Valor em risco (VAR - value at risk): metodologias não paramétricas

O VAR (Value at Risk) ,valor em risco, é a perda máxima provável de uma carteira para um nível de confiança determinado, num horizonte temporal especificado.

Autonomous bathymetry for risk assessment with ROAZ robotic surface vehicle

The use of unmanned marine robotic vehicles in bathymetric surveys is discussed. This paper presents recent results in autonomous bathymetric missions with the ROAZ autonomous surface vehicle. In particular, robotic surface vehicles such as ROAZ provide an efficient tool in risk assessment for shallow water environments and water land interface zones as the near surf zone in marine coast. ROAZ is an ocean capable catamaran for distinct oceanographic missions, and with the goal to fill the gap were other hydrographic surveys vehicles/systems are not compiled to operate, like very shallow water rivers and marine coastline surf zones. Therefore, the use of robotic systems for risk assessment is validated through several missions performed either in river scenario (in a very shallow water conditions) and in marine coastlines.

Acrescentar valor à organização com a auditoria interna

Dissertação de Mestrado Apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Auditoria, sob orientação de Doutora Alcina Portugal Dias

Gestão do risco em mercados de energia eléctrica recorrendo ao VaR por simulação de Monte Carlo

Mestrado em Engenharia Electrotécnica – Sistemas Eléctricos de Energia.

Accounting for the dissociating properties of organic chemicals in LCIA: an uncertainty analysis applied to micropollutants in the assessment of freshwater ecotoxicity

In life cycle impact assessment (LCIA) models, the sorption of the ionic fraction of dissociating organic chemicals is not adequately modeled because conventional non-polar partitioning models are applied. Therefore, high uncertainties are expected when modeling the mobility, as well as the bioavailability for uptake by exposed biota and degradation, of dissociating organic chemicals. Alternative regressions that account for the ionized fraction of a molecule to estimate fate parameters were applied to the USEtox model. The most sensitive model parameters in the estimation of ecotoxicological characterization factors (CFs) of micropollutants were evaluated by Monte Carlo analysis in both the default USEtox model and the alternative approach. Negligible differences of CFs values and 95% confidence limits between the two approaches were estimated for direct emissions to the freshwater compartment; however the default USEtox model overestimates CFs and the 95% confidence limits of basic compounds up to three orders and four orders of magnitude, respectively, relatively to the alternative approach for emissions to the agricultural soil compartment. For three emission scenarios, LCIA results show that the default USEtox model overestimates freshwater ecotoxicity impacts for the emission scenarios to agricultural soil by one order of magnitude, and larger confidence limits were estimated, relatively to the alternative approach.

Risk criteria in occupational environments: critical overview and discussion

The current work can be seen as a starting point for the discussion of the problematic on risk acceptance criteria in occupational environments. Some obstacles to the quantitative acceptance criteria formulation and use were analyzed. A look to the long tradition of major hazards accidents was also performed. This work shows that organizations can have several difficulties in acceptance criteria formulation and that the use of pre-defined acceptance criteria in risk assessment methodologies can be inadequate in some cases. It is urgent to define guidelines that can help organizations in the formulation of risk acceptance criteria for occupational environments.

Legal and political regulation of higher education in Portugal: an evolutionary perspective on the current policy issues and the problem of order

The higher education system in Europe is currently under stress and the debates over its reform and future are gaining momentum. Now that, for most countries, we are in a time for change, in the overall society and the whole education system, the legal and political dimensions have gained prominence, which has not been followed by a more integrative approach of the problem of order, its reform and the issue of regulation, beyond the typical static and classical cost-benefit analyses. The two classical approaches for studying (and for designing the policy measures of) the problem of the reform of the higher education system - the cost-benefit analysis and the legal scholarship description - have to be integrated. This is the argument of our paper that the very integration of economic and legal approaches, what Warren Samuels called the legal-economic nexus, is meaningful and necessary, especially if we want to address the problem of order (as formulated by Joseph Spengler) and the overall regulation of the system. On the one hand, and without neglecting the interest and insights gained from the cost-benefit analysis, or other approaches of value for money assessment, we will focus our study on the legal, social and political aspects of the regulation of the higher education system and its reform in Portugal. On the other hand, the economic and financial problems have to be taken into account, but in a more inclusive way with regard to the indirect and other socio-economic costs not contemplated in traditional or standard assessments of policies for the tertiary education sector. In the first section of the paper, we will discuss the theoretical and conceptual underpinning of our analysis, focusing on the evolutionary approach, the role of critical institutions, the legal-economic nexus and the problem of order. All these elements are related to the institutional tradition, from Veblen and Commons to Spengler and Samuels. The second section states the problem of regulation in the higher education system and the issue of policy formulation for tackling the problem. The current situation is clearly one of crisis with the expansion of the cohorts of young students coming to an end and the recurrent scandals in private institutions. In the last decade, after a protracted period of extension or expansion of the system, i. e., the continuous growth of students, universities and other institutions are competing harder to gain students and have seen their financial situation at risk. It seems that we are entering a period of radical uncertainty, higher competition and a new configuration that is slowly building up is the growth in intensity, which means upgrading the quality of the higher learning and getting more involvement in vocational training and life-long learning. With this change, and along with other deep ones in the Portuguese society and economy, the current regulation has shown signs of maladjustment. The third section consists of our conclusions on the current issue of regulation and policy challenge. First, we underline the importance of an evolutionary approach to a process of change that is essentially dynamic. A special attention will be given to the issues related to an evolutionary construe of policy analysis and formulation. Second, the integration of law and economics, through the notion of legal economic nexus, allows us to better define the issues of regulation and the concrete problems that the universities are facing. One aspect is the instability of the political measures regarding the public administration and on which the higher education system depends financially, legally and institutionally, to say the least. A corollary is the lack of clear strategy in the policy reforms. Third, our research criticizes several studies, such as the one made by the OECD in late 2006 for the Ministry of Science, Technology and Higher Education, for being too static and neglecting fundamental aspects of regulation such as the logic of actors, groups and organizations who are major players in the system. Finally, simply changing the legal rules will not necessary per se change the behaviors that the authorities want to change. By this, we mean that it is not only remiss of the policy maker to ignore some of the critical issues of regulation, namely the continuous non-respect by academic management and administrative bodies of universities of the legal rules that were once promulgated. Changing the rules does not change the problem, especially without the necessary debates form the different relevant quarters that make up the higher education system. The issues of social interaction remain as intact. Our treatment of the matter will be organized in the following way. In the first section, the theoretical principles are developed in order to be able to study more adequately the higher education transformation with a modest evolutionary theory and a legal and economic nexus of the interactions of the system and the policy challenges. After describing, in the second section, the recent evolution and current working of the higher education in Portugal, we will analyze the legal framework and the current regulatory practices and problems in light of the theoretical framework adopted. We will end with some conclusions on the current problems of regulation and the policy measures that are discusses in recent years.

Occupational risk in a glass manufacturing industry unit

Risk assessment is one of the main pillars of the framework directive and other directives in respect of health and safety. It is also the basis of an effective management of safety and health as it is essential to reduce work-related accidents and occupational diseases. To survey the hazards eventually present in the workplaces the usual procedures are i) gathering information about tasks/activities, employees, equipment, legislation and standards; ii) observation of the tasks and; iii) quantification of respective risks through the most adequate risk assessment among the methodologies available. From this preliminary evaluation of a welding plant and, from the different measurable parameters, noise was considered the most critical. This paper focus not only the usual way of risk assessment for noise but also another approach that may allow us to identify the technique with which a weld is being performed.

Effects of storage, processing and proteolytic digestion on microcystin-LR concentration in edible clams

Accumulation of microcystin-LR (MC-LR) in edible aquatic organisms, particularly in bivalves, is widely documented. In this study, the effects of food storage and processing conditions on the free MC-LR concentration in clams (Corbicula fluminea) fed MC-LR-producing Microcystisaeruginosa (1 × 105 cell/mL) for four days, and the bioaccessibility of MC-LR after in vitro proteolytic digestion were investigated. The concentration of free MC-LR in clams decreased sequentially over the time with unrefrigerated and refrigerated storage and increased with freezing storage. Overall, cooking for short periods of time resulted in a significantly higher concentration (P < 0.05) of free MC-LR in clams, specifically microwave (MW) radiation treatment for 0.5 (57.5%) and 1 min (59%) and boiling treatment for 5 (163.4%) and 15 min (213.4%). The bioaccessibility of MC-LR after proteolytic digestion was reduced to 83%, potentially because of MC-LR degradation by pancreatic enzymes. Our results suggest that risk assessment based on direct comparison between MC-LR concentrations determined in raw food products and the tolerable daily intake (TDI) value set for the MC-LR might not be representative of true human exposure.

Risk Acceptance in the Furniture Sector: Analysis of Acceptance Level and Relevant Influence Factors

Risk acceptance has been broadly discussed in relation to hazardous risk activities and/or technologies. A better understanding of risk acceptance in occupational settings is also important; however, studies on this topic are scarce. It seems important to understand the level of risk that stakeholders consider sufficiently low, how stakeholders form their opinion about risk, and why they adopt a certain attitude toward risk. Accordingly, the aim of this study is to examine risk acceptance in regard to occupational accidents in furniture industries. The safety climate analysis was conducted through the application of the Safety Climate in Wood Industries questionnaire. Judgments about risk acceptance, trust, risk perception, benefit perception, emotions, and moral values were measured. Several models were tested to explain occupational risk acceptance. The results showed that the level of risk acceptance decreased as the risk level increased. High-risk and death scenarios were assessed as unacceptable. Risk perception, emotions, and trust had an important influence on risk acceptance. Safety climate was correlated with risk acceptance and other variables that influence risk acceptance. These results are important for the risk assessment process in terms of defining risk acceptance criteria and strategies to reduce risks.

Defining risk acceptance criteria in occupational settings: A case study in the furniture industrial sector

The use of appropriate acceptance criteria in the risk assessment process for occupational accidents is an important issue but often overlooked in the literature, particularly when new risk assessment methods are proposed and discussed. In most cases, there is no information on how or by whom they were defined, or even how companies can adapt them to their own circumstances. Bearing this in mind, this study analysed the problem of the definition of risk acceptance criteria for occupational settings, defining the quantitative acceptance criteria for the specific case study of the Portuguese furniture industrial sector. The key steps to be considered in formulating acceptance criteria were analysed in the literature review. By applying the identified steps, the acceptance criteria for the furniture industrial sector were then defined. The Cumulative Distribution Function (CDF) for the injury statistics of the industrial sector was identified as the maximum tolerable risk level. The acceptable threshold was defined by adjusting the CDF to the Occupational, Safety & Health (OSH) practitioners’ risk acceptance judgement. Adjustments of acceptance criteria to the companies’ safety cultures were exemplified by adjusting the Burr distribution parameters. An example of a risk matrix was also used to demonstrate the integration of the defined acceptance criteria into a risk metric. This work has provided substantial contributions to the issue of acceptance criteria for occupational accidents, which may be useful in overcoming the practical difficulties faced by authorities, companies and experts.

Exposure to polycyclic aromatic hydrocarbons and assessment of potential risks in preschool children

As children represent one of the most vulnerable groups in society, more information concerning their exposure to health hazardous air pollutants in school environments is necessary. Polycyclic aromatic hydrocarbons (PAHs) have been identified as priority air pollutants due to their mutagenic and carcinogenic properties that strongly affect human health. Thus, this work aims to characterize levels of 18 selected PAHs in preschool environment, and to estimate exposure and assess the respective risks for 3–5-year-old children (in comparison with adults). Gaseous PAHs (mean of 44.5 ± 12.3 ng m−3) accounted for 87 % of the total concentration (ΣPAHs) with 3–ringed compounds being the most abundant (66 % of gaseous ΣPAHs). PAHs with 5 rings were the most abundant ones in the particulate phase (PM; mean of 6.89 ± 2.85 ng m−3) being predominantly found in PM1 (78 % particulate ΣPAHs). Overall child exposures to PAHs were not significantly different between older children (4–5 years old) and younger ones (3 years old). Total carcinogenic risks due to particulate-bound PAHs indoors were higher than outdoor ones. The estimated cancer risks of both preschool children and the staff were lower than the United States Environmental Protection Agency (USEPA) threshold of 10−6 but slightly higher than WHO-based guideline.

Cuidar do corpo para melhor cuidar da casa

Objectivo: O objectivo deste estudo foi avaliar a implementação de um projecto comunitário na sintomatologia neuro-músculo-esquelética de domésticas. Metodologia: Realizou-se um estudo experimental que incluiu 30 domésticas (20 no grupo experimental e 10 no grupo de controlo) aleatoriamente seleccionadas. Foram utilizados como instrumentos de avaliação o Questionário de Avaliação de Risco, a Escala de Borg da Percepção Subjectiva do Esforço e o Questionário Nórdico Músculo-Esquelético. O projecto comunitário englobou uma acção de educação para a saúde e um programa de exercícios específicos. Resultados: A implementação do projecto comunitário diminuiu significativamente (p<0,05) a sintomatologia neuro-músculo-esquelética, a percepção subjectiva de esforço e a intensidade média de dor reportada pelas domésticas durante a realização de várias tarefas. As domésticas melhoraram significativamente (p<0,05) os seus conhecimentos em relação aos factores de risco e modificaram significativamente (p<0,05) os seus comportamentos, adoptando posturas mais adequadas. Conclusões: O serviço doméstico propicia o aparecimento de sintomatologia neuro-músculo-esquelética e, como tal, a implementação de uma acção de educação para a saúde e um programa de exercícios específicos tornam-se eficazes como projecto de promoção de saúde.

Avaliação da qualidade química e microbiológica de tintas didácticas do ensino pré-escolar

As tintas utilizadas nas actividades didácticas possuem na sua composição ingredientes que dada a sua natureza, modo de fabrico e de utilização, podem representar um risco para a saúde das crianças. Neste âmbito, procurou-se com este estudo avaliar a qualidade química e microbiológica das tintas utilizadas pelas crianças no ensino pré-escolar. Vinte e nove amostras de tintas, incluindo guaches, tintas de águas, digitintas e tintas para pinturas faciais foram recolhidas em oito estabelecimentos de ensino, nomeadamente, Jardins de Infância, do conselho de Vila Nova de Gaia. A avaliação microbiológica envolveu não só a determinação da concentração microbiana presente nas amostras, como também, a avaliação da estabilidade microbiana nas tintas das espécies S.aureus e E.coli. Na avaliação química procedeu-se à determinação da concentração dos metais chumbo (Pb), cádmio (Cd), crómio (Cr), cobalto (Co), níquel (Nq), manganês (Mn), cobre (Cu) e zinco (Zn) quer em algumas das amostras recolhidas nos estabelecimentos de ensino, quer em tintas adquiridas em três estabelecimentos comerciais. Os resultados obtidos da avaliação microbiológica revelam uma contaminação estática na generalidade das tintas. Três amostras de tintas apresentaram ainda elevada contaminação por fungos, nomeadamente Aspergillus spp. e Trichophyton spp. Da avaliação da estabilidade microbiana das espécies S.aureus e E.coli observou-se uma sensibilidade das mesmas às tintas, sendo evidenciado, em alguns casos, um decrescimento da concentração ao longo do tempo de exposição, e noutros, uma sensibilidade imediata. A espécie S.aureus revelou, contudo, maior capacidade de resistência que a E.coli. Os resultados obtidos da avaliação química revelaram a presença de Cr em todas as amostras, registando as tintas adquiridas em estabelecimentos comerciais concentrações mais elevadas para este metal. Os metais Cu e Zn foram detectados, em algumas amostras de tintas artísticas, em concentrações acima dos valores limites. Nas tintas para a cara foram encontrados os metais Pb, Cd, Cr e Nq, cuja utilização é interdita nestes produtos. O conhecimento das características químicas e microbiológicas das tintas utilizadas por crianças do ensino pré-escolar revelou-se de grande importância, nomeadamente, para a determinação dos riscos a que este grupo de indivíduos pode estar exposto no seu dia-a-dia quando utilizam estes produtos.