跨国石油企业风险量化指标体系建设初探

Study on the Establishment of Risk Quantification Index System for Oversea Oil and Gas Company

纵观风险管理发展历史,风险管理的概念首先出现于保险业、银行业等金融领域。随着企业现代化建设需要,风险管理越来越受到各行业的高度重视,石油石化行业风险管理也逐步走向深入,特别是风险量化指标体系研究,取得了积极进展,对于提升企业全面风险管理的科学性、预判性和前瞻性具有重要现实意义。以跨国石油企业为例,探讨构建企业风险量化指标体系方法论,引入风险价值理论、时间序列等量化分析理论与模型框架,探索实现风险事前预警、事中监控、事后应对的全流程风险管理路径,为石油石化相关企业提供有益借鉴。

Throughout the development history of risk management,its concept first appeared in the insurance industry,banking and other financial fields.With the needs of enterprise modernization,risk management receives increasing attention from various industries,which is also gradually deepening in petroleum and petrochemical industry,especially the index system of risk quantitative achieved positive development and application.It has important practical significance to make enterprise comprehensive risk management more scientific,predictive and forward-looking.Based on the international oil and gas company,this paper discussed the methodology of building enterprise risk quantitative index system,introduced quantitative analysis model framework such as the value at risk theory and time series analysis,explored the the whole process of risk management approach of risk early warning,monitoring during the event and coping after the event and provide a meaningful reference for petroleum and petrochemical related enterprises.