Procjena i upravljanje rizicima investicijskih projekata

scientific master's theses

• Author: Ratko Vujasinović
• Mentor: Ivo Čala (mentor)
• Committee member: Nikola Šakić (predsjednik povjerenstva)
• Committee member: Ivo Čala (član povjerenstva)
• Committee member: Andrej Polajnar (član povjerenstva); VIAF: 75684029
• Granter: University of Zagreb; Faculty of Mechanical Engineering and Naval Architecture; Zagreb
• Defense date and country: 2007-10-03, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Mechanical Engineering
• Universal decimal classification (UDC): 65 - Communication and transport industries. Accountancy. Business management. Public relations ; 330 - Economics. Economic science

Abstract

U svakodnevnom životu covjek promatra i razmišlja o razlicitim procesima koji se odvijaju unjegovom okruženju mijenjajuci sa vecim ili manjim utjecajem njegovu okolinu, stil života inavike.Ponekad to može biti opasno i bolno, ponekad to stoji samo nešto novca, ili nešto vremena ilislicno.Ako covjek radi na investicijskim projektima i on je u projektnom timu vlasnika, ili glavnogizvodaca, on razmišlja o mogucnosti kako da nade najbolji pristup da bi došao do cilja. Onima mnogo mogucnosti i ima problem kako da nademo najbolje ili optimalno rješenje.U principu svako rješenje nosi neku kolicinu rizika. Kolicina i kvaliteta rizika zavisi od tipaorganizacije, resursa, strategije vodenja, procesa i drugih faktora. Covjek treba da doneseodluku. Može uzeti neke od metoda za odlucivanje pod rizikom. On cesto ima problem kakoda napravi kvantitativne analize nesigurnosti i potencijalnog rizika. Zbog toga on više ilimanje koristi metode matrica, kako bi došao do nekog logicnog rješenja odredivanja rizika.Recimo, covjek radi u organizaciji koja se bavi s investicijskim projektima. To jekonzervativna organizacija sa starom projektnom organizacijom. Postoji mnogo iskusnihrukovoditelja, specijalista i radnika. Opcenito oni znadu svoje dužnosti i spremni su da rade.Ali vecina njih nisu spremni za neke nove metode.U ovom slucaju izvršen je pregled mnogih metoda koje se mogu naci na Internetu. Neizraziti analiticki hijerarhijski proces1 je upotrebljen da bi se napravila analizu rizika naprojektu. Poznato je da eksperti prave neke pogreške, ali takoder je poznato da ta metoda ima mogućnost da smanji na minimum utjecaj grešaka na konacni rezultat. Napravljeni su obrasci u Excelu pripremljene za racunanje rizika u bilo kojem neizrazitomanalitickom hijerarhijskom procesu.Kao rezultat analize rizika napravljeni su ABC dijagrami1 i svrstani cinitelji rizika poprioritetu pažnje. Na toj bazi može se odlucivati kako da se zapocne smanjivanje rizike kakobi ih ucinili manjim.Pripremili su takoder elemente za Odluku o politici upravljanja rizicima. To je slijedeci korakza uvodenje kontinuirane politike upravljanja rizikom u organizaciji.Takoder je potrebno napraviti novu filozofiju u organizaciji.Prije svega procesi se moraju unaprijediti koristeci razlicite vlastite metode i / ili metode kojese može kupiti za unapredenje kvalitete.To može biti neka od Six Sigma metoda ili drugo.Cilj politike upravljanja rizicima nije samo da nade i smanji rizike, nego takoder da unaprijedikvalitetu procesa, ukljucujuci više kriterije i uvjete zaštite zdravlja, sigurnosti i zaštiteokoline. U tom slucaju je moguce dobiti bolju organizaciju i vece zadovoljstvo kupaca,radnika i dionicara.

Abstract (english)

In everyday life man is looking and thinking about various processes which are going on inhis surrounding changing with greater or smaller influence his environment, style of livingand habits.Sometimes it can be very dangerous and harmful, sometimes it cost only some money, orsome lost time or similar.If man is working on investment projects and he is in project management team of owner, orof main contractor and he is thinking about possibility how to find the best approach to cometo the goal. He have many opportunities and he have problem how to find the best or optimumsolution.In principle every solution is carrying some quantity of risk. Quantity and quality of riskdepends of type of organization, resources, management strategy, processes and other factors.He have to make decision. He can use some of methods for making decision under the risk.Often he have problem how to make quantitative analyze of uncertainty and potential risk.That’s why he is using more or less some matrix methods, as to come to some logical solutionof risk assessment.Let’s say, man is working in organization which is dealing with investment projects. It isconservative organization with old project organization. There are many experiencedmanagers, specialists and workers. Generally they know their duties and they are ready towork. But most of them are not ready for some new methods.In this case it is made the overview of many methods which could bee find on Internet.Fuzzy analytical hierarchical process43 is used to make analyze of risk on the project. It isknown that experts are making some errors, but also it is known that this method haspossibilities to minimize the influence of the errors on the final result.Forms in Excel are prepared for risk calculation in any Fuzzy analytical hierarchical process.As the result of risk analyze are made ABC charts1 and prioritized risk factors by focus onnecessary attention. On that base it is possible to make decisions how to start mitigation ofrisks as to make risks lower.There are also prepared elements for Risk Management Policy Statement. This is next step forimplementing of continues risk management policy in the organization.It is also necessary to make new philosophy in organization.First of all the processes are to be improved using different own methods and / or methodswhich can been bought, for improvement of quality.It could be some of Six sigma methods or other.The goal of the risk management policy is not only to find and mitigate risks, but also toimprove the quality of processes including higher HSE criterions and conditions. In this caseit is possible to get better organization and more satisfaction of clients, workers andshareholders.

• Keywords: nesigurnost; neodređenost; rizik; investicijski projekt; proces; AHP; neizraziti analitični hijerarhijski proces; realne opcije; upravljanje rizikom
• Keywords (english): uncertainty; risk; risk mitigation; project; Investment project; process; fuzzy logic; AHP; analytical hierarchical process; fuzzy analytical hierarchical process; risk management; risk mitigation; real options
• Language: croatian
• URN:NBN: urn:nbn:hr:235:868518
• Study programme: Title: Mechanical Engineering - mr.sc.; Study programme type: university; Study level: postgraduate; Academic / professional title: magistar znanosti (magistar znanosti)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access
• Created on: 2021-02-01 11:42:45