• 제목/요약/키워드: risk rating process

검색결과 33건 처리시간 0.021초

재무모형과 비재무모형을 통합한 중기업 신용평가시스템의 개발 (Developing Medium-size Corporate Credit Rating Systems by the Integration of Financial Model and Non-financial Model)

  • 박철수
    • 대한안전경영과학회지
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    • 제10권2호
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    • pp.71-83
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    • 2008
  • Most researches on the corporate credit rating are generally classified into the area of bankruptcy prediction and bond rating. The studies on bankruptcy prediction have focused on improving the performance in binary classification problem, since the criterion variable is categorical, bankrupt or non-bankrupt. The other studies on bond rating have predicted the credit ratings, which was already evaluated by bond rating experts. The financial institute, however, should perform effective loan evaluation and risk management by employing the corporate credit rating model, which is able to determine the credit of corporations. Therefore, in this study we present a medium sized corporate credit rating system by using Artificial Neural Network(ANN) and Analytical Hierarchy Process(AHP). Also, we developed AHP model for credit rating using non-financial information. For the purpose of completed credit rating model, we integrated the ANN and AHP model using both financial information and non-financial information. Finally, the credit ratings of each firm are assigned by the proposed method.

PROGRAMMATIC AND PROJECT-LEVEL RISKS: ESTABLISHING A RISK MANAGEMENT PROCESS FOR MIDDLE EAST PLANT PROJECTS

  • G. Edward Gibson Jr.;John Walewski;SangBum Kim;Clayton Ingam;Hamid Hajian
    • 국제학술발표논문집
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    • The 3th International Conference on Construction Engineering and Project Management
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    • pp.1000-1014
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    • 2009
  • Research sponsored by the Korean Government investigated the establishment of a risk management process by Korean contractors involved with plant projects in the Middle East. This research effort builds upon the work completed by the Construction Industry Institute (CII), called the International Project Risk Assessment (IPRA) tool and method, and also explored how CII's Project Definition Rating Index (PDRI) could be incorporated to improve project planning by addressing risks and scope development issues. Specific findings and recommendations were developed including the creation of the Contractor Critical Areas of Concern (CCAC) risk screening tool for Korean contractors pursuing Middle East oil and gas projects.

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시계열 기상모델을 이용한 열적 위험확률 기반 동적 송전용량의 예측 (Prediction of Dynamic Line Rating Based on Thermal Risk Probability by Time Series Weather Models)

  • 김동민;배인수;조종만;장경;김진오
    • 대한전기학회논문지:전력기술부문A
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    • 제55권7호
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    • pp.273-280
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    • 2006
  • This paper suggests the method that forecasts Dynamic Line Rating (DLR). Thermal Overload Risk Probability (TORP) of the next time is forecasted based on the present weather conditions and DLR value by Monte Carlo Simulation (MCS). To model weather elements of transmission line for MCS process, this paper will propose the use of statistical weather models that time series is applied. Also, through the case study, it is confirmed that the forecasted TORP can be utilized as a criterion that decides DLR of next time. In short, proposed method may be used usefully to keep security and reliability of transmission line by forecasting transmission capacity of the next time.

부도확률맵과 AHP를 이용한 기업 신용등급 산출모형의 개발 (Developing Corporate Credit Rating Models Using Business Failure Probability Map and Analytic Hierarchy Process)

  • 홍태호;신택수
    • 한국정보시스템학회지:정보시스템연구
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    • 제16권3호
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    • pp.1-20
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    • 2007
  • Most researches on the corporate credit rating are generally classified into the area of bankruptcy prediction and bond rating. The studies on bankruptcy prediction have focused on improving the performance in binary classification problem, since the criterion variable is categorical, bankrupt or non-bankrupt. The other studies on bond rating have predicted the credit ratings, which was already evaluated by bond rating experts. The financial institute, however, should perform effective loan evaluation and risk management by employing the corporate credit rating model, which is able to determine the credit of corporations. Therefore, this study presents a corporate credit rating method using business failure probability map(BFPM) and AHP(Analytic Hierarchy Process). The BFPM enables us to rate the credit of corporations according to business failure probability and data distribution or frequency on each credit rating level. Also, we developed AHP model for credit rating using non-financial information. For the purpose of completed credit rating model, we integrated the BFPM and the AHP model using both financial and non-financial information. Finally, the credit ratings of each firm are assigned by our proposed method. This method will be helpful for the loan evaluators of financial institutes to decide more objective and effective credit ratings.

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작업환경측정 자료를 활용한 Dichloromethane 노출 매트릭스 구축에 대한 연구 (Construction of an Exposure Matrix Using a Risk Assessment of Industries and Processes Involving Dichloromethane)

  • 이재환;박동욱;홍성철;하권철
    • 한국환경보건학회지
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    • 제36권5호
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    • pp.391-401
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    • 2010
  • A reduction in risk of occupational exposure to chemical hazards within the workplace has been the focus of attention both through industry initiatives and legislation. The aims of this study were to develop an exposure matrix by industry and process, and to apply this matrix to control the risk of occupational exposure to Dichloromethane (DCM). The exposure matrix is a tool to convert information on industry and process into information on occupational risk. The exposure matrix comprised industries and processes involving DCM, based on an exposure database provided by KOSHA (the Korean Occupational Safety and Health Agency), which was gathered from a workplace hazards evaluation program in Korea. The risk assessment of the exposure matrix was performed using Hallmark risk assessment tool. The results of the risk assessment were indicated by a Danger Value (DV) calculated from the combination of hazard rating (HR), duration of use rating (DUR), and risk probability rating (RPR) of exposure to the chemical, and were divided into four control bands which were related to control measures. The applicability of the risk assessment of the exposure matrix was evaluated by a field study, and survey of the employees of the exposure matrix groups. Among 45 industries examined, this study found that greater attention should be paid to two industries: the manufacture of other optical instruments and photographic equipment, and the manufacture of printing ink, and to one process among 47 examined, the packing process in the manufacture of printing ink, because these were regarded as carrying the highest risk. This tool of a risk assessment for the exposure matrix can be applied as a general exposure information system for hazard control, risk quantification, setting the occupational exposure limit, and hazard surveillance. The exposure matrix includes workforce data, and it provides information on the numbers of exposed workers in Korea by agent, occupation, and level of exposure and risk.

원전 계측제어시스템 사이버보안 위험도 산정 프로세스 (Risk Rating Process of Cyber Security Threats in NPP I&C)

  • 이우묘;정만현;민병길;서정택
    • 정보보호학회논문지
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    • 제25권3호
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    • pp.639-648
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    • 2015
  • 2000년대 들어 아날로그기술 기반의 원전 계측제어시스템에 디지털기술이 적용되기 시작하였고 현재 국내에서 건설 중인 신월성 원전 2호기, 신고리 원전 3 4호기, 신울진 원전 1 2호기는 국산 MMIS가 적용된 한국형 원전 APR1400 디지털 계측제어시스템을 적용하고 있어 대부분의 장비가 디지털화 되었다. 이러한 디지털 장비는 기존 아날로그 장비에 비해 사이버공격에 취약하므로 원전 계측제어시스템의 사이버보안이 중요한 이슈로 부각되고 있다. 본 논문은 원전계측제어시스템의 사이버보안 위협별 위험도산정 프로세스를 제안하고 원전계측제어시스템개발(KINCS) 사업에서 개발된 원자로보호계통에 제안하는 프로세스를 적용하여 RPS 노드 및 인터페이스의 위협별 위험도를 산출하였다.

Hazard Analysis and Risk Assessments for Industrial Processes Using FMEA and Bow-Tie Methodologies

  • Afefy, Islam H.
    • Industrial Engineering and Management Systems
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    • 제14권4호
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    • pp.379-391
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    • 2015
  • Several risk assessment techniques have been presented and investigated in previous research, focusing mainly on the failure mode and effect analysis (FMEA). FMEA can be employed to determine where failures can occur within industrial systems and to assess the impact of such failures. This research proposes a novel methodology for hazard analysis and risk assessments that integrates FMEA with the bow-tie model. The proposed method has been applied and evaluated in a real industrial process, illustrating the effectiveness of the proposed method. Specifically, the bowtie diagram of the critical equipment in the adopted plant in the case study was built. Safety critical barriers are identified and each of these is assigned to industrial process with an individual responsible. The detection rating to the failure mode and the values of risk priority number (RPN) are calculated. The analysis shows the high values of RPN are 500 and 490 in this process. A global corrective actions are suggested to improve the RPN measure. Further managerial insights have been provided.

송전선로의 이용률 평가 및 합리적 운영에 관한 연구 (A Study on Utilization Ratio and Operation of Transmission Lines)

  • 김동민;배인수;조종만;김진오
    • 대한전기학회논문지:전력기술부문A
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    • 제55권10호
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    • pp.426-432
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    • 2006
  • This paper describes the concepts of Static Line Rating (SLR) and Dynamic Line Rating (DLR) and the computational methods to demonstrate them. Calculation of the line capacity needs the heat balance equation which is also used for computing the reduced tension in terms of line aging. SLR is calculated with the data from the worst condition of weather throughout the year. Even now, the utilization ratio is obtained from this SLR data in Korea. DLR is the improved method compared to SLR. A process for DLR reveals not only improved line ratings but also more accurate allowed line ratings based on line aging and real time conditions of weather. In order to reflect overhead transmission line aging in DLR, this paper proposes the method that considers the amount of decreased tension since the lines have been installed. Therefore, the continuous allowed temperature for remaining life time is newly acquired. In order to forecast DLR, this paper uses weather forecast models, and applies the concept of Thermal Overload Risk Probability (TORP). Then, the new concept of Dynamic Utilization Ratio (DUR) is defined, replacing Static Utilization Ratio (SUR). For the case study, the two main transmission lines which are responsible for the north bound power flow in the Seoul metropolitan area are chosen for computing line rating and utilization ratio. And then line rating and utilization ratio are analyzed for each transmission line, so that comparison of the present and estimated utilization ratios becomes available. Finally, this paper proves the validity of predictive DUR as the objective index, with simulations of emergency state caused by system outages, overload and so on.

관제시스템 구축을 위한 Fuzzy-AHP 위험 순위 평가 모델 개발 (Development on Fuzzy-AHP Ranking Risk Assessment Model for the monitoring systems)

  • 정성학;박태준
    • 대한안전경영과학회지
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    • 제13권2호
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    • pp.51-59
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    • 2011
  • The objective of this study is to develop an evaluation model for the National highway risky areas. Thus, for the purposes of doing this, National highway risky area evaluated targeting to provide determination ranking and suggesting rival-superiority factors as well as under-inferiority factors in ten National highway risky areas. This study developed for modules of risky areas evaluation, using fuzzy set theory and analytic hierarchy process for evaluation model of National highway risky area in transport environment. The preceding studies assess risk analysis through analysis of causal relationships by National highway safety sector not only handles rating scale development suitable for assessment area by referring to accident frequency model but also geometric structures model. As result of this study, this model of Fuzzy Ahp Risk Analysis (FARA) apply for programmable design in real time processing through easily derive strategy for improvement activities to provide a decision-making effectively. Furthermore, this study contributes frame for improvements of National highway construction for renovation's priority strategy as well as future's policy schemes.

섬망의 조기 발견을 위한 진단 및 평가 방법 (Diagnosis and Evaluation for the Early Detection of Delirium)

  • 천영훈;이상열
    • 정신신체의학
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    • 제19권1호
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    • pp.3-14
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    • 2011
  • 연구목적 : 섬망은 병원 내의 임상적 상황에서 만날 수 있는 가장 흔한 정신과적 질환 중 하나이다. 섬망이 고령에서 보다 빈번하게 나타나고 높은 사망률과 연관이 있기에 섬망을 초기에 정확하게 진단하여 치료적 개입을 시행하는 것이 무엇보다도 중요하다. 그러나 이러한 중요성에도 불구하고 여전히 섬망이 잘못 진단되어 지거나 간과되고 있는 것이 사실이다. 치료팀이 섬망을 초기에 정확하게 진단해 내기 위해서는 섬망의 정의, 병태생리 및 여러 가지 다양한 검사 도구들을 특정 내 외과적인 상황에 적절하게 사용하는 것이 중요하다. 본 논문을 통해서 섬망을 조기 진단하기 위한 검사 도구들을 소개하고 임상적 상황에서 섬망을 정확하게 진단해 내기 위한 방안들을 모색해 보고자 한다.

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