Submitted by PPG Medicina e Ci?ncias da Sa?de (medicina-pg@pucrs.br) on 2018-12-11T13:17:23Z No. of bitstreams: 1 FERNANDA DALLAZEN.pdf: 1913250 bytes, checksum: 643c26e233052ab4843690b459dd637d (MD5) / Approved for entry into archive by Sheila Dias (sheila.dias@pucrs.br) on 2018-12-13T12:27:07Z (GMT) No. of bitstreams: 1 FERNANDA DALLAZEN.pdf: 1913250 bytes, checksum: 643c26e233052ab4843690b459dd637d (MD5) / Made available in DSpace on 2018-12-13T12:40:00Z (GMT). No. of bitstreams: 1 FERNANDA DALLAZEN.pdf: 1913250 bytes, checksum: 643c26e233052ab4843690b459dd637d (MD5) Previous issue date: 2018-10-05 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior - CAPES / Objective: To construct a risk score model for prolonged mechanical ventilation (PMV) in patients undergoing coronary after bypass grafting (CABG). Methods: An observational, retrospective and historical cohort study, with 4.165 patients submitted to coronary artery bypass grafting, between January 1996 and December 2016. The duration of ?12 hours on mechanical ventilation defined as prolonged. The multiple logistic regression was used to evaluate the predictor variables. The modeling database, divided in 2/3 of the sample (2.746 patients) generated the preliminary model and its performance was tested in the validation database, divided in 1/3 of the sample (1.419 patients). The final risk score was validated in the total database and the accuracy of the model was tested by performance statistics. Results: The incidence of PMV was 18.8% (783). The variables associated with prolonged PMV were: age ?65 years (OR=1.91; [CI95%=1.62-2.24]; p<0.001); urgent/emergency surgery (OR=2.79; [CI95%=2.09-3.73]; p<0,001); obesity (OR=1.49; [CI95%= 1.21-1.84]; p<0.001); chronic renal failure (OR=1.98; [CI95%=1.61-2.44]; p<0.001); chronic obstructive pulmonary disease (OR=1.43; [CI95%=1.16-1.76];p<0,001) and extracorporeal circulation time ?120 minutes (OR=1.75; [IC95%=1.42-2.16]; p<0.001). The area under de the ROC curve was 0.66 (IC95%=0.64-0.68), the chi-square was 3.38 and the correlation coefficient of r=0.99 (p<0.000). Conclusion: The preoperative predictor variables (age ?65 years, urgent/emergency surgery, obesity, chronic renal failure and chronic obstructive pulmonary disease) and perioperative (extracorporeal circulation time ?120 minutes) were associated with PMV and allowed the constructed of risk score classified in low, medium, high and very high. / Objetivo: Construir um modelo de escore de risco para ventila??o mec?nica prolongada (VMP) em pacientes p?s-cirurgia de revasculariza??o mioc?rdica (CRM). M?todos: Estudo observacional, retrospectivo e de coorte hist?rica, com 4.165 pacientes submetidos ? CRM, entre janeiro de 1996 a dezembro de 2016. A perman?ncia >12 horas em ventila??o mec?nica foi definida como prolongada. A regress?o log?stica m?ltipla foi utilizada para avaliar as vari?veis preditoras. O banco de dados modelagem, dividido em 2/3 da amostra (2.746 pacientes) gerou o modelo preliminar e seu desempenho foi testado no banco valida??o, dividido em 1/3 da amostra (1.419 pacientes). O escore final foi validado no banco total e a acur?cia do modelo foi testada pelas estat?sticas de desempenho. Resultados: A incid?ncia de VMP foi de 18,8% (783). As vari?veis associadas ? VMP foram: idade ?65 anos (OR=1,91; [IC95%=1,62-2,24]; p<0,001); cirurgia de urg?ncia/emerg?ncia (OR=2,79; [IC95%=2,09-3,73]; p<0,001); obesidade (OR=1,49; [IC95%= 1,21-1,84]; p<0,001); insufici?ncia renal cr?nica (OR=1,98; [IC95%=1,61-2,44]; p<0,001); doen?a pulmonar obstrutiva cr?nica (OR=1,43; [IC95%=1,16-1,76]; p<0,001) e tempo de circula??o extracorp?rea ?120 minutos (OR=1,75; [IC95%=1,42-2,16]; p<0,001). A ?rea sob a curva ROC foi 0,66 (IC95%=0,64-0,68), o qui-quadrado de 3,38 (p=0,642) e o coeficiente de correla??o de r=0,99 (p<0,000). Conclus?o: As vari?veis preditoras pr?-operat?rias (idade ?65 anos, cirurgia de urg?ncia/emerg?ncia, obesidade, insufici?ncia renal cr?nica e doen?a pulmonar obstrutiva cr?nica) e perioperat?ria (tempo de circula??o extracorp?rea ?120 minutos) estiveram associadas com a VMP e permitiram a constru??o do escore de risco classificado em baixo, m?dio, alto e muito alto.

La présente étude offre un panorama sur les interactions et les liens qui existent entre la volatilité des taux de change et les échanges internationaux. L’objectif de ce travail est donc de présenter théoriquement cette relation, puis d’examiner empiriquement l’existence de cette relation de causalité entre le commerce international et la variabilité des taux de change. La littérature portant sur la question se considère dans l'ensemble comme contradictoire et supporte plusieurs controverses qui ne nous permettent pas de conclure clairement quant à la relation en question. Nous essayerons de pousser ces recherches un peu plus loin en réexaminant cette évidence pour le canada et en offrant une investigation empirique sur l’existence éventuelle d'un impact significatif de la volatilité sur les flux désagrégées des exportations sectoriels du canada vers son partenaire, les États-Unis. Nous y examinons la réponse empirique de 5 secteurs d’exportations canadiennes aux variations du taux de change réel effectif entre le canada et les États- Unis. Toutefois, nos résultats obtenus ne nous permettent pas de conclure quant à la significativité relative d’un impact de volatilité de taux de change sur les exportations sectoriels désagrégées destinées aux États-Unis. Dans l’ensemble, même si on admet que les signe des coefficients estimés de la variable de risque dans chaque secteur est négatif, nous arrivons à la conclusion que la volatilité ne semble pas avoir un impact statistiquement significatif sur le volume réelle des exportations du Canada vers les États-Unis. / This study provides an overview on the interactions and linkages between the volatility of exchange rates and international trade. The objective of this work is to present this relationship theoretically and examine, empirically the existence of this causal relationship between international trade and exchange rate variability. The literature on the subject considers himself across as contradictory and supports several controversies that do not allow the clear conclusion about the relationship in question. We try to push this research a step further by reviewing the evidence for Canada and providing an empirical investigation on the possible existence of a significant impact of volatility on sectoral disaggregated flows of Canadian exports to its trading partner, the United States. We empirically examine the response of five sectors of Canadian exports to changes in real effective exchange rate between Canada and the United States. However, our results do not allow us to conclude about the significance of an impact on volatility of exchange rates on disaggregated sectoral exports to United States. Overall, even if we admit that the sign of the estimated coefficients of the exchange risk variable in each sector is negative, we reach the conclusion that the volatility does not seem to have a statistically significant impact on the real volume of exports from Canada to the United States.

Diploma thesis titled „Risk management proposal of select business entity“ deals with risk management, analyzing and optimizing in the Synergent, s.r.o. The first part of thesis is focused on theoretical background, which describes the basic concepts and methods of risk management. The second part of thesis includes indentifying risks in the company that were found by the internal and external analysis and methods for risk analysis. In the conclusion of thesis are recommendations for measures to help minimize risks in company on preventive or corrective level.

Diploma thesis is focused on risk management of Obchodní společnost Slokov, a.s. which is engaged in production of heating equipment. Thesis contains issues of risk management, risk analysis and proposal of measures which will eliminate the result of identified risks. The first part of thesis is focused on theoretical background, which describes the analytical methods and basics of risk management. The second part includes application of the selected methods. Risk identification of company is performed. Risks were found by internal and external analysis and method of risk analysis. In the conclusion of thesis are recommendation to help minimize risks in company on preventive or corrective level.

The diploma thesis titled „Risk Management of the Company“ deals with risk management of selected process, analyzing and optimizing risk in purpose to reduce the risk in the company TIZZI KM, spol. s r.o. The first part is focused on explanation of the relevant therms for better understanding. This part describes basic therms and methods of risk management. The second part is focused on the analysis of the current situation and analysis of the risks that have been identified based on the selected proces of the change. The final part is focused on proposed recommendations and measures that will minimize the risks in the company.

Interferences to supply chains, regardless of whether they are regular, unplanned or intentional, are progressively distorting supply chain execution. Given that such disruptions are probably not going to diminish, for the time being, supply chain risk mitigating solutions will assume an undeniably critical part of the management of supply chains. This research acknowledges the existence of an extensive variety of approaches to mitigate risks across supply chains, yet argues that most methodologies may not be reasonable if the culture of an organisation does not support them. Supply Chain Risk Management (SCRM) has rapidly become of significance to the world economy. Though the supply of electrical energy in Southern Africa affects the economies of nations around the globe, it has received too little consideration from the literary community. The focus of this thesis is to expand the field of SCRM by analysing how different risk assessment and management concepts and practices are comprehended, construed and employed through the region. The majority of developed supply chain management and risk management models are currently entrenched in the US and Europe. Consequently, this research is of high significance since its essential aim was to investigate these concepts and models, in particular, one focused on Africa. This approach enabled the thesis to examine and test components related to SCRM, such as risk categories, risk assessment and risk strategies, in the electrical energy sector in South Africa. The study in this manner offers knowledge that was not otherwise accessible in earlier research. In pursuit of meeting the requirements of the research questions, the supply chain department in the electrical energy supplier was researched. This study adopted the non-probability sampling approach utilising the purposive sampling technique to choose the sampling components from the target population. Data was collected by way of conducting semi-structured interviews and researcher observation, as well as additional documentation in various forms was collected. Interviews were transcribed and evaluated in conjunction with additional data collected during meetings and triangulated using researcher observation. Data interpretation and codification thereof was done using ATLAS.ti 8 by which, twenty-five themes emerged from this study. Supply chain risks comprise value streams; information and affiliations; supply chain activities; and external situations. Among these, information and relationships risks were found to produce selfupgrading risk loops, thereby generating consequent risk impacts after disturbances. To mitigate these risks, the case firm must engage in local and international supply chain implemented strategies, such as building a stable supply chain network, leveraging supply chain information, leveraging outsourcing contracts and developing supply-chain risk collaboration partnerships, although the level of implementation depends on the business context. Among the ten identified themes, building a stable supply chain and developing supply chain collaboration strategies can be useful in strengthening both robustness and resilience in supply chain risk management. Customer orientation had positive impacts on all themes, but disruption orientation and quality orientation influenced only certain types of strategies. The study makes ten recommendations, which can be implemented by the case firm; the results of the interviews are evidence that all the tools are available. The thesis concludes with a summary of overall findings and areas for further research are also highlighted.

No description available.

Diploma thesis focuses on the analysis of selected process of company JOSA KOVO s.r.o. and on the detection of selected risks. Acquired knowledge from the theoretical part is utilized for the application of selected risk analysis method in the practical part. Detection of risks will be performed with the use of analysis of internal and external company environment and risk analysis method. Identified risks will be evaluated and with the use of acquired knowledge there will be made a proposal of recommendations and measures, which will lead to reduction of risks. Diploma thesis provides a comprehensive view of measuring and reducing risks in business environment, in terms of theoretical methods and also practical application for a selected company.

This dissertation is based on the hypothesis that a third dimension, namely investment time horizon, can add value to the more conventional two-dimensional methodology of assessing the relative risk and return attributes of various assets and portfolios in order to enhance investment decisions. This study shows that time horizons should be considered in the investment decision making process and provides concrete evidence that a methodology that is not cognizant of investment time horizon is prone to extensive long-term opportunity cost risk. In addition to providing evidence of investment time horizon relevance, the study makes suggestions as to how time horizons could be incorporated into the risk return assessments of various asset classes and also presents a framework for the more holistic assessment of asset class properties while incorporating time horizons. / Business Management / Thesis (M. Com. (Business Management))

提撥原則是固定給付退休基金所必須特別重視的經營策略，提撥率為基金贊助者定期提撥於未來成員退休給付的準備金。過高的提撥率會造成基金管理上的財務壓力，退休金計劃採行相對提撥方式，將同時加重基金贊助者與基金成員的財務負擔，而過低的提撥率則會造成退休給付的準備金不足，將使退休基金未來面臨無力清償成員退休給付的困境，因此適當且長期穩定的提撥原則成為退休基金決策者的經營目標，而必須特別重視基金的財務風險管理。 本研究著重於探討如何數量化退休基金經營的穩定性與安全性，陳述隨機控制理論的觀點，應用動態規劃的發展結果，建立基金於離散時間的動態回饋控制模型，仔細探討並說明Haberman與Sung (1994)及Chang (1999a)所定義基金管理者的風險測度，使退休基金最主要的兩種經營風險，亦即提撥穩定性的風險（contribution rate risk）和財務清償的風險（solvency risk）能夠於基金財務規劃的期限內達到最小值，風險測度可提供決策者客觀衡量基金經營時的風險指標，表達有別於會計帳面之財務數字外有效的財務資訊。利用最適化的概念與給定參數及遞迴條件的限制下，計算基金於財務規劃期間內的最適提撥金額。 最後，我們以台灣公務人員退撫基金為研究對象進行數值分析，由實例分析的流程我們詳細探討最適化理論與實際財務評估的應用過程，且最適的結果可以提供退休基金決策者更詳盡且及時的財務資訊，輔助退休基金管理者於多期決策的擬定過程。 / Funding policy is the crucial management decision in the defined benefit pension schemes. The plan sponsor is required to calculate the contribution rate and accumulate in advance as he reserve for the future contingent retirement and ancillary obligations for the plan members. High contribution results an accelerating financial burden for the plan sponsor, while low contribution might endanger the financial solvency of the plan. The appropriate and stable contributions become the goal of the plan manager in setting up his funding policy. Hence financial risk management in attaining the goal is especially vital to be examined. The study emphasizes on quantifying the mismanage risks in pension valuation. The stability and solvency issues are included in our financial risk management. Stochastic control is also reviewed and the methodology of the dynamic programming is explored. The performance measure proposed in Haberman and Sung (1994) and Chang (1999a) are employed to scrutinize the contribution rate risk and solvency risk. The risk measurement can provide extra information in disclosing the risk index for the plan sponsor. The results gain operative information besides the traditional accounting reporting. The optimal contribution based on managerial consideration can be implemented through dynamic mechanisms under the given demographic and economic parameters and the plan recursive constraints. Finally, Taiwan public employees retirement system (Tai-PERS) is illustrated to investigate the optimal results and funding levels through the proposed model. The optimal results can response the updated financial information and assist the plan manager in policy making under the multi-frameworks.