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企业整体化风险管理是20世纪90年代出现的新概念,是风险管理理念的一次革命。但整体化风险管理在实际中的应用却发展缓慢,缺乏风险整合技术是一大障碍。运用Monte-Carlo模拟和情景分析方法,以多风险因素保险计划为例,建立的整体风险的定量化评估模型,可以为整体风险管理中的关键步骤——风险损失的整体评估,提供一种可操作的方法。该模型有一定的扩展性,可用于解决具有不同类型、相关关系复杂的各种风险因素的整合问题。
The overall risk management of an enterprise is a new concept that emerged in the 1990s and is a revolution in the concept of risk management. However, the application of integrated risk management has been slow in practice. The lack of risk integration technology is a major obstacle. Using Monte-Carlo simulation and scenario analysis, taking the multi-risk factor insurance plan as an example, the quantitative assessment model of overall risk can provide an overall assessment of the risk loss, which is the key step in overall risk management Method of operation. The model has some expansibility and can be used to solve the integration problems of various risk factors with different types and complex correlations.