PaR——大型项目风险管理新方法

Project-at-Risk (PaR):A New Risk Management Method for Large-Scale Project

提出了一种新的大型项目风险管理方法——PaR方法.利用其对一个水厂项目进行了投资风险、敏感性和动态风险分析.在项目市场因子的预测方面引入有偏损失函数,解决了预测失误量预测错误给投资者带来的损害绝对值大于预测正确给投资者带来的收益绝对值这一问题.

This paper proposed a new risk management method project-at-risk(PaR) for large-scale project. It uses PaR method on a water plant case's investment risk management analysis, sensitivity analysis and dynamic risk analysis. For solving the same error quantity which will bring different effect degree to investor, that is, the extra damage value is bigger than extra income value, this paper adopts an asymmetrical loss function on forecasting the market factors.