软件项目风险管理理论与方法研究综述

软件项目风险管理是软件工程的重要分支,也是项目管理和决策研究中的热点问题.为此,简要介绍了软件项目风险管理的相关基本概念,阐述了软件项目风险管理的框架体系和研究方法,并讨论了其各自的优缺点.据此对该学科的研究发展趋势作了展望.     

Analysis of occupational risk management tools for the film and television industry

Using the ISO 31000 and ISO 31010 standards as basic guidelines, this article's main objective is to identify, analyze and evaluate tools for management of occupational risks during the filming of soap operas, series and movies by a Brazilian media company. The relevance of the study is associated, first, with the provision of information to minimize and even eliminate the risks of work-related accidents and illnesses in the company examined; and second, the groundbreaking nature of workplace risk analysis in this field of activity. The study is based on interviews with experts with long professional experience in the film and television industry along with personal observation of the sets and filming. The result was the development of a tool for risk management that has essential characteristics to minimize the risks of accidents on sets.     

软件项目风险管理研究综述

近年来,软件项目风险管理作为新兴的管理理论,得到了国内外大批学者的青睐,并取得了一定的研究成果。首先回顾了软件行业及软件项目风险管理的发展历程,对软件项目风险的基本概念以及重要的软件项目风险管理理论和方法进行了介绍。然后综述了国内外学者近30年来在该领域取得的研究成果,总结出软件项目风险管理的三大研究趋势。并在此基础上提出了未来重点研究方向。     

A simulation-based risk network model for decision support in project risk management

This paper presents a decision support system (DSS) for the modeling and management of project risks and risk interactions. This is a crucial activity in project management, as projects are facing a growing complexity with higher uncertainties and tighter constraints. Existing classical methods have limitations for modeling the complexity of project risks. For example, some phenomena like chain reactions and loops are not properly taken into account. This will influence the effectiveness of decisions for risk response planning and will lead to unexpected and undesired behavior in the project. Based on the concepts of DSS and the classical steps of project risk management, we develop an integrated DSS framework including the identification, assessment and analysis of the risk network. In the network, the nodes are the risks and the edges represent the cause and effect potential interactions between risks. The proposed simulation-based model makes it possible to re-evaluate risks and their priorities, to suggest and test mitigation actions, and then to support project manager in making decisions regarding risk response actions. An example of application is provided to illustrate the utility of the model.     

软件项目风险管理中的风险分析过程

风险分析过程是软件项目风险管理中的重要组成部分,对后期的风险控制以及相关决策都具有极为重要的意义.利用标准过程定义的符号表示法,定义了软件项目风险管理中的风险分析过程.详细地阐述了如何通过一系列的风险分析过程活动将风险陈述转变为按优先顺序排列的风险列表.结合实例说明风险分析过程中使用的主要方法及工具,这些方法和工具能够有效地提高风险分析的准确性.     

Principles and procedures of the LRAM approach to information systems risk analysis and management

Risk assessment methods vary in nature and depth. Their application to the evaluation of information security issues should be decided on the basis of their capability to provide answers to the fundamental questions concerning the design and implementation of security controls in specific information systems. Information systems risk analysis is discussed as a means of providing an objectively based approach for assessing and managing risk. As a decision making and risk assessment tool, rigorous risk analysis is not only capable of identifying potential losses that could be unacceptable for a given system, but it can be used to determine which specific security controls and counter measures can be effective and justifiable by management-set criteria.The Livermore Risk Analysis Methodology (LRAM) was developed in accord with these principles. Its model and procedures, from the identification of valuable assets to the prioritization and budgeting of proposed controls, are examined and discussed both from the technical and from the decision making/risk management perspectives.     

软件项目风险管理研究

进行大型的软件项目开发过程中,由于种种难以预见的不确定性因素,会给软件项目带来造成失败的风险.首先介绍了软件风险的基本概念,分析了软件项目风险的特点,以及如何识别软件风险.对项目管理中的风险分析、风险管理进行了详细地探讨,提出对风险进行量化管理.最后对软件开发过程中各阶段的风险进行了分析和研究,给出了减轻或防止风险发生的几种方法.研究软件项目风险管理对于软件开发、软件项目管理及软件产品质量都具有重要意义.     

Modeling spot price dependence in Australian electricity markets with applications to risk management

We examine the dependence structure of electricity spot prices across regional markets in Australia. One of the major objectives in establishing a national electricity market was to provide a nationally integrated and efficient electricity market, limiting market power of generators in the separate regional markets. Our analysis is based on a GARCH approach to model the marginal price series in the considered regions in combination with copulae to capture the dependence structure between the marginals. We apply different copula models including Archimedean, elliptical and copula mixture models. We find a positive dependence structure between the prices for all considered markets, while the strongest dependence is exhibited between markets that are connected via interconnector transmission lines. Regarding the nature of dependence, the Student-t copula provides a good fit to the data, while the overall best results are obtained using copula mixture models due to their ability to also capture asymmetric dependence in the tails of the distribution. Interestingly, our results also suggest that for the four major markets, NSW, QLD, SA and VIC, the degree of dependence has decreased starting from the year 2008 towards the end of the sample period in 2010. Examining the Value-at-Risk of stylized portfolios constructed from electricity spot contracts in different markets, we find that the Student-t and mixture copula models outperform the Gaussian copula in a backtesting study. Our results are important for risk management and hedging decisions of market participants, in particular for those operating in several regional markets simultaneously.     

Tax impact on multi-stage mean-variance portfolio allocation

We investigate the sensitivity to tax change of multi‐stage portfolio allocation over a discrete time investment horizon. Special taxation rules within wrappers grouped a number of risky assets are integrated with multi‐stage linear or quadratic stochastic programming in the mean‐variance framework. The uncertainty on the returns of assets is specified as a scenario tree generated by a simulation‐based approach. We adjust different values on capital gains tax under different asset bounds and risk levels. The tax impact in the yearly reallocation of the investments for a typical case with an annual fixed withdrawal that utilizes completely the option of taper relief is also explored. Our computational results show that taxes, combined with other effects such as risk and investment upper bounds, have a significant performance impact on portfolio allocation as well as diversification over wrappers. Yet, investment strategies can be made robust to changes in taxation.     

电力系统信息化建设中的风险管理探究

随着社会的进步,电网企业信息化建设亦是日新月异,信息系统在电网企业的应用日趋广泛,既有实时控制又有流程管理,既有数据管理又有决策支持。基于此,本文探讨了电力系统信息化建设中的风险管理,提高电力系统信息化建设水平。     

风险管理模式下的数据保护影响评估制度

伴随大数据时代个人信息保护领域风险管理理论的广泛应用,数据保护影响评估已经成为推动个人数据保护的重要制度。运用文献研究、实证分析的方法,以2016年欧盟《一般数据保护条例》（GDPR）对数据保护影响评估的规定为样本,深入分析数据保护影响评估的理论背景、兴起与演变、含义、适用范围等内容,以期搭建规范、明确的影响评估制度,加强个人信息保护。数据保护影响评估内容不限于隐私风险评估,还包括数据安全、数据质量、非歧视等内容;对于容易带来高风险的数据处理行为,应设定数据保护影响评估为强制性义务;评估过程应听取利益相关者的意见,反映其利益需求;加强外部监督并适度公开评估报告。     

信息系统项目的风险管理研究

信息系统项目的风险及其管理一直没有得到太多的重视,但是它对信息系统项目的成功起着至关重要的作用。分析了信息系统风险的类别、后果、驱动因素和行动路径,提出了信息系统风险管理过程,以期在信息系统项目管理中进行有效的风险管理。     

IT项目风险管理模式研究

在对风险管理的五个核心子过程和两个附加子过程研究的基础上,结合IT项目的特点和IT项目风险管理所处的阶段的分析,介绍了“P2I2=成功风险管理”的方程式,提出了由风险管理指南(G)、P/T过程模型(P)、风险状态图(S)组成的GPS风险管理框架。     

Exploring the relationship between software project duration and risk exposure: A cluster analysis

Software projects often fail. Thus it is important to find ways to ensure a successful outcome. One significant area is a better understanding of the relationship between the software project duration and risk exposure, as this helps project managers with pertinent information to be effective in managing risky projects. We addressed this need by adopting a cluster analysis technique to provide managers with insight into effective planning and control of their projects. The results not only revealed that risk exposures associated with user, requirement, planning & control and team risk dimensions were affected by project duration, but also showed how to manage software risks effectively through observing trends in the risk components. Based on our findings, project managers can adopt appropriate attitudes, skills, and practices to deal with risky areas more effectively rather than just identifying those software risks with which project managers should be concerned.     

Models and Simulations for Portfolio Rebalancing

In 1950 Markowitz first formalized the portfolio optimization problem in terms of mean return and variance. Since then, the mean-variance model has played a crucial role in single-period portfolio optimization theory and practice. In this paper we study the optimal portfolio selection problem in a multi-period framework, by considering fixed and proportional transaction costs and evaluating how much they affect a re-investment strategy. Specifically, we modify the single-period portfolio optimization model, based on the Conditional Value at Risk (CVaR) as measure of risk, to introduce portfolio rebalancing. The aim is to provide investors and financial institutions with an effective tool to better exploit new information made available by the market. We then suggest a procedure to use the proposed optimization model in a multi-period framework. Extensive computational results based on different historical data sets from German Stock Exchange Market (XETRA) are presented.     

操作风险管理视角下的商业银行信息科技风险管理研究

现代商业银行对信息科技的高度依赖,使信息科技风险越来越成为银行风险管理的重要内容.本文利用操作风险管理的框架和工具,对信息科技风险的识别、计量、监测和控制等进行研究.本文认为在信息安全管理的基础上,利用操作风险管理的方法,有助于从全面风险管理的角度对信息科技风险进行有效管理.     

关于信息工程风险管理工作目标的研究

本文主要针对信息工程中的风险管理工作进行了细致研究,首先阐述了风险管理对于信息工程的重要性,然后对风险类型与风险管理构架进行了深入剖析,最后则从风险管理计划、控制等角度,提出了一些相应的建议,以提高信息工程开发建设的安全系数.     

Risk management in ERP project introduction: Review of the literature

In recent years ERP systems have received much attention. However, ERP projects have often been found to be complex and risky to implement in business enterprises. The organizational relevance and risk of ERP projects make it important for organizations to focus on ways to make ERP implementation successful.     

Making risk analysis a useful management tool with microcomputer electronic worksheet packages

Risk Analysis must be integrated into the operation of an organization to become effective. This paper discusses several factors that have precluded the effective use of risk analysis and then presents a methodology that has been used to overcome these factors. A way to automate the process, using a microcomputer electronic worksheet package and lookup tables, is described. Simplicity, flexibility and a small investment are the benefits of the worksheet method and two case examples are presented. The method has been especially useful in the analysis of small systems.