A RESEARCH REPORT SUBMITTED TO THE FACULTY OF HEALTH SCIENCES, UNIVERSITY OF THE WITWATERSRAND, IN PARTIAL FULFILMENT OF THE REQUIREMENTS FOR THE DEGREE OF MASTER OF PUBLIC HEALTH IN THE FIELD OF HOSPITAL MANAGEMENT Johannesburg, September 2014 / Background: Although the Free State Psychiatry Complex has collected information on adverse events, the reporting processes have not been consistent, systematic or transparent and this information was not used in the planning process. In addition, there is also a perception that the rate of adverse events is increasing, that these adverse events are not managed adequately and the extent of the problem could not be determined. It was for this reason that this study was found to be necessary to investigate further on patterns of serious adverse event occurrence, to put the argu-ments to a scientific test and be certain about the extent to which contributory factors were associated with the occurrence of these events in the Free State Psychiatry Complex. Aim: The aim of the study was to describe the inpatient-related adverse events and factors contributing to these adverse events reported at the Free State Psychiatry Complex in order to develop effective strategies to prevent and reduce these ad-verse events. Methodology: This was a cross sectional study design based on a retrospective re-view of records of patients who were involved in these adverse events. The study was undertaken at Free State Psychiatric Complex which is a specialized Mental Health Care Establishment from 1 April 2008 to 31 March 2010. All records of re-ported adverse events of all inpatients at Free State Psychiatry Complex were re-viewed and no sampling was done. The study included review of routinely collected hospital information on patients’ records and registers and from the Advance Incident Management System (AIMS). Results: There were 419 Serious Adverse Events reported during 1 April 2008 to 31 March 2010. The most commonly reported SAE’s included Aggressor-Aggressor, Aggression-victim, Behaviour/Human Performance, Accident/occupational health and safety and falls. The Aggression related adverse event type was one of the most common types of SAE’s, constituting 40% of the Serious Adverse Events reported. The Behaviour /Human Performance adverse event type was second in frequency. Other common SAE’s reported during the study period included Medication, Pres-sure ulcer, Clinical Management and Organisation Management. These Serious Ad-verse Events occurred in 5% of the inpatients at Free State Psychiatry Complex and the findings showed an increase rate of 3.3%. Although more than 80% of the ad-verse events gave rise to moderate disability, 2% caused permanent disabling inju-ries and 2% led to death. However, only 15% of the SAE’s caused minor harm to pa-tients. The most Serious Adverse Events occurred in the months of March, Decem-ber and November which indicate that seasonal changes are associated with in-creased risk for Serious Adverse Events. Most SAE’s happened during the day-shift which might be ascribed to the organisational routines such as medication rounds, handover periods and mealtimes. Human and System Adverse Event Error Types accounted for more than 70% of these SAE’s. The study revealed a positive relationship between the patients in the Intellectual disability and Psycho-geriatric specialities and Accident/occupational health and safety as well as falls related adverse event types. There was also a posi-tive correlation between male patients in the age group of 9-38 in the Acute and Fo-rensic Specialities and Aggression- as well Behaviour Performance related Adverse Event Types. The patients diagnosed with Schizophrenia, Substance Induced Psy-chosis and Intellectual Disability was mostly associated with an increased risk for Se-rious Adverse Events. The results showed that co-morbidity, the patient’s disease profile, age, admission classification, organisational routines and seasonal changes are associated are contributory factors too Serious Adverse Events. It supports the premise that human and system errors as well as the profile of the patient are con-tributing to SAE’s. Conclusion: Safety issues in mental health are unique and are in that way different to the safety issues in medical care. Both the patient population and the environment make patient safety in mental health unique. The uniqueness is associated more with the diagnosis, the patient population and with the mental health setting. SAE’s included Aggressor-aggression, Aggressor-victim, Behavior Performance (abscond-ing, self-harm, suicide); Occupational health and safety, falls and other injuries are particularly prominent to mental health patients. Although patient safety in mental health was considered a field of importance, there is still a lack of awareness of the issues as well as a shortage of research and readily available information to guide patient safety systems, practices, policies, and care delivery in mental health. Work is required to establish a clear definition, set priorities, and develop strategies for re-sponding to patient safety concerns. Models of quality improvement are being uti-lized in psychiatry hospitals but the need for evidenced-based quality improvement models for inpatient psychiatric care still exist. Findings from my study showed that Serious Adverse Events are prevalent in Free State Psychiatry Complex and factors significantly associates with the frequency of aggression-, behavior/occupational health and safety and falls related adverse event types. Advancing a quality and safety research agenda for inpatient psychiatric care will guide practice, improve care, and help ensure efficient and effective care. Complicated problems such as the provision of acute psychiatric hospital services require solutions that incorporate depth of understanding the complexities of acute mental illness as well as changes in prevailing attitudes and systems. This study has also highlighted that Serious Adverse Events are contributed by a varied set of contributing and interacting elements, including patient factors, human factors, system factors, and environmental factors. A complex interaction between the mental health environment and the diagnosis/patient population was found which differentiates patient safety from other health sectors is. Understanding this interac-tion and its relationship to patient safety is very important. It is believed that research in scientific advances, systems analysis, education and development, dissemination of guidelines and improved standard of practice is required for reduction of SAE’s (Leappe et al. 1991) This was the first study to systematically evaluate adverse events in a mental health establishment in the Free State province. The researcher hopes that the Department of Health in the Free State Province would utilise the findings of this study to review and to improve the safety programmes on the care, treatment and rehabilitation of the mental health care services.

A identificação das incertezas envolvidas no processo de estudo, possibilita que a tomada de decisão seja realizada de forma clara e científica Abrahamsson (2001). Será feito um estudo crítico das diversas etapas envolvidas nos estudos de risco e confiabilidade, buscando identificar as incertezas envolvidas, descobrir a sua natureza e estabelecer formas adequadas de trata-las. Vários aspectos de incertezas serão discutidos. Qual o papel das incertezas no processo de tomada de decisão? Que etapas do processo de análise de risco produzirão incertezas? Quais os tipos de incertezas existentes? Como os órgãos de normalização estão tratando o problema de incerteza? Por final será apresentada uma proposta metodológica que auxilie na minimização das incertezas e que facilite, no futuro próximo possível a criação de normas que melhorem o grau de exatidão nos estudos de riscos e de alguma forma os Estudos relacionados com Análise de Risco possam melhorar em qualidade. / The identification of the uncertainties involved in the study, enables the decisionmaking is carried out in a clear and scientific Abrahamsson (2001). There will be a critical study of the various steps involved in studies of risk and reliability, identifying the uncertainties involved, discover the nature and stablish appropriate ways to treat them. Several aspects of uncertainties will be discussed. What is the role of uncertainties in the process of decision making? What stages of risk analysis will produce uncertainties? What types of uncertainty? As the standardization bodies are addressing the problem of uncertainty? By the end will be presented a methodology to assist in reducing the uncertainties and to facilitate in the near future it possible to create standards to improve the degree of accuracy in studies of risks and somehow the studies related to Risk Analysis to improve quality.

Um dos objetivos deste estudo é testar modelos de precificação de ativos financeiros, especialmente o de risco downside de Ang et al. (2006), em todas as ações da Bovespa, para o período que se estende de janeiro de 1999 a julho de 2012. Para atingi-lo, aplica-se o método de regressões Fama e MacBeth (1973) com retornos um período à frente. A quase totalidade dos modelos testados é rejeitada, inclusive a existência de um eventual prêmio para o risco downside. A exceção é o modelo que inclui com o beta tradicional e o seu quadrado, o que permite rejeitar o CAPM devido a não linearidade no risco de mercado. A relação existente entre o beta e o retorno das ações seria positiva até beta igual a 0,642 e depois negativa. Outra meta desta dissertação é comparar as estimações condicionais às não condicionais do modelo CoVaR de Adrian e Brunnermeier (2011) para as 16 ações da Bovespa utilizadas por Almeida et al. (2012), que obtiveram apenas estimações não condicionais para o Brasil em um período semelhante. Os resultados daqui mostram uma baixa e não estatisticamente significante correlação com os de Almeida et al. (2012). Para este estudo, tem-se que as duas formas de calcular o CoVaR são similares para o teste de estresse, mas não para o risco sistêmico. / This research pursues as an objective to test cross-sectional returns of some asset pricing models, specially the downside risk suggested by Ang et al. (2006). To accomplish this goal, all the Brazilian Bovespa\'s stocks are used, from January 1999 to July 2012, in one month forward returns Fama-MacBeth regressions. Not only the downside risk model is rejected: almost all models, including the traditional CAPM and versions of the 3 factors Fama-French. A nonlinear CAPM (beta and beta squared) is the exception in the universe of tested models, which produces the best predictions and a positive relationship between betas and forward returns until beta equals 0,642, after this value, the relationship becomes negative. Another issue followed by this study is to compare conditional estimates of the CoVaR model of Adrian and Brunnermeier (2011) with the unconditional ones for the sixteen stock used by Almeida et al. (2012) unconditionally estimates. The results show low and not statistically significant correlation with Almeida\'s estimates. For the sample used here, comparing the conditional and the unconditional methodologies suggests a great similarity for the stress test, but not so close results for the systemic risk.

Microfinance can play an important role in the growth of an economy. Thus, we are interested in developing models that could simply estimate the probability of default of a customer and the probability of the microfinance being at risk based on probability of default of customers.

by Chan Kwai-Ming, Evan. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves 45-47.

by Ho Kwok Tao. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1987. / Bibliography: leaf 48.

by Yau Tak-Kin, Thomas. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves [52]). / ABSTRACT / TABLE OF CONTENT / Chapter I --- INTRODUCTION --- p.1 / Development of financial derivatives --- p.1 / Chracteristics of financial derivatives --- p.2 / Chapter II --- RISK ENCOUNTERED BY BUSINESS AND ITS MANAGEMENT --- p.3 / Chapter III --- SELECTED DERIVATIVE CASES --- p.7 / Proctor & Gamble --- p.7 / Orange County --- p.10 / Barings Bank plc --- p.12 / Chapter IV --- CLASSIFICATION OF RISK --- p.18 / Credit risk --- p.18 / Market risk --- p.19 / Liquidity risk --- p.19 / Operations risk --- p.20 / Legal risk --- p.20 / Chapter V --- THE RISK MANAGEMENT PROCESS --- p.21 / Risk measurement --- p.22 / Limiting risks --- p.24 / Reporting --- p.25 / Management evaluation and review --- p.26 / Chapter VI --- MANAGEMENT OF PARTICULAR RISK EXPOSURE --- p.28 / Credit risk --- p.28 / Market risk --- p.30 / Liquidity risk --- p.32 / Operations risk --- p.33 / Legal risk --- p.36 / Chapter VII --- MANAGEMENT'S ROLE IN RISK CONTROL --- p.38 / Role of the governing body or other authorizing body --- p.38 / Authorizing body --- p.38 / Written guidelines --- p.39 / Relevant considerations --- p.39 / Authorizing Guidelines --- p.39 / Scope of authorized activity --- p.40 / Guidelines on risk exposure --- p.40 / Role of management --- p.43 / Measurement of risk consistent with prescribed guidelines --- p.43 / Establishment of risk guideline for business units --- p.44 / Data collection and synthesis --- p.44 / Policies for valuation methodology --- p.44 / Frequency of mark to market --- p.45 / Valuation policy --- p.45 / Pricing verification procedures --- p.46 / Model verification procedures --- p.46 / Establish a process for identifying and managing deviations from risk guidelines --- p.46 / Other controls --- p.46 / Legal risk --- p.47 / Operational risk --- p.47 / Designate authority to commit on trades --- p.47 / Role of external audit functions --- p.48 / "Approve internal controls for documentation, adequacy of operational procedures and risk- reduction procedures" --- p.48 / Provide for an adequate level of professional expertise for risk monitoring and risk management --- p.48 / Chapter VIII --- CONCLUSION --- p.49 / REFERENCES

It was hypothesised that previous experience of working with issues concerning sexuality and clients with learning disabilities, knowledge, and overall experience of working with the client group would influence decisions professional staff made concerning sexuality and risk. A questionnaire was devised comprising the following four sections: 1. Demographic details. 2. Changes in levels of promotion / protection of clients since qualifying in a profession. 3. Knowledge questions concerning issues of sexuality. 4. Scenario based questions relating to sexuality and relationship issues- The questionnaires were completed by 78 professional members of community learning disability teams. A significant positive correlation was found between knowledge scores and scenarios cores, indicating that the more knowledgeable the individual is the more protective they are of clients. Additionally, a significant positive correlation was found between the amount of experience dealing specifically with sexual relationships and knowledge scores. A significant negative correlation was found between the amount of experience gained in dealing with clients experiencing heterosexual relationships and the score gained in the scenario concerning that issue. A significant negative correlation was also found between the amount of experience gained in dealing with sexual health issues and the score in the relevant scenario. This indicates that the more experience the participant has in dealing with heterosexual relationships and issues around sexually transmitted diseases, the more promoting they are when assessing the risks in a related scenario. A polarisation of views was noted in the scoring of some of the scenarios. The clinical implications are discussed as well as possible improvements in questionnaire design. Suggestions are made concerning directions for future research.

The integration of risk management in major projects within the construction and oil and gas industries has never been more significant especially as these projects are becoming larger and more complex. The increased requirement for risk to be efficiently managed is also supported by the inflated amount of legislation in this area, mainly due to incidents like the Piper Alpha installation in 1988. Hence risk management is developing into a multifarious process which needs continual update throughout the project’s life. Even though the legislation has expanded, there is still no standardisation to which the firms are to perform risk management. Therefore, improvements to the techniques that are used are possible and necessary. Current methods are too conservative resulting in substantial costs and less understanding about the risks themselves. Therefore, more detailed risk management techniques are imperative. This thesis determines the five steps of risk management which are essential to achieve a controlled risk environment. The research involves an in-depth questionnaire canvassing the largest companies within the construction and the oil and gas industries in the UK, who are constantly involved with major projects. The questionnaire ascertains important information which will assist companies in selecting the most pertinent and successful techniques for each of the five steps. A case study from the oil industry is introduced and proposals are made to improve the quantitative risk analysis methodology. This, in turn, will aid the decision making process when confronted with technical risks and will ultimately produce a more controlled risk environment. In addition, valuable information will be gained due to a better understanding of the risks as well as maximising profits. A new risk analysis method is subsequently derived which is based on the use of the @RISK package. It is intended that the results of this thesis will be incorporated in future risk analyses.

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