Time and cost securing in complex large-scale projects

Meeting time and cost objectives in complex projects involves specific problems and risks. An attempt is made to analyse the components of total cost increase of a project caused by time delay. An outline is given as to how these considerations can be used to estimate cost increases in investors' decision situations as well as to ascertain fair contractual penalties and claims for compensation and for the evaluation of justified project acceleration costs.     

浅谈俄罗斯银行信息安全体系的建立

本文主要从俄罗斯银行信息安全管理体系（ISMS）建立准则,ISMS成熟度等级,与信息安全体系相关的法律法规三个方面来介绍俄罗斯银行信息安全体系的建立。     

港口油库安全监控系统的设计与实现

港口油库安全监控系统是在油库区域内按规范设置可燃、有毒气体监测探头报警装置,能够全面检测油库区域气体浓度情况,一旦超过预警值,立即进行自动报警至监控中心,并结合实时的气象监测(如风速、风向、温湿度、气压等气象状况)进行事故风险评估,预测可燃有毒气体危险危害扩散范围,从而采取有效防范措施,避免事故的发生。     

用水信用与风险管理系统

系统采用Oracle数据库作为开发平台,VB.net为开发工具研制而成。系统借鉴银行和电力企业信用等级评价的规则,结合水司水费收缴的历史纪录及各客户的实际情况,运用自动采集程序,从原有的营销系统和财务系统自动录入数据,再通过优化的模糊概率、神经网络程序,对用户进行交纳水费信用等级评定,建立客户交纳水费风险预警机制。     

Robust quantification of the exposure to operational risk: Bringing economic sense to economic capital

Operational risk is commonly analyzed in terms of the distribution of aggregate yearly losses. Risk measures can then be computed as statistics of this distribution that focus on the region of extreme losses. Assuming independence among the operational risk events and between the likelihood that they occur and their magnitude, separate models are made for the frequency and for the severity of the losses. These are then combined to estimate the distribution of aggregate losses. While the detailed form of the frequency distribution does not significantly affect the risk analysis, the choice of model for the severity often has a significant impact on operational risk measures. For heavy-tailed distributions these measures are dominated by extreme losses, whose probability cannot be reliably extrapolated from the available data. With limited empirical evidence, it is difficult to distinguish among alternative models that produce very different values of the risk measures. Furthermore, the estimates obtained can be unstable and overly sensitive to the presence or absence of single extreme events. Setting a bound on the maximum amount that can be lost in a single event reduces the dependence on the distributional assumptions and improves the robustness and stability of the risk measures, while preserving their sensitivity to changes in the risk profile. This bound should be determined by expert assessment on the basis of economic arguments and validated by the regulator, so that it can be used as a control parameter in the risk analysis.     

国债市场的流动性套利及其实证检验

提出了一种在保持一定流动性风险的情况下构建国债套利组合的方法,应用线性规划技术,将国债的持有期风险因素引入到约束条件中,进而求解出实现最大期初套利的国债投资组合。通过对我国上交所25种债券的实证检验,发现套利收益与组合的持有期风险成正比,与流动性指标成反比,这证明了在考虑债券流动性风险的情况下,进行债券套利操作不一定会带来可观的收益。     

A contribution to the development of strategic control and planning instruments: An acquisition case study

The present paper is part of the efforts made by the authors in recent years to develop strategic control and planning instruments in corporations using OR‐techniques like system dynamics, control theory, and group multicriteria decision aid. A more general framework called ‘adaptive control methodology’ (ACM) combines all these techniques. It has been presented in several papers. The objective of the present analysis is to calibrate this instrument and to tune it to the corporate needs by analysing real‐world applications. More specifically, several case studies have been investigated in large multinational organisations in the food sector. An acquisition case has been used for the calibration purpose. It is analysed in the paper from the ACM perspective to provide additional material for revisiting and improving the methodology.     

Challenges and R&D opportunities of smart distribution grids in China

In this paper, 5 investigations on the current states of power distribution grids in China have been introduced that cover the surveys of the practical distribution asset utilization, the simultaneity factor of feeder loading, the load compositions and characteristics, the urban reliability and the integration of distributed generations of renewable resources. Based on the survey results in the investigations, 12 Facts are clearly presented. It shows that the challenges to modernize the distribution grids in China are to improve the asset utilization rates, the electricity efficiencies and the reliability of distribution systems, as well as to integrate increasing amount of variable distributed renewable resources. Furthermore based on the challenges, 8 R&D opportunities have been identified.     

高校内部控制存在的问题及对策

从内部控制的内部环境、风险评估、控制活动、信息与沟通、内部监督等五要素分析高校内部控制中存在的问题.针对问题提出了相应的对策,即加强内部环境的建设、构建科学的风险评估机制、强化内部控制活动、建立科学的信息与沟通系统、设立有效的内部监督制度.     

第三方物流企业顾客满意的要素分析

介绍了应用博弈论和危险分析的方法鉴定顾客对产品和服务不满意的关键因素和能够使顾客愉悦的关键因素,通过一组来自实际的数据及鉴定过程,证实了沙普利值法和归因危险度分析在制订最优市场战略中的理论及实用的优势.