Rozvoj metodiky managementu rizik se zaměřením na uplatnění simulace rizik

Abstract

This Master thesis deals with risk management and application of simulation methods during the risk management phases. The theoretical part defines the concept of risk, describes the risk management process according to ISO 31000:2009 and examines approaches to risk management in terms of used methodologies and application for different management branches. Next part of the theory describes quantitative methods of risk analysis, namely mathematical modeling and simulation and their usage in the risk management. The practical part of this thesis is based on the analysis of the already proposed risk management process and consequential modification of the process for application of the simulation methods. The most significant application of the simulation is in the risk analysis phase, therefore a mathematical model was designed in MS Excel to determine the risk number. The whole proposed mathematical model was verified by case study.