Qun tr ri ro

ng o Dng

B mn Qun tr kinh doanh Khoa K ton v QTKD

Ni dung chng trnh

Tng quan v ri ro v qun tr ri ro

Nhn dng ri ro
o lng ri ro Thi i vi ri ro v tha dng Kim sot ri ro Ti tr ri ro
2

Ti liu tham kho

Gio trnh qun tr ri ro doanh nghip, NXB Thng K, 2002, Khoa QTKD, H Kinh t TP.HCM PGS.TS. on Th Hng Vn, Qun tr ri ro v khng hong TS. Bi Th Gia, Gio trnh qun tr ri ro trong cc c s kinh doanh nng nghip. Ri ro trong kinh doanh, NXB Thng K, 2003 Introduction to Risk Management And Insurance, ca MARK S.DORFMAN. Fundamentals of risk and insurance, EMMETT VAUGHAN. Risk management and insurance, C.Arthur Williams, Jr., Michael L. Smith
3

Bn hy..

K li mt s c tng gp phi trong cuc sng? Bn c nhn bit trc s c khng? Theo bn ri ro tt hay xu?

Chng 1. Tng quan v ri ro v qun tr ri ro

KHI NIM V RI RO

CHNG 1 QUN TR RI RO

1. Nhng khi nim c bn

1.1 Khi nim v chc chn v khng chc chn Ngay hin ti, bn ang chc chn iu g nht? Ngay hin ti, bn ang thy khng chc chn iu g nht?
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1. Nhng khi nim c bn

Chc chn (certainty): theo t in Webster, l mt trng thi khng c nghi ng.

1. Nhng khi nim c bn

Khng chc chn (uncertainty): l tnh trng m cc bin c c kh nng xy ra v xc sut ca n khng bit trc. Phn ngha ca chc chn l s bt nh, c ngha l nghi ng kh nng ca chng ta trong vic tin on kt qu tng lai ca mt/mt lot nhng hot ng hin ti.
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1. Nhng khi nim c bn

Thut ng s bt nh m t mt trng thi t tng, xut hin khi mt c nhn bt u thc rng khng th bit chc chn kt qu l g.

Bt nh l mt khi nim ch quan.

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1. Nhng khi nim c bn

S bt nh Nhng c tnh V d

Khng c bt Nhng kt qu Quy lut c nh (s chc c th c tin nhn bit v chn) on chnh xc chng minh: quy lut t nhin (cc mn KHTN gii quyt)
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1. Nhng khi nim c bn

S bt nh Nhng c tnh V d

Bt nh mc 1: S bt nh khch quan, nhn bit c kt qu v xc sut

Nhng kt qu c nhn ra v xc sut c bit

Nhng tr chi may ri, chi bi, xc xc

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1. Nhng khi nim c bn

S bt nh Nhng c tnh V d

Bt nh mc 2: Bt nh ch quan, xc sut khng bit trc

Nhng kt qu c nhn ra v xc sut khng c bit trc

Ha hon, tai nn xe c, suy on trong kinh doanh

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1. Nhng khi nim c bn

S bt nh
Mc 3. Bt nh ch quan, khng bit trc c bn cht v xc sut ca s vic

Nhng c tnh
Nhng kt qu khng c nhn ra v xc sut khng c bit trc

V d
Tin phong nghin cu lnh vc mi hon ton: nghin cu khng gian, di truyn, cc nghin cu v pht trin sn phm mi
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1. Nhng khi nim c bn

S bt nh Khng c bt nh (s chc chn) Nhng c tnh Nhng kt qu c th c tin on chnh xc V d Quy lut c nhn bit v chng minh: quy lut t nhin (cc mn KHTN gii quyt) Nhng tr chi may ri, chi bi, xc xc

Bt nh mc 1: S bt nh khch quan, nhn bit c kt qu v xc sut Bt nh mc 2: Bt nh ch quan, xc sut khng bit trc Mc 3. Bt nh ch quan, khng bit trc c bn cht v xc sut ca s vic

Nhng kt qu c nhn ra v xc sut c bit

Nhng kt qu c nhn ra v xc sut khng c bit trc Nhng kt qu khng c nhn ra v xc sut khng c bit trc

Ha hon, tai nn xe c, suy on trong kinh doanh Tin phong nghin cu lnh vc mi hon ton: nghin cu khng gian, di truyn, cc nghin cu v pht trin sn phm mi
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1. Nhng khi nim c bn

Cc c nhn thch an ton c xu hng la chn mc bt nh thp hn ra quyt nh

Thng tin minh bch c th lm gim mc bt nh t mc cao xung mc thp

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2. Khi nim ri ro
Theo bn ri ro l g?

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Trng phi truyn thng

Ri ro l nhng thit hi, mt mt, nguy him hoc cc yu t lin quan n nguy him, kh khn hoc iu khng chc chn c th xy ra cho con ngi

Ri ro theo trng phi truyn thng Ri ro l s khng may mn, s tn tht, mt mt, nguy him,. Ri ro l iu khng lnh, khng tt, bt ng xy n (T in ting Vit, 1995) Ri ro l s khng may (T in Vit ng, 1998) Ri ro l kh nng gp nguy him hoc b au n, thit hi,. (T in Oxford)

 Trong kinh doanh, Ri ro l s tn tht v ti sn or s gim st v li nhun thc t so vi li nhun d kin.

Ri ro l nhng bt trc xy ra trong qu trnh SXKD ca doanh nghip, tc ng xu n s tn ti v pht trin ca doanh nghip- H Diu.

Trng phi trung ha

Ri ro l s bt trc c th o lng c. Ri ro va mang tnh tch cc va mang tnh tiu cc. Ri ro c th mang ti nhng tn tht, mt mt, nguy him, cho con ngi nhng cng c th mang n nhng c hi.

Trng phi trung ha

Ri ro l s bt trc c th o lng c (Frank Knight). Ri ro l s bt trc c th lin quan n vic xut hin nhng bin c khng mong i (Allan Willett) Ri ro l mt tng hp nhng ngu nhin c th o lng c bng xc sut (Irving Preffer)

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Ri ro
Ri ro l s bin ng tim n cc kt qu, s lng cc kt qu c th c cng ln, sai lch gia cc kt qu c th c cng cao th ri ro cng ln. Nguy c ri ro: L kh nng xy ra ri ro. Cao Thp Khng c ri ro.

3. Cc c trng ca ri ro
Xut hin ph bin trong cc hot ng kinh t v i sng Kh d on c thi gian xy ra v hu qu Rt a dng, kh lng trc C th o lng c tn xut xy ra (xc xut xy ra s kin) Con ngi c th nhn thc v phng trnh, gim thiu ri ro nu c phng n phng tr, khc phc tt

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4. Phn loi ri ro

Ngi ch mt chic xe c ri ro tn tt tim n lin quan n tai nn giao thng do s dng xe

4. Phn loi ri ro

u t vo mt d n vn, c th c li nhun hay c th c tht bi

4. Phn loi ri ro
Ri ro thun ty Ri ro suy on

Ri ro thun ty

Ri ro thun ty l loi ri ro tn ti khi c mt nguy c tn tht nhng khng c c hi kim li c

Ri ro thun ty gm: Ri ro c nhn Ri ro v ti sn gm (tn tht trc tip v gin tip) Ri ro php l Ri ro pht sinh do s ph sn ca t chc/ngi khc

Ri ro suy on l loi ri ro m trong nhng c hi to ra thun li gn vi nhng nguy c gy ra tn tht.

Ri ro suy on
Ri ro do thiu kinh nghim v k nng qun l kinh doanh Ri ro do km kh nng cnh tranh Ri ro do lm pht Ri ro do iu kin khng n nh ca thu Ri ro do thiu thng tin kinh t Ri ro do tnh hnh chnh tr bt n

Phn loi ri ro (tt)

Ri ro c th phn tn >< Ri ro khng th phn tn

Ri ro c th phn tn
Ri ro c th a dng hay cn gi l ri ro khng c tnh h thng, ri ro c trng. y l nhng ri ro thng xy ra trong phm vi hp, mang tnh ring c, c th v c th phn chia, gim thiu c bng cch a dng ha, bng cc ngun qu gp chung

Ri ro khng th phn tn
Ri ro khng th a dng ha hay cn gi l ri ro h thng, ri ro th trng. y l nhng ri ro ny sinh t nhng tc ng to ln ca th trng nm ngoi s kim sot ca doanh nghip v khng th gim thiu c bng cch phn tn.

Phn loi ri ro (tt)

Phn theo lnh vc ri ro

Ri ro sn xut (Production risk) Ri ro th trng (Market risk) Ri ro chnh tr (Political risk) Ri ro ti chnh (Financial risk) Ri ro php l (Legal risk) Ri ro t pha con ngi (Human resource)

Phn loi ri ro (tt)

1.3.4. Phn theo gi tr DN Ri ro ti sn vt cht Ri ro ti sn ti chnh Ri ro ti sn v hnh.

1.3.5. Phn theo hu qu Ri ro ni b cng ty Ri ro mi trng gn ca cng ty Ri ro mi trng v m (php l, thay i iu kin kinh t, chnh tr, x hi,)

Phn loi ri ro (tt)

1.3.6. Phn theo ngun gc Ri ro t mi trng thin nhin Ri ro t mi trng vn ha Ri ro t mi trng chnh tr Ri ro t mi trng x hi Ri ro t mi trng kinh t Ri ro t mi trng hot ng ca t chc Ri ro do tc ng ca con ngi

1.4. Chi ph ri ro v bt nh Chi ph ri ro gm: Chi ph tn tht: Ngha l, hu qu ca ri ro v s bt nh c th l mt tn tht : ti sn b ph hy, ngi b thng, t vong, nhng lut l ta n chng li mt t chc. Chi ph bt nh: Ngay c khi khng c tn tht no, s hin din ca ri ro v bt nh vn c th to ra chi ph. mc c bn, chi ph bt nh th hin s lo lng hay s hi v c thy r nht qua b tr khng hp l ngun nhn lc ca t chc.

Mt s ri ro thng gp
Ho Bnh Yn Bi

Sn La

Yn Bi

Ho Bnh

Yn Bi

Sn La

Yn Bi

Yn Bi

Ninh Binh

THANH HO Thanh Hoa

Ngh An

About 19h 23/6/08, at Ty Ninh hospital received hundreds of food poisoning workers
Initial investigation showed that 1000 /5000workers at MMC Co Ltd in Tay Ninh province have food poisoning after they had canteen diner with cabbage, vegetable and fish.

Hng chc triu ngi c th mt t trng trt hoc nh do nc bin dng.

Dn tr, th Nm, 21/05/2009 - 5:16 PM

Qung Ngi: Mt m 3 v tai nn nghim trng Cp nht lc 23:24, Th By, 16/06/2007 (GMT+7)

nh: Dn tr News.

Ch Nht, 15/03/2009, 14:14. Tai nn thm khc trn o i Ninh: 9 ngi Nga v 1 ngi Vit t nn

1). Bo s 5 v cc trn l do bo gy ra: Cht v mt tch 126 ngi, b thng: 88 ngi Thit hi vt cht c trn 5.000 t ng (tng ng 1.250.000 tn thc - 125.000 ha la sn xut 1 nm) 2). Sp cu Cn Th (26/9/2007): Cht 54 ngi B thng 80 ngi 3). L ni ti thu in Bn V (15/12/207). Cht 18 ngi 4). Dch t bng pht 14 tnh, 7 tun (t 23/10/2007).

5. Khng b ti World Trade Center (1993,

2001) Thit hi trc tip v kinh t 100-200 triu, > 50 t USD). Thit hi gin tip: Mt vic lm, .... 6) Dch cm gia cm H5N1, AH1N1 7) Gi Thc n chn nui tng lm nhiu nh chn nui thua l.

Nht Bn 11/03/2011

Nht Bn 11/03/2011

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Bi tp: Cho tnh hung sau y:

Bn hin ang s hu trang tri rng 10ha, bn c nn tham gia vo sn xut in mt tri theo khuyn khch ca Chnh ph nu gi bn in cho chnh ph l 50 cent/kwh, trong khi gi in nng ha thch c bn l 30 cent/kwh?
Yu cu: 1) Nhn dng nhng ri ro thun ty v suy on c th c 2) Loi thng tin no c th hu ch trong vic lm gim i s bt nh ca bn .

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5 noi dung c ban

Qun tr ri ro

1 2

Khi nim v nguyn tc qun tr ri ro Quy trnh qun tr ri ro Nhim vi ca nh qun tr ri ro QT ri ro QT hot ng QT chin lc Lch s pht trin cc chc nng QTRR

3
4 5

1.2 Khi nim QTRR

Quan im truyn thng: Qun tr ri ro l mt mn hc gm nhiu ngnh hc lin quan n vic qun tr nhng ri ro thun ty ca mt t chc.

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1. Khi nim QTRR

Qun tr ri ro ton din (TRM) l mt qu trnh c h thng, da trn c s thng k v tng hp c xy dng nh gi qun tr ri ro. Quan im ny c mc ch ph hp vi nhng nguyn l qun tr cht lng ton din (TQM) v da ch yu vo ngn ng v nhng khi nim thuc v cc lnh vc qun tr hot ng v k thut.
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1. Khi nim QTRR

Qun tr ri ro l nhng quyt nh ti chnh v nn c nh gi trong mi tng quan nh hng ca chng n gi tr cng ty. Xut hin ch yu trong khu vc ngn hng i ph vi nhng ri ro ti chnh c th nh ri ro tn dng, ri ro chuyn i ngoi t, ri ro trong giao dch, ri ro u t,...
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1. Khi nim QTRR

Qun tr ri ro l qu trnh tip cn ri ro mt cch khoa hc, ton din, lin tc v c h thng nhm nhn dng, kim sot, phng nga v gim thiu nhng tn tht, mt mt, nhng nh hng bt li ca ri ro, ng thi bin ri ro thnh c hi thnh cng.

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Ni dung ca QTRR
Nhn dng, phn tch v o lng ri ro Kim sot, phng nga ri ro Ti tr ri ro khi n xut hin thng qua t khc phc ri ro hoc chuyn giao ri ro ra bn ngoi. Tm cch bin ri ro thnh c hi thnh cng

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Nguyn tc qun tr ri ro
Khng chp nhn cc ri ro khng cn thit Ra cc quyt nh ri ro cp thch hp Kt hp qun tr ri ro vo vn hnh v hoch nh mi cp qun tr So snh li ch v chi ph ra quyt nh chp nhn ri ro khi chi ph ri ro thp hn li ch

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10 nguyn tc QTRR

Jacqueline Jeynes
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2. Quy trnh qun tr ri ro

Ti tr ri ro

Nhn dng ri ro

Kim sot ri ro

o lng v nh gi ri ro

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Quy trnh QTRR theo tiu chun ISO 31000

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3. Nhim v ca nh qun tr ri ro
Nhim v ca chuyn vin qun tr ri ro trong doanh nghip l g?

Mo ta CV chuyen vien quan tri rui ro.docx

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3. Nhim v ca nh qun tr ri ro
Nhim v ca nh QTRR Gip t chc nhn dng, phn tch o lng v phn loi nhng ri ro v s n vi t chc;

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3. Nhim v ca nh qun tr ri ro
Thu thp, ph bin quy nh mi ca Nh nc Nghin cu, ph bin nhng thng tin th trng, khch hng T chc hun luyn, o to Hng dn mua bo him khi cn Nng cao nhn thc v an ton lao ng, v sinh thc phm, mi trng Thu thp khiu ni v gii quyt Thit lp v pht trin mi quan h gia t chc v cc bn lin quan

Nhim v ca nh QTRR Xy dng v t chc thc hin chng trnh kim sot ri ro, vi nhng iu kin ph hp vi t chc
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3. Nhim v ca nh qun tr ri ro
Nhim v ca nh QTRR Xy dng v thc hin tt cc chng trnh ti tr RR: Thu xp thc hin nhanh chng cc hp ng bo him c lin quan Qun l v s dng c hiu qu cc qu bo him Vn ng s ng h ca cc bn lin quan S dng cc bin php k thut ph hp vi tng loi ri ro Phn tch v la chn cc hnh thc ti tr khc 59

3. Nhim v ca nh qun tr ri ro
Nhim v ca nh QTRR Xy dng cc chin lc v k hoch kinh doanh gip bin ri ro thnh c hi thnh cng

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4. Lch s pht trin cc chc nng QTRR

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4. Lch s pht trin cc chc nng QTRR

4.1 Thi k ngay sau chin tranh th gii II Cha thng nht chnh thc (theo Snider, 1991), khong t 1955-1960s Gia 1950s: cc nghin cu chnh thc v ti qun tr ri ro thnh cng Cui 1950s: S dng thut ng "qun tr ri ro (Kloxman-1958) v nh qun tr ri ro, QTRR tch bit dn khi ti chnh, kinh doanh Nghin cu hc thut v lnh vc QTRR (trong lnh vc bo him) c trnh by trong tp ch Bo him (Jaurnal of Insurance) nm 1964
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4. Lch s pht trin cc chc nng QTRR

4.2 Thi k sau 1960s Chc nng QTRR pht trin dn v cc t chc t thc hin bo him T chc i mt vi nhiu ri ro hn, v cc lnh vc QTRR c trng khc c hnh thnh: QTRR php l, QTRR marketing v hot ng khc QTRR gn vi hot ng qun tr ca t chc cc cp trong c cu t chc b my Mt s khi nim mi c pht trin ngoi chc nng ti chnh ca ri ro trong giai on 1960-1970 (Grose,1992)

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4. Lch s pht trin cc chc nng QTRR

4.2 Thi k sau 1960s
Cc t chc quc t v QTRR ra i: Bc M: Risk and Insurance Management Society (RIMS), Public Risk Management Association (PRIMA) EU: Association of Risk Manager in Industry and Commerce (ARMIC), AEAI, Geneva Association, Institute of Insurance Economics, (Switzerland), Institute of Risk Management (London), university risk management center (Southampton-UK), M: Society of Risk Analysis (McLean, Virginia), Institute for Corporate Risk Management (Chicago), Center for Risk Management (Washington), university risk management center (Virginia, Harvard, Georgia State, Southampton
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5. Mi quan h QTRR vi QTCL v qun tr hot ng (ORM)

5. 1 Mi quan h QTRR vi QTCL Qun tr t chc lin quan n 3 chc nng qun tr chnh: - Chc nng qun tr chin lc - Chc nng qun tr hot ng - Chc nng qun tr ri ro. Ba chc nng ny khng c lp vi nhau.
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5. Mi quan h QTRR vi QTCL v qun tr hot ng (ORM)

5. 1 Mi quan h QTRR vi QTCL Chc nng qun tr chin lc bao gm nhng hot ng nhm tm ra tm nhn, s mng, mc tiu chin lc, h thng thang gi tr ca doanh nghip

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5. Mi quan h QTRR vi QTCL v qun tr hot ng (ORM)

5. 1 Mi quan h QTRR vi QTCL Chc nng qun tr hat ng bao gm nhng hot ng thc s hng n nhim v ca t chc. Qun tr hot ng lin quan n qu trnh cung cp hng ha dch v, tr li cu hi t chc cn thc hin nhng iu cn phi lm bng cch no?.
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5. Mi quan h QTRR vi QTCL v qun tr ri ro hot ng (ORM)

5. 1 Mi quan h QTRR vi QTCL Chc nng qun tr ri ro bao gm tt c nhng hot ng lm cho vic t c s mng ca t chc mt cch trc tip v d dng.

QTCL va QTRR.docx
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5.2 Qun tr ri ro hot ng

nh ngha ORM i nghch vi quan im truyn thng nhng mang nhiu yu t chung theo quan im ca Kloxman, Haimes, v Doherty. im th nht, nhng ngi ch trch ORM cho rng: QTRR khng nn phn bit cc ri ro. im th hai, QTRR khng phi l chc nng qun tr chuyn mn ha; n l mt chc nng qun tr chung. im th ba, trong mt phm vi hp hn nhiu, nhng ngi ch trch lu rng, nhng ngi theo truyn thng phn no hng vo qun tr tn tht thay v hng vo qun tr ri ro v bt nh.
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5.2 Qun tr ri ro hot ng

Xc nh s mng. Sp xp th t nhng ch tiu v nhng mc tiu QTRR cng vi s mng ca t chc l mt nhim v c bn ca nh qun tr ri ro. nh gi ri ro v tnh bt nh bao gm tt c nhng hot ng lin quan n vic nhn dng, phn tch v o lng ri ro v tnh bt nh. Kim sot ri ro l tt c nhng hot ng c lin quan n vic n trnh, ngn chn, gim bt hay kim sot nhng ri ro v tnh bt nh.
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5.2 Qun tr ri ro hot ng

Ti tr ri ro l cc hot ng cung cp nhng phng tin n b tn tht xy ra, hay to qu cho nhng chng trnh khc gim bt ri ro v bt nh hay gia tng nhng kt qu tch cc. Qun l chng trnh l tt c nhng hot ng v nhng chin lc lin quan n hot ng di hn v hng ngy ca chc nng qun tr ri ro.

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