BOT论文基于故障树的BOT融资风险评估方法研究.doc

BOT论文：基于故障树的BOT融资风险评估方法研究【中文摘要】BOT( Build-Operate-Transfer ,“建设一经营一转让”)项目融资模式具有融资参与方多、融资时间长、规模大、结构复杂等特点,导致融资风险极大,所以就要求管理者对此种模式的风险进行有效地控制。如何运用科学的方法对BOT项目融资风险进行定性和定量相结合地分析,就成为控制风险的首要问题,目前相关的定量研究还为数不多,本文运用故障树分析法对BOT项目融资进行了定量分析研究,为项目融资决策提供了借鉴。故障树分析法是分析系统故障和成因之间关系的因果逻辑模型,适用于复杂系统的研究。本文在对BOT项目融资风险的影响因素进行定性分析的基础上,建立了某电厂BOT项目融资失败的故障树模型,并求出最小割集,从而为分析引起电厂BOT项目失败的主要影响因素以及项目失败发生的概率提供了基础。一般来说,故障树分析法可以较容易进行定量分析,但是由于BOT项目缺乏足够的数据及数据精确度不够,往往出现不确定数据和部分数据。所以,本文采用模糊故障树分析法和灰色关联分析法对BOT项目进行定量分析。用模糊故障树分析法对电厂BOT项目融资风险进行分析时,是以影响项目融资成功的主要风险因素建立一个故障树模型,用三角模糊数表示各项基本事件发生的概率,计算出顶事件发生的概率。而且使用了模糊重要度分析的新方法中值法,并按照模糊重要度对各个基本事件进行了排序。用灰色系统理论中的灰色关联分析法对电厂BOT项目进行分析时,同样是以BOT项目主要风险因素的故障树为模型。针对电厂BOT项目故障树的基本事件(称为“故障模式”),通过计算它们的关联度,并将关联度进行排序,判断出各种故障模式发生的可能性大小。这种方法为预防和控制风险的发生、处理风险的先后顺序、提高项安全性和可靠性提供了一定的理论基础。【英文摘要】BOT(Build-Operate- Transfer), as one form of project financing, is of more financ ing participants, longer financing time, larger scale financing characteristics and structure is complex, leading to the great financing risk. So it requires managers to effective ly control risk. How to apply the scientific method to analyze project of BOT with qualitative analysis and quantitative analysis is the important problem about controlling risk. At present, there are not so many relevant quantitative researches. The paper quantitatively analyzes the risk factors of BOT project with the fault tree analysis. The analysis provide the basis of dec ision of project financing.FTA (Fault Tree Analysis) is a causal logic model to evaluate the relationship of failure and causes of system, applying to research of complex systems. In this paper, the influences of BOT project financing risk factors are discussed with a way of qualitative analysis. Using this way, the fault tree of BOT project financing is established. All the minimal cut- sets are got through qualitative analys is. The basic risk factors are investigated that cause failure of project and the probability of failure of project is counted. Generally speaking, fault tree analys is is a model which cans more easily quantitative analysis is based on. But analysis results tend to appear uncertain data and partial data, due to lacking of BOT project data and data accuracy is insufficient. So, the fuzzy fault tree analysis and gray correlation analys is method are introduced to qualitative analysis.The fault tree of BOT project is established by considering the main influences of risk which Influence pro ject financing success, when analyses the project of BOT with the fuzzy mathematics analysis method. Triangular fuzzy- number designated probabilit y of the basic events in fault tree. Then, the paper calculates the probability of ChuDing events. A new method- Median method for analyzing fuzzy significance was provided to order the basic events in fault tree. The fuzzy probability order and classification are also found.Grey correlation analysis is applied in the model identification of the fault diagnosis and fault tree analysis. The fault tree also is of the main risk factors of BOT project. The possibility of fault model could be judged correctly in the fault tree analys is, which provides a scientific basis for fault handling in order to improving the reliabilit y and security of the system.【关键词】BOT 融资风险 故障树 定量风险评价 模糊数 灰色关联【英文关键词】BOT financing risk Fault Tree Analysis Quantitative risk assessment fuzzy numbe r Grey corre lation【目录】基于故障树的BOT融资风险评估方法研究摘要6-7Abstract7-8第1章 绪论9-141.1 选题的依据9-101.2 研究意义10-111.3 论文研究的主要内容11-121.4 论文的创新点12-14第2章 国内外对 BOT 融资风险管理及方法的综述14-172.1 国外研究综述14-152.2 国内研究综述15-162.3 研究方法综述16-17第3章 BOT 项目融资风险的故障树分析17-483.1 故障树分析法17-273.1.1 故障树的起源17-183.1.2 故障树的概念18-193.1.3 故障树建模及分析过程19-213.1.4 故障树计算结构函数及最小割集算法21-273.2 BOT 融资形式及融资模式特点分析27-313.2.1 BOT 融资内涵及其形式27-283.2.2 我国 BOT 融资模式的特点28-293.2.3 BOT 融资模式的比较优点29-313.3 BOT 融资模式风险管理及风险分析31-393.3.1 BOT 风险融资管理过程及其机制31-333.3.2 BOT 融资风险特点分析33-343.3.3 BOT 融资模式风险时间特点分析34-353.3.4 BOT 项目融资的系统风险分析35-373.3.5 BOT 项目融资的非系统风险分析37-393.4 BOT 融资故障树建立39-433.5 BOT 融资风险故障树分析43-483.5.1 电厂 BOT 融资风险故障树基本认识433.5.2 求最小割集43-443.5.3 潜在破坏模式定性分析44-48第4章 基于模糊理论的 BOT 融资风险的故障树定量分析48-584.1 三角模糊数48-494.1.1 三角模糊数的定义48-494.1.2 三角模糊数的运算494.2 简化的电厂 BOT 项目融资风险模糊故障树分析49-564.2.1 简化的电厂 BOT 项目融资风险故障树模型49-504.2.2 故障树基本事件信息与模糊数据采集50-524.2.3 求顶事件模糊概率可能性分布的计算52-534.2.4 模糊重要度分析53-564.3 结果分析56-584.3.1 定量分析结果564.3.2 得出结论56-58第5章 基于灰色理论的电厂 BOT 项目故障树定量分析58-695.1 灰色系统理论58-