全面风险管理中风险量化方法的研究

29320086JournalofNorthChinaInstituteofWaterConservancyandHydroelectricPowerVol129No13Jun.2008:2008-02-19:(1947),,,,.:1002-5634(2008)03-0085-03,,(,450011):,.,.,,,,.:;;;:X321.021:A,.[1]:,.;;,.,,,.IT,IT.1[2].(EnterpriseRiskManagement,ERM),,.1/,A={a1,a2,,ai,,an},/,:aiA,i=1,2,,n.3.,,(),,,2:1.,.,,,,.2.,.,[3],.,,.,,.ai(i=1,2,,n),m.aiSai=Fi1Fi2Fim,(i=1,2,,n):Saiai;Fi1,Fi2,,Fimm.,ASASA=F11F21Fn1F12F22Fn2F1mF2mFnm,F:.,KI.KI,.,(KI)(KPI),KIKPI.,KIKPI:KI;KPI.KPI,KI;KI,KPI.ERM(KPI,ISO,QC),ERM,ERM.KI.,.2(),Xi(i=1,2,),IKiXi,.3Xi,()i,,,KRIi=Xii,(i=1,2,)i,,.,KRIi,,KIiKRIi(KIiKRIi),.[1]:,,;KI;Xi60%;KRI65%();:03-31,06-30,09-30,12-30,03-31,06-30;kIi:70%,68%,85%,62%,70%,65%;;=()100%.1.1KI1,,,.,.2,,,,/.,,/,,KI./,2.2//,.,BA.,/,.,,,,,2.6820086[2];,;,.,.,,:1.,3,.3C=mA2+nB2m,n0.5,.A=1sni=1Ai0.7+1tmj=1Bj0.3:Ai,0.7;s;Bj,0.3;t.,B.2.,,1.,.154321/1213A=5+420.7+52+4350.3=4.47/223B=3220.7+32+2350.3=2.82C=0.5A2+0.5B2=3.74:25;5,5,,1.,C,C4.00,();2.50C4.00,();C2.50,().,.,2,4.203-3106-3009-3012-30C3.744.122.483.4142,,.2,.,2,,.31.,,,;2.,/,;3./,,,,.(94)78293:[1].[M].:,2001.[2].:[J].,1995(3):46-48.[3].[M].:,2005.[4].[M].:,2002.[5],.[J].,2002(1):103-107.ApplicationofMulti2criteriaDecisionGreyRelationProjectionMethodtoRealEstateInvestmentDecisionFENGWei1,ZHAOGang2,KUANGFei2fei2,GUGui2qing2(1.NorthChinaInstituteofWaterConservancyandHydroelectricPower,Zhengzhou450011,China;2.LuoheManagementCenterofEconomicHouse,Luohe462000,China)Abstract:Usingthetheoryofgreysystemandthevectorprojection,anewmethodforrealestateinvestmentanddecision2makingispresented.Multi2criteriadecisiongreyrelationprojectionmethodisapplied,anditsbasictheoryisintroduced.Meanwhilesomefactorsaretakenintoaccountandanexampleisgiven.Theresultmeetswiththeactualsituation,whichisavailabletodeciderealestateinvest2mentanddecision2making.Keywords:multi2criteriadecision;greyrelationprojectionmothod;realestate;investmentdecision(87)[1].([2006]108)[Z].,2006.[2]COSO.[M].,.:,2006.[3].[M].:,2006.StudyofRiskQuantificationintheEnterprise2wideRiskManagementYANGChong2hao,SHIYan,SUNKen(NorthChinaInstituteofWaterConservancyandHydroelectricPower,Zhengzhou450011,China)Abstract:Itcanberealizedontheriskquantificationbyidentifyingthemetricsindexofthecriticalgeneticfactors(thecriticalgeneticindex),whichisdescribedasastateofquantitativeparameters.Itcanbetranslatedintomeasuringtheirresponsemeasurestoachievetheriskquantificationwhenthestateparametersofthecriticalgeneticfactorsaredifficulttobemeasured.Whenthemonitoringoftheresponsemeasuresarestilldifficulttobemeasured,thegeneralqualitativemethodisadopted,itcanmeasurethestatequantitativepa2rameterstoachievetheriskquantificationthroughtheestablishmentofatwo-dimensionalmatrix.Keywords:enterprise2wideriskmanagement;risk;quantification;describingmethod4920086