经济资本配置:商业银行绩效评估与考核的核心

经济资本作为一种风险资本,直接反映了商业银行风险状况对资本的内在要求。国内越来越多的商业银行改革传统的以规模为主的绩效评估的方法,代之于平衡记分卡等先进的绩效管理手段,并在此过程中运用EVA和RAROC的指标和方法,但要科学度量这些指标,必须科学地进行经济资本配置。为商业银行建立EVA和RAROC绩效评估的指标,笔者从可操作的角度出发,研究了经济资本的配置方法和步骤,期望对拟实施EVA和RAROC进行绩效考核的商业银行有一定的借鉴意义

基于DXF文件的石材桥切机自动编程方法

应用开放式的纯软件SErVO WOrkS CnC技术,通过对dXf图形文件信息的提取与处理,结合石材加工工艺,提出并实现了一种基于dXf文件的石材桥切机二维自定义图形的自动编程方法。该方法经济、可行,且提高了石材加工的编程效率

数字微流控技术及其在生物分析中的应用

数字微流控技术是一种基于微电极阵列来实现离散液滴精确控制的新型液滴操纵技术。这种基于介电润湿现象实现的液滴电操纵体系,相比于传统微流控芯片具有自动化、可寻址、可动态配置、易集成等特点。该文介绍了数字微流控技术液滴驱动原理,总结了芯片的结构和常用的制作方法,举例阐述了现阶段该技术在生物分析化学领域的应用,并对其应用前景做了展望。国家自然科学基金资助项目(21735004,21435004,21775128,21705024,21521004);;长江学者和创新研究团队项目(IRT13036

Simulation Calculation and Analysis of EVA and RAPMs for Domestic Listed Banks

银行作为经营货币、经营风险的企业,已经从利润管理走向风险与价值驱动型的管理。在此模式下,EVA和风险调整绩效指标克服了净利润、股东权益回报率等传统的绩效度量指标的缺陷,成为风险与价值的衡量指标。银行以风险计量配置经济资本,并以经济资本为基础计算EVA与风险调整绩效的管理模式成为银行风险与价值驱动型管理的最佳选择。企业的价值等于未来各期EVA的折现值加上期初投入的资本。以上市银行公开年报数据为基础对国内主要上市银行的EVA以及风险调整绩效指标进行模拟测算,在测算结果的基础上进行分析,进一步印证了银行价值与EVA比银行价值与ROE具有更明显的相关性。As special enterprises that operate currency and risks, banks have switched from the profit management to risk-and-val-ue-motivated management. Under this pattern, EVA and RAPMs have become the measurement indicators of risks and value creation,overcomingthe shortages of traditional performance evaluation indicators such as the net profit, ROE and soon. Banks allocate economiccapital according to the risk measurement, and the management mode based on EVA and RAPMs , calculated according to economiccapital, has become the banks’ optimal choice. The value of the enterprise equals to the present value of future EVAs plus the initial investment. The paper makes a simulation calculation on the EVA and RAPMs of the main domestic listed banks on the basis of their public annual report data. The result further proves that the bank value has a stronger correlation with its EVA than its ROE

The Risk Management and Value Creation for Commercial Bank: Studies on Economic Capital and EVA

商业银行是经营货币的特殊企业，风险从其诞生之日起便如影随形。商业银行是通过“经营风险”，并在实现风险和收益相匹配的前提下，实现价值最大化的经营目标。商业银行在创造价值的同时，必须加强风险管理，而传统的绩效评估和价值度量指标，包括净利润（NETPROFIT）、股东权益回报率（ROE）、每股收益（EPS）、市净率（P/B）、市盈率（P/E）等，由于存在诸多方面的缺陷，未将风险因素考虑在内，其度量的结果可能严重失真，从而导致银行的经营偏离价值最大化的目标，甚至造成价值的损失。因此商业银行必须建立一套科学的绩效评估和价值度量指标体系。 经济资本作为一种与风险相联系的虚拟资本，可以成为商业银行风险计量...Commercial bank is the special corporation which runs currency business with the risk as a shadow since it came to this world. Commercial bank has to manage the risk to achieve its business goal under the precondition of matching the risk and profit. Commercial bank need to strengthen the risk control while trying to create the value, but the traditional Key Performance Index and Value Measurement...学位：经济学博士院系专业：经济学院财政金融系_国际金融学学号：B20044200

Assets-Liability Dependency and Its Influencing Factors of Commercial Banks in China:2004-2011

本文根据2004—2011年我国4家国有大型银行、12家股份制商业银行、66家城市商业银行和33家外资银行的面板数据,通过设计变量和测量模型,对我国商业银行资产负债的依存度及其影响因素进行了实证研究。研究结果表明,我国商业银行整体的资产负债依存度在2004—2011年呈现出了先降后升的u型走势。其中,中资银行的u型走势较为明显,波动较大;外资银行资产负债依存度走势平稳,波动较小。在影响因素方面,流动性比率、rOE的波动率、衍生金融资产占比、表外资产占比、非利息收入占比等指标对资产负债依存度影响显著;而资本充足率、资产规模等指标的影响并不显著,但与资产负债依存度的正向关系有逐渐增强的趋势。Base on the panel datum of 4 state-owned banks,12 joint-equity commercial banks,66 municipal commercial banks and 33 foreign Banks from 2004 to 2011,this paper studies the assets-liabilities dependency and its influencing factors through designing variables and empirical models.The result shows that assets-liabilities dependency of all banks in China presents a U-shaped trend during 2004 -2011.Chinese-funded banks presents more obvious U-shaped trend with high volatility than foreign banks.Assets-liability dependency of foreign banks moves smoothly with less volatility.The result also shows that,the factors which significantly influence the assetsliability dependency include:liquidity ratios,volatility of ROE,derivative financial assets proportion,off-balancesheet assets proportion,non-interest income ratio.Factors which do not have significant influence on assets-liability dependency include:capital adequacy rate and bank scale,however,they are becoming more positively correlated with assets-liability dependency

一种自适应CS算法及其在风电齿轮箱故障诊断中的应用

针对布谷鸟搜索（CS）算法易出现早熟收敛以及风电机组齿轮箱的故障模式难以有效识别等问题，提出一种基于自适应CS算法的BP神经网络（SaCS-BP）智能诊断技术。通过构建SaCS算法，实现了步长和发现概率的自适应调整，并采用一组基准函数测试了该算法的有效性；将SaCS与BP神经网络进行融合，构建了风电齿轮箱的故障诊断模型。结果表明，SaCS算法具有较佳的寻优精度和普适性。此外，与BP神经网络以及布谷鸟搜索算法优化BP网络（CS-BP）相比，SaCS-BP算法获得了最高的诊断准确度，从而实现了风电齿轮箱故障模式的有效识别