This thesis describes a research programme which investigates further the models developed by Conway [1] - the dynamic model of the process of operational research and the life cycle of in-house operational research groups. It studies the relationships between the two, and also extends the range of applicability of the models. From this the research develops a useful tool to assist the strategic management of in-house operational research groups. In the prev ious study, the two mode I s had been re I ated in theory only. This study investigates the actual relationships and develops a method of defining an operational research group's position on its life cycle using data about the mix of proj ects of the dynamic mode I project types. This method was developed using data from the Conway study, and tested on data collected in two surveys conducted during the current period of research. In certain circumstances, it was found to be essential that other aspects of the data on operational research projects were used to help define more exactly the current state of health of the operational research group. The level or importance of the project was shown to be significant, as was the approach employed when tackling the project. The validity of the model with respect to other forms of operational research group was also investigated, and external consultancy was chosen for this research. A classification was developed which categorised consultants according to their managerial structure, and consultants from each of the types in the classification were interviewed using Systems Based Interviewing. The interviews showed that the dynamic model of the process of operational research was a valid way to describe external operational research consultancy. Some preliminary concepts involving the life cycle of consultancies were also developed, but could not be tested within the time scale of this study. 1. CONWAY, D.A., (1984), "The Development and Application of a Dynamic Model of the Process of Operational Research". PhD thesis, Hatfield Polytechnic.

由帶領處理三件銀行作業疏失看作業風險 / The initial idea to this paper is from the experience of leading the taskforces in real operating losses which included a series of plans in root cause identification, control gaps assessment, financial impact analysis, and corrective actions implementation. Secondly, a snapshot on the recent famous scandals in the world to prove the control breakage is from the similar factors but might be with different combinations. The similar factors could be concluded due to the definition of Operational Risk is clearly provided by the Basel. Thirdly, from the viewpoint of new regulation to highline the environment did change to affect the competition by different capital reserve. Finally, try to provide a comprehensive internal framework in a Bank. The content is organized to descript below per chapter. Chapter 1 is the object and approach to this paper. Chapter 2 is to brief from environment overview to highline the impact of capital charge requirement for operating risk and effect of internal control on financial reporting. Chapter 3, outlook in the recent scandals to echo the importance of internal control as well as operating risk. In chapter 4, three significant incidents from taking a lead to conduct a series of investigation taskforces, an overall picture from inside out to address the failure in operating error, the financial impact, and corrective actions plan. In chapter 5, it is to provide a design of the internal control framework, as well as the implementation in daily operation from end to end. Finally in chapter 6, making a conclusion and recommendation to wish more feedback in strengthen the control of operation risk.

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Yeung Yu Ming. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 35-38). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Risk Measures --- p.3 / Chapter 2.1 --- Extreme Value Thoery --- p.4 / Chapter 2.2 --- Estimating Excess Distributions --- p.7 / Chapter 2.3 --- Estimating Tails of Distributions --- p.9 / Chapter 2.4 --- VaR and ES --- p.10 / Chapter 3 --- Fitting VaR Time Series --- p.13 / Chapter 3.1 --- Autoregressive Integrated Moving Average Models --- p.13 / Chapter 3.2 --- Regression Quantiles --- p.14 / Chapter 4 --- Analysis of Hang Seng Index --- p.16 / Chapter 4.1 --- Risk Measures --- p.20 / Chapter 4.2 --- Backtesting --- p.21 / Chapter 4.3 --- Expected Shortfall --- p.25 / Chapter 4.4 --- Forecasting VaR and ES --- p.26 / Chapter 4.4.1 --- Regression Quantiles --- p.27 / Chapter 4.4.2 --- ARIMA Models --- p.28 / Chapter 5 --- Conclusion --- p.33 / References --- p.35

A realist evaluation study researching the impact of feeding back patient reported outcome measures to patients with shoulder pain and the impact on behaviour.