buried in a spatially restricted place is available if the current electrode is installed in symmetry to the ground electrode.

• 한국안전학회지
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• 제31권2호
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• pp.90-97
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• 2016

The objective of this study is to evaluate the operator's safety for the risk assessment method of impulsive noise division. Literature reviews on the basis of the impulsive noise study, the measuring methods and procedures, based on the results of the analysis process presents a risk assessment methods. In this study, analysis of the MIL-STD-1474D, B-duration graph for the peak noise level to cross the line from the measurement results is limited by the risk retracted. It is possible to determine whether there is quick can be determined whether the risk. Measurement positions measured by the microphone is installed on the risk of applying results are so located within the tolerance impulsive noise in the measurement position can interpret subjective safety is ensured. In addition, Proportional Dose technology was the proposed by the Patterson with the risk assessment method was applied to the indoor-impulsive noise. As results of this study, results for the same value of applying the technique of Proportional Dose technology results calculated by MIL-STD-1474D methods allows 1 count once increased in comparison to the result obtained.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.893-904
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• 2020

The study examines the relationship between credit risk and operational risk (understanding of risk management, risk identification, risk assessment and control, and risk monitoring) on risk management practices followed by private and public sector commercial banks. The cross-sectional data method was used to check the impact of risk management practices. Data was collected from the bank employees and a total of 284 respondents were finally selected for further analysis. Measurement Invariance of Composite Models analysis is used to test the quality of the measurement model for sub-samples, and multi-group analysis is used for path analysis in sub-sample through PLS-SEM. The findings of the study as the total sample show that both types of banks are managing adequate and significant risk management practices. On the other hand, sub-groups' results show private sector banks are more momentous than public sector banks. Risk identification is significantly different at the sub-group level, which shows public sector banks are more concentrating on this type of risk. Understanding of risk management has no significant effect on both types of banks and risk assessment & control for public sector banks, and there is a difference in the risk management practices among private and public sector commercial banks.

• 한국전기전자재료학회논문지
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• 제24권3호
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• pp.250-255
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• 2011

This paper dealt with the design, fabrication and application of a risk voltage measurement system (RVMS) which analyzes the step and touch voltages in electrical grounding systems. The RVMS supply 300 V and 1.4 A in ranges from 40 Hz to 1 kHz as the test power source. A DAQ module having resolution of 400 kS/s and 16 bit is equipped with 7 inputs for measuring voltage and current. Also, a noise elimination algorithm of digital filter was applied to reduce the measurement error caused by external noises as a commercial frequency current. The performance of the RVMS was evaluated by measurement of the step and touch voltage according to the IEEE standard 80 and 81 in a grounding system with a 10 m counterpoise. The result showed that the RVMS analyzes the risk voltage with the error below 5%.

• Communications for Statistical Applications and Methods
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• 제30권1호
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• pp.75-94
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• 2023

The growing trend of cyber risk has put forward the importance of cyber risk management. Cyber risk is defined as an accidental or intentional risk related to information and technology assets. Although cyber risk is a subset of operational risk, it is reported to be handled differently from operational risk due to its different features of the loss distribution. In this study, we aim to detect the characteristics of cyber loss and find a suitable model by measuring value at risk (VaR). We use the loss distribution approach (LDA) and the time series model to describe cyber losses of financial and non-financial business sectors, provided in SAS^® OpRisk Global Data. Peaks over threshold (POT) method is also incorporated to improve the risk measurement. For the financial sector, the LDA and GARCH model with POT perform better than those without POT, respectively. The same result is obtained for the non-financial sector, although the differences are not significant. We also build a two-dimensional model reflecting the dependence structure between financial and non-financial sectors through a bivariate copula and check the model adequacy through VaR.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.697-708
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• 2008

본 논문은 금융기관에서 활용하고 있는 운영리스크 측정모형에 대한 적합성검증 방법 중 안정성 검증에 관한 것이다. 신용리스크와는 달리 운영리스크는 손실자료의 특징, 과거 자료의 부족 그리고 적합성검증을 위한 이론적 도구의 부족 등으로 인해 현재 적절한 적합성검증 방안에 제시되지 못하고 있다. 본 논문에서는 운영리스크 VaR(Value at Risk) 추정값의 안정성을 평가하는 적합성검증 방법을 제시하고 이를 활용한 실증분석을 통해 제안된 방법에 대한 실제적 활용 가능성을 확인해 보고자 한다. 구체적으로 본 논문에서는 붓스트랩 방법을 활용하여 운영리스크 VaR의 신뢰구간을 생성함으로써 운영리스크 VaR 추정값의 안정성을 검증하는 기법을 제안하였으며, 이를 토대로 적합에 따른 운영리스크 VaR 추정값의 안정성을 측정하는 방안도 제시하였다.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제3권9호
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• pp.335-340
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• 2014

Crowd Sourcing 기반의 Social App Manufacturing 환경에서는 소규모 앱 개발 프로젝트를 익명의 가상팀에 의해 시공간의 제약이 없이 수행하며 이를 위해 앱 개발 관리를 위한 자동화된 방법을 필요로 한다. Social App Manufacturing의 특징인 익명성을 갖는 가상팀은 프로젝트 진행 상황에 대한 가시성의 저하와 프로젝트 완료 여부의 불확실성을 증가시키는 핵심 요인이다. 본 연구에서는 Social App Manufacturing 환경하의 프로젝트 관리 방법의 하나로 개발 지연이 프로젝트에 주는 위험 영향을 정량적으로 측정할 수 있는 위험영향도 측정 모델을 제안한다. 제시한 측정 모델은 작업일정 지연에 따른 위험 영향 유형과 위험영향도 특성함수를 정의하고 진행 성과에 따른 프로젝트 위험영향도 측정식을 제안한다. Social App Manufacturing 환경에서 수행하는 프로젝트 관리에 이 모델을 활용하여 진행 상황에 대한 가시성을 확보하고 일정 지연으로 실패 위험이 발생하는 프로젝트를 식별하고 미리 대처할 수 있도록 한다.

• 경영과학
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• 제30권3호
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• pp.55-70
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• 2013

In this study we suggested two optimization models to determine conversion weight of convertible bonds. The problem of this study is same as that of Park and Shim [1]. But this study used Value-at-Risk (VaR) for risk measurement instead of CVaR, Conditional-Value-at-Risk. In comparison with conventional Markowitz portfolio models, which use the variance of return, our models used VaR. In 1996, Basel Committee on Banking Supervision recommended VaR for portfolio risk measurement. But there are difficulties in solving optimization models including VaR. Benati and Rizzi [5] proved NP-hardness of general portfolio optimization problems including VaR. We adopted their approach. But we developed efficient algorithms with time complexity O(nlogn) or less for our models. We applied examples of our models to the convertible bond issued by a semiconductor company Hynix.

• 제어로봇시스템학회논문지
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• 제10권6호
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• pp.545-550
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• 2004

Recent natural disasters like flooding and slope collapse have shown the need for natural risk management system, as they endanger directly public health and cause severe damages on the national economy. In order to improve the efficiency of risk management systems, this management system based on AANN(Auto-Associative Neural Network)is proposed in this paper. AANN can be effectively used for identification of abnormal data and data compression. The proposed AANN-based risk management system collects and stores measurement data from sensors and transmits them to remote server for web-monitoring. Generally, it is desirable to transmit the compressed data instead of raw data in normal state. However, if dangerous situation happens, rapid tramission of measurement data should be required. These requirements are easily satisfied by using AANN. In order to verify the feasibilities of the proposed system, The AANN-based risk management system is applied to slope collapse monitoring system.