使用蒙特卡罗模拟来量化项目组合中系统风险因素的成本影响:一个案例研究

IF 0.5 4区工程技术 Q4 ENGINEERING, INDUSTRIAL

South African Journal of Industrial Engineering Pub Date : 2021-12-01 DOI:10.7166/32-4-2518

F. Joubert, M. Snyman

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引用次数: 0

摘要

就项目风险管理而言，“系统性风险”被确定为项目执行环境中的人为因素，与（i）项目团队的行动、（ii）项目控制的管理和互动方式以及（iii）项目的规划和执行方式有关。本文提出了一种方法来估计系统性风险对项目组合的成本影响，方法是在没有经过验证的参数风险模型的情况下，使用风险量化和蒙特卡洛模拟来估计整个项目组合中的系统性风险。案例研究模拟结果表明，系统性风险对项目组合风险状况有显著影响，其中系统性风险使应急需求的P80值增加了+85.6%。系统性风险的成功管理将通过限制不必要的浪费来促进项目的成功。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

USING MONTE CARLO SIMULATION TO QUANTIFY THE COST IMPACT OF SYSTEMIC RISK FACTORS IN A PROJECT PORTFOLIO: A CASE STUDY

In terms of project risk management, ‘systemic risk’ is identified as risks which are artefacts of the environment which a project is executed in, and are related to (i) the project team’s actions, (ii) how project controls are managed and interact, and (iii) how the project is planned and executed. This paper proposes a methodology to estimate the cost impact of systemic risk on a portfolio of projects by using risk quantification and Monte Carlo simulation, in the absence of a validated parametric risk model, to estimate the systemic risks in an entire portfolio of projects. The case study simulation results indicate a significant effect of systemic risks on the project portfolio risk profile, where systemic risks increased the P80 value of the contingency requirement by +85.6%. The successful management of systemic risk would contribute to project success by limiting unnecessary waste.

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来源期刊

South African Journal of Industrial Engineering 工程技术-工程：工业

CiteScore

1.10

自引率

20.00%

发文量

审稿时长

6 weeks

期刊介绍： The South African Journal of Industrial Engineering (SAJIE) publishes articles with the emphasis on research, development and application within the fields of Industrial Engineering and Engineering and Technology Management. In this way, it aims to contribute to the further development of these fields of study and to serve as a vehicle for the effective interchange of knowledge, ideas and experience between the research and training oriented institutions and the application oriented industry. Articles on practical applications, original research and meaningful new developments as well as state of the art surveys are encouraged.