基于贝叶斯网络的操作风险预警机制研究

鉴于商业银行的操作风险管理具有样本量小、结构复杂等特点,较难运用传统方法构建风险预警系统,本文采用贝叶斯网络.研究了商业银行操作风险预警系统的建模过程并根据我国商业银行操作风险的外部数据给出了算例.通过构建由关键风险指标和关键风险诱因组成的商业银行操作风险拓扑结构,本文分析了各类风险指标对操作风险的作用形式,在对各类节点赋值的基础上,通过贝叶斯推理,建立起商业银行操作风险的预警系统.以便在出现可能导致巨额损失时,商业银行能够及时采取措施化解操作风险.     

零售银行业务:现代商业银行发展的战略重点

零售业务,以其高利润低风险和市场前景广阔的特点备受各大商业银行的青睐。并且零售银行业务已经成为增进商业银行核心竞争力的重要手段,因此零售银行业务作为现代商业银行的发展战略,对商业银行的健康稳定发展起到了至关重要的作用。并且随着经济的快速发展,各大商业银行的市场竞争力越来越大,因此必须要不断地加强对零售银行业务的重视,才能确保商业银行能够在竞争日益激烈中脱颖而出。本文主要通过对商业银行的零售业务进行简要分析,探讨零售业务发展过程中存在的问题和有效地扩展对策。     

发达国家(地区)零售银行业务的特点及对我国商业银行的启示

零售银行(retail bank),是指商业银行以客户为中心,运用现代经营理念,依托高科技手段,向个人、家庭和中小企业提供的综合性、一体化的金融服务,包括存取款、贷款、结算、汇兑、投资理财等业务。相对于我国商业银行零售业务还处于起步阶段,国外零售银行业务已有数百年的历史,积累了丰富的经验,因此借鉴国外发展零售银行业务的先进经验,对我国商业银行有很高的借鉴和参考价值。如何借鉴发达国家的成功经验,积极拓展零售业务,是我国商业银行面临的重大课题。     

论贝叶斯网络法在商业银行操作风险分析中的应用

操作风险损失是商业银行业风险损失的重要来源,但是,操作风险构成很复杂,难以结构化,并难以被管理者测量与监管。利用图形与统计相结合的贝叶斯网络法可以对商业银行业务过程进行建模,帮助金融机构完善内部流程,激励业务操作质量的提升’并形成富有实效的风险控制和管理系统。因此,本文利用工学领域广泛采用的贝叶斯网络法尝试性的运用于商业银行操作风险管理当中,并给予评价。     

论我国商业银行面临的挑战——如何提高零售银行的渠道竞争力

随着我国银行业务的发展,零售银行业务在银行业的地位日渐显要,零售银行业务将成为我国银行利润增长的主要方式。而渠道既是零售银行市场营销的载体,也是零售银行的核心竞争力。零售银行要能有效地运用多渠道集成来管理多样化的渠道,才能使多渠道发挥市场功效。现阶段,我国的零售银行业务还在发展的初期,渠道也面临着整合和优化的难题。本文通过现在零售银行渠道存在的问题分析,对渠道的整合和优化提出建议。     

商业银行操作风险预警指标体系研究

本文从寻找关键风险指标入手,试图构建操作风险早期预警体系,预警指标体系的设计从风险事件七大类型和所属八大业务条线的维度展开,同时考虑操作风险的静态预警指标和动态预警指标,对操作风险的变化更具敏感性。并以资金拆借业务操作为例论述了相关设计方法。     

基于关键绩效指标的零售企业供应链物流绩效评价

本文根据供应链中零售企业物流的特点,运用关键绩效指标构建零售企业供应链物流绩效评价体系,结合实例介绍了关键绩效指标的设计思路,分析了该指标体系的优势.     

基于专家规则的遗传算法对商业银行操作风险预测

因为银行自身的操作失误而引发银行经济严重的损失,商业银行的操作风险正在被关注并被重视.本文重点分析了运用数据挖掘技术来预测商业银行操作风险显著性方面的研究.通过运用结合专家规则的遗传算法来说明遗传算法在预测商业银行操作风险预测的可行性.     

宏观压力测试下商业银行零售信贷产品PD模型预测研究

通过将宏观经济指标与商业银行零售信贷产品住房按揭PD构建宏观变量预测模型，得到预测显著的GDP、CPI、HPI等三个宏观经济指标，再观察其不同滞后阶数组合VAR模型的AICC值，最终选取宏观经济因子高阶项构建回归方程和进行压力测试。研究结果发现：从施压时点开始，不同压力情景下PD均开始缓慢增长趋势，其中重度情景下PD增幅最大。说明使用宏观经济因子的阶乘能更好捕捉上述特征，PD预测模型能准确描述风险传导过程，此举可有效帮助商业银行加强零售信贷领域风险管理。     

商业银行私人银行业务营销服务问题

随着私人银行业务在我国各大商业银行逐步开展,商业银行私人银行业务的营销服务问题也逐步受到各大商业银行的关注。本文以商业银行私人银行业务发展的机遇作为切入点,首先论述了我国商业银行私人银行业务营销服务中存在的问题,然后针对这些问题本文提出了改进商业银行私人银行业务营销服务的策略,包括、培养引进专业的营销服务人才、注重在营销服务过程中的业务品牌建设、构建营销服务质量评估体系。     

New Service Development Competence and Performance: An Empirical Investigation in Retail Banking

What can service firms do to improve their ability to offer new services? In this paper we argue that new service development success results from building a competence in the management of service development resources and routines. We conceptualize new service development competence as a multidimensional, second‐order latent construct that is represented by a system of four interrelated and complementary dimensions: (1) formalized new service development processes, (2) market acuity, (3) new service development strategy, and (4) information technology use and experience. We hypothesize that the growth of new service development competence is related to improved new service development performance. Using structural equations modeling, we analyze survey data from 166 retail banks and report three key empirical findings. First, we show that the four hypothesized dimensions are statistically significant in defining new service development competence. Second, contrary to conventional wisdom in new product development, we find that formalized processes play a lesser role in the success of new service development compared with the other three dimensions. Instead, market acuity—which captures the firm's ability to see the competitive environment clearly and to anticipate and respond to customers' evolving needs and wants—was the most important new service development competence indicator. Finally, we demonstrate the positive effect of new service development competence on new service development performance and show that new service development competence is also significantly related to business‐level performance. Together, our empirical results suggest that complementary benefits arise from the adoption of a more holistic approach to the management of new service development at the program level.     

零售信用组合的信用传染

利用复杂网络和流行过程理论,分析基于简单规则结构的信用传染、对均场依赖的信用传染以及信用传染中核心信用粒子与传染动态的关系.在简单规则网络的结构中,信用组合发生信用传染存在临界特征,当信用粒子被传染的概率高于临界值时,整个信用组合将被传染,信用网络发生的传染效应还受网络中节点状态、整个信用网络的均场状态等因素的影响.对均场依赖的信用传染中,信用传染存在对初始被传染密度、传染系数以及信用粒子恢复系数的依赖,并且传染过程也表现出依赖参数的临界特征.在信用传染中起核心传染作用的信用粒子,在整个组合演化中决定着非核心信用粒子被传染的规模.研究还发现信用传染过程对整个组合信用传染的均场依赖和对组合局部被传染密度的非线性依赖.研究为信用传染的压力测试提供理论支持.     

Retail consolidation in synchronized supply chains

Summary  In this paper, we describe a basic model to analyze a mixed consolidation strategy with direct and indirect shipments through stockless consolidation centers. This model can help to approximate the potential savings in a retail distribution network. Based on our transport consolidation model, we show that Supply Chain Synchronization considerably increases the use of direct shipments and lowers the costs of handling and transport. This theory was applied in a practical case situation at a retailer in the Netherlands, with remarkable results. On the transportation budget for dry grocery alone, potential savings already exceeded 5 million Euro per annum. Further research will try to extend the model to accommodate delays at the consolidation centers, since these delays can increase the available load at consolidation centers, needed for an efficient hub operation.

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Zusammenfassung  In diesem Beitrag wird ein Grundmodell vorgestellt, mit dessen Hilfe eine gemischte Konsolidierungsstrategie untersucht werden kann, die aus direkten und indirekten Verladungen durch lagerlose Konsolidierungszentren besteht. Das Modell kann dazu genutzt werden, potentielle Einsparungen in einem Distributionsnetzwerk des Handels abzusch?tzen. Ausgehend von dem Konsolidierungsmodell der Transporte wird gezeigt, dass die Synchronisation der Lieferkette dazu führt, in erheblichem Ma?e st?rker direkte Verladungen einzusetzen, wobei gleichzeitig die Verwaltungs-und Transportkosten gesenkt werden. Der theoretische Ansatz ist auf ein Handelsunternehmen in den Niederlanden angewandt worden, wobei sich bemerkenswerte Ergebnisse einstellten. Allein im Transportbudget für Lebensmittel konnten bereits über 5 Mio. Euro pro Jahr eingespart werden. Weitere Forschungen werden darauf gerichtet sein, das Modell so zu erweitern, dass Versp?tungen in den Konsolidierungszentren mit behandelt werden k?nnen. Dies ist insofern von besonderem Interesse, da derartige Versp?tungen die Verladungen in den Konsolidierungszentren erh?hen k?nnen, die verfügbar sein müssen, um effiziente Hub-operationen durchzuführen.

     

The Backroom Effect in Retail Operations

Traditional inventory models fail to take into account the dynamics between the retail sales floor and the backroom, commonly used by retailers for extra storage. When a replenishment order for a given item arrives at a retail store, it may not fit on the allocated shelf space, making backroom storage necessary. In this article, we introduce the backroom effect (BRE) as a consequence of misalignment of case pack size, shelf space, and reorder point. This misalignment results from the fragmented nature of inventory policy decision making in the retail industry and affects basic trade‐offs in inventory models. We specify conditions under which the BRE exists, quantify the expected amount of backroom inventory, derive an optimal short‐term inventory policy, and assess the impact of the BRE on the optimal inventory policy and total costs. Our results indicate that ignoring the BRE leads to artificially high reorder points and higher total costs. The paper concludes with a discussion of theoretical and managerial implications.     

Optimal Retail Return Policies with Wardrobing

Many retailers offer refunds to consumers who, after a trial period, return a product that they find does not fit their needs. Some consumers are willing to use this return option opportunistically for short‐term consumption rather than its intended purpose of resolving fit uncertainty. Such behavior has been termed “wardrobing.” Restocking fees (partial refunds) can be used to combat wardrobing. However, there is a trade‐off involved, since partial refunds will be viewed negatively by consumers who return an item due to a true lack of fit. In this study, we consider how the extent of wardrobing (how many consumers consider such behavior) and the benefit of wardrobing (how much value can be extracted during the trial) impact firm pricing decisions and profits in this retail context. Our results imply that an increase in the extent of wardrobing is most detrimental to profits when the current extent of wardrobing is low. On the contrary, if the extent of wardrobing is already very high, and the benefit of wardrobing to consumers is also high, the retailer can set prices and refunds such that additional wardrobing actually increases firm profits. In a model extension, we show how a retailer can effectively screen wardrobers from ordinary consumers by offering a menu of price/refund pairs, and that such an approach can lead to increased profits if the extent of wardrobing is sufficiently high. Overall, our findings provide new insights into how retailers can set prices and refund policies to effectively manage opportunistic behavior by consumers.     

The Retail Planning Problem Under Demand Uncertainty

We consider the retail planning problem in which the retailer chooses suppliers and determines the production, distribution, and inventory planning for products with uncertain demand to minimize total expected costs. This problem is often faced by large retail chains that carry private‐label products. We formulate this problem as a convex‐mixed integer program and show that it is strongly NP‐hard. We determine a lower bound by applying a Lagrangian relaxation and show that this bound outperforms the standard convex programming relaxation while being computationally efficient. We also establish a worst‐case error bound for the Lagrangian relaxation. We then develop heuristics to generate feasible solutions. Our computational results indicate that our convex programming heuristic yields feasible solutions that are close to optimal with an average suboptimality gap at 3.4%. We also develop managerial insights for practitioners who choose suppliers and make production, distribution, and inventory decisions in the supply chain.     

Foreword: Special Issue on Retail Operations

This article draws on my field research in the retailing industry to identify the operational challenges faced by retailers and the relevance of those challenges to senior retail managers and researchers in operations management. It summarizes areas of research in retail operations that have evolved recently and are likely to be important in the future.     

考虑不确定性影响的银行服务质量评价

本文研究了不确定性对服务质量评价的影响,建立了服务质量评价的均值—方差模型,并进行了实证分析和检验。这一模型被应用来对我国主要商业银行的服务质量和顾客满意度进行排序分析,其结果显示银行服务质量的提高应该从服务的平均水平和一致性两个方面来努力。     

Strategy and Opportunism in European Retail Internationalization

Europe in recent years has witnessed an increase in the amount of cross‐border operations by retailers. The retail sector has undergone substantial structural change characterized by the emergence of a group of rapidly‐growing large retailers, a redefinition of the balance of internalized and externalized functions and a need to respond to the cultural variety present in Europe that becomes evident as retailers move out of their domestic markets. The over‐arching requirement for these large retailers is to grow and gain scale economies. Internationalization of operations has become a requirement for these large firms. It is argued that the established academic conceptualizations of internationalization are unsatisfactory in not addressing this overriding requirement for growth. There is great variety in the international activity in retailing, with the absence of pattern being one of the few generalities. It is proposed that consideration of opportunism may be a better way to gain understanding of retailer activity than trying to fit activity into deterministic strategic models. The experiences of five West European retailers entering and building retail networks in Poland is provided as evidence for this view. Suggestions are made for future work exploring this issue of opportunism as a process in international retailing.