全面风险量化模型研究在石化行业国企中的应用

Application of Quantitative Model of Enterprise Risk Management in Petrochemical SOEs

当前,国内外形势正发生深刻复杂变化,全球发展已步入大调整、大变革时期。石化央企要在复杂的经济环境中驾驭种种不确定性因素并且脱颖而出,必须具备更强大的风险管理能力。本文梳理了全面风险管理框架及体系、企业预警理论,石化央企全面风险管理现状及存在问题,针对其未来将面临的重大、重要风险,提出了构建风险指标体系的思路,建立了测算各层级风险指标权重以及计算综合预警指数的理论模型,并以某炼化公司作为案例验证该理论模型的可行性和适用性,最后对完善石化央企全面风险管理提出思考与建议。本项研究拟为石化央企风险管理,从以定性为主向以定量为主转变,从问题“解决型”向问题“发现型”转变,提供一些有益的参考。

Nowadays, global development is undergoing profound and complex changes. As a result, SOEs (State-Owned Enterprises) in petrochemical industry must improve risk management to control various uncertainties in order to stand out in a complex environment. This paper analyzes the existing difficulties that petrochemical SOEs encountered, and puts forward the thought of constructing quantitative model to measure the major estimation risks, as well as compute the comprehensive risk index, by researching on the ERM (Enterprise Risk Management) framework and Early-Warning Theory. Finally, this paper takes a refinery as a case to verify the feasibility and applicability of the quantitative model. This research is intended to provide some useful references which try to shift the risk management of SOEs in petrochemical industry, from qualitative risk control to quantitative risk control, and from problem "solving" to problem "prevention".