Workshop on Knowledge Representation and Information Management for Financial Risk Management

金融风险管理知识表示和信息管理讲习班(KR--金融风险)2008年的信贷危机和随之而来的大衰退揭示了迄今深奥的投资数据处理领域。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实践，监管机构无法及时获取市场信息，从而做出宏观审慎回应，甚至无法确定可能遗漏了哪些信息。这导致了以下不令人满意的情况：*公司经理对其内部风险和会计数字的可信度不确定；*学术界缺乏审查和分析实际市场运作和行为所需的信息；*监管机构、分析师和金融媒体被剥夺了对资本市场运作的理解，不足以制定知识和审慎的金融政策。这个由NSF赞助的研讨会的目的是帮助开发潜在的理论和框架，可能统一正在进行的和计划中的不同努力，以了解和管理金融服务业的巨大数据和信息流，并制定该领域在稳健风险评估和管理方面的挑战的全面清单。研讨会将吸收来自计算机科学(数据管理和挖掘以及知识表示)、金融、数学、经济学和运筹学的跨学科专家团队。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信息管理的基本力量和制约因素以及政策和模式。

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.