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.     

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.     

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     

Takeover duration and negotiation process

We study the relations between takeover negotiations duration, competition and learning, focusing on the private phase of bidder-initiated transactions. While the negotiation goes on, both parties learn about true deal synergies. At any moment, rival bidders can show up and compete for the target. Using a discrete-time finite-horizon dynamic programming approach, we derive the equilibrium relations between the negotiation duration, the pressure of potential competition and the learning process. Next, we perform a calibration exercise on a large sample of merger negotiations with hand-collected data from the Securities and Exchange Commission filings. Our results provide evidence of a very competitive M&A (Mergers and acquisitions) market.     

The path to process data

Analysis of transformation processes is a potent tool for the understanding of materials utilization, energy consumption, environmental pollution and the productivity of capital and labour. This paper introduces process analysis with emphasis on the need for physical rather than monetary data. Some uncoordinated data gathering activities relevant to process analysis are examined. Two prototype process databases are described to illustrate ways of approaching process analysis and it is noted that a process database is necessary for the next generation of economic models. Although there is as yet little progress in assembling the organization to coordinate the building of such a database, some strategies for the future are proposed.     

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     

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.     

Dynamic portfolio selection with process control

The risk inherent in the accumulation of investment capital depends on the true return distributions of the risky assets, the accuracy of estimated returns, and the investment strategy. This paper considers risk control with Value-at-Risk and Conditional Value-at-Risk, using control limits to determine times for portfolio rebalancing. Optimal strategies and control limits are determined for a geometric Brownian motion asset pricing model with random parameters. The approaches to risk control are applied to the fundamental problem of investment in stocks, bonds, and cash over time.     

信贷全流程风险管理研究

信贷全流程风险管理,是商业银行把全面风险管理思想、审慎、规范、稳健的经营理念和精细化的办事文化运用到信贷流程管理领域的理论创新和实践探索。信贷业务作为目前我国商业银行的主体资产业务,具有管理周期长、运行环节多、风险防控难的经营特点,特别是随着近年来宏观经济金融形势跌宕起伏和产业行业政策的不断调整,     

Trust, contracting and the prospectus process

This study explores the role of trust and the ways in which trust is created within the prospectus process. It is argued that trust is a necessary condition for economic exchange and that trust must exist prior to contracting. The theoretical analysis provided deconstructs the contract as the original event and points to the limitations of traditional accounting analyses in understanding economic exchange. In addition, examples from the prospectus process are used to illustrate how some of the capital market institutions and institutional practices that we observe create and recreate the trust necessary for exchange.