我国商业银行利率敏感性缺口分析

金融自由化的迅猛发展使得中国银行业正面临着严峻的利率风险,识别和衡量利率风险并提升国内商业银行的利率风险管理能力,是我国商业银行利率风险管理面临的迫切问题。本文针对目前我国商业银行在利率市场化进程中所表现出来的特征,以中国工商银行为例通过利率敏感性缺口的方法实证分析我国商业银行目前所处的风险状态,并给出利率风险的防范和规避措施。     

河南省农产品出口贸易发展问题研究

河南省是我国第一产粮大省,也是全国油料、烟叶等农产品的重要生产大省,但河南省只是农产品出口小省,这种反差不得不引起我们反思。河南省农产品出口贸易存在诸如贸易壁垒的束缚、国际农产品市场竞争加剧、农产品的生产不能适应出口市场需求、出口市场集中度较高、出口结构未能充分发挥河南优势等多种问题。研究河南省农产品出口贸易存在的问题,进而有针对性的采取措施:积极应对贸易壁垒、加强质量安全管理和品牌建设、构建多元化的市场格局、发挥自身优势等来应对,对促进河南省创汇农业的发展意义重大。     

Managing uncertainty in on-demand air travel

Fractional management companies (FMCs) that provide on-demand air travel services experience frequent changes in aircraft availability and flight requests. We propose scheduling heuristics which are both cost-effective and persistent (i.e., close to the original schedule) to address the uncertainty. The heuristics include pro-actively enforcing idleness of aircraft in creating the original schedule, strategically repositioning aircraft to serve yet-unknown demand and dense scheduling. Computational experiments are conducted in a simulator that mimics FMCs’ daily operations. Simulation results quantify the value of each heuristic, which can be easily incorporated into existing computational methods used in FMCs for static scheduling problems.     

对大宗商品周期趋势的深入分析——基于历史、供求和现实的视角

今年以来,对大宗商品市场超级周期即将终结的声音不绝于耳,CRB指数1年来走出W型走势,不同类别大宗商品出现价格大幅波动,QE3引发市场对大宗商品价格升高的普遍预期。中国需求为原始动力的大宗商品牛市是否已然终结,发达国家普遍采取的量化宽松政策是否会引发全球大宗商品市场价格普涨成为近期热议的话题。     

病毒性心肌炎患者血清 SOD 与心肌炎特异性标志物的相关性研究

为探讨病毒性心肌炎患儿超氧化物歧化酶（ SOD）与心肌炎特异性标志物的相关性及其临床意义，将48例小儿病毒性心肌炎患者作为实验组，以48例健康儿童作为对照组，检测实验组和对照组血清中心肌肌钙蛋白（ cTnT）、超敏C反应蛋白（ HS-CRP）、肌酸激酶同工酶（ CK -MB）和 SOD，评价其相关性。结果为：实验组cTnT、HS-CRP和CK-MB水平明显高于对照组（P＜0．05），SOD 的活性明显低于对照组（P＜0．01）；治疗3周后 cTnT、HS -CRP 和 CK -MB 水平明显降低（P ＜0．05）， SOD的活性明显升高（P＜0．01），与cTnT、HS-CRP和CK-MB 水平呈负相关（P＜0．05）。 SOD、cT-nT、HS-CRP、CK-MB均参与了病毒性心肌炎的发病过程。     

我国信托业市场结构与绩效关系研究

我国信托业的经营绩效与市场份额之间存在显著的正相关关系，与市场集中度存在弱性的负相关关系。现阶段我国信托市场还处于垄断程度较低的低中占寡型市场，信托业绩效水平的提升有赖于市场份额、营业费用率、资产负债率等影响因素的进一步优化。     

Fast delta computations in the swap-rate market model

We develop an efficient algorithm to implement the adjoint method that computes sensitivities of an interest rate derivative to different underlying rates in the co-terminal swap-rate market model. The order of computation per step of the new method is shown to be proportional to the number of rates times the number of factors, which is the same as the order in the LIBOR market model.     

Using integrated quality assessment for hotel service quality

In the age of growing foreign tourism, providing excellent quality service at hotels is increasingly more important. Service quality and customer satisfaction have gradually been recognized as key factors used to gain competitive advantage and customer retention. Most companies conducted satisfaction surveys of their customers, with a view of using analysed results to identify attributes of potential improvement. However, this kind improvement decisions on the attributes with a lower satisfaction level needs not to be appropriated. Thus, to achieve higher levels of overall satisfaction with the hotel experience, this study combined four simple methods, including Kano’s model, refined Kano’s model, Importance-Satisfaction model, and the Improvement index, to evaluate two types of hotels. The integrated approach of service quality measurement is based on the importance and satisfaction survey of the quality attributes. The survey, with 24 attributes and service items, were administrated to a random sample of 400 customers at one business hotel and one resort hotel in Taiwan. The strategies of these two kinds of hotels were compared and discussed in this study. On the basis of the key quality attributes identified by employing the integrated approach, which are significantly different from those identified on the basis of a simple satisfaction survey, hotels can make appropriate decisions on specific areas for improvement to further enhance the hotel service quality in Taiwan.     

俄罗斯评估行业历史沿革与现状浅谈

俄罗斯是世界上最重要的经济体之一,其经济地位不可小视。经历了经济转轨的痛苦过程,自1999年至今,俄罗斯的经济有了长足的发展,国有经济的转轨、各个行业的复苏发展,使得资产评估行业得以     

进一步提高中国花卉产业国际竞争力对策研究

进入21世纪以来,我国花卉产业一直呈现出快速发展的态势,生产规模已居世界首位,但也存在着横向扩展过快、纵向挖潜不足的问题。在国际竞争日益激烈的背景下,新兴花卉生产国哥伦比亚、肯尼亚、马来西亚已分别成为全球最大的康乃馨、玫瑰和菊花的生产、出口基地,印度、越南等国也在迅速崛起。中国花卉产业应该通过合理有效的制度创新,建立经营型行业协会,加强物流体系建设,引导资源禀赋优势向竞争优势转变。