机构设置导致的跨国银行操作风险度量研究

操作风险的准确度量是操作风险有效管理的前提。风险损失包括预期损失和非预期损失,对于可示损失采用Delta方法进行度量,对于控制失效或外部事件引起的超额损失,则用EVT方法进行计算,再利用门槛值将两者结合起来,可以较准确地度量分行在经营过程和向总行传递过程中由于机构设置不合理导致的操作风险,从而更合理地为这部分的操作风险分配经济资本。     

Expanding the focus of cost–benefit analysis for food safety: a multi-factorial risk prioritization approach

A pressing need in the area of food safety is a tool for making overall, macro-judgments about which risks should be given priority for management. Governments often seek to base this prioritization on public health impacts only to find that other considerations also influence the prioritization process. A multi-factorial approach formally recognizes that public health, market-level impacts, consumer risk preferences and acceptance, and the social sensitivity of particular risks all play a role in prioritization. It also provides decision-makers with a variety of information outputs that allow risk prioritization to be considered along different dimensions. Macro-level prioritization of risks based on multiple factors is an important expanded use of cost–benefit analysis to manage risk.     

电流型变频调速系统动态模型研究

本文主要通过异步电动机电压矩阵方程[1],推导出异步电动机的动态结构图,然后推导出交—直—交电流型变频调速双闭环系统的动态结构图。利用该结构图,在模拟机 DMJ—313上对负载扰动进行了仿真研究。试验表明,调整调节器参数,可使负载扰动指标达到满意的要求,为在设计中选择调节器参数提供了依据。     

Ethics and Choosing Appropriate Means to an End: Problems with Coal Mine and Nuclear Workplace Safety

A common problem in ethics is that people often desire an end but fail to take the means necessary to achieve it. Employers and employees may desire the safety end mandated by performance standards for pollution control, but they may fail to employ the means, specification standards, necessary to achieve this end. This article argues that current (de jure) performance standards, for lowering employee exposures to ionizing radiation, fail to promote de facto worker welfare, in part because employers and employees do not follow the necessary means (practices known as specification standards) to achieve the end (performance standards) of workplace safety. To support this conclusion, the article argues that (1) safety requires attention to specification, as well as performance, standards; (2) coal-mine specification standards may fail to promote performance standards; (3) nuclear workplace standards may do the same; (4) choosing appropriate means to the end of safety requires attention to the ways uncertainties and variations in exposure may mask violations of standards; and (5) correcting regulatory inattention to differences between de jure and de facto is necessary for achievement of ethical goals for safety.     

Evaluating the Efficacy of a Mental Models Approach for Improving Occupational Chemical Risk Protection

Chemical risk protection in the workplace relies partly on informing workers about possible risks using material safety data sheets (MSDS). This article reports on phase 2 of a project (phase 1 reported in Cox et al.), which employed a mental models approach to improve on data sheets as communicative interventions for perchloroethylene in dry cleaning and rosin-based solder flux in the electronics industry within small businesses in the United Kingdom (small enterprises (SEs) < 25 employees in the workplace). It focuses on the efficacy of a multimethod evaluation strategy to assess (1) the capacity of a mental models approach to yield contextually relevant data for intervention design and (2) the effectiveness of the strategy itself in validating the mental models data. The evaluation was conducted using postal questionnaires and semi-structured verbal protocols to provide responses to the alternative intervention content and to prioritize risk messages. User discussion groups were then employed, particularly as a means of establishing whether contextual information could be obtained that would differ qualitatively from the kind elicited through individual (semi) structured methods. We conclude that the mental models approach as part of an iterative process including systematic multimethod evaluation is successful in supporting the design of relevant communications to the users of chemicals. The overall viability of communicative interventions in the context of health and safety in small businesses remains in question. Future research might aim to develop a more holistic approach to interventions in complex occupational contexts.     

What Can Decision Analysis Do for Invasive Species Management?

Decisions about management of invasive species are difficult for all the reasons typically addressed by multiattribute decision analysis: uncertain outcomes, multiple and conflicting objectives, and many interested parties with differing views on both facts and values. This article illustrates how the tools of multiattribute analysis can improve management of invasive species, with an emphasis on making explicit the social values and preferences that must inform invasive species management. Risk assessment protocols developed previously for invasive species management typically suffer from two interacting flaws: (1) separating risk assessment from risk management, thus disrupting essential connections between the social values at stake in invasive species decisions and the scientific knowledge necessary to predict the likely impacts of management actions, and (2) relying on expert judgment about risk framed in qualitative and value-laden terms, inadvertently mixing the expert's judgment about what is likely to happen with personal preferences. Using the values structuring and probability-modeling elements of formal decision analysis can remedy these difficulties and make invasive species management responsive to both good science and public values. The management of feral pigs in Hawaiian ecosystems illustrates the need for such an integrated approach.     

VaR方法在银行信用风险防范中的应用

本文讨论了VaR方法在银行配置风险资本中的应用,分别基于贷款价值服从不同分布的情况进行讨论并给出算例.在我国国有商业银行风险防范意识淡薄,防范水平低下的今天,先进的风险度量技术对增强我国商业银行的竞争力有十分重要的意义.     

论加强企业内部控制的措施

内部控制是在社会主义市场经济条件下,企业参与市场竞争,进行现代企业管理的重要手段之一.针对对内部控制局限及其存在问题,提出了企业应加强各方面内部牵制制度,财务内部控制,企业内部的稽核,审计及宏观设计的控制.     

产业集群风险成因分析:基于技术变迁的视角

在简要评述国内外产业集群风险理论的基础上,指出现有产业集群风险理论研究的缺陷。基于技术变迁的演化观,从技术的传播与创新、企业家心智以及技术选择环境三个角度分析了集群风险产生的原因。旨在从更深层次的技术变迁的层面挖掘集群风险产生的原因,为探求集群风险的化解途径,进而获取产业集群可持续发展的研究提供更多的支持。     

造船供应链合作风险综合评估

从造船供应链合作风险的影响因素和相互关系入手,考虑合作风险之间的关系,应用模糊综合 评估模型进行合作风险评估,为合作风险辨识、估计和评价提供了一种主客观相结合的分析方法。