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Properties of efficient portfolios and the efficient frontier to the model are systematically analyzed. Our main results concerning the properties are: every efficient portfolio can be solved by minimizing portfolio risk under a given level of portfolio return or by maximizing portfolio return under a given level of portfolio risk; on the efficient frontier, the risk is a convex and strictly increasing function of the return and the return is a concave and strictly increasing function of the risk; the utility function on the efficient frontier can be expressed as a quasi-concave function of the risk or the return if the investor's utility function is quasi-concave.

从理论上系统地对该模型下的有效投资组合和有效前沿的性质进行了分析，结果表明：每一个有效投资组合可通过在给定期望收益水平的条件下最小化投资组合风险来获得，或者在给定风险水平的条件下最大化期望投资组合收益来获得；在有效前沿上，风险是收益的严格单调递增凸函数，收益是风险的严格单调递增凹函数；当投资者的效用函数是拟凹函数时，则有效前沿上的效用可表达成风险或收益的拟凹函数。

As fixed-income securities, MBS have default risk, interest risk, liquidity risk and reinvestment risk. On the other hand, MBS have their own riskaprepayment risk.

作为一种固定收益证券，住房抵押贷款债券也具有违约风险、利率风险、流动性风险和再投资风险；而住房抵押贷款债券还有其特有的风险——提前偿付风险。

The investors or exchange can assess risk exposure of hedger according to the change of basis risk, liquidity risk and trading manipulation risk after introducing Stock Index Futures Contract by using this model,and it also intends to provide a reference of decision-making for risk management.

运用这一方法使投资者或交易所可以根据期货合约推出后基差风险、流动性风险和交易操纵风险的变化，对套期保值者的风险暴露状况作出评价与比较，并为下一步的投资和风险管理提供决策依据。

Chapter 1 we introduce the risk process with positive and negative risk sums,show the background of the risk process. Chapter 2 we show the integral and differential equation of birth probability,give the Lundberg inequation that the ruin probability satisfies with martingale approach,then discuss then ruin probability of the risk process with two dependent positive and negative risk sums,study how the dependence impacts on the ruin probability. Chapter 3 we compare the concrete examples by numbers,and makes further comparison between the two results coming out of independency and dependency,with the purpose of narrating their respective impacts on the probability of ruin probability.

本文第一章引入含正、负风险和的风险模型，介绍风险过程的实际背景；第二章给出生存概率Φ所满足的积分-微分方程，利用典型鞅方法给出破产概率Ψ满足的Lundberg不等式，并且讨论两个相关正、负风险和模型的破产概率，研究相关性对破产概率的影响；第三章对具体实例给出数值比较，进一步把相关性和独立性两种情形的结果进行比较，说明对破产概率的影响。

The part analyzes profit and free-rent period through discussing probability of house in-and-out quantity in profit risk, proposes the risk management measures of cash supervisory mechanism and selectivity financing in capital gap risk, putts forward the measures of liquidity gap forecast, improving credit and adopting different free-rent period in house liquidity risk, and introduces the credit swap to transfer leaseholder default risk.

本部分主要分析了房屋置业中心的四个风险，分别是收益风险，通过引入给定时间段内的房屋存贷量的概率分布分析了房屋置业中心的收益风险和空租期的确定；资金缺口风险，并提出现金监理机制和选择性融资的风险预防措施；房屋流动风险，提出流动缺口预测、提升自身形象、采用不同空租期的风险管理措施；承租人的支付风险，主要引入了信用掉期合同来转移这种风险。

The construction of internal risk management system with the core of customer management system is the most innovative ideas the paper brings. For example, it presents pyramidal customer theory dividing customers into target customer, company customer, intent customer, trade customer and partner customer; in concrete risk management, it presents implementing diversity management according to customers' different level, different traits and different influential abilities with the aim to extend management scope to target customer onwards and transfer from trade customer to partner customer rearwards. This system is established in reducing and eliminating risk through diversity management towards customers. As corresponding measure going with this system construction, it presents new ideas of standardizing risk management flow and internal control process with ISO9000 system and implementing continuous improvement of risk management system through "6SIGMA" method.

以客户管理体系为核心的内部风险管理机制的建设，是本论文有创新点之处：金字塔型客户理论的提出，将客户分成目标客户、交往客户、意向客户、交易客户、伙伴客户；在具体的风险管理上，提出应根据客户的不同层次、特性和影响度实施差异化管理，将管理范围向前延伸到目标客户，向后扩展到交易客户向伙伴客户的培养转化；该机制立足于通过对客户的差异化管理来降低、化解风险，作为该机制建设的配套措施，提出通过ISO9000体系规范风险管理流程和内部控制程序，以及通过"6SIGMA"体系进行风险管理机制的持续完善的新见解。

At present, foreign banks have already set up relatively perfect mechanism of ERM, which includes risk management strategy, risk administrative system, the measurement, report and control of risk, operation of risk management and information system of risk management.

目前，国外银行业已经建立起了比较完善的银行全面风险管理机制，由风险管理战略、风险管理组织结构、风险的衡量报告和控制、风险管理操作和风险管理信息系统等要素构成。

Based on the research of current situation of risk management of capital allocation for commercial banks both at home and abroad at present, this paper put forward a unified VaR theory framework and model by using reserve for bad debts, capital at risk and deposit insurance system. The reserve for bad debts, capital at risk and deposit insurance system are used to execute grading risk prevention and to develop a comprehensive quantification method that executing risk management to commercial banks.

因此，在对目前国内外商业银行资本配置风险管理现状进行研究的基础上，本文提出了包含损失准备金、风险资本和存款保险的商业银行资本配置风险管理的统一的VaR理论框架和模型，用损失准备金、风险资本、存款保险制度来分级防范风险，并在此理论框架和模型下发展出完整的从资本配置的角度对商业银行进行风险管理的量化方法。

The risk management measures generally include risk avoidance, risk precaution, risk split-up, risk post-compensation, etc.

信用卡风险管理措施一般有风险的回避、风险的预防、风险的分散转移和风险的事后补偿等。

The loan risk must be prevented in every each of loan examining system: at acceptation stage, systems of evaluation of enterprise\s credit grade and region loan risk grade need to be established, and at evaluation stage, quantitative analysis of loan risk is needed, and the risk needs to be transferred of dispersed via sponsion and do on. The present loan risk can be dissolved via loan increment.

风险防范需从贷款审批制度的各个环节抓起；受理阶段要建立企业信用等级和地区行业贷款风险等级评估制度，评审阶段要定量分析贷款风险，通过担保等转移和分散风险；现有贷款风险通过增量贷款等方式化解。

Nowadays, most of research are to build a transmutative Petri Nets through adding controlling place sets, controlling arc sets and controlling policy to the basic Petri Nets, while the Controlled Petri Nets could be used to argue many controlling theory problems conveniently and to induce many logically and physically supervisory and solve the Event Feedback Controlling Problems and State Feedback Controlling Problem in DEDS supervisory theory.

目前大多数的研究表现为在变形后的受控Petri网基础上，利用各种方法求得各种逻辑型、结构型控制器，解决DEDS监控理论中的事件反馈控制问题与状态反馈控制问题。

On one hand, there are discussions with the works council and union about extension of short time working up to the end of September.

一方面，有讨论，工程理事会和联盟关于延长工作时间短至9月底。