不断优化流程 提高建行企业公积金网缴产品渗透率——企业网缴公积金项目六西格玛流程管理分析

建行引进美国银行流程优化管理经营模式,对产品和业务流程导入六西格玛管理理念,直接能够提高建行产品覆盖率和渗透率,以及未来盈利能力和长期竞争力提升。企业网缴住房公积金,利用现代化网络渠道营销,如何提高网缴覆盖面占建立人数的比重,巩固房改金融业务优势地位,全面提升建行住房金融业务管理水平,本文以天津行为例进行了分析。     

基于IP承载网的远程数字视频监控系统

IP网是目前普遍使用的数据传输网,随着电信运营商承载网络向IP网转化,远程数字视频监控系统也开始采用以IP网为承栽技术并在高层开发各种应用。本文详细介绍了IP承载网的发展趋势和基于IP承载网的远程数字视频监控系统的网络结构,并与传统的远程数字视频监控系统作了对比,指出其本质区别。本文同时也深入介绍了以IP网为承载网的远程数字视频监控系统的主要技术特点。     

企业网个人计算机安全防范的解决方案

信息时代的商业银行,企业网络已经成为开展现代金融业务的关键基础设施,对企业网的安全性要求也越来越高,防火墙、入侵检测和防病毒系统     

南京市住房基金管理及金融业务网络系统

南京市住房基金管理中心（以下简称管理中心）和建设银行江苏省分行营业部房地产信贷部（以下简称房贷部）利用计算机管理南京市住房公积金开始于1991年，当时开通的房改金融业务系统建立在以全市17个结算分中心为核心的业务模式基础之上，基本上实现了房改金融业务的各项功能，对公积金的缴存与管理实现了建行房地产信贷部、结算分中心、代理处三级服务的计算机管理网络。几年来，随着房改金融业务的不断拓展以及住房基金管理规范化要求的提高，原有系统及其运行方式都已不能满足发展的需要，主要表现在：原系统以建行结算分中心为核心的处…     

淄博市金融区域网的建设方案

淄博市金融区域网的建设方案人民银行山东省分行科技处曲效利黄鑫随着我国金融体制改革的不断深入,人民银行为了适应银行业务迅猛发展的要求,进一步推动我国金融电子化进程,提出了在全国范围内主要城市和地区实现以计算机和邮电电讯网络为基础的金融业务网络,即区域网...     

公共数据网络

公共数据网络中国金融学院信息管理系陈进利用国家公共数据网可进行数据通信，获取各种经济金融信息。同时，公共数据网络也是建立金融专用业务系统的通信基础。本文说明我国现有公共数据网络的特点、组成、以及在金融业务和管理中的应用展望。一、公共数据网络概况公共数...     

加快 e网建设改善金融统计

近几年来，金融统计业务在银行电子化建设过程中一路领先，已经建立了计算机硬件、软件和信息资源的共享，提供了信息采集、管理、传输等服务功能的应用系统，但是仍然不能适应金融业务和银行电子化快速发展的要求。因此，加快金融统计信息e网化是推进金融统计向深层次发展亟待解决的课题。     

浅谈P2P网贷平台的征信和信用风险的控制

互联网在21世纪进入了Web2.0新纪元,互联网与现代金融业务创新交融,P2P网络借贷平台应运而生。近期人民银行下发通知,在新增小额贷款公司与融资性担保公司为正式征信系统的监管对象的同时,却将网贷位列其外,征信缺失的窘境将导引P2P网贷行业何去何从将成为摆在我们眼前的一个热点问题。本文致力从我国P2P网贷平台的发展现状为出发点,对其在征信和信用风险的控制上存在的问题进行剖析,并对采取何种行之有效的应对措施提出见解和阐述。     

浅谈P2P网贷平台的征信和信用风险的控制

互联网在21世纪进入了Web2.0新纪元,互联网与现代金融业务创新交融,P2P网络借贷平台应运而生。近期人民银行下发通知,在新增小额贷款公司与融资性担保公司为正式征信系统的监管对象的同时,却将网贷位列其外,征信缺失的窘境将导引P2P网贷行业何去何从将成为摆在我们眼前的一个热点问题。本文致力从我国P2P网贷平台的发展现状为出发点,对其在征信和信用风险的控制上存在的问题进行剖析,并对采取何种行之有效的应对措施提出见解和阐述。     

浅谈基层央行局域网IP地址管理

随着金融业务系统的网络化,数据逐步集中,计算机网络成为信息传输和数据交换的中枢.所以,加强计算机网络的管理成为基层央行科技工作的重点,而局域网中的所有客户端的管理,则是网络管理工作的难点.笔者结合近年来网络管理的经验,谈谈基层央行局域网IP地址管理.     

High-dimensional index tracking based on the adaptive elastic net

When a portfolio consists of a large number of assets, it generally incorporates too many small and illiquid positions and needs a large amount of rebalancing, which can involve large transaction costs. For financial index tracking, it is desirable to avoid such atomized, unstable portfolios, which are difficult to realize and manage. A natural way of achieving this goal is to build a tracking portfolio that is sparse with only a small number of assets in practice. The cardinality constraint approach, by directly restricting the number of assets held in the tracking portfolio, is a natural idea. However, it requires the pre-specification of the maximum number of assets selected, which is rarely practicable. Moreover, the cardinality constrained optimization problem is shown to be NP-hard. Solving such a problem will be computationally expensive, especially in high-dimensional settings. Motivated by this, this paper employs a regularization approach based on the adaptive elastic-net (Aenet) model for high-dimensional index tracking. The proposed method represents a family of convex regularization methods, which nests the traditional Lasso, adaptive Lasso (Alasso), and elastic-net (Enet) as special cases. To make the formulation more practical and general, we also take the full investment condition and turnover restrictions (or transaction costs) into account. An efficient algorithm based on coordinate descent with closed-form updates is derived to tackle the resulting optimization problem. Empirical results show that the proposed method is computationally efficient and has competitive out-of-sample performance, especially in high-dimensional settings.     

Bank management of the net interest margin: new measures

We decompose the change in banks’ net interest margin into a change in market-wide bank rates and a change in balance-sheet composition. The usefulness of this decomposition is illustrated for a detailed data set of German bank balance sheets, broken down into different maturities, creditors and borrowers, and degrees of liquidity. Our main findings are as follows. (1) Changes in market-wide bank rates have a much higher explanatory power for net interest margins than changes in balance-sheet composition. (2) On average, banks employ interest rate derivatives to hedge on-balance risk since changes in market-wide rates affect the net interest margin less strongly for derivatives users than for non-users. (3) When risk taking becomes more lucrative, derivatives users tend to increase their on-balance exposure more than do non-users.     

我国基金资产净值估值方法探讨

基金资产净值是投资者可以得到的关于基金资产实际价值的主要公开信息，而且投资者通常都将基金资产净值视为基金资产的实际价值，因此应将尽可能地真实反映基金资产实际价值作为计算基金资产净值时选择证券价格的主要原则。……     

Should cross-border banking benefit from the financial safety net?

Using bank-level data from 84 countries, we find that a higher degree of bank internationalization is associated with higher interest expenses. Internationalization is proxied by a bank's share of foreign liabilities in total liabilities or a Herfindahl index of international liability concentration. Bank interest expenses rise relatively more with internationalization if the bank is underperforming or headquartered in a country with weak public finances, and especially at times of weak world output growth. These results suggest that liability holders of distressed internationalized banks expect less from the financial safety net since lack of an efficient recovery and resolution regime for international banks can make their insolvency very costly to deal with.     

The lender of last resort and the federal safety net

Under the aegis to the New Deal, the government established a safety net consisting of deposit insurance, a lender of last resort, and regulation. In the postwar period when the inflation rate was low, the economy stable, and the bank failure rate low, the safety net appeared to be an effective instrument to deliver financial stability. In the unstable economy since the 1970s, the functioning of each element of the safety net has been questioned. A reconsideration of the role assigned to each constituent is timely. I begin with a review that brings up to date since 1933, first, the role of regulation, second, deposit insurance, and third, the lender of last resort. Finally, I discuss how each of these might be reshaped in light of the changes since the 1970s.This paper was prepared for a conference in memory of Michael J. Hamburger at the Graduate School of Business Administration, New York University, March 12, 1987.     

论使用净价进行业绩考核之不合理性

净价虽然能够反映出债券市场收益率的变动和行情的变化,但是却不是一个精确的指标,在实践运用中往往会出现误差。特别是在收益率变动幅度较小的情况下,还会产生严重的方向性错误。因此,建立一个合理有效的债券投资考核体系,除了要继续研究如何推出更有指标意义的债券指数之外,深化金融机构的体制改革,建立内部全面的考核体系,也是必不可少的一环。     

3G网络USIM卡COS的安全研究与实现

安全功能研究是USIM卡操作系统（cos）的最核心的部分,确保卡系统的安全。本文通过对3G网络中USIM卡存在的安全威胁的分析,并与SIM卡安全功能进行比较,结合3G的国际标准,设计出USIM卡COS的安全管理功能模块,提出以C语言实现的针对USIM卡专用的加密算法函数库的接口API。安全功能主要从文件访问机制、鉴权算法、加密算法接口API等方面进行分析和设计。本文的研究成果已经成功应用到卡的芯片中,有效解决USIM卡存在的安全威胁,确保卡中储存资源的安全和通信业务的正常应用。     

Insurer's insolvency risk and tax deductions for the individual's net losses

Using the representative agent approach as in Kaplow (Am Econ Rev 82:1013–1017, 1992b), this paper shows that providing tax deductions for the individual’s net losses is socially optimal when the insurer faces the risk of insolvency. We further show that the government should adopt a higher tax deduction rate for net losses when the insurer is insolvent than when the insurer is solvent. Thus, tax deductions for net losses could be used to provide an insurance for individuals against the insurer’s risk of insolvency. These findings could also be used to explain why a government provides supplementary public insurance or government relief. Finally, we discuss that, if the individuals are heterogeneous in terms of loss severity, loss probability, or income level, providing a tax deduction for the individual’s net losses may not always achieve a Pareto improvement, and cross subsidization should be taken into consideration.

The net effect: Design, the rhizome, and complex philosophy

Complex networks keep appearing in design research. A consideration of networks brings us into contact with Deleuze and Guattari's concept of the rhizome. On the one hand, their characterisation of the rhizome seems to be an extension and vindication of the application of the network. On the other hand, it diminishes the authority of the network as providing a general account of social conditions, spatial configuration, and design processes. In this paper we examine critically how both the network and the rhizome feature in major design legacies.     

The determinants of net interest margin during transition

Review of Quantitative Finance and Accounting - In this paper we examine the banking sector of the Central and Eastern European (CEE) countries during the transition period 1998–2016 in a...