经典最小二乘法同时测定铀矿石中铀和钍

文章介绍了用偶氮胂Ⅲ作为显色剂，在8mol／IHCL介质中同时测定铀矿石中铀和钍的一种新方法。此法测钍的灵敏度达10^5、铀的灵敏度达10^4，均与文献相符。此法具有灵敏度高、选择性好的特点。     

论《巴塞尔新资本协议》中的法律风险

《巴塞尔新资本协议》首次将法律风险纳入了银行资本监管框架,对商业银行全面风险管理体系的建立以及各国银行资本监管制度的完善都提出了更高的要求。我国应当积极借鉴《新资本协议》体现的成熟的风险管理经验和先进的监管理念,通过制定监管指南的方式,从明确法律风险的表现形式、引导商业银行完善管理法律风险的组织结构以及推动商业银行开发管理法律风险的技术和方法等方面入手,逐步建立起法律风险监管制度。     

如何正确评估中美贸易摩擦的影响

中美贸易摩擦为国际经济稳定发展带来了震动,亟需学术界在各个层面进行分析与预判。通过数据分析、比较论证,结合历史时期国际经济发展的经验教训,对中美贸易摩擦产生的本质、美国现任总统特朗普的施政政策、中国的应对能力、美日贸易摩擦经验借鉴、中美能否避免修昔底德陷阱等5个方面展开研究。研究认为,特朗普宣扬的“美国优先”和重商主义目的,会削弱美元的国际货币地位,而中国在产品与要素转移方面的优势,能保证中国受到贸易摩擦带来的中长期影响较小,但导致美方损失较大;《广场协议》之后日本经济停滞主要是日本自身人口的减少和老龄化,并非美日贸易摩擦导致的;中美军事力量存在一定差距,中国也不会挑战美国,中美是可以避免修昔底德陷阱的。研究表明,中国在正确的内外政策下,能够将中美贸易摩擦对中国的影响降到最低,实现持续和平发展。     

跨境网上银行风险监管的巴塞尔体制及启示

巴塞尔委员会对跨境网上银行业务进行了界定,要求监管者和银行自身对该项业务都进行监管。同时指出在监管理念上应当有所创新;监管模式上应当强调母国与东道国的合作;具体的监管方式上强调内部监管和外部监管的结合;扩充监管的内容以及在监管中注重信息披露。我国对跨境网上银行业务的监管应当吸取巴塞尔体制的经验,转变监管理念,积极与国际社会接轨,完善我国现行的银行退出市场机制,并注重“软件”和“硬件”的建设。     

论乔治三世个人专制终结的原因

18世纪后半叶,乔治三世通过强化君主权力、建立“国王之友”内阁,从而确立起个人专制统治.这一逆历史潮流而动的做法,在英国遭遇到各界的质疑和反对.威尔克斯事件的爆发、伯克等人的批判与乡绅请愿运动的兴起、北美殖民地的独立及其对英国的影响,从不同层面冲击着乔治三世的个人专制统治,最终促使乔治三世个人专制统治的终结.     

Mutiple three-decision procedure for comparing several exponential treatments with the best control

In this paper, the three-decision procedures to classify p treatments as better than or worse than one control, proposed for normal/symmetric probability models [Bohrer, Multiple three-decision rules for parametric signs. J. Amer. Statist. Assoc. 74 (1979), pp. 432–437; Bohrer et al., Multiple three-decision rules for factorial simple effects: Bonferroni wins again!, J. Amer. Statist. Assoc. 76 (1981), pp. 119–124; Liu, A multiple three-decision procedure for comparing several treatments with a control, Austral. J. Statist. 39 (1997), pp. 79–92 and Singh and Mishra, Classifying logistic populations using sample medians, J. Statist. Plann. Inference 137 (2007), pp. 1647–1657]; in the literature, have been extended to asymmetric two-parameter exponential probability models to classify p(p≥1) treatments as better than or worse than the best of q(q≥1) control treatments in terms of location parameters. Critical constants required for the implementation of the proposed procedure are tabulated for some pre-specified values of probability of no misclassification. Power function of the proposed procedure is also defined and a common sample size necessary to guarantee various pre-specified power levels are tabulated. Optimal allocation scheme is also discussed. Finally, the implementation of the proposed methodology is demonstrated through numerical example.     

Regulatory treatment of the double default effect under the New Basel Accord: how conservative is it?

Within the internal ratings-based approach of the New Basel Accord, banks have the possibility to consider the so-called double default effect of guaranteed exposures. However, the correlation assumptions inherent in the regulatory recognition of the double default effect appear to be quite conservative. To evaluate the degree of conservatism, on one hand, the regulatory correlation assumptions are compared with the results of a broad range of empirical studies. On the other hand, additional simulation experiments are carried out. While the comparison with the empirical results indeed suggests that the correlation parameters assumed by the regulatory authorities are much too large, the simulation experiments show that the assumed values are not unrealistic for capturing the intended effects.

A Comparison of Estimation Methods on the Coverage Probability of Satterthwaite Confidence Intervals for Assay Precision with Unbalanced Data

Construction of closed-form confidence intervals on linear combinations of variance components were developed generically for balanced data and studied mainly for one-way and two-way random effects analysis of variance models. The Satterthwaite approach is easily generalized to unbalanced data and modified to increase its coverage probability. They are applied on measures of assay precision in combination with (restricted) maximum likelihood and Henderson III Type 1 and 3 estimation. Simulations of interlaboratory studies with unbalanced data and with small sample sizes do not show superiority of any of the possible combinations of estimation methods and Satterthwaite approaches on three measures of assay precision. However, the modified Satterthwaite approach with Henderson III Type 3 estimation is often preferred above the other combinations.     

巴塞尔协议Ⅲ的变革及其影响分析

次贷危机后各国监管当局对巴塞尔协议Ⅱ暴露的问题纷纷提出了改进意见,短短两年内催生了巴塞尔协议Ⅲ的诞生。对巴塞尔协议Ⅲ改变内容及分阶段实施安排进行了归纳,并就巴塞尔协议Ⅲ将来对全球商业银行经营与管理以及经济的影响进行了详细分析,各国银行应在详细分析新资本协议基础上实时调整发展战略以应对未来几年新协议的实施。     

新巴塞尔协议信用风险度量模型的实证模拟——标准法、初级内部评级法和高级内部评级法的比较

新巴塞尔协议与旧巴塞尔协议相比,具有更多的灵活性,主要体现为在风险度量模型方面为银行提供了多种选择。巴塞尔协议的核心支柱是资本充足率要求,而风险度量模型正是计算资本充足率的基础。本文对商业银行的资产组合与风险参数进行了实证模拟,对信用风险度量的标准法、初级内部评级法与高级内部评级法进行了比较研究。研究表明：三种度量模型计算的加权风险资产,在数值上存在显著性差异,越高级别的模型所测度的加权风险资产数值越低;在商业银行的资产组合中,个人住房抵押贷款、中央政府债权、企业和个人贷款占总资产的比例对模型结果的差异性存在显著性的影响;资产组合风险水平越低,越高级的测度模型所计算的加权风险资产数值越低。