GCRI · 系统性风险管理
定量与定性方法
风险评估 uses numbers where data support them and structured judgement where they do not. Probabilistic models, loss distributions, 专家判断征询, bow-tie diagrams and risk matrices each answer different questions and fail in different ways. This page sets out how the main methods work, when each is fit for purpose, and how combining them keeps an assessment honest about what is known and what is assumed.
Quantitative and qualitative methods: how the risk develops.
Probability, uncertainty and judgement. The dossier below sets out how the risk develops, what is measured, where the data come from, how it is modelled and who decides.
Models need data that fit
Frequency and severity models work where events are numerous and recorded consistently. For rare, novel or changing risks the data are thin, and a precise-looking number can carry more assumption than evidence.
Judgement carries biases
Experts anchor on recent events, overestimate their own precision and converge in groups. Structured elicitation reduces these effects by separating estimates, asking for ranges and scoring calibration.
Matrices compress information
Likelihood and consequence matrices are quick to use, but they rank risks coarsely, can reverse orderings and hide correlated losses. They suit screening, and need other methods before a major decision.
Methods combine through structure
Fault trees, event trees and bow-tie diagrams link causes, controls and consequences. They provide a frame into which quantitative estimates and expert judgement can be placed and checked.
Cascade and stress lab.
团队跟踪该主题时会使用的界面：其指标、状态与决策。名称为示例，数值仅作示意。
Cascade and stress lab
Quantitative and qualitative methods · National system · Scenario SC-40
Interdependency graph
red: failed in scenario
Cascade sequence
- T+0HAZHeatwave and drought
- T+6hENGThermal plant derated, cooling water
- T+9hICTData centre on backup power
- T+14hWATPumping reduced, pressure loss
- T+20hHLTHospital water supply at risk
Service loss by system
Methods must be fit for risks that cross domains.
- 水耦合Hydrological risk is mostly quantified with simulation and extreme value statistics.What to watchUncertainty ranges reported with return periods
- 卫生耦合Epidemic risk combines transmission models with expert judgement early in outbreaks.What to watchStructured elicitation records
- 生物多样性耦合Ecosystem risks often have qualitative evidence only, which matrices flatten.What to watchQualitative evidence kept as such
Method comparisons are designed for the 方法与技术系列. Cox showed in 2008 that risk matrices can rank risks inconsistently; the page sets out when quantitative, semi-quantitative and qualitative methods each fit.
- Comparisons of assessment techniques applied to the same risk.
- Cases where a 风险矩阵 misled a decision.
How quantitative and qualitative methods is modelled, measured and tested.
模型、其假设、数据和不确定性，以科学家或工程师会核查的形式呈现。结构遵循已发表的方法。所取数值仅为示意，不是研究发现。
模型、方程与假设
The model structure used for quantitative and qualitative methods, the assumptions it makes and how each is tested.
Ri = f(Hi, Ei, Vi, Ci)危害、风险暴露、脆弱性和应对能力EAL = ∑k pk · Lk对年概率为 pkxt+1 = A xt + B ut + εtA carries the couplings, u the shock, ε the error| 假设 | 为何制作 | 如何检验 |
|---|---|---|
| 在一次事件中，危害与暴露相互独立 | 使损失积分保持可计算 | 与基于联合记录拟合的 copula 进行比较 |
| 耦合在工作点附近是线性的 | 让冲击通过 A 传播 | 在线性范围之外施加扰动并比较 |
| 脆弱性曲线可以在不同地点之间迁移使用 | 很少有本地曲线可用 | 在有观测损失的地方据此进行验证 |
- 输入
- 带溯源信息的版本化数据集
- 成果
- 分布，绝不是单一数字
- 代码
- 连同模型卡和测试一起发布
- 复现
- 相同的数据、代码、环境和随机种子
衡量什么，以及衡量得如何。
每个指标都注明其单位、频率、背后的来源类型以及数值将附带的证据标签。此处不显示数值：数值由计划依据其自身权限提供。
| 指标 | 单位 | 节奏 | 来源类型 | 标签 |
|---|---|---|---|---|
| Risks assessed with quantitative estimates | percent of principal risks | 年度 | Assessment records | 已报告 |
| Calibration of expert estimates | calibration score on seed questions | per elicitation | Structured expert judgement records | 观测 |
| Loss event records | count of events with cause and amount recorded | 持续 | Internal loss databases | 观测 |
| Assessment uncertainty range | ratio of upper to lower bound | 每次评估 | Assessment outputs | 估算 |
| Controls with tested effectiveness | percent of key controls | 年度 | Control testing records | 已报告 |
| Method documentation completeness | percent of assessments with method, data and assumptions recorded | 年度 | Assessment files | 已报告 |
证据来自何处。
具名公共数据集与机构记录，各自注明许可类别。依协议获得的来源仅按其条款使用，绝不再次发布。
| 来源 | 它提供什么 | 许可类别 |
|---|---|---|
| IEC 31010 风险评估 技术 | Descriptions, strengths and limits of more than forty techniques | Licensed standard, purchase required |
| EM-DAT 国际灾害数据库（CRED，鲁汶大学） | Disaster events with human and economic impacts | Free for non-commercial use with registration |
| 《仙台框架》 Monitor and national disaster loss databases | Published reporting of disaster losses against Sendai targets | 公开，联合国使用条款 |
| TU Delft expert judgement database | Past structured expert judgement studies with calibration data | Licence to check |
| Published operational loss data consortia summaries | Aggregate operational loss patterns in financial services | Members only; public summaries (to check) |
由谁决定，以及证据服务于什么。
系统性风险 Management prepares evidence. The decisions below are taken by the authorities named, under their own rules, and never by the platform.
| 谁来决定 | 问题 | 本页面服务的证据 |
|---|---|---|
| Risk functions and analysts | Which method fits a given risk and decision | Method selection guides; documentation standards |
| Boards and executives | How much confidence to place in an assessment before acting on it | Uncertainty ranges; method documentation; calibration records |
| Regulators and supervisors | Whether an institution’s risk models are fit for the use made of them | Model documentation; validation and back-testing evidence |
该主题产生的产出
- Method selection guides keyed to the question and the evidence available
- 结构化 专家判断征询 protocols with calibration
- Bow-tie and fault-tree templates linked to registers
- Assessment files that record data, assumptions and ranges
What methods experts ask.
- Is there enough relevant data to estimate probabilities, or would numbers convey a false sense of precision?
- What kind of uncertainty dominates: randomness, lack of knowledge, or disagreement about how the system works?
- How sensitive is the decision to the parts of the analysis that are least certain?
- How can expert judgement be elicited so that it is transparent and less prone to bias?
Kinds of uncertainty.
Randomness
Natural variability that persists even with perfect knowledge, such as weather from year to year. Probability handles it well.
Lack of knowledge
Uncertainty that more data or research could reduce. It should be shown, not hidden in a single number.
Disputed structure
Where experts disagree on models, probabilities or values. Scenarios and robust decision methods suit it better.
A toolkit, matched to the problem.
- 01
Statistical and probabilistic models
Frequency analysis, extreme value methods and Bayesian inference from 概率与统计. Limits: rare events are poorly sampled, and past data may not reflect a changing system.
- 02
不确定性量化
不确定性量化与模型验证 propagates input uncertainty through models and tests them against data. Limits: it cannot capture what the model leaves out.
- 03
结构化专家判断
Formal elicitation protocols that calibrate and combine expert views. Limits: time-consuming, and experts share blind spots.
- 04
Qualitative assessment
Scales, matrices and narrative analysis. Useful for communication and screening, but risk matrices can rank risks inconsistently and should not be the only tool.
Where this page’s references lead.
阅读本页时所对照的机构和文件。状态和版本会变化；每个链接都指向发布机构。
问题与解答。
Are risk matrices reliable?
What is structured expert judgement?
When should risk be quantified?
Are quantitative methods always better?
What is wrong with risk matrices?
How should uncertainty be communicated?
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