Análisis De Riesgo E Incertidumbre
A practical guide from Business Dynamics
PricewaterhouseCoopers, MCS
Business Dynamics
Uncertainty & Risk Analysis
by
Chris Rodger and Jason Petch
BUSINESS DYNAMICS
April 1999
Copyright ©Business Dynamics, PricewaterhouseCoopers United Kingdom firm. All rights reserved.
For more information contact Chris Rodger via e-mail or Tel. + 44 (0) 171 2133519
Uncertainty and Risk Analysis
Table of Contents
1
Introduction .................................................................................................................. 1
2
Phases of risk analysis .................................................................................................. 2
3
Identifying the risks....................................................................................................... 4
Introduction.............................................................................................................................4
Initial risk identification workshops .......................................................................................4
The risk register......................................................................................................................8
Using a model to identify risks ................................................................................................9
4
Quantifying risks ......................................................................................................... 10
Which risks should bequantified?........................................................................................ 10
Theoretical background to quantifying risks ....................................................................... 11
Separating risks out............................................................................................................... 20
A review of the issues that arise when quantifying risks withexperts................................. 21
5
Risk analysis ............................................................................................................... 24
Introduction to Monte Carlo analysis................................................................................... 24
Identifying the significantrisks............................................................................................. 28
A practical example of the identification of key risks .......................................................... 31
6
Presenting the results ................................................................................................. 32
Graphical presentation.......................................................................................................... 32Statistical measures ............................................................................................................... 35
Presenting it in English ......................................................................................................... 37
7
Beyond presentation ....................................................................................................38
Introduction........................................................................................................................... 38
Valuing risk ........................................................................................................................... 38
What does a distribution of NPVs mean?............................................................................. 40
Copyright 1999 Business Dynamics PricewaterhouseCoopers United Kingdom firm. All rights reserved.
Uncertainty and Risk Analysis
Risk analysis in PFI transactions .......................................................................................... 41
Appendix A
Categories of generic risks ........................................................................... 43...
Regístrate para leer el documento completo.