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Wyświetlanie 1-15 z 60
Tytuł:
Interface between nuclear safety and security
Autorzy:
Berg, H, P.
Seidel, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069395.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
safety
security
defence in depth
integrated approach
risk management
risk models
Opis:
Nuclear power plants benefit from a sophisticated and comprehensive safety regime that has been established over the years. However, the security regime for nuclear power plants is far less developed than the safety regime. Although adopting (and adapting) certain elements of the nuclear safety regime could significantly strengthen the nuclear security regime, at least four challenges are likely to surface: national sovereignty, information transparency, lack of policy consensus, and challenges of regime harmonization. Seek an optimal balance between mandatory international standards and voluntary actions and endorse consideration of additional binding and non-binding international safety and security requirements.
Źródło:
Journal of Polish Safety and Reliability Association; 2014, 5, 1; 9--20
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
PRECISE ESTIMATES OF RUIN PROBABILITIES
Autorzy:
Rudź, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/453317.pdf
Data publikacji:
2015
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
discrete time risk models
ruin probabilities
approximations
Solvency II
Opis:
In this paper we investigate a sequence of accurate approximations of ruin probabilities in discrete time models. We prove its convergence to the exact ruin probability without any restrictive assumptions on the claim distribution. Numerical studies show that the sequence, from the first term on, accurately approximates ruin probabilities. A formula for ruin probabilities in the finite horizon is also proposed.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2015, 16, 2; 80-88
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sztuczna inteligencja w problematyce modeli oceny ryzyka w instytucjach finansowych z perspektywy prawno-regulacyjnej
Artifical intelligence in problems of risk assessment models in financial institutions from a legal and regulatory perspective
Autorzy:
Nowakowski, Michał
Waliszewski, Krzysztof
Powiązania:
https://bibliotekanauki.pl/articles/2033957.pdf
Data publikacji:
2022-03-30
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
risk assessment models
artificial intelligence
bank
machine learning
Opis:
Purpose of the article / hypothesis: This article aims to verify the need to introduce additional legal and regulatory requirements in relation to the models used in banks, including, in particular, risk assessment models. At the same time, the article analyzes the need for possible introduction of sector-specific guidelines, or the need to include the above-mentioned models in the classification of high-risk artificial intelligence systems, referred to in the draft EU regulation on artificial intelligence. Methodology: The article is based on an analysis of the available literature on the subject, legal acts as well as regulations and standards developed both at the local and international level. Research results / results: The issue of the application of models in the financial sector, mainly banking, is of significant importance from the perspective of the regulator and supervisor. Quality, compliance with the regulations, but also efficiency and effective supervision may constitute the (instability) of a given financial institution, the instability of which may be a component – at least potentially – of systemic risk. Banks commonly use internal models that generally allow the calculation of capital requirements to cover specific risks in a bank’s business, such as credit risk or market risk. Internal models have been evolving for years and are undoubtedly becoming more and more accurate (they predict with a greater probability the occurrence of certain events), although they are still only certain assumptions that reality can verify, as evidenced by financial crises that have already occurred in the past as well as failures of banks considered to be stable. At the same time, the development of new technologies, in particular the so-called artificial intelligence makes institutions more and more willing to use various models, e.g. machine learning, to support these models and obtain theoretically better results. The European Union, but also other jurisdictions are considering or already introducing specific legal and regulatory solutions that are to introduce clear rules related to the use of certain artificial intelligence systems, including those used by financial institutions. As a result, institutions – already burdened with significant regulatory requirements, may soon be obliged to go through another "health path" of a legal and regulatory compliance nature.
Źródło:
Finanse i Prawo Finansowe; 2022, 1, 33; 119-141
2391-6478
2353-5601
Pojawia się w:
Finanse i Prawo Finansowe
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Credit risk mangement in finance : a review of various approaches
Autorzy:
Wójcicka-Wójtowicz, A.
Powiązania:
https://bibliotekanauki.pl/articles/969067.pdf
Data publikacji:
2018
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
credit risk
default
bankruptcy
credit risk management
credit risk models
ryzyko kredytowe
bankructwo
zarządzanie ryzykiem kredytowym
modele ryzyka kredytowego
Opis:
Classification of customers of banks and financial institutions is an important task in today’s business world. Reducing the number of loans granted to companies of questionable credibility can positively influence banks’ performance. The appropriate measurement of potential bankruptcy or probability of default is another step in credit risk management. Among the most commonly used methods, we can enumerate discriminant analysis models, scoring methods, decision trees, logit and probit regression, neural networks, probability of default models, standard models, reduced models, etc. This paper investigates the use of various methods used in the initial step of credit risk management and corresponding decision process. Their potential advantages and drawbacks from the point of view of the principles for the management of credit risk are presented. A comparison of their usability and accuracy is also made.
Źródło:
Operations Research and Decisions; 2018, 28, 4; 99-106
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Baseline study in environmental risk assessment : site-specific model development and application
Autorzy:
Alam, Asifa
Mahmood, Adeel
Chaudhry, M. Nawaz
Ahmad, Sajid Rashid
Safa, Noor Ul
Alghamdi, Huda Ahmed
Alhamdi, Heba Waheeb
Ullah, Rizwan
Powiązania:
https://bibliotekanauki.pl/articles/2203136.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
baseline study
risk assessment models
risk management
mathematical approaches
landfills
dumping sites
environmental risk estimation
Opis:
Environmental risk assessment is one of the key tools in environmental engineering. This risk assessment can be qualitative or quantitative and it is based on preliminary studies i.e., baseline study for waste disposal sites. Even though the literature exists on baseline study in general, still there is a lack of guidance regarding development of a site-specific baseline study model for a waste disposal site. This study has two-fold aim, firstly, how to develop site-specific baseline study model for a selected dumping site, and secondly, how this site-specific baseline study can support the environmental engineering via mathematical risk estimation. Mahmood Booti Open Dumping Site (MBODS) is selected to demonstrate the development and application of site-specific baseline study model. This is followed by building a framework that shows how the output of the baseline study can lead to environmental engineering via mathematical risk estimation. The paper provides a mechanism of how to construct a bespoke baseline-study model that is readily useable, avoiding procurement of expensive computer software and yet smoothly connecting with the follow-on stages of the risk assessment. The work presented in this paper can be reproduced repeatedly to create site-specific baseline study models for risk assessment of other waste disposal sites in a cost-effective, consistent and cohesive manner.
Źródło:
Archives of Environmental Protection; 2022, 48, 3; 80--88
2083-4772
2083-4810
Pojawia się w:
Archives of Environmental Protection
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ewaluacja ryzyka w zarządzaniu kryzysowym
Autorzy:
Sienkiewicz, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/624674.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Tematy:
risk, risk evaluation, risk management, analysis and assessment of the risk models, crisis management
ryzyko, ewaluacja ryzyka, analiza i ocena ryzyka, modele ryzyka, zarządzanie kryzysowe
Opis:
Investigations of the situation characterized by uncertainty and risk in the last century, particularly in situations of crisis and conflict, were carried out at different levels of generality and specificity. In this article, the methodological foundations of risk evaluation models in situations of threats to system security are described. The general decision model in circumstances of risk and uncertainty and statistical risk measurement methods for crisis management are depicted. The examples of the mathematical models of the risk evaluations are also presented.
W artykule przedstawiono koncepcję metodologicznych podstaw ewaluacji ryzyka w sytuacjach zagrożeń bezpieczeństwa systemu. Przedstawiono ogólny model decyzyjny w warunkach niepewności i ryzyka oraz statystyczne miary ryzyka na potrzeby zarządzania przedsięwzięciami. Omówiono proces ewaluacji ryzyka w systemie zarządzania kryzysowego. W artykule zamieszczono przykłady modeli matematycznych ewaluacji ryzyka.
Źródło:
Teka Komisji Politologii i Stosunków Międzynarodowych; 2015, 10, 1
1896-8279
Pojawia się w:
Teka Komisji Politologii i Stosunków Międzynarodowych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Models of risk management in organisations
Modele zarządzania ryzykiem w organizacjach
Autorzy:
Bac, Marzena
Powiązania:
https://bibliotekanauki.pl/articles/415427.pdf
Data publikacji:
2010-12
Wydawca:
Małopolska Wyższa Szkoła Ekonomiczna w Tarnowie
Tematy:
risk management
risk management in organisations
risk management models
zarządzanie ryzykiem
zarządzanie ryzykiem w organizacjach
modele zarządzania ryzykiem
Opis:
The article concerns risk management in generally understood organisations. It contains a synthetic presentation of the risk management process and its most common methods. The summary outlines positive consequences of running the process of risk management by an organisation as well as problems connected with its practical implementation.
Artykuł dotyczy zarządzania ryzykiem w szeroko pojętych organizacjach. W syntetycznym ujęciu przedstawiono proces zarządzania ryzykiem oraz jego najpowszechniejsze metody. W podsumowaniu zarysowano pozytywne skutki prowadzenia przez organizacje procesu zarządzania ryzykiem oraz problemy związane z jego wdrożeniem w praktyce.
Źródło:
Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie; 2010, 2(16); 7-15
1506-2635
Pojawia się w:
Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zastosowanie modeli ryzyka uszkodzenia drzewostanu przez wiatr do oceny zagrożenia lasów nadleśnictwa
Application of wind damage risk models for the assessment of danger to stands within a forest district
Autorzy:
Bruchwald, A.
Dmyterko, E.
Powiązania:
https://bibliotekanauki.pl/articles/974051.pdf
Data publikacji:
2011
Wydawca:
Polskie Towarzystwo Leśne
Tematy:
wiatry
szkody w lesie
drzewostany
ryzyko uszkodzenia
modele ryzyka uszkodzenia
leśnictwo
zagrożenia lasu
ocena zagrożenia
nadleśnictwa
RDLP Kraków
wind damage
risk models
wind damage risk indices
Opis:
The study presents a risk model for stand damage caused by wind. It is associated with the following groups of factors: the variable characteristics of stand, its permanent characteristics, the position of a forest district in the region of the country, the damage that occurred in the stand in the past. The model generates a risk factor for tree damage ranging from 0 to 3. The higher value it indicates, the higher risk for the stand. The model serves for the assessment of risks to stands in the Cracow Regional Directorate of the State Forests.
Źródło:
Sylwan; 2011, 155, 07; 459-471
0039-7660
Pojawia się w:
Sylwan
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Multidimensional Approach to Modelling for Workplace Risk Assessment
Autorzy:
Targoutzidis, A.
Antonopoulou, L.
Powiązania:
https://bibliotekanauki.pl/articles/89952.pdf
Data publikacji:
2009
Wydawca:
Centralny Instytut Ochrony Pracy
Tematy:
human error
risk perception
accident models
risk assessment
Opis:
This paper aims to help enhance the process of risk identification and assessment in small enterprises by facilitating the incorporation of insights from accident, human error and risk perception models. This effort takes place through grouping and classification models of all these aspects according to certain criteria, to fit the proper set of models to each situation. To further facilitate the process, the main guidelines of each model are presented. The whole approach is not a new theoretical model but a simplified presentation to help safety engineers in selecting the proper model for the workplace to better assess its risks. An example of the application of this approach is also presented.
Źródło:
International Journal of Occupational Safety and Ergonomics; 2009, 15, 4; 373-384
1080-3548
Pojawia się w:
International Journal of Occupational Safety and Ergonomics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A holistic framework for conceptualising and describing risk
Autorzy:
Aven, T.
Powiązania:
https://bibliotekanauki.pl/articles/2069545.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
risk
probability
models
Bayesian approach
Opis:
A number of definitions and interpretations of the risk concept exist. Many of these are probability-based. In this paper we present and discuss a structure for characterising the definitions, which is founded on a clear distinction between (a) risk as a concept based on events, consequences and uncertainties; (b) risk as a modelled, quantitative concept; and (c) risk descriptions. The discussion leads to a holistic framework for conceptualising and assessing risk, which is based on risk defined by (a), and the probability-based definitions of risk can be viewed as related model parameters and/or risk descriptions. Two ways of detailing the framework are outlined: the relative frequency-based approach and the Bayesian approach. The Framework provides clear guidance on how to think when conceptualising and assessing risk in practice. Such guidance is strongly needed for the risk analysis discipline which is young and characterised by many different risk perspectives and approaches.
Źródło:
Journal of Polish Safety and Reliability Association; 2010, 1, 1; 7--14
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ensuring Organisational Security from the Perspective of Security Sciences
Autorzy:
Płonka, Bogusław
Powiązania:
https://bibliotekanauki.pl/articles/1808093.pdf
Data publikacji:
2019-04-11
Wydawca:
Wyższa Szkoła Bezpieczeństwa Publicznego i Indywidualnego Apeiron w Krakowie
Tematy:
organisational security
control models
risk analysis
Opis:
This paper is dedicated to the topic of security in the context of activities carried out by organisations. The analysis of the security-related context of the enterprises, decisions and threats that often co-occur with organisational activities is an interesting challenge for a researcher. The aspiration to ensure their own survival and undisturbed development is the basic driving force behind all organisations. In the following paper, the author explains the meaning of basic terms connected with the aforementioned issues, such as uncertainty, risk and security. The models and dimensions of control are discussed consecutively, as well as the methods and techniques utilised in risk assessment. Control and risk analysis are currently the means of counteracting threats that is most commonly used in organisations. The aim of the paper is to carry out the review of the hitherto existing research stipulations regarding the sphere of organisational security. The author points out that the problem of organisational security, treated as a core research subject, may be successfully developed and elaborated within the framework of security sciences discipline.
Źródło:
Security Dimensions; 2018, 28(28); 122-140
2353-7000
Pojawia się w:
Security Dimensions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Risk Assessment of unsecured loans – example of entering a new market
Autorzy:
Pickert, Jens
Powiązania:
https://bibliotekanauki.pl/articles/14500602.pdf
Data publikacji:
2017-11-22
Wydawca:
Wyższa Szkoła Bankowa we Wrocławiu
Tematy:
unsecured loans
scoring models
risk assessment
Opis:
Objective: The objective of the paper is to show the risk assessment of unsecured loans in theory and practise. Research Design & Methods: In the first part, the paper makes a literature review with regard to the theory unsecured loans and their risk assessment. In the second part, a case study discusses the risk assessment process as a practical application in the hypothetical case if a Swedish bank enters the German market. Findings: The risk assessment of unsecured loans is a standardized process there scoring models make a crucial contribution. This case study shows how difficult that process is in the event of cross-border activities, for example, a bank enters a new market in a new country. Implications & Recommendations: Assessing applicants on a new market is challenging due to the effect of asymmetric information. The problem can be solved by information sharing and by using the experiences from the existing portfolio. Based on that the bank can create an appropriate scorecard. Contribution & Value Added: The paper contributes to existing literature on risk assessment by applying scoring models to the case of cross-border activities. Article type: base on in-depth analysis of literature review
Źródło:
Central European Review of Economics and Management; 2017, 1, 3; 45-65
2543-9472
Pojawia się w:
Central European Review of Economics and Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Porównanie metod rozmytego i probabilistycznego modelowania zjawiska na przykładzie oceny ryzyka usług informatycznych
Comparison of Fuzzy and Probabilistic Modeling with Using it Services Risk Evaluation Example
Autorzy:
Wachstiel, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/593486.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Modele matematyczne
Ryzyko
Mathematical models
Risk
Opis:
In the article, two approaches to IT services risk assessment has been described and compared. The first one is based on fuzzy methods in the opposite to the second one which uses probability. The following hypothesis has been proposed and proved by showing a practical example: fuzzy modeling is more effective than probabilistic in IT services risk assessment.
Źródło:
Studia Ekonomiczne; 2013, 132; 127-135
2083-8611
Pojawia się w:
Studia Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Risk associated with heavy metals in children playground soils of Owerri metropolis, Imo State, Nigeria
Autorzy:
Wirnkor, Verla Andrew
Evelyn Ngozi, Verla Evelyn
Powiązania:
https://bibliotekanauki.pl/articles/1118068.pdf
Data publikacji:
2017
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Bioconcentration
Metal fractions
Models
Predictive
Risk
Opis:
Despite recording the worst heavy metal disaster involving children, there is still scarcity of information on risk assessment of playground soils in Nigeria. In this study, thirty-six soil samples at 0-5 cm depth were collected from nine playgrounds in Owerri metropolis during the dry and rainy seasons. Five heavy metals were fractionated into six chemical fractions using a modified sequential extraction scheme and mean concentrations quantified by AAnalyst 400 Perkin Elmer AAS. Predictive risk models were used to obtain information about the risk of metals contamination to children using these playgrounds for longer periods. These reveal that there were no significant differences in the mean values of bioconcentration factors of all five metals in the various playgrounds for the two years of data. Even though risk values for both dry and rainy season followed the same trend, it was observed that the Zinc showed highest bioconcentration factors (1.6), average daily dose (230.08 mg/kg/day) and risk (5095593 mg/kg/6years). Over all, playgrounds UPS, TSO and SCP had highest mean risk values, respectively. Though with no clear trend, mobility factors showed a weak and positive correlation with risk. Children in playgrounds of public schools within Owerri metropolis could, therefore, be at risk of Mn, Cu and Zn toxicity problems as projected risk values were high for all studied playgrounds. This assessment could help identify playgrounds with urgent need for heavy metals reduction goals, consequently contributing to preserving children’s health.
Źródło:
World News of Natural Sciences; 2017, 10; 49-69
2543-5426
Pojawia się w:
World News of Natural Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Impact of the World Financial Crisis on the Polish Interbank Market: A Swap Spread Approach
Autorzy:
Płuciennik, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/483317.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
credit risk
interest rates
multidimensional parametric models
semiparametric models
swap spread
Opis:
The swap spread is defined as the difference between the fixed rate of an interest rate swap and the yield of the treasury with the same maturity. The swap spread is usually interpreted as the effective proxy of bank liquidity and the credit spread indicator. The interpretation is very similar to the LIBOR-OIS spread and in the context of Polish interbank market – WIBOR-OIS. However, WIBOR-OIS is less reliable during the crisis of confidence because of lack of interbank operation with the maturity longer than 1 month. Swap spreads base on two liquid instruments, thus they are free of this defect. The main goal of this paper is to assess how Polish swap spreads and their conditional variance reacted to important events connected with the subprime crisis and crisis of confidence in the Polish interbank market.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2012, 4, 4; 269-288
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
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