Workshop on Knowledge Representation and Information Management for Financial Risk Management

2008年的信贷危机和随之而来的大衰退已经照亮了迄今为止深奥的投资数据处理世界。由于在标准、商定的定义、程序、指标和数学技术方面缺乏共识或可接受的最佳做法，监管机构无法及时获取市场信息，从而无法做出宏观审慎的反应，甚至无法确定哪些信息可能缺失。这造成了以下不令人满意的情况： * 公司管理者不确定 其内部风险和会计数字; * 学术界缺乏必要的信息， 检查和分析实际的市场运作和行为; * 监管机构、分析师和金融媒体都被剥夺了 对资本市场运作的理解足以 制定知识渊博和审慎的金融政策。这个NSF主办的研讨会的目的是帮助发展基本的理论和框架，可能统一不同的正在进行和计划的努力，在理解和管理金融服务业的巨大数据和信息流，并编制一份关于这一领域在强有力的风险评估和管理方面的挑战的全面清单。一个由计算机科学（数据管理和挖掘以及知识表示）、金融、数学、经济学和运筹学专家组成的跨学科团队。 讲习班将编写一份报告，全面列出这一领域的挑战，包括对健全的金融风险管理至关重要的基本力量和制约因素以及信息管理政策和模式。

Workshop on Knowledge Representation and Information Management for Financial Risk Management (KR-Financial Risk)The credit crisis of 2008 and the ensuing Great Recession have shone a light into the hitherto esoteric world of investment data processing. The lack of consensus or acceptable best practices around standards, agreed upon definitions, procedures, metrics, and mathematical techniques have left supervisory agencies unable to ingest market information in either a timely manner that would permit a macro-prudential response, or even determine what information might be missing. This has resulted in the following unsatisfactory situation: * Corporate managers are uncertain of the trustworthiness of their internal risk and accounting numbers; * The academic community is lacking the information required to examine and analyze actual market operations and behavior; * Regulators, analysts, and the financial press are denied an understanding of capital market operations sufficient to forge knowledgeable and prudent financial policy.The purpose of this NSF-sponsored workshop is to help develop the underlying theory and framework that might unify the disparate ongoing and planned efforts at understanding and managing the enormous data and information flows in the financial services industry, and to develop a comprehensive list of the challenges in this domain with respect to robust risk assessment and management.The workshop will draw upon an interdisciplinary team of experts from computer science (data management and mining and knowledge representation), finance, mathematics, economics and operations research. The workshop will generate a report which will develop a comprehensive list of the challenges in this domain including the fundamental forces and constraints and policies and models of information management that are critical for robust financial risk management.