TAUČAS, Valmantas. (2007) Kredito rizikos valdymas Lietuvos komercinuose bankuose. Magistro baigiamasis darbas. Kaunas: Vilniaus universiteto Kauno humanitarinis fakultetas. 124 p. SANTRAUKA RAKTINIAI ŽODŽIAI: ,rizika, rizikos įvertinimas, rizikos valdymas,. Skolinimas yra viena iš pagrindinių tradicinio banko operacijų. Natūralu, kad su šia veikla yra susijusi didžiausia banko rizikos dalis. Kiekvienas bankas prisiima tam tikrą riziką skolindamas verslo organizacijoms ir vartotojams, ir kiekvienas bankas patiria nuostolių dėl blogų paskolų. Tačiau šie nuostoliai gali būti sumažinami iki minimumo, jei sugebama tinkamai įvertinti kredito riziką ir profesionaliai organizuoti bei vykdyti banko kreditavimo funkciją. Kredito rizika yra visiems gerai žinoma ir plačiai nagrinėjama tema finansų ir ypatingai bankininkystės srityje. Šiame darbe jos aktualumas yra grindžiamas tuo, jog tai yra rizika su kuria finansinės institucijos Lietuvoje susiduria savo kasdieniniame darbe nuolatos. Finansinės ir nefinansinės institucijos naudoja daugelį kredito rizikos minimizavimų būdų, tačiau ne visi jie vienodai yra naudingi ir optimalūs kiekvienai finansinei institucijai atskirai. Be to, kredito rizika įgauna vis naujas formas ir veikia vis didesnes banko aktyvų ir užbalansinių įsipareigojimų grupes. Vienu iš kredito rizikos valdymo būdų, yra derama skolininkų mokumo analizė. Tebeaugantis paskolų poreikis taip pat lemia būtinybę bankams tinkamai valdyti kredito riziką ir įvertinti įvairių... [toliau žr. visą tekstą] / TAUCAS, Valmantas (2007) Credit Risk management in Lithuanian comercial Banks. MBA Graduation Paper. Kaunas: Kaunas Faculty of Humanities, Vilnius University. 124 p. SUMMARY KEYWORDS: Risk, Risk assessment, risk management , Credit risk and loan portfolio management have to be adequately addressed in the whole bank management system. Initially from analyzing credit default and creditworthiness of all the potential clients banks have to apply preventive risk management approach. Finally, bad loans are subject to problems loans management and certain measures have to be applied in order to reduce losses or to retain the loans. Based on the analysis of credit risk management procedures in a certain bank and the whole banking system in Lithuania, banks to enhance their credit risk management process and to apply more modern credit risk management measures. Bankruptcy forecasting and loan losses forecasting models could enhance bank performance in certain cases. Bank loan provisioning techniques have to be designed in a way to show fair value of bank loan portfolio. Effective credit risk management can also be obtained such measures and processes as credit derivatives usage and application of securitization process. However, these are measures that require some changes in regulatory system and law base. The object of this diploma paper is the credit risk and forecasting models in the financial institution. The purpose of this task is the analysis of practicing of forecasting... [to full text]

To protect the environment from contaminants, environmental risk assessment (ERA) evaluates the risk of adverse effects to populations, communities and ecosystems. Environmental management decisions rely on ERAs, which commonly are based on a few endpoints at the individual organism level. To bridge the gap between what is measured and what is intended for protection, individual-level effects can be integrated in population models, and translated to the population level. The general aim of this doctoral thesis was to extrapolate individual-level effects of harpacticoid copepods to the population level by developing and using population models. Matrix models and individual based models were developed and applied to life-history data of Nitocra spinipes and Amphiascus tenuiremis, and demographic equations were used to calculate population-level effects in low- and high-density populations. As a basis for the population models, individual-level processes were studied. Development was found to be more sensitive compared to reproduction in standard ecotoxicity tests measuring life-history data. Additional experimental animals would improve statistical power for reproductive endpoints, but at high labor and cost. Therefore, a new test-design was developed in this thesis. Exposing animals in groups included a higher number of animals without increased workload. The number of reproducing females was increased, and the statistical power of reproduction was improved. Individual-level effects were more or equally sensitive compared to population-level effects, and individual-level effects were translated to the population level to various degrees by population models of different complexities. More complex models showed stronger effects at the population level compared to the simpler models. Density dependence affected N. spinipes populations negatively so that toxicant effects were stronger at higher population densities. The tools presented here can be used to assess the toxicity of environmental contaminants at the individual and population level, improve ERA, and thereby the basis for environmental management. / <p>At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 3: Submitted. Paper 4: Manuscript.</p>

Technical Due Diligence (TDD) is an extensive document review process in which a complete assessment is made of all potential risks to the realisation or successful operation of a wind farm project. The goal of this assessment is to determine thecommercial feasibility of the proposed project. TDD assessments are extensive undertakings, and potentially subject to the bias of the individual reviewer. This aim of this research project is to develop a methodology to assist in the completion of TDD reviews at the host company for this research project, Mecal Wind Farm Services B.V., which will reduce the subjectivity of the TDD analysis and allow for objective comparison between different projects. A methodology was developed which assists the TDD assessment process. This methodology uses the combined judgements of individual reviewer and project managerto apply a weighting to the risk assessments carried out as part of the review. Aspreadsheet tool was created, based on this methodology, to assist the completion ofTDD assessments at Mecal.The spread sheet tool was validated by reference to historic project data at Mecal. The output of the tool compared well with the outcome of the project, proving that theconcept and methodology of the tool is sound.

The aim of this study was to compare online child pornography offenders and contact offenders along the predictive items of the Static-2002 actuarial risk assessment tool, as well as, several other items and scales predictive of recidivism. In addition, the study wished to determine if the Static-2002 was a well-equipped to assess online offenders. 120 subjects were assessed in this study, 53 online child pornography offenders, 53 child molesters, and 7 offenders who committed both a contact and online offense. The research identified a number of similarities between the two groups of offenders, including a finding that the two groups did not significantly differ in age. The most pronounced differences were found on the several measures of criminality used in the study where contact offenders scored significantly higher. The Static-2002 was found to not be well suited for use with online offenders as the tool had difficulty assessing their sexual deviancy.

The main goal of this thesis was to develop new methods and knowledge that will explain and predict species differences in sensitivity to dioxin-like compounds (DLCs) in birds. The important achievements and results obtained from the four experimental chapters of this thesis are summarized as follow: (1) an efficient luciferase reporter gene (LRG) assay was developed for use with 96-well cell culture plates; (2) the results obtained from LRG assay were shown to be highly correlated to available in ovo toxicity data; (3) amino acids at positions 324 and 380 within the aryl hydrocarbon receptor 1 ligand binding domain (AHR1 LBD) were shown to be responsible for reduced Japanese quail (Coturnix japonica) AHR1 activity to induce a dioxin-responsive reporter gene in comparison to chicken (Gallus gallus domesticus), and ring-necked pheasant (Phasianus colchicus) AHR1 in response to different DLCs; (4) AHR1 LBD sequences of 86 avian species were studied and differences at amino acid sites 256, 257, 297, 324, 337 and 380 were identified. It was discovered that only positions 324 and 380 play a role in AHR1 activity to induce a dioxin-responsive gene; (5) in COS-7 cells expressing chicken AHR1, 2,3,7,8-tetrachlorodibenzo-p-dioxin (TCDD) and 2,3,4,7,8-pentachlorodibenzofuran (PeCDF) are equipotent inducers of the reporter gene and bind with similar affinity to chicken AHR1, however, in the cells expressing pheasant, Japanese quail and common tern (Sterna hirundo) AHR1, PeCDF is a stronger inducer than TCDD. PeCDF also binds with higher affinity to pheasant and quail AHR1 than TCDD. The results of this thesis show that embryo lethal effect of DLCs in avian species can be predicted by use of two new non-lethal methods: (1) the LRG assay and (2) determination of the identity of the amino acids at positions 324 and 380. The findings and methods described in this thesis will be of use for environmental risk assessments of DLCs.

Unreinforced masonry construction is considered to be the most vulnerable forms of construction as demonstrated through recent earthquakes. In Canada, many densely populated cities such as (Vancouver, Montreal and Ottawa) have large inventories of seismically vulnerable masonry structures. Although measures have been taken to rehabilitate and increase the seismic resistance of important and historic structures, many existing unreinforced masonry structures have not been retrofitted and remain at risk in the event of a large magnitude earthquake. There is therefore a need to identify buildings at risk and develop tools for assessing the seismic vulnerability of existing unreinforced masonry structures in Canada. This thesis presents results from an ongoing research program which forms part of a multi-disciplinary effort between the University of Ottawa’s Hazard Mitigation and Disaster Management Research Centre and the Geological Survey of Canada (NRCAN) to assess the seismic vulnerability of buildings in dense urban areas such as Ottawa, Ontario. A risk-based seismic assessment tool (CanRisk) has been developed to assess the seismic vulnerability of existing unreinforced masonry and reinforced concrete structures. The seismic risk assessment tool exploits the use of fuzzy logic, a soft computing technique, to capture the vagueness and uncertainty within the evaluation of the performance of a given building. In order to conduct seismic risk assessments, a general building inventory and its spatial distribution and variability is required for earthquake loss estimations. The Urban Rapid Assessment Tool (Urban RAT) is designed for the rapid collection of building data in urban centres. This Geographic Information System (GIS) based assessment tool allows for intense data collection and revolutionizes the traditional sidewalk survey approach for collecting building data. The application of CanRisk and the Urban RAT tool to the City of Ottawa is discussed in the following thesis. Data collection of over 13,000 buildings has been obtained including the seismic risk assessment of 1,465 unreinforced masonry buildings. A case study of selected URM buildings located in the City of Ottawa was conducted using CanRisk. Data obtained from the 2011 Christchurch Earthquake in New Zealand was utilized for verification of the tool.

Im Rahmen der Begehung der Betriebsstätte am Standort B an der der Werkstattleiter teilgenommen hat, wurden verschiedene Gefahrenbereiche identifiziert. Für den Batterieladeplatz, bei dem es verfahrenstechnisch bedingt zur Bildung einer explosiven Atmosphäre kommen kann und Gefahren durch die Elektrolytflüssigkeit bestehen, soll die Gefährdungssituation beurteilt werden. In einem ersten Schritt wurde das zu untersuchende Arbeitssystem Batterieladeplatz abgegrenzt und die relevante Arbeitsumgebung hinsichtlich deren Wechselwirkung mit dem Batterieladeplatz analysiert. Unter Anwendung des Erklärungsmodells der Gefährdungsermittlung wurden für das Arbeitssystem die relevanten Gefährdungsfaktoren, Gefahrenquellen, gefahrbringende und begünstigende Bedingungen, Gefährdungen und mögliche Belastungen hinsichtlich der Gesundheit der Mitarbeiter evaluiert. Die Beurteilung erfolgte nach dem Standardverfahren für die Risikobeurteilung für Fachkräfte für Arbeitssicherheit. Die Eintrittswahrscheinlichkeit und das Schadensausmaß wurden auf Grund von Erfahrungen eingeschätzt. Um die verantwortlichen Führungskräfte zu unterstützen und der Beratungsaufgabe einer Sifa gerecht zu werden, wurden Ziele formuliert und ein Maßnahmenkatalog erarbeitet.

The thesis describes a stochastic procedure developed for assessing risk and reducing uncertainty inherent in the investment decision making process. It is proposed that the two most important profitability financial ratios in relation to investment decisions are the return on equity and the return on assets respectively. In order to exploit their use as criteria for risk measurement and uncertainty reduction, a stochastic formulation is adopted in which these ratios are expressed in probabilistic terms. A density function to describe their behaviour is derived; it is found that density distribution analysis for both ratios indicate that the Weibull distribution apart from being the most flexible and adaptable model of all those considered, provides the best overall fit to the data. It is accordingly used in the latter part of the research for evaluating industrial sector and company investment risk.

Oil/gas and petrochemical plants are complicated and dynamic in nature. Dynamic characteristics include ageing of equipment/components, season changes, stochastic processes, operator response times, inspection and testing time intervals, sequential dependencies of equipment/components and timing of safety system operations, all of which are time dependent criteria that can influence dynamic processes. The conventional risk assessment methodologies can quantify dynamic changes in processes with limited capacity. Therefore, it is important to develop method that can address time-dependent effects. The primary objective of this study is to propose a risk assessment methodology for dynamic systems. In this study, a new technique for dynamic operational risk assessment is developed based on the Bayesian networks, a structure optimal suitable to organize cause-effect relations. The Bayesian network graphically describes the dependencies of variables and the dynamic Bayesian network capture change of variables over time. This study proposes to develop dynamic fault tree for a chemical process system/sub-system and then to map it in Bayesian network so that the developed method can capture dynamic operational changes in process due to sequential dependency of one equipment/component on others. The developed Bayesian network is then extended to the dynamic Bayesian network to demonstrate dynamic operational risk assessment. A case study on a holdup tank problem is provided to illustrate the application of the method. A dryout scenario in the tank is quantified. It has been observed that the developed method is able to provide updated probability different equipment/component failure with time incorporating the sequential dependencies of event occurrence. Another objective of this study is to show parallelism of Bayesian network with other available risk assessment methods such as event tree, HAZOP, FMEA. In this research, an event tree mapping procedure in Bayesian network is described. A case study on a chemical reactor system is provided to illustrate the mapping procedure and to identify factors that have significant influence on an event occurrence. Therefore, this study provides a method for dynamic operational risk assessment capable of providing updated probability of event occurrences considering sequential dependencies with time and a model for mapping event tree in Bayesian network.

Typescript. / Thesis (D. P. H.)--University of Hawaii at Manoa, 1988. / Bibliography: leaves 320-338. / Photocopy. / Microfilm. / xxvii, 338 leaves, bound 29 cm