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    Title: 企業風險管理之研究 : 風險評估之探討
    Other Titles: A study of enterprise risk management : risk evaluation of the risk management process
    Authors: 吳佳奉;Wu, Chia-feng
    Contributors: 淡江大學保險學系保險經營碩士班
    廖述源;Liao, Shuh-yuan
    Keywords: 企業風險管理;整合性風險管理;風險管理流程;風險評估;Enterprise Risk Management;ERM;Risk Management Process;Risk Evaluation
    Date: 2009
    Issue Date: 2010-01-11 02:00:29 (UTC+8)
    Abstract: 企業風險管理為整合性之風險管理過程與模式,有別於傳統之風險管理,其之所以蔚為流行,主要是起源於許多知名企業之無預警倒閉,及財務弊案之爆發,再加上震驚全球之巨災事件頻傳,再再危及了企業之生死存亡,更擾亂了經濟之常序而接連引發更多問題,造成國家與社會之動盪不安。傳統之風險管理僅侷限於技術面,未能擴及管理面,或僅以部門為單位來管理各自之風險,因而有企業風險管理之生成與興起,並有日愈重要之趨勢。
    因此,本研究以企業風險管理為研究主題,蒐羅國內外相關文獻,集合各企業風險管理之版本,提出本研究對企業風險管理之定義、架構與內容,並將風險管理流程列為六大步驟,逐一介紹每一流程步驟;並且鎖定企業風險管理流程中之第四步驟─企業風險評估為主要研究範圍,詳細解說該流程之組成要素與內容。再者,風險評估流程實為將風險量化之過程,因此本研究摘選出若干種被廣泛應用且普遍接受之量化方法作更為深入之探究,並列舉範例茲為說明,以及其應用示範。機制項之方法包括,機率樹、期望值與效用理論、決策樹,以及投資評估;而應用方法則包括,機率、敏感度分析、情境分析與模擬分析等。
    另外,本研究以IDEFØ研究方法作為探究企業風險管理流程之模式,藉由投入項之導入,並以機制項以及控制項為輔,再經過中央功能方塊、轉化程序之應用方法,以得到企業風險管理流程之產出項。基此,本研究提供企業風險管理流程六大步驟之IDEFØ圖,條列每一流程之投入、產出、機制與控制項目,並對企業風險評估之各個ICOM項目作詳盡之說明。
    最後,提出本研究之結論與建議,期盼可以喚醒政府、企業與國人之危機意識,並推廣企業風險管理之理念,培養企業風險管理文化之養成,以達到鞏固國家、社會與經濟安全之終極目標。
    Enterprise risk management (ERM) has been around and popular for years since financial disasters happened and affected the world economic, such as the collapse of Barings Bank in 1995, the downfall of Enron in 2001 and the bankruptcy of Lehman Brother Holding Inc., etc. ERM is different from the traditional risk management: it is built up under an integrated framework and considers the company-wide risks from all kind of sources. It is also about protecting and enhancing share value to satisfy the primary business objective of shareholder wealth maximization. It is not just trying to minimize downside risk but seeking for potential upside risk.
    However, there are several versions of the framework of ERM because of the different publishers. The study brings up a universal framework of ERM after reviewing all those different versions and offers a particular structure of ERM, including definition, composes and enterprise risk management process.
    The study has generated 6 steps for ERM process: analysis business, risk identification, risk assessment, risk evaluation, risk planning and risk management. In addition, the study focuses on the step 4, risk evaluation. In order to present and explain how to implement risk evaluation process, the study goes into details about risk evaluation by adopting IDEFØ method and provides examples on the quantity methods and techniques like probably tree, expected monetary value and utility theory, decision tree and investment appraisals for the mechanism of IEDFØ and probably, sensitivity analysis, scenario analysis and simulation analysis for the application methods which transform inputs into outputs in the IEDFØ.
    The study ends in conclusions and suggestions for reminding government, enterprises and people to have crisis consciousness and the importance of ERM, in further to develop and strengthen the enterprise risk management culture and have a safer and stronger financial system.
    Appears in Collections:[保險學系暨研究所] 學位論文

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