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Trzeci wymiar geologii złoża rud miedzi

Twardowski Mateusz, Kaczmarek Wojciech, Rożek Robert

Przegląd Geologiczny

2020

Vol. 68, nr 12

886--893

The issue of three-dimensional geological modelling of stratoidal copper and silver ore deposit in the Fore-Sudetic Homocline has been the subject of hot discussions for many years. Formation of a single layer of deposit body can suggest the ease of interpretation of its form and structure, putting into question the need of three-dimensional visualization. The problem of building and updating a model is directly related to the production scale of KGHM Polska Miedź S.A. which is held over an area of495 km2 with an annual progression of around 480 km of underground workings in three mines, which also includes additional exploration of the deposit body. An important step in the time-consuming 3D geological modelling process is the appropriate selection of previously prepared data and the spatial dimension for the target model - in accordance with its intended purpose. The process of 3D geological modelling, currently carried out at KGHM Polska Miedź S.A., can be divided into two related steps: structural modelling and grade modelling. The components of structural models are used in the grade modelling process, acting as a set of geological constraints during the grade estimation process. The products of both steps find practical application in many processes in a mining company.

Strukturalne i zredukowane modele pomiaru ryzyka kredytowego wykorzystywane w praktyce bankowej

Noetzel P.

Ekonomia i Zarządzanie

2011

Vol. 3, no. 1

36-47

This article compares four popular models of credit risk measurement in terms of the scope of information used by the models, the characteristics of the risk as subject of the modeling and their use in the management of credit portfolios. These models can be assigned to one of two classes: structural and reduced form models. Structural models base on the assumption that the modeling person has full information about the assets and liabilities of the company and based on this knowledge is able to determine the moment of a credit event. Reduced form models use only the information base that is available on the market. This gives them an advantage in practical risk evaluation. The article is a modified part of the author's doctoral dissertation titled "Use of credit derivatives in managing the debt portfolio of the bank".