新巴塞尔资本协议运作前景及对我国商业银行影响分析

新巴塞尔资本协议是新的国际金融环境下各国银行进行风险管理的最新法则,就我国商业银行而言,应全面、准确把握新协议的主要精神,采取不同的应对措施,通过执行新协议促进自身的健康发展。     

Industry Response to SARA Title III: Pollution Prevention, Risk Reduction, and Risk Communication

This paper reports results from a survey designed to: (1) evaluate changes in industrial pollution prevention practices since the passage of the landmark environmental legislation, the Emergency Planning and Community Right-to-Know Act of 1986, also known as SARA Title III, and (2) identify those factors that may contribute to an industrial facility engaging in pollution prevention and risk communication activities. The survey was conducted under a Cooperative Agreement between the U.S. Environmental Protection Agency and the Columbia University Center for Risk Communication. Evidence from the survey indicates that a wide variety of waste and pollution reduction activities have been undertaken since passage of the Act. Virtually all facilities surveyed in the pulp and paper, chemical, and petroleum and refining industries reported that they had reduced pollutants or wastes on at least one often measures, including reducing toxic air emissions. Most facilities indicated paying more attention to pollution prevention activities as a result of SARA Title III and half reported that their communication activities have also increased.     

论跨国银行操作风险管理模型的新近进展

近年来,对操作风险的定量化管理越来越受到国际银行业的重视,新巴塞尔协议的出台,使得操作风险和市场风险、信用风险并列,成为最受关注的三大风险。本文回顾了操作风险量化技术的发展沿革,并对新近模型发展,包括新巴塞尔协议中对操作风险的三个模型、OpVaR模型、极值模型以及其他一些模型方法,进行了简要的分类和评述。     

《华盛顿协议》对我国工科物理教育的启示

从工程教育与国际接轨的角度出发,分析了我国大学物理教育的现状,探讨了工科物理教育中存在的问题以及寻找教学改革的焦点,希望能够促进工科物理教学质量的提高,缩短我国物理教育与国际物理教育之间的差距,为专业认证体系与国际接轨做好准备工作。     

论哥本哈根协议的法律价值——兼论中国应对全球气候变化法律措施的完善

《哥本哈根协议》坚持并维护了共同但有区别的责任原则、巴厘岛路线图的授权和双轨制谈判进程,明确了发达国家实行强制减排与发展中国家采取自主减缓行动的权利义务,强化了发达国家提供应对气候变化的资金和技术支持的法律规定,积极维护了发展中国家在减缓行动的衡量、报告与核查方面的基本权益,确立了将全球平均温升控制在工业革命以前2℃的长期行动目标,在国际社会共同应对气候变化方面迈出了十分重要的一大步,具有积极而重要的法律价值与行动指南意义。落实哥本哈根会议承诺,中国应积极完善应对全球气候变化的法律措施。     

《哥本哈根协议》的国际法解析

旨在为《京都议定书》2012年第一期承诺到期后的全球温室气体减排签署新协议的哥本哈根气候峰会在达成了一份不具法律约束力的《哥本哈根协议》后落幕。《哥本哈根协议》坚持了共同但有区别的责任原则和双轨制的谈判机制,就全球升温上限、资金、技术以及透明度等问题做出了原则性的规定,其制度框架为进一步开展全球气候变化谈判开创了一个新起点。由于协议的形成机制、实体内容和制度约束力等方面存在着一定的法律局限性,因此,如何将协议中的政治意愿变成具有法律约束力的权利与义务将成为后续谈判中面临的最大挑战。     

An M-Estimator for Estimating the Extended Burr Type III Parameters with Outliers

In this article, we present an M-estimator to estimate the parameters of the extended three-parameter Burr Type III distribution for complete data with outliers. The confidence intervals for all parameters can be obtained by the M-estimator's normal approximation. The simulation results show that the M-estimator generally outperforms the maximum likelihood and least squares methods in terms of bias and root mean square errors. We also investigate the M-estimator's impact on different quantiles and the mean for the Weibull and normal distributions with outliers. Two numerical examples are used to demonstrate the performance of our proposed method.     

On a Multiple Three-Decision Problem for Comparing Several Treatments with the Best Control

In this article, a multiple three-decision procedure is proposed to classify p (≥2) treatments as better or worse than the best of q (≥2) control treatments in one way layout. 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 defined and a common sample size necessary to guarantee various pre-specified power levels are tabulated under two optimal allocation schemes. Finally the implementation of the proposed methodology is demonstrated through numerical examples based on real life data.     

Optimal fractional factorial designs for estimating interactions of one factor with all others: 3m Series

In some experimental situations, only one factor is expected to interact with other factors. Designs which permit estimation of all main effects and the interactions of one factor ‘With All Others’, are termed WAO designs. This paper discusses the existence and construction of s^m WAO designs. A series of WAO designs are presented for the 3^m factorial, for m = 6, 7, ... , 14. The p non-negligible effects are estimable in 9f^? runs, where f^? is the smallest integer such that 9f^? ≥p. These designs are determinant optimal within the class of parallel flats fractions and, except for the case f^? = 9, are new. They are ideally suited for sequential experiments.