8ee風(fēng)險與不確定性_38690229-預(yù)覽頁
【正文】 s who make predictions about future developments. ? Provides independent and anonymous input regarding future events. ? Uses repeated rounds of questioning and written responses and avoids the biasing effects possible in oral methods, such as brainstorming. (Qualitative measures of consequence or impact) (Qualitative measures of likelihood or probability) A Scale of Consequence of Risks Probability and impact matrix Risk evaluation: parison of a level of risk against criteria P r o j e ct I m p a ctProbability123A cce p t a b l e r is kAn anizational risk profile EMV and Decision Tree ? Suppose that we are investing in a factory which can generate an annual ine of $900,000, but the project may result in pollution. If emission from the factory causes pollution, the project will be fined $500,000. If we build a pollutant treatment facility to ensure that there will be no pollution, we will spend an additional $270,000. The probability of pollution is . Another option is to seek help from a consultant, whose consulting fee is $5,000. If the consultant says that there is no possibility of pollution, we will not build the treatment facility, or if he says that there is the possibility, we have to build one. What should we do? Possible Decisions Using Expected Moary Value (EMV) Decisions No pollution ($) Pollution ($) Decision 1: No treatment 900,000 900,000– 500,000 = 400,000 Decision 2: Treatment 900,000 – 270,000 = 630,000 630,000 Decision 3: Consulting 900,000 – 5,000 = 895,000 900,000 – 5,000 – 270,000 = 625,000 Value of Decisions ? Decision 1 (Not to build treatment facility): EMV1=900,000? + (400,000) ?(1 – ) =$650 000 ? Decision 2 (To build treatment facility): EMV2=630 000?+630 000 ?(1 – ) =$630 000 ? Decision 3 (To hire consultant): EMV3=895 000?+625 000 ?(1 – ) =$760 000 Treat Not treat Not hire consultant $650,000 $760,000 $650,000 $760,000 Pollution No pollution $630,000 $900,000 $400,000 $895,000 $625,000 No pollution Pollution Hire consultant Decision tree (3) 模擬法 ? 也叫蒙特卡羅模擬法，反復(fù)進行隨機抽樣的方法模擬各種隨機變量的變化，進而通過計算了解方案經(jīng)濟效果指標(biāo)的概率分布 ? 模擬法要通過反復(fù)抽樣來模擬方案的各種隨機狀態(tài)，且樣本數(shù)需足夠大，因而計算工作量非常大，用手工計算是很困難的，一般需借助計算機進行模擬計算 – MS Excel / CryStall Ball / risk 模擬法的實施步驟 （ 1）通過敏感性分析確定風(fēng)險隨機變量； （ 2）確定風(fēng)險隨機變量的概率分布； （ 3）通過隨機數(shù)表或計算機求出隨機數(shù)，根據(jù)風(fēng) 險隨機變量的概率分布模擬輸入變量； （ 4）選取經(jīng)濟評價指標(biāo)，如凈現(xiàn)值、內(nèi)部收益率 （ 5）根據(jù)基礎(chǔ)數(shù)據(jù)計算評價指標(biāo)； （ 6）整理模擬結(jié)果所得評價指標(biāo)的期望值、方差、 標(biāo)準(zhǔn)差和它的概率分布及累計概率，繪制累 計概率圖，計算項目可行或不可行的概率。 ? 風(fēng)險是一種不確定性 ? 風(fēng)險是潛在的損失或者損害 ? 風(fēng)險是實際結(jié)果與預(yù)期目標(biāo)之間的差異 ? 風(fēng)險一定涉及選擇 ? 風(fēng)險是相對于經(jīng)濟主體而言 Sources of Project Risk ? Economic circumstances ? Natural events ? Political circumstances ? Technology and technical issues ? Management activities and controls ? Individual activities ? Commercial and legal relationships ? Human behaviour ?點 擊 時 事 ? 深圳同一地段 1年內(nèi) 5次施工塌陷 ? 10月 30日上午 9時 20分許，深圳梅林路與梅村路交匯處發(fā)生塌陷 ? 形成一個長約 15米，寬約 10米，深約 4米的大坑 ? 廣深港客運專線地下施工導(dǎo)致的第五次塌陷 ?繁華市區(qū)施工如何保安全 ?施工方早有預(yù)料要塌陷 ? 一天前，市交警部門突然對附近路段實施交通管制 ? 一天后封閉路段就發(fā)生了坍塌 ? 施工方：地質(zhì)結(jié)構(gòu)軟硬不均導(dǎo)致塌陷 ? 早有預(yù)料為何不加固作業(yè)？ 點擊時事 ?前三門 開挖超大隧洞 2023年 北京站 地下通 西站 ?北京鐵路地下直徑線工程?？偼顿Y 40億元。 使兩站間數(shù)千萬旅客地下?lián)Q乘，緩解地面交通壓
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