国家外汇信息管理决策系统设计方案

国家外汇管理局信息化经过10多年的建设,已经建立了10多个业务系统,收集了大量的交易和统计数据,但数据之间缺少关联和共享机制,形成一个个信息孤岛。如何有效地整合和利用好这些数据,打通各类数据之间横向联系,并能为局内各个部门所共享,一直是外汇局全系统共同关心的问题。     

广东依托平台的探索

外汇局广东省分局自2006年起,探索构建了数据整合的总体框架,以涉汇主体的基础信息为桥梁,把原来相互割裂的业务应用系统联系起来,建立与外部的数据交换平台,通过数据交换、集中和抽取,建立数据共享平台,实现数据的综合利用。     

广东依托平台的探索

外汇局广东省分局自2006年起,探索构建了数据整合的总体框架,以涉汇主体的基础信息为桥梁,把原来相互割裂的业务应用系统联系起来,建立与外部的数据交换平台,通过数据交换、集中和抽取,建立数据共享平台,实现数据的综合利用。     

跨开发中心的集成项目计划管理

随着全国数据集中的完成，中国建设银行（以下简称“建行”）在北京、上海、厦门等地成立了多个软件开发中心，集中完成全行业务应用软件项目的研究和开发工作。虽然总行对各个开发中心所承接的研发项目从银行业务的角度进行了界定，但是因业务部门之间以及技术实现的关联性，决定了各开发中心的项目之间必然存在着彼此相互关联的关系。如何管理跨开发中心的关联任务和关键资源，降低项目的实施风险，是项目组和各级项目管理部门的重要工作内容。本文将从多年的组织级项目管理实践出发，结合项目管理理论，构建了一种跨开发中心的集成项目计划管理模式。     

银行业务系统中元数据的规范设计分析

正商业银行不同时期的业务系统是专门针对某种特定业务而发投产营运,长期累计下来,各系统之间数据存在冗余,导致数据共享性差,交叉分析的难度很大。近年来随着业务种类的扩展和客户量的猛增,这些数据更是以惊人的速度增长。为了能整合分析业务数据,商业银行要做到将各分支机构、各个时期的业务数据信息进行有机、有序、高效整合,以保证信息的高可用性。在软件工程项目实施过程中,个元数据的修改就会导致多个程序和数据库的变动,这实际上也是系统维护成本和风险的大部分。因此,笔者认为     

推进数据整合保障外汇管理改革发展

本文主要介绍外汇局数据资源的现状、数据整合研究成果及其在外汇管理实践中的运用情况，揭示数据整合对业务发展、市场监管、改革创新、完善公共服务等方面的重要作用。     

间接管理必由之路——数据整合与综合利用

重要意义 数据整合与综合利用是适应直接管理向间接管理、由事前审批向事后监管过渡的外汇管理工作新思路，提高非现场监管手段和统计分析水平的重要途径。一是能够克服现有数据分割、共享程度低和综合利用效率不高的局面；二是能够实现外汇局与其它涉外经济单位和管理部门之间信息的互通互换，提高涉外经济管理部门的综合监管能力；三是有利于制定统一的外汇数据统计标准与规范；     

对外汇局开展信息安全风险评估的思考

信息安全风险评估工作是当前我国信息安全保障工作的一项重要内容,随着外汇局系统数据"总分局"两级数据集中模式的建立,以及外汇系统整合的逐步推进,外汇系统的数量、业务种类以及技术复杂性也日益增加.同时基于互联网应用的快速发展,跨部门的横向沟通不断加强,来自内部破坏、外部攻击、内外勾结进行的破坏、自然灾害以及信息系统本身所产生意外事故的威胁也日益显现,给外汇局信息系统安全运行带来严峻挑战.本文通过介绍信息安全风险评估的理论,结合外汇局系统的信息安全现状,提出了外汇局系统信息安全风险评估工作的思路和建议.     

“四位一体”跨部门监测体系构想

当前，我国外商直接投资监管呈现商务部、外汇局、工商行政管理局和海关多部门管理，多途径数据统计，多口径数据发布的状况。在监管过程中，各部门仍存在衔接盲点，部门间监管信息隔离、时效性不强，导致外商投资监管职能弱化。建议发挥外汇局监管信息时效性、全面性优势，建立跨部门外商直接投资网络信息系统和综合监管机制。     

大数据思维在国库统计分析中的应用

人民银行国库部门作为联系中央银行系统、财政系统、税务征管系统和银行等金融机构的媒介,是政府各部门信息的集中汇集地。相关部门间大数据的整合、挖掘与应用为国库统计分析辅助政府决策、支持重点税源企业、小微企业、进出口企业的政策制定提供了可能。文章以构建"国库大数据基础信息中心"为核心,探索建立人行国库与业务往来部门之间大数据信息共享系统,着重分析大数据在国库统计分析中的应用,为整合部门资源、充分利用大数据技术、深化拓展国库统计分析提供相关参考。     

Almanac of anticipations: The age of affluence—of anticipation—of anxiety—of automation—of discontinuity—of longing—of overkill—of space exploration

With this survey of developments in the futures field since 1945, I.F. Clarke completes his present series for Futures. He makes two major points: that forecasting techniques have become essential tools in the management of change; and that nuclear weapons and ecological problems have added a moral dimension to the study of the future. In the next issue of Futures he will start a new series on the range of future-thinking in the USA, from the expectations of the first settlers to the Star Wars programme.     

基金公司经营融资融券业务的问题审视

融资融券业务正式运营已经开展,为证券市场带来了革命性的改革,作为证券市场的一大主体,基金公司面对融资融券也迎来了新的发展方向和挑战,本文从融资融券业务的运行机制入手,分析了基金公司融资融券的新契机,并对其即将面临的问题进行审视和剖析,进而提出策略建议.     

对基层人民银行科技工作的几点建议

银监会分设后,人民银行将专司货币政策、金融稳定、金融服务三大职能。作为人民银行的分支机构,基层人民银行的工作重心也将从金融监管调整到这三大职能上来。人民银行的科技部门,就要积极运用科技手段,为人民银行履行新的职能发挥“服务、支持、促进、发展”的作用。一、围绕三大职能搭建五大平台经过“六五打基础、七五作准备、八五大发展”几个阶段后,人民银行相继实现了核算电算化、清算网络化和办公信息化。特别是近一两年来,陆续开通了大额支付系统、信贷登记咨询系统、会计四集中系统、金融信息服务网站等系统,人民银行信息化水平又…     

The Usefulness of Measures of Consistency of Discretionary Components of Accruals in the Detection of Earnings Management

Abstract:  Prior research has shown the prevalence of measurement error in models used to estimate aggregate discretionary accruals. In these models, the incremental information content of the various components of accruals is ignored. Limited prior research and data gathered from firms under Securities and Exchange Commission (SEC) litigation indicate that managers use either one or more than one component of accruals simultaneously, in a consistent way to manipulate bottom-line earnings in a given direction. I propose two measures that capture the consistency between the discretionary components of accruals and test their significance in earnings management (EM) detection in firms that have artificially added accrual manipulation and firms that were targeted by the SEC for accrual manipulation. There is evidence that this information is incrementally useful in detecting EM. This finding paves the way for improvements in the discretionary accruals measure by including consistency information from the components of aggregate accruals.     

社会主义所有制形式的改革、完善与共产党执政能力的提高

在中国,所有制形式的调整、改革与完善,先进生产力的发展,党的执政能力建设,是社会主义建设过程中密切结合在一起的三个不同层面的发展关系.应在相互促进和共同提高中促进社会的和谐发展,保证社会主义现代化建设战略目标的顺利实现.     

Summary of Results of Survey of Seminar Attendees

Abstract

The Society of Actuaries undertook a three-phase research project on mortality improvement in the three NAFTA countries: Canada, Mexico, and the U.S. Phase 1 consisted of a literature review of papers on projecting mortality levels in the future and a study of the trend in mortality improvement during this century. Phase 2 consisted of a discussion of different facets of modeling mortality rates at a seminar attended by 79 experts (actuaries, demographers, economists, and medical researchers) representing different countries. The last session of the seminar consisted of the completion of a survey by the attendees to obtain input for Phase 3, which would analyze the impact of mortality improvement on the social security system of each country. This paper summarizes the results of the survey.

The survey results illustrate the difficulty in forecasting mortality levels, because the effects of many factors that could have significant impact on mortality rates are unknown. This suggests the need for dynamic forecasting, which allows for the possibility of random shocks. A majority of the survey respondents believe that stochastic forecasting models, despite their complexity, have significant potential to add value. Respondents also believe that both historical data and cause-specific mortality forecasts are useful as input and also in validating forecasts of the aggregate levels of mortality. The challenge is to develop more sophisticated forecasting models to produce results that are relatively easy to interpret and to communicate these results to the desired audiences, including the public and policymakers.

The survey results suggest that the aggregate effect of lifestyle changes, medical advances, diseases, catastrophe, and physical environmental changes is an increase in life span. However, there is much uncertainty about the future. Respondents expect that beyond the year 2020 the mean annual rate of reduction in mortality for males age 65 and over will average about 0.58% for Canada, 0.76% for Mexico, and 0.67% for the U.S. The results for the female age 65 and over population are 0.64%, 0.83%, and 0.70%, respectively. The age 65 and over population is expected to see larger percentage reductions in mortality than the 0–14 and 15–64 populations. The reductions in male and female mortality will be ultimately the same, and the mortality levels in the three countries will ultimately converge, although differences may persist for decades.     

Separation of Unit of Account from Medium of Exchange

The separation of a unit of account (UoA) from a medium of exchange (MoE) in the commodity–money system is investigated by considering explicitly a seller's choice of UoA in terms of either an MoE or a unit of metal weight. If the likelihood of debasement of an MoE and its rate are high enough, the price is posted in terms of a unit of metal weight rather than an MoE. Interestingly, this MoE–UoA separated equilibrium yields the flexible nominal price, whereas an MoE–UoA integrated equilibrium yields the sticky one. This implies the nominal price rigidity in the fiat‐money system where MoE and UoA are integrated.     

银行软件项目外包管理分析

一、引言随着国民经济的不断发展,银行业务与外部企业的联系越来越密切。银行正逐步成为现代经济活动的中心,作为数据处理核心的银行业务应用也越来越大型化、越来越复杂化,因此许多银行也把软件项目逐步由原来的自主开发转变为与公司合作的方式,或直接外包开发的方式,银行本身的技术人员也逐步由开发转向项目管理。二、项目外包的分类银行项目的外包有以下几种情况:①部分子系统外包,有时由于银行的软件项目太大,单靠银行自身的开发力量基本无法在预定的时间内完成项目,只好把相对独立的部分外包;②直接购买软件公司的成熟产品,有些金融软…     

银行管理信息平台建设发展的思考

一、目前国内银行IT发展现状及面临的问题 银行数据集中工作的完成,标志着银行的业务由电子化建设阶段转入信息化建设阶段.一方面银行数据的集中提供了丰富全面的基础数据,面对日益庞大的数据源,如何将数字转化为对银行有用的信息,并从中发现知识,为银行的经营决策提供支持,是摆在银行IT人员面前的一个亟待解决的问题.另一方面用户对银行信息的需求日益增长,如果银行没有一套完整、实用的信息管理系统,将对业务发展非常不利.南京爱立信公司倒戈花旗银行事件曾经轰动一时,其中一个重要原因就是中国本地银行不能满足爱立信全球总部对南京爱立信公司的要求:每周财务上报和每天贷款限额管理.这一事件为中国商业银行的未来发展敲响了警钟,如果不加快管理信息系统的开发,迅速提升业务管理水平,类似的事件还会接连不断地发生,并最终导致国内商业银行在同国外商业银行的竞争中全面溃败.     

Properties of time-series estimates of degree of leverage measures

Empirical studies suggest that time-series regression estimates of the degrees of operating and financial leverage have a tendency to produce measures less than one. According to ex ante theory, these measures should be greater than one for firms operating above the breakeven point. There have also been suggestions that the biases in these estimates may be attributable to an underlying increase in unit sales. This work presents evidence that these counter-intuitive measures are produced by changes in the firm's operating parameters (unit price, variable cost, fixed cost and interest payments). It further suggests that attempts to control for the underlying change in unit sales substantially increase the volatility of predicted estimates.