Análisis De Riesgo E Incertidumbre

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Uncertainty & Risk Analysis
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...
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