从流程再造迈向流程银行——访北京大学软件与微电子学院金融信息工程系窦尔翔博士

如今,流程银行已成为国际先进银行普遍采用的经营管理模式。业务流程是银行经营管理的重中之重,我国商业银行要想更好更快地发展,就必须推进流程银行建设。如何借鉴国内外银行业的先进经验,循序渐进地打造流程银行也已成为金融监管部门和各金融机构高管层关注的话题。近日,记者采访了北京大学软件与微电子学院金融信息工程系窦尔翔博士,与他就我国金融行业向流程银行转型中遇到的难题及其今后的发展等问题进行了探讨。     

分众式扩张

分众传媒2003年成立,为了在竞争中快速胜出,必须有金融资本的支持.于是分众先后进行了三轮私募融资.当时投资商之一的软银中国对媒体广告没有概念,并不看好分众的商业模式.分众传媒成立之初,适逢非典,没有人外出,广告商大幅压缩广告支出.分众很快出现资金流紧张问题.于是紧急启动第二轮融资,在2003年底前,媒体广告价值凸显,分众成功吸引了众多外资的注意,获得大约2000万美元的私募投资.     

The process audit

Few executives question the idea that by redesigning business processes--work that runs from end to end across an enterprise--they can achieve extraordinary improvements in cost, quality, speed, profitability, and other key areas Yet in spite of their intentions and investments, many executives flounder, unsure about what exactly needs to be changed, by how much, and when. As a result, many organizations make little progress--if any at all--in their attempts to transform business processes. Michael Hammer has spent the past five years working with a group of leading companies to develop the Process and Enterprise Maturity Model (PEMM), a new framework that helps executives comprehend, formulate, and assess process-based transformation efforts. He has identified two distinct groups of characteristics that are needed for business processes to perform exceptionally well over a long period of time. Process enablers, which affect individual processes, determine how well a process is able to function. They are mutually interdependent--if any are missing, the others will be ineffective. However, enablers are not enough to develop high-performance processes; they only provide the potential to deliver high performance. A company must also possess or establish organizational capabilities that allow the business to offer a supportive environment. Together, the enablers and the capabilities provide an effective way for companies to plan and evaluate process-based transformations. PEMM is different from other frameworks, such as Capability Maturity Model Integration (CMMI), because it applies to all industries and all processes. The author describes how several companies--including Michelin, CSAA, Tetra Pak, Shell, Clorox, and Schneider National--have successfully used PEMM in various ways and at different stages to evaluate the progress of their process-based transformation efforts.     

怎样进行经理人融资收购

对于投资公司来说,MBO投资虽然有一定的风险,但成功概率比较高。交易中有股权、债权、员工持股计划等模式的选择。经理人融资收购究竟如何把握机会?应该采取怎样的交易模式?请看     

SOA技术打造高效的流程银行——专访交通银行太平洋信用卡中心信息科技部总监王锦民

如今银行的客户并不会关心银行拥有多少部门,而会关心服务流程需要多少时间。在部门银行的体系下,部门之间在客户服务、产品创新和风险防范方面仍存在不必要的隔阂,使得服务的响应不能做到便利快     

On an inverse Gaussian process

Abstract

Tweedie [11] investigated properties of the Inverse Gaussian distribution. We define in this paper the Inverse Gaussian process. For the discrete case we find the density function of the functions of Inverse Gaussian variates. We look for covariance function and stochastic integral as well as conditional density functions of an Inverse Gaussian process.     

How process enterprises really work

Many companies have succeeded in reengineering their core processes, combining related activities from different departments and cutting out ones that don't add value. Few, though, have aligned their organizations with their processes. The result is a form of cognitive dissonance as the new, integrated processes pull people in one direction and the old, fragmented management structures pull them in another. That's not the way it has to be. In recent years, forward-thinking companies like IBM, Texas Instruments, and Duke Power have begun to make the leap from process redesign to process management. They've appointed some of their best managers to be process owners, giving them real authority over work and budgets. They've shifted the focus of their measurement and compensation systems from unit goals to process goals. They've changed the way they assign and train employees, emphasizing whole processes rather than narrow tasks. They've thought carefully about the strategic trade-offs between adopting uniform processes and allowing different units to do things their own way. And they've made subtle but fundamental cultural changes, stressing teamwork and customers over turf and hierarchy. These companies are emerging from all those changes as true process enterprises--businesses whose management structures are in harmony, rather than at war, with their core processes. And their organizations are becoming much more flexible, adaptive, and responsive as a result.     

数据挖掘是一个过程--专访吉贝克信息技术(北京)有限公司董事长刘世平

对于我国的金融机构而言，数据挖掘项目不是一个特别新鲜的话题，却是一个特别缺少成功答卷的命题。对于这个命题，上海证券交易所和吉贝克信息技术（北京）有限公司已共同给出了令人瞩目的答案。这一项目的建设过程中有何独到之处；取得成功的关键何在；对于其他金融机构而言，启迪和借鉴意义何在？围绕这些问题，本刊记采访了吉贝克信息技术（北京）有限公司董事长刘世平。     

银行网络QoS的实现过程

随着网络技术的发展和银行业务需求的多样化,银行的网络已经从单一的数据网络发展成一个承载多种业务的、综合性的网络应用平台。在这样一个多业务共同运行的网络环境中,不同类型的业务对网络性能要求差别极大,譬如银行内部网络上越来越多的多媒体和实时传输业务对网络服务质量提出了更高的要求。在有限的广域网资源（通常是2M）下,如何确保关键业务的实时通信、合理分配带宽,这就需要网络系统提供多种类型的、不同等级的服务质量（QoS,Quality of Service）。QoS控制能力已经成为评价银行网络优劣的一个重要指标。     

On the general birth-and-death-with-immigration stochastic process

Abstract

In a series of previous papers I have dealt with the theory of stochastic processes [1–5] and their applications for the analysis of the interaction between radiation and matter, especially in cosmic radiation [6] and in carcinogenesis [7–10]. In these and other applications of stochastic processes for the analysis of problems in natural science [10–13] the so-called birth-and-death-with-immigration process plays an important role.     

The pathfinder process in Northern Ireland

Government has many customers — not just the individual citizen, but also corporate customers from the private sector. Getting close to those customers will require changes in the nature of public sector culture. Below are two examples — the first from Northern Ireland and the second from Whitehall — of government departments which have tried to change the way in which they do things.     

面向构件的软件过程:应用管理

面向构件的中间件支持"开发即组装"的生产方式。通过采用可视化的构件组装技术,将逻辑独立于代码,方便了业务人员和技术人员的沟通,实现了快速开发和     

The square-root process and Asian options

Although the square-root process has long been used as an alternative to the Black–Scholes geometric Brownian motion model for option valuation, the pricing of Asian options on this diffusion model has never been studied analytically. However, the additivity property of the square-root process makes it a very suitable model for the analysis of Asian options. In this paper, we develop explicit prices for digital and regular Asian options. We also obtain distributional results concerning the square-root process and its average over time, including analytic formulae for their joint density and moments. We also show that the distribution is actually determined by those moments.     

Vertical information sharing in the budgeting process

This study develops a model of vertical information sharing between superior and subordinate in the budgeting process. Upward information sharing involves the revelation of private information by subordinate to superior. Its proposed antecedents are budget participation and organizational commitment while job performance is a proposed outcome. Downward information exchanges from superior to subordinate are also examined by including role ambiguity in the model. Survey results suggest that vertical information sharing is an important intervening variable in understanding the performance effects of budget participation and organizational commitment.     

中国银行卡发展之路

银行卡是传统银行业务与现代信息技术相结合的产物,具有丰富的内涵。从宏观层面来看,银行卡是具有一定规模,而且链条较为明晰和完整的产业。从中央银行和社会大众角度看,银行卡是重要的电子支付工具。从商业银行角度看,银行卡是重要的中间业务和零售业务。随着中国成为全球银行卡业务增长最快、发展潜力最大的国家之一,特别是随着中国经济持续发展和对外开放不断深化,中国银行卡的发展备受瞩目。     

Fear and risk in the audit process

Relying on an ethnographic study conducted in the French branch of a big audit firm and using a psychodynamic perspective to interpret the collected data, we show that auditors’ sense of comfort (Pentland, 1993) arises only at the end of the audit process, and that the rest of the time, public accountants are inhabited primarily by fear. Fear plays a crucial but ambivalent role in auditing. On one hand, auditors and audit firms cultivate this feeling through informal and formal techniques to stimulate vigilance, encourage self-surpassment, mitigate the anesthetizing effect of habit and maintain reputation. On the other hand, audit teams’ members strive to alleviate their fear in order to form and convey their conclusions with a certain degree of comfort. In the field, driven by fear, they manage to finally become comfortable either by mobilizing their ‘practical intelligence’ (an intelligence of the body which helps them handle that which, in their mission, cannot be obtained through the strict execution of standardized procedures) or by adopting defensive strategies (such as distancing themselves from work-related problems, mechanically applying audit methodologies or relaxing their conception of a job well done). Fear and risk are closely related phenomena. Michael Power (2007a, p. 180) notes that ‘the significant driver of the managerialization of risk management is an institutional fear and anxiety’. Yet the experience of fear and the role that fear plays in risk management processes is most often overlooked in the literature. In this respect, our study contributes to ‘emotionalize’ and challenge the cognitive and technical orientation adopted by most academics and regulators in their understanding of audit risks and auditors’ scepticism. We also discuss a number of avenues for future research with a view to encouraging further examination of the role that emotions play in the audit process.     

Interorganizational cost management in the exchange process

This paper explores interorganizational cost management (IOCM) practices in the exchange process. IOCM can be defined as buyers’ and suppliers’ coordinated efforts to reduce costs. Past research has primarily argued that such practices depend on component characteristics, relationship characteristics, and characteristics of the transaction. Based on a study of three buyer–supplier relationships, this article also finds variations in IOCM practices between six main activities in the exchange process. In this process, the supplier's management accounting is found to be more important than recognized by prior research. The deepest collaboration around IOCM issues and the greatest joint use of suppliers’ management accounting in the three cases typically occurs in earlier activities in the exchange process, including supplier selection, joint product design and joint manufacturing process development. In later activities in the process, during full-speed production as well as in product and manufacturing process redesign, suppliers’ managerial accounting plays a lesser role in our study.     

欧洲能源一体化是怎样一个进程

欧洲能源市场的一体化 欧洲能源一体化与欧洲经济一体化是长时间内相互促进的过程.在促进欧洲经济共同体诞生的三个最初重要条约中,有两个是涉及能源合作的文件,即1951年的《欧洲煤钢共同体条约》和1957年《欧洲原子能共同体条约》.从这一意义上讲,欧洲的一体化进程最初始于能源部门的合作,能源政策在欧盟的发展战略中占有重要地位.     

Option pricing under a Gamma-modulated diffusion process

We study a Gamma-modulated diffusion process as a long-memory generalization of the standard Black-Scholes model. This model introduces a time dependent volatility. The option pricing problem associated with this type of processes is computed.