Risk yönetimi
Risk management
Yazar: ÖMER MERT
Danışman: DOÇ. DR. FÜSUN ÜLENGİN
İstanbul Teknik Üniversitesi / Fen Bilimleri Enstitüsü
Derece: Yüksek Lisans, 1995
Konu: Endüstri ve Endüstri Mühendisliği = Industrial and Industrial Engineering
Dizin: Risk yönetimi = Risk management

Özet:
Bu çalışmada sırasıyla risk, risk yönetimi, risk yönetiminin aşamaları ve risk yönetiminin kontrolü üzerinde durulmuştur. Uygulamada ise bir sigorta şirketinin yaptığı Risk metriği çalışması incelenmiş ve bu çalışmanın dana verimli olabilmesi için gerekli alternatifler oluşturulmuştur. Risk bir kişi veya firmanın mevcut veya gelecekte sahip olacağı varlıkları tehlikeye sokabilecek bütün olaylardır. Risk, tesadüfi ve ticari risk olarak iki ana bölüme ayrılır. Tesadüfi risklerde oluşacak kayıba karşı herhangi bir kazanç ihtimali yoktur. Ticari risklerde ise oluşabilecek risklere karşı bir kazanç olasılığı vardır. İkinci bölümde risk yönetimi ile genel yönetim fonksiyonları arasındaki ilişkiler incelendi. Yönetim, oraganizasyon amaçlarına en düşük maliyetle ulaşılması için gerekli kaynak ve faaliyetlerin planlanması organize edilmesi, yönetilmesi ve kontrol edilmesidir. Üçüncü bölümde, risk yönetiminin aşamalarını ve bu aşamalarda hangi tekniklerin kullanacağını ve bu tekniklerin uygulanmasında etkili olan teoriler açıklanmıştır. Dördüncü bölümde ise Risk Yönetiminin üç aşaması açıklanmıştır. 1- Riskin Tanımlanması 2- Riskin Değerlendirilmesi 3- Riskin Kontrol edilmesi Beşinci bölümde riskin finansmanı üzerinde durulmuş riskin hangi şekilde transfer edilebileceği ve transferi yaparken hangi şartların oluşması gerektiği sunulmuştur. Risk finansmanın amacı, risk kontrolü çabalarına rağmen organizasyonun karşılaşabileceği kaza kayıplarına karşı en düşük maliyetle kaynak sağlanması olarak belirtilmiştir. Altıncı bölümde risk yönetimi sürecinin kontrolü üzerinde durulmuş. İyi bir organizasyonun tüm aktivetil erinin etkili biçimde planlanması, organize edilmesi, yönetilmesi ve kontrol edilmesinin gerekliliği vurgulandıktan sonra Risk Yönetiminin her aşamasında ne tür kontrollerin yapılması gerektiği açıklanmıştır. Yedinci ve son bölümde bir sigorta şirketinin Risk Yönetimi amacı ile yaptığı uygulama incelenmiştir. Bu uygulamanın daha verimli kullanılması için gerekli altyapı bilgileri oluşturulmuştur. Daha sonra bu uygulamayı dört mühendise uygulatarak yaklaşım farklılıklarından uygulamanın ne yönde yapılması gerektiği vurgulanmıştır. vii

Abstract:
First chapter explains briefly why the study of risk management is important. It then defines and analyzes the concepts of probabilty, risk, uncertainty, and reaction to risk; describes various ways in which risks can be classified; shows how risk imposes significant economic losses upon organizations, individuals, and cities. Risk may be defined as the variation in the outcomes that could occur over a specified period in a given situation. If only one outcome is possible, the variation and hence the risk is 0. If many outcomes are possible, the risk is not 0. The greater the variation, the greater the risk. Second chapter surveys the risk management process and catalogs the benefits and costs of risk management for organization and for the entire economy. Both as a decision process and a administrative management process, risk management may be defined as the process of making and carrying out decisions that will minimize the adverse effects of accidental losses upon an organization. Making these decisions requires the five steps in risk management process. The risk management process involves the identification and analysis of loss exposures that confront an indivual or family and the evaluation and selection of the alternative methods of treating these loss exposures. Personal loss exposures considered include premature death, disability, retirement, and the various property and liability loss exposures. Following the identification and analysis of these loss exposures, various treatment techniques such as avoidence, loss control, insurance, noninsurance transfers, and retention are evaluated. These five decision steps and four management functions come together in risk management matrix. Identifying exposures to loss, the first step in risk mangement as a decision process, requires attention to values exposed to loss, methods of identifying loss exposures, and organizational objectives which should be served by a sound risk management program. Values exposed to loss consist of porperty net income, freedom from legal liabilty, and the services of key personel. vmThe commonly used methods for identifying loss exposures involve drawing upon information provided by survey questionnaires, financial statements, other records and documents, flowchatrs, personal inspections, and experts whitin and outside the organization. Because the exposures to accidental loss that are most important to an organization are those which interfere most directly with its basic objectives, a good risk management program reflects an organizations' s profit growth, continuity of operations, or humanitarian goals. The second step of risk management decision process involves exploring how various risk control and risk financing techniques could be applied to particular exposures. We defines in the chapter 4 risk control and explains its importance relates risk control to several theoires of accidental causation and control, and enumerates the general techniques of risk control as part of the risk management process. Risk control may be defined as reducing the frequency, severity, and/or predictabilty of any accidental loss. Applying risk control measures to the property, liability, personnel, and net income losses to which an organization is exposed can reduce that organization's operating costs and thereby increase its profit or operating efficiency. Beyond these benefits for individual organizations risk control also has advantages for the entire economy. Appropriate risk control measures preserve existing economic resources and reduce the expenditure of resources which otherwise would be needed for restoring damage and operating the administration and legal processes for determining financial responsibilty for these preventable losses. Under most situations, reducing the frequency, severity or unpredictability of losses is more cost-effective than is paying to finance restoration of property liability, personnel, or net income losses. If the devices and pratices of a risk control program are to meet the concern's needs with precision and economy, they must be directed toward carefully defined goals. The management which does not recognize such goals lacks criteria for detection of deficiencies in its program and for ascertaining the program's effectiveness. The program of risk control, for maximum effectiveness, must be pointed toward the following objectives: 1-Increasing profits 2-Shielding profit margins 3-Prevention of distressing dislocations through sudden reduction of assets by casualties IXThe general techniques of risk control may be defined as - exposure avoidance - abandoning or never undertaking an activity or an asset, thus reducing to absolute zero the probability of an a particular loss arising from that asset or activity - loss prevention - reducing ( but not completely eliminating ) the frequency of a loss from a given exposure. - loss reduction - reducing the severity or likely size of a loss from a particular exposure. - segregation of exposure units - increasing the number of independent exposure units upon which an organization relies. Thus reducing the likelihood that all units will be impaired by same accident through either. - separtaion - dividing one exposure unit into two or more independent units, all for use in the organization's normal operations - duplication - maintaining duplicate or standby assets or activities, whit the duplicates being used only when the ones the organization normally employs suffer loss. The choice of spescific risk management measures through which to apply these general risk control techniques depends, on particular assumptions about how accidents are caused and, therefore how they may be prevented or made less severe in the future. Widely accepted sets of assumptions, or thesies, about accident causation and control are the domino theory - developed mainly from the study of workplace accidents and injuries, it presumes that accidents are the end result of a chain of falling dominoes, the control and most crucial of which represents and unsafe act or condition. the energy-release theory - views accidents as a result of uncontrolled energy impinging on animate or inanimate structures which cannot withstand that energy and suggest a number of strategies for preventing or reducing the damage which that energy, once released. Risk financing techniques include retention ( through current exponsing of Tosses, unfunded loss reserves funded reserves, borrowing funds, and insuring through an affiliated "captive ' insurer ) and transfer ( through commercial transfer for risk finacing ).Loss retention (also called loss assumption or loss absorption) is the most common risk management techique. It is regularly used for losses ranging from the breaking of a shoestring on a work shoe to the devastation produced by atomic war. If such losses occur, their effects will be borne by the organization assumes them through loss transference. Loss retention may be conscious or unconscious, and, if conscious it may be with or without special preparation for managing the loss if it materializes. Some risk are voluntarily assumed because they are believed to offer a profit potential. Other risks assumed because they are unavoidable. In the present state of the art of risk management, setting a retention figure is far from a scientific matter. Retention figures are set generally on the basis of indivual or collective judgment, intution, and guess-work. On the whole they appear to be financially conservative; that is they seem biased in the direction of lower amounts than are necessary. Probably this stems from the relatively high penalties arising from retontion limits that are too high, as compared with the relavitely low penalties incurred from retention limits that are too low. If retention limits are too high the cost may be seirous financial dislocation; if they are too low, the cost is the difference in annual premiums a figure that seldom attracts attention. Nevertheless, some techniques for approching the final loss retention figure are more logical than others, so some worthwhile observations can be made on the subject. In risk management planning, three kinds of situations make the use of loss transfer appropriate : 1-The loss can be too large for the organization to retain and be able to achieve its objectives 2-The organization has a legal obligation to transfer the loss 3-Loss transfer is the most efficent management device for the exposure even though loss retention is feasible and loss transfer is not required by statute or contract. The third step in risk management as a decision process is to select the apparently best risk management techniques. This selection should rest on forecasts of actual accidental losses, of the effects of alternative risk manegement techniques on these exposures, and of the costs of the various risk management techniques. Based on these forecasts, the best risk management techniques can be selected through either financial criteria related to such other objectives as stability of earings and legal and humanitarion concerns once these techniques have been chosen the fourth step in the risk management process is to implement them through techincal decisions made by the risk management professional on the basis of his or her particular expertise and XIline authority and managerial decisions made in cooperation with other managers on when how and by whom these techniques should be put into pratice. Finally, the risk management program needs to be monitored. This process of risk management generates both benefits and costs for organizations and for the entire economy. For an organization, these benefits include reduced cost of risk and lowered deference effects from loss exposures, for the entire economy, benefits include reduced waste of resouces and improved alloction of productive capabilities. For both organizations and the entire economy, the costs of risk management include values lost through those accidents which remain too risky to undertake, and resources devoted to administering risk management programs. XI