审核资料金融英审.docx

审核资料金融英审.docx

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审核资料金融英审

统计学

Statisticsisthestudyofthecollection,organization,analysis,andinterpretationofdata.

1.统计变量集中趋势的测定：

Tomeasurethecentraltendencyofstatisticalvariables.

Statisticalindicators:

arithmeticmean（distinguishedfromthegeometricmeanorharmonicmean）,weightedaverage,mode,median…

2.统计变量离散程度的判定：

Tomeasurethedispersiondegreeofthestatisticalvariables.['vεəriəbl]

Statisticalindicators:

range,averagedeviation（平均差）,variance,standarddeviation

Variance:

itisameasureofhowfarasetofnumbersarespreadoutfromeachother.

Standarddeviation:

Itshowshowmuchvariationor"dispersion"thereisfromtheaverage.

3.抽样分布：

Instatistics,asamplingdistributionistheprobabilitydistributionofagivenstatisticbasedonarandomsample.

标准误差：

Standarderror---Thestandarddeviationofthesamplingdistributionofthestatisticisreferredtoasthestandarderrorofthatquantity.

4.参数估计：

Parameterestimationistheprocessthatusesthesamplesfromapopulationtoestimatetheparameterofthepopulation,suchasthepopulationmean,thepopulationvariance,etc.

5.假设检验：

Statisticalhypothesistestingismakingahypothesisabouttheparameterordistributionofapopulationinadvance,thenusingthesampleinformationtodeterminewhetherthehypothesisisreasonableornot.

显著性水平：

Theamountofevidencerequiredtoacceptthataneventisunlikelytohavearisenbychanceisknownasthesignificancelevelorcriticalp-value.

Null/Alternatehypothesis:

零假设备择假设

计量经济学

Econometrics[i,kɔnə’metriks]hasbeendefinedas"theapplicationofmathematicsandstatisticalmethodstoeconomicdata"anddescribedasthebranchofeconomics"thataimstogiveempirical[em'pirikəl]contenttoeconomicrelations."

相关分析：

Correlationanalysis—analyzetherelationshipbetweentwovariables—usuallyusingthecorrelationcoefficienttodescribetherelationship:

R=1perfectcorrelation

R=0uncorrelated

Risbetween0and1:

partialcorrelation

回归分析：

Regressionanalysis:

linearregressionisanapproachtomodelingtherelationshipbetweenascalarvariableyandoneormoreexplanatoryvariablesdenotedX.

Simpleregression:

oneexplanatoryvariable

Multipleregression:

Morethanoneexplanatoryvariable

可决系数在数值上等于简单线性相关系数的平方

Coefficientofdeterminationisnumericallyequaltothesquareofasimplelinearcorrelationcoefficient.

多重共线性multicollinearity[,mʌltikəli'niəriti]：

Multicollinearityisastatisticalphenomenoninwhichtwoormorepredictorvariablesinamultipleregressionmodelarehighlycorrelated.

Remedies：

Ridgeregression；Obtainmoredata,ifpossible;Droponeofthevariables.

异方差性Heteroscedasticity[,hetərəuskədæs'tisəti]：

iftherearesub-populationsthathavedifferentvariabilitiesthanothers.

Remedies：

Weightedleastsquares

自相关Autocorrelation：

Autocorrelationisthephenomenonthatthereexistscorrelativityamongtherandomerrorterms.

Remedies:

TheGeneralizedDifferenceMethod

西方经济学

Macroeconomics：

Macroeconomicsisabranchofeconomicsdealingwiththeperformance,structure,behavior,anddecision-makingoftheentireeconomy.Thisincludesanational,regional,orglobaleconomy.

Measuresofnationalincomeandoutput:

toestimatetotaleconomicactivityinacountryorregion,includinggrossdomesticproduct（GDP）,grossnationalproduct（GNP）,andnetnationalincome（NNI）

---Theexpenditureapproach.Itfocusesonfindingthetotaloutputofanationbyfindingthetotalamountofmoneyspent.

[C=householdconsumption,I=grossprivatedomesticinvestment,G=governmentconsumptionandgrossinvestment,X=grossexportsofgoodsandservices,M=grossimportsofgoodsandservices]

---Theincomeapproach.Itequatesthetotaloutputofanationtothetotalfactorincomereceivedbypeopleofthenation.

Nationalincome=Compensationofemployees+Netinterest+Rental&royaltyincome+Profitoffirms+Incomefromself-employment+NFIA（netfactorincomefromabroad）.

TheIS/LMmodel（InvestmentSaving/LiquiditypreferenceMoneysupply）isamacroeconomictoolthatdemonstratestherelationshipbetweeninterestratesandrealoutputinthegoodsandservicesmarketandthemoneymarket.

TheIScurveisdefinedbytheequation:

whereYrepresentsincome,C（Y−T（Y））representsconsumerspendingasanincreasingfunctionofdisposableincome（income,Y,minustaxes,T（Y）,whichthemselvesdependpositivelyonincome）,I（r）representsinvestmentasadecreasingfunctionoftherealinterestrate,Grepresentsgovernmentspending,andNX（Y）representsnetexports（exportsminusimports）asadecreasingfunctionofincome（decreasingbecauseimportsareanincreasingfunctionofincome）.Inthisequation,thelevelofG（governmentspending）ispresumedtobeexogenous,meaningthatitistakenasagiven.

TheLMcurveisdefinedbytheequation:

M/P=L（i,Y）,

wherethesupplyofmoneyisrepresentedastherealamountM/P（asopposedtothenominalamountM）,withPrepresentingthepricelevel,andLbeingtherealdemandformoney,whichissomefunctionoftheinterestrateiandthelevelYofrealincome.TheLMcurveshowsthecombinationsofinterestratesandlevelsofrealincomeforwhichmoneysupplyequalsmoneydemand—thatis,forwhichthemoneymarketisinequilibrium.

Microeconomics:

Microeconomicsisabranchofeconomicsthatstudiesthebehaviorofhowtheindividualmodernhouseholdandfirmsmakedecisionstoallocatelimitedresources.

Demandcurve:

Ineconomics,thedemandcurveisthegraphdepictingtherelationshipbetweenthepriceofacertaincommodity,andtheamountofitthatconsumersarewillingandabletopurchaseatthatgivenprice.

Supplycurve:

Agraphshowingthehypotheticalsupplyofaproductorservicethatwouldbeavailableatdifferentpricepoints.

Priceelasticityofdemand:

Priceelasticityofdemand（PEDorEd）isameasureusedineconomicstoshowtheresponsiveness,orelasticity,ofthequantitydemandedofagoodorservicetoachangeinitsprice.

Point-priceelasticity:

Arcelasticity:

Priceelasticityofsupply:

Priceelasticityofsupply（PESorEs）isameasureusedineconomicstoshowtheresponsiveness,orelasticity,ofthequantitysuppliedofagoodorservicetoachangeinitsprice.

E＞1，thedemandfor/supplyofthegoodissaidtobeelastic;

Thatis,changesinpricehavearelativelysmalleffectonthequantityofthegooddemanded/supplied.

E＜1，thedemandfor/supplyofthegoodissaidtobeinelastic;

Thatis,changesinpricehavearelativelylargeeffectonthequantityofagooddemanded/supplied.

E=0indicatesthatquantitydemanded/supplieddoesnotrespondtoapricechange:

itis"fixed"indemand/supply.

Indifferencecurve:

Anindifferencecurveisagraphshowingdifferentbundlesofgoodsbetweenwhichaconsumerisindifferent.Thatis,ateachpointonthecurve,theconsumerhasnopreferenceforonebundleoveranother.

Marginalrateofsubstitution:

Ineconomics,themarginalrateofsubstitutionistherateatwhichaconsumerisreadytogiveuponegoodinexchangeforanothergoodwhilemaintainingthesamelevelofutility.

Substitutioneffect&Incomeeffect:

budgetconstraint预算线（budgetconstraint）

Substitutioneffect:

Thesubstitutioneffectistheeffectobservedwithchangesinrelativepriceofgoods.

ConstructthedemandcurveforgoodY.

Incomeeffect:

Priceeffectassumofsubstitutionandincomeeffects

Ifthegoodinquestionisanormalgood,thentheincomeeffectfromtheriseinpurchasingpowerfromapricefallreinforcesthesubstitutioneffect.Ifthegoodisaninferiorgood,thentheincomeeffectwilloffsetinsomedegreethesubstitutioneffect.Iftheincomeeffectforaninferiorgoodissufficientlystrong,theconsumerwillbuylessofthegoodwhenitbecomeslessexpensive,aGiffengood（commonlybelievedtobeararity）.

Productionfunction

Inmicroeconomicsandmacroeconomics,aproductionfunctionisafunctionthatspecifiestheoutputofafirm,anindustry,oranentireeconomyforallcombinationsofinputs.

Linearfunction:

Q=a+bX1+cX2+dX3+...

Cobb-Douglasproductionfunction:

TheLeontiefproductionfunctionappliestosituationsinwhichinputsmustbeusedinfixedproportions:

Thelong-termtotalcost/long-termaveragecostcurveistheenvelopecurveofmanyshort-termtotalcost/short-termaveragecostcurves.

货币银行学

MoneyandBanking

Functionsofmoney:

Moneyfunctionsasamediumofexchange（intermediatetheexchangeofgoodsandservices）,aunitofaccount（astandardnumericalunitofmeasurementofthemarketvalueofgoods,services,andothertransactions）,astandardofdeferredpayment（anacceptedwaytosettleadebt–aunitinwhichdebtsaredenominated）,andastoreofvalue（amoneymustbeabletobereliablysaved,stored,andretrieved）.

Moneycreation:

Moneycreationistheprocessbywhichthemoneysupplyofacountryoramonetaryregion（suchastheEurozone）isincreased.First,thecentralbankintroducesnewmoneyintotheeconomy（termed'expansionarymonetarypolicy'）bypurchasingfinancialassetsorlendingmoneytofinancialinstitutions.Second,thenewmoneyintroducedbythecentralbankismultipliedbycommercialbanksthroughfractionalreservebanking

B（basemoney）=R（reservedeposit）+C（cashoutsidethebanksystem）

Moneysupply（C+D）=m（moneymultiplier）×B

（D=derivativemoney）

Derivativemultiplier:

K=△D/△R=1/r,whereristherequiredreserveratio

→→→→→→→→→→△D=△R×1/r

Moneymultiplier:

m=（C+D）/（C+R）

MoneyDemandTheory:

FisherEquationofExchange:

MV=PT,whereMistheamountofmoney,Visthevelocityofthemoney,Pistheweightedaveragepriceofallthegoodsandservice,Tisthequantityofgoodsandservice.

Keynesiantheory:

M=M1+M2=L1（Y）【transactionmotive&precautionarymotive】+L2（r）【speculativemoti