The aim of the masters thesis is to analyse the risk of the strategic and financial plan of a microbrewery as well as to decide whether the proposed investment project is feasible due to identified information of risk. The thesis describes and analyzes the environment of the particular enterprise by implementing a PEST Analysis, Porters Five Forces analysis, Financial Analysis, Internal Analysis and a SWOT Analysis. The result of the strategic analyses are implemented to propose an investment project with the appropriate financial plan of the investment and the Net Present Value calculation. The key risk factor is identified by implementing the Monte Carlo simulation followed by a Sensitivity Analysis and the impact of the key risk factor is analysed consecutively. Considering all the previous analyses and also ascertained information the recommendation is made to realize the investment as the result of the thesis.

Diploma thesis is dedicated to the analysis of threats and risks related with document management in a real enterprise -- big telco company. For document management company utilizes a complex solution called application DMS which is implemented on IBM FileNet P8 platform. In my work I will concentrate on risks linked with operation of DMS application. Along with the description of DMS application and document management I will mention problems perceived from the external supplier's point of view. These problems will be the basis for identification of the risks for the company emerging from the operation of DMS application. Subsequently I will evaluate risks and propose solutions to handle or avoid these risks. I will put proposed solutions into the sequence, in which they should be implemented while considering nature of the risk and financial demands of the proposed solution. Contributions of my work are list of identified risks and list of solutions which both can be used for assigning priorities of the change requests carried out in 2013 and possibly during discussions about budget increase for the DMS application operation.

In the bus transit community, driving long hours or spending extra hours at work are very common. This is true in the State of Florida, where bus transit is a very popular mode of public transportation. Although the correlation between a bus driver’s schedule and a crash event appears intuitive, further study regarding the effects of operator driving schedules on accident rates is needed to evaluate safety measures. The focus of this research is on the examination of bus driver schedules, and the effects of scheduling on accident rates in Florida. Data were collected at five bus transit agencies including Jacksonville Transportation Authority (JTA), Central Florida Regional Transportation Authority (LYNX), Hillsborough Area Regional Transit Authority (HART), Miami-Dade Transit (MDT) and StarMetro in Tallahassee. Data collected included bus operator work schedules, accident data, and a voluntary questionnaire survey. The results indicate that the number of working hours significantly affect driving quality and increase the likelihood of driver involvement in a bus crash. Based upon 410 surveys obtained from operators, over 21% of drivers were concerned about the effects of split-time on fatigue. In addition to split-time considerations, the study revealed that nearly 15% of operators who completed the survey had a secondary driving job. The review of operator schedules also indicated that drivers involved in preventable accidents spent longer hours at work than on actual driving duty, primarily due to extended split-time. Consequently, drivers who had more than two hours of break had a higher probability of being involved in a preventable collision compared to drivers with less than two hours of split-time.

Subtitle D of the Resource Conservation and Recovery Act (RCRA) requires a post closure period of 30 years for non hazardous wastes in landfills. Post closure care (PCC) activities under Subtitle D include leachate collection and treatment, groundwater monitoring, inspection and maintenance of the final cover, and monitoring to ensure that landfill gas does not migrate off site or into on site buildings. The decision to reduce PCC duration requires exploration of a performance based methodology to Florida landfills. PCC should be based on whether the landfill is a threat to human health or the environment. Historically no risk based procedure has been available to establish an early end to PCC. Landfill stability depends on a number of factors that include variables that relate to operations both before and after the closure of a landfill cell. Therefore, PCC decisions should be based on location specific factors, operational factors, design factors, post closure performance, end use, and risk analysis. The question of appropriate PCC period for Florida’s landfills requires in depth case studies focusing on the analysis of the performance data from closed landfills in Florida. Based on data availability, Davie Landfill was identified as case study site for a case by case analysis of landfill stability. The performance based PCC decision system developed by Geosyntec Consultants was used for the assessment of site conditions to project PCC needs. The available data for leachate and gas quantity and quality, ground water quality, and cap conditions were evaluated. The quality and quantity data for leachate and gas were analyzed to project the levels of pollutants in leachate and groundwater in reference to maximum contaminant level (MCL). In addition, the projected amount of gas quantity was estimated. A set of contaminants (including metals and organics) were identified as contaminants detected in groundwater for health risk assessment. These contaminants were selected based on their detection frequency and levels in leachate and ground water; and their historical and projected trends. During the evaluations a range of discrepancies and problems that related to the collection and documentation were encountered and possible solutions made. Based on the results of PCC performance integrated with risk assessment, projection of future PCC monitoring needs and sustainable waste management options were identified. According to these results, landfill gas monitoring can be terminated, leachate and groundwater monitoring for parameters above MCL and surveying of the cap integrity should be continued. The parameters which cause longer monitoring periods can be eliminated for the future sustainable landfills. As a conclusion, 30 year PCC period can be reduced for some of the landfill components based on their potential impacts to human health and environment (HH&E).

Major portion of hurricane-induced economic loss originates from damages to building structures. The damages on building structures are typically grouped into three main categories: exterior, interior, and contents damage. Although the latter two types of damages, in most cases, cause more than 50% of the total loss, little has been done to investigate the physical damage process and unveil the interdependence of interior damage parameters. Building interior and contents damages are mainly due to wind-driven rain (WDR) intrusion through building envelope defects, breaches, and other functional openings. The limitation of research works and subsequent knowledge gaps, are in most part due to the complexity of damage phenomena during hurricanes and lack of established measurement methodologies to quantify rainwater intrusion. This dissertation focuses on devising methodologies for large-scale experimental simulation of tropical cyclone WDR and measurements of rainwater intrusion to acquire benchmark test-based data for the development of hurricane-induced building interior and contents damage model. Target WDR parameters derived from tropical cyclone rainfall data were used to simulate the WDR characteristics at the Wall of Wind (WOW) facility. The proposed WDR simulation methodology presents detailed procedures for selection of type and number of nozzles formulated based on tropical cyclone WDR study. The simulated WDR was later used to experimentally investigate the mechanisms of rainwater deposition/intrusion in buildings. Test-based dataset of two rainwater intrusion parameters that quantify the distribution of direct impinging raindrops and surface runoff rainwater over building surface — rain admittance factor (RAF) and surface runoff coefficient (SRC), respectively — were developed using common shapes of low-rise buildings. The dataset was applied to a newly formulated WDR estimation model to predict the volume of rainwater ingress through envelope openings such as wall and roof deck breaches and window sill cracks. The validation of the new model using experimental data indicated reasonable estimation of rainwater ingress through envelope defects and breaches during tropical cyclones. The WDR estimation model and experimental dataset of WDR parameters developed in this dissertation work can be used to enhance the prediction capabilities of existing interior damage models such as the Florida Public Hurricane Loss Model (FPHLM).

O processo de escolha de portfólios é um problema clássico da área financeira. Neste problema, o investidor busca aplicar seu dinheiro em um mercado de ações de forma a obter um bom compromisso entre o retorno esperado e o risco. Em geral, quanto maior o retorno esperado da carteira, maior o risco a ela associado. Neste trabalho foram estudadas modelagens para o problema de escolha de portfólio ótimo e suas aplicações ao mercado brasileiro. Do ponto de vista de modelagem foi proposta a inclusão do risco diversificável e não-diversificável ao modelo linear estudado. O risco diversificável foi incluído através de uma restrição que impõe um número mínimo de ativos na composição do portfólio ótimo, enquanto o risco não-diversificável foi adicionado considerando o beta da carteira. Do ponto de vista de aplicação, foi considerada a atribuição de valores de probabilidade para os retornos históricos dos ativos utilizados na análise do problema, visando incorporar informações do comportamento apresentado pelo mercado nos resultados. Na geração dos resultados, foram desenvolvidos em CPLEX um método ótimo de solução para o problema e um método para geração de uma curva de soluções Pareto ótimas / The process of selecting a portfolio is a classical problem in finance, where the investor intends to invest money in the stock market in such way that a reasonable trade-off between expected return and risk is obtained. In general, the higher the expected return of the portfolio is, the higher his risk will be. In this work the single period portfolio optimization problem is studied in terms of modeling and application for the Brazilian stock market. Referring to the model, changes are proposed to include the diversifiable and nondiversifiable risk. The diversifiable risk is included by imposing a minimum number of assets on the portfolio, while the nondiversifiable risk is controlled by restricting the portfolios beta. On the applications side, a method to estimate the probability of the assets historical returns is proposed, so more information about the market behavior is considered on the problem. The results were obtained by a optimal method to find the best solution and another one to generate the Pareto-optimal solutions, both developed using CPLEX

Submitted by Nadir Basilio (nadirsb@uninove.br) on 2016-06-21T19:03:09Z No. of bitstreams: 1 Henrique Naoki Shimabukuro.pdf: 1369424 bytes, checksum: 0a2567715985b97b39349f93f9f3c4cb (MD5) / Made available in DSpace on 2016-06-21T19:03:09Z (GMT). No. of bitstreams: 1 Henrique Naoki Shimabukuro.pdf: 1369424 bytes, checksum: 0a2567715985b97b39349f93f9f3c4cb (MD5) Previous issue date: 2016-02-15 / The use of chemical products and dangerous chemicals, known as hazardous materials or hazmats, increased with the development around the world. The industrial poles that consume these products have spread through developed and developing countries, including Brazil. This resulted in a growing quantity of chemicals and hazardous products transported on the streets, avenues and highways of the country. An immediate result was an expansion of road transportation of these substances, the increase of accidents with hazmat transportation and consequent rising in the risk to the highway and to the nearby population with these accidents. Considering the above, national and international literature was researched with the objective to find for tools that can make an analysis and evaluation of the risk to the highway and population living near these accidents with hazmat, besides the possibility of choice for other rotes as form of prevention to these accidents and a decrease in risk and cost. It was used four mathematical equations that were able to be analyzed through the data provided by two active highway concessionaires in São Paulo state, the concessionaire Auto Pista Arteris Régis Bittencourt (Régis Bittencourt highway) and the concessionaire Rota das Bandeiras (Corredor Dom Pedro, a set of highways from the city of Campinas, which the main highway is Dom Pedro I). These information, though they were not complete, in the sense that they were not totally provided as requested, were able to be applied in the mathematical equations. Despite some limitations, the resulting evaluation showed that these mathematical sentences can be utilized in highway and nearby population risk analysis and for the possibility of the choice for new routes, but it also requires an improvement of the database, especially the public and highway concessionaire databases. / O uso de produtos químicos e produtos químicos perigosos, chamados hazardous materials, aumentou com o desenvolvimento industrial. Os pólos industriais consumidores desses produtos aumentaram nos países desenvolvidos e em desenvolvimento, incluindo o Brasil. Isto resultou na crescente quantidade de produtos químicos e produtos químicos perigosos transportados nas ruas, avenidas e rodovias do país. Um resultado imediato foi a expansão do transporte rodoviário dessas substâncias, crescimento do número de acidentes no transporte rodoviário de produtos perigosos (PP) e consequente aumento do risco à rodovia e à população lindeira com esses acidentes. Diante disso, pesquisou-se a literatura nacional e internacional com o objetivo de buscar por ferramentas que possam proporcionar a análise, e avaliação dos riscos à rodovia e à população adjacente aos acidentes com PP nas rodovias, além da possibilidade de escolha de outras rotas como forma de prevenção a esses acidentes e diminuição de riscos e custos. Utilizaram-se quatro equações matemáticas que puderam ser analisadas por intermédio de dados fornecidos por duas concessionárias de rodovias atuantes no estado de São Paulo, a Concessionária Auto Pista Arteris Régis Bittencourt (Rodovia Régis Bittencourt) e a Concessionária Rota das Bandeiras (Corredor Dom Pedro, conjunto de rodovias na região da cidade de Campinas, cuja principal rodovia é a Rodovia Dom Pedro I). Essas informações, embora não tenham sido completas, no sentido de não terem sido fornecidos na totalidade do que foi solicitado, puderam ser aplicadas às equações matemáticas. Apesar de algumas limitações, as avaliações resultantes mostram que essas sentenças matemáticas podem ser utilizadas na análise de risco das rodovias, do risco à população lindeira e para a possibilidade de escolha de novas rotas, mas isso também requer melhora do banco de dados, sobretudo públicos e das concessionárias de rodovias.

[pt] Houve um salto de conhecimento na área de derivativos nos anos 70, com destaque para a divulgação das pesquisas de Fisher Black, Myron Scholes e Robert Merton sobre o apreçamento de opções. Desde então, várias pesquisas têm sido realizadas no intuito de encontrar uma métrica de risco adequada às carteiras não lineares, dado que ainda não há um consenso sobre a métrica ideal para estas carteiras, cuja aceitação possa ser comparada à do VaR para carteiras lineares, surgido nos anos 90. Esta pesquisa tem como objetivo comparar a eficiência de algumas métricas de risco na mensuração de risco em carteiras de opções de WTI (West Texas Intermediate). Para tal, calcula-se o valor em risco utilizando diversas metolodogias apresentadas no meio acadêmico e compara-se sua eficácia em relação à à avaliação plena, realizada através do método full Monte Carlo. / [en] In the 70’s, the market saw a big change in the knowledge about derivatives. From this period the researches of Fisher Black, Myron Scholes and Robert Merton on the pricing of options are noteworthy. Since then, many researches have been done aiming to find the ideal metrics for risk assessment of non-linear portfolios, as there is no consensus of an ideal metrics for these portfolios which could be compared to the worldwide acceptance of the 90’s VAR for linear portfolios. This work aims to compare the efficiency of some methodologies for risk assessment in portfolios containing WTI (West Texas Intermediate) options. The risk is calculated using different methodologies presented at academic studies and the result of each of them is compared to the assessment using the Full Monte Carlo method in order to define their efficiency.

The diploma thesis is dealing with analysis and evaluation of risks of the co-operative society related to introduction of the new product concerning the field of negotiations with supplier, logistics and warehouse management. The first part describes the theoretical basis of project management, risk analysis and management, negotiation with supplier, logistics and warehouse management. The second part is dedicated to the analysis of the current situation of the selected company and the last part deals with risks in the area of supply-customer relationship using the RIPRAN method. The main goal of the diploma thesis is to propose recommendations for reduction of individual risks connected to the introduction of the new product in the field of negotiation with supplier, logistics and warehouse management.

Master's thesis focuses on proposal for the implementation of security measures in the software development company. Theoretical section defines chosen information security terms. Analytical section deals with analysis and assessment of current security situation in the company. Solution proposal contains risk analysis, proposal of security measures for risk treatment and economic evaluation.