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所在平台: Udemy |
课程主页: https://www.udemy.com/course/risk-management-with-monte-carlo-analysis/
课程评论：没有评论
课程名称：蒙特卡洛分析风险管理 课程概述：2020年，COVID-19疫情席卷全球，英国温布尔登网球俱乐部因考虑到疫情风险，决定取消2020年的比赛，而选择这一做法的原因在于可以获得高达2.5亿英镑的疫情保险。这与法国公开赛的处理方式形成鲜明对比，后者可能面临高达2.6亿欧元的损失。是否法国公开赛的管理层将疫情视为业务风险并做出相应应对尚不清楚。而温布尔登俱乐部则明确识别该风险，评估其对业务的影响，并选择通过购买保险来应对风险。 本课程将教您如何进行类似的风险管理工作，并提供一个包含蒙特卡洛模拟的完整风险登记册Excel电子表格。课程内容包括： 1. 确定您业务、企业或组织中的风险所在。 2. 识别每一风险，详细说明风险事件及其可能对风险对象造成的影响。 3. 分析每一风险，用三点估计法表达其发生概率和影响。 4. 评估总风险暴露，即您识别和分析的所有风险的综合影响。 5. 为每个风险制定缓解措施，量化成本和缓解的风险比例。 6. 评估考虑任何组合的缓解措施后的残余风险。 最后一步至关重要，因为它使首席执行官能够提出“如果……怎么样”的问题，风险管理者则能立即给出答案。此外，该方法还允许风险管理者利用对业务了解深刻的专家的专长和见解，并在风险登记册中捕捉他们的“集体智慧”。 本课程符合ISO 31000国际风险管理实施标准。提供的风险登记册利用标准Excel算术计算了一千个风险情景，基于风险影响和发生概率的三点估计，构建了两个直方图，展示： - 综合风险的程度及其概率分布； - 经过缓解后的残余风险程度及其概率分布。 您不需要专业知识来使用此电子表格，只需能够打开和导航电子表格，并输入数字和文本，其余的功能已为您完成。
Faced by the COVID-19 pandemic that struck much of the world in 2020, the All-England Lawn Tennis Club, which governs the Wimbledon Tennis Championship, cancelled its 2020 event, as opposed to postponing it, because doing so allowed it to collect on pandemic insurance, reportedly worth £250 million.This contrasts with the French Open which, it is reported, could face losses of €260 million.We cannot say whether the managers of the French Open had considered a pandemic as a risk to their business. If they had, then they chose to tolerate it.In contrast, the All-England Tennis Club identified the risk, assessed the impact on its business, evaluated the cost of insurance, and chose to treat the risk by buying that insurance.This course shows you how to do the same, and gives you a fully functioning Risk Register in an Excel spreadsheet that includes Monte Carlo simulation. The course shows you how to:Locate what is at risk in your business, enterprise, or organisation.Identify each risk and explain in words what the risk event is and the impact you anticipate it having on what is at risk.Analyse each risk, expressing its probability of occurrence and impact in three-point estimates.Evaluate the aggregate risk exposure, which is the combined effect of all the risks you have identified and analysed.Develop mitigations for each risk, quantifying the cost and the proportion of risk mitigated.Evaluate the residual risk for whatever combination of mitigations you want to consider.The last step is vital, because it allows the Chief Executive to ask "what if" questions and the risk manager to give immediate answers.Furthermore, the method allows the risk manager to elicit the expertise and insights of those who know the business well and capture their "collective wisdom" in the numbers in the risk register.The course is consistent with ISO 31000, the international standard on the implementation of risk management.The risk register provided uses standard Excel arithmetic to calculate one thousand risk scenarios, drawing on the three-point estimates of risk impact and probability of occurrence. The risk register constructs two histograms that show:The extent of the aggregate risk and its probability profile; andThe extent of the residual risk after mitigations and its probability profile.You need no specialist knowledge to use the spreadsheet. All you need to be able to do is open and navigate a spreadsheet and enter numbers and text. The rest is done for you.
