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【短视频开头】（画面：夕阳西下，西安古城墙在落日余晖中显得格外壮观）旁白：“每一座古城墙，都承载着一段厚重的历史。
今天，让我们一起穿越时空，走进千年古都西安，揭开它的神秘面纱。
”【剧情一：古城墙漫步】（画面：人物手捧地图，踏上古城墙）旁白：“首先，我们要来到西安的象征——古城墙。
这座墙见证了无数历史变迁，它的每一砖一瓦都诉说着古老的故事。
”（画面：人物沿着城墙行走，介绍历史）旁白：“这里曾是秦朝的防御工事，后来又成为了明朝的城池。
如今，它已成为西安的标志性景点，吸引着无数游客前来参观。
”【剧情二：兵马俑探秘】（画面：镜头拉近，展示兵马俑的壮观景象）旁白：“接下来，我们来到兵马俑博物馆。
这里被誉为‘世界第八大奇迹’，是秦始皇陵的守护者。
”（画面：人物参观兵马俑，介绍其历史和文化价值）旁白：“这些陶俑形态各异，栩栩如生，它们见证了秦朝的辉煌，也展现了古代工匠的高超技艺。
”【剧情三：回民街寻味】（画面：人物穿梭在回民街，品尝各种美食）旁白：“提到西安，怎能不提回民街？这里汇聚了陕西乃至全国的各种美食，是吃货的天堂。
”（画面：展示各种特色小吃，如肉夹馍、羊肉泡馍、凉皮等）旁白：“在这里，你可以品尝到正宗的陕西美食，感受浓郁的回民文化。
”【剧情四：大雁塔祈愿】（画面：人物登上大雁塔，远眺古城）旁白：“大雁塔是西安的象征之一，它见证了佛教传入中国的历史。
登上塔顶，你可以俯瞰整个西安城，感受这座城市的韵味。
”（画面：人物在塔下祈愿，介绍大雁塔的历史）旁白：“这里曾是玄奘法师译经的地方，如今已成为人们祈福求愿的圣地。
”【剧情五：现代西安】（画面：展示西安的现代建筑，如西安国际会议中心、西安世博园等）旁白：“然而，西安不仅仅是一座历史古城，它还在不断发展，融入现代元素。
”（画面：人物在现代建筑前合影，介绍西安的现代化进程）旁白：“这里有着繁华的商业区，现代化的交通设施，以及充满活力的年轻人群。
西安，正在焕发新的生机。
精诚立业共赢天下——宁波世际波斯工具有限公司宣传片文案砥砺风云，他拓新笃行；峥嵘岁月，他傲立潮头。
立足五金之都浙江余姚，宁波世际波斯工具有限公司，以实力鼎定基业、以品牌开拓市场、以服务传承不息，将高规格、高标准、高姿态的波斯品质传彻大江南北，为五金行业的蓬勃发展注入源源不断的力量之源。
沧桑岁月漫漫征程一个与时代并进的先行者，一个与梦想同行的开拓者。
2004年品牌创立，波斯品牌扎根广东，中国首家产品形象以黄颜色为主色调的自主工具品牌顺势而生！2005年首战告捷，凭借独特的品牌形象、准确的产品定位、丰富的产品线，波斯品牌在中国国际五金博览会脱颖而出，为品牌在全国的推广和布局赢得先机！2007年渠道布局，波斯品牌在同行中率先实施独家代理制，迅速深入下线市场，品牌知名度和市场占有率异军突起！2008年佳绩纷涌，波斯品牌相继荣获首届中国五金机电行业最具影响力十大品牌；被中国五金科技创新大会组委会授予三十年辉煌中国五金创新企业；公司董事长鲁剑波先生被授予三十年辉煌中国五金新锐人物；顺利通过ISO9001国际质量管理体系认证。
众多辉煌荣誉的背后，是波斯五金人自强不息与笃志卓越的光辉写照，更是社会和广大消费者对其的鼓励与赞扬。
傲立余姚荣归跨越2009年，波斯五金深怀家乡情结，荣耀回归五金之都余姚，大手笔打造260000平方现代化的研发、生产、检测、装配、仓储、物流中心，奠定了宁波世际波斯工具的发展根基。
2010年，波斯品牌实现荣耀跨越，余姚运营分部成功落建——自此，宁波世际波斯工具有限公司正式成立！这标志着，波斯五金将与家乡行业人士携手并进，共同推动余姚五金产业在全国乃至全球的迅速发展而砥砺前行！自成立以来，世际波斯工具便沿着求实务实之路，高歌猛进！2011年，波斯自主工具品牌走出国门打开全球视野，先后多次参加国际五金博览会和中国进出口商品交易会，分别在迪拜、巴基斯坦、巴西、英国、法国、哥斯达黎加、委内瑞拉、乌拉圭、越南、泰国、缅甸、马来西亚、俄罗斯等57个国家和地区设立了波斯品牌代理点。
首饰宣传策划书模板3篇篇一首饰宣传策划书模板一、前言随着人们生活水平的提高，对于首饰的需求也日益增加。
为了推广我们的首饰产品，提高品牌知名度，增加销售量，特制定本宣传策划书。
二、市场分析1. 目标市场：我们的首饰产品主要针对年轻女性，年龄在 18-35 岁之间。
2. 市场需求：年轻女性对于时尚、个性化的首饰需求较大，他们愿意为自己的形象和品味投资。
3. 竞争对手：市场上存在众多的首饰品牌，竞争激烈。
我们需要突出产品的特色和优势，吸引消费者的注意。
三、宣传目标1. 提高品牌知名度，让更多的人了解我们的首饰产品。
2. 增加产品销售量，提高市场份额。
3. 树立品牌形象，提高品牌美誉度。
四、宣传策略1. 线上宣传：建立品牌官方网站，展示产品图片、价格、介绍等信息。
利用社交媒体平台，如、微博、抖音等，发布产品图片、视频、文字等内容，吸引粉丝关注。
与网红、时尚博主等合作，进行产品推广。
2. 线下宣传：参加珠宝展会、时尚秀等活动，展示产品，提高品牌知名度。
在商场、步行街等繁华地段开设专卖店，展示产品，提高销售量。
与珠宝店、时尚饰品店等合作，进行产品展示和销售。
五、宣传活动1. 新品发布会：在新产品推出时，举办新品发布会，邀请媒体、时尚博主等参加，展示产品，介绍产品特点和设计理念。
2. 促销活动：在节假日、纪念日等特殊时期，举办促销活动，如打折、满减、赠品等，吸引消费者购买。
3. 会员制度：建立会员制度，为会员提供积分、折扣、生日礼物等优惠，增加会员的忠诚度。
4. 客户评价：收集客户的评价和反馈，展示在品牌官方网站、社交媒体平台等，增加品牌的可信度和口碑。
六、宣传预算1. 线上宣传费用：包括网站建设、社交媒体推广、网红合作等费用，预计万元。
2. 线下宣传费用：包括参加展会、开设专卖店、与其他店铺合作等费用，预计万元。
3. 宣传活动费用：包括新品发布会、促销活动、会员制度等费用，预计万元。
4. 其他费用：包括宣传资料制作、广告投放、人员费用等费用，预计万元。
BIS Quarterly ReviewJune 2008 International banking and financial market developmentsBIS Quarterly ReviewMonetary and Economic DepartmentEditorial Committee:Claudio Borio Frank Packer Paul Van den BerghWhite Már Gudmundsson Eli Remolona William Robert McCauley Philip TurnerGeneral queries concerning this commentary should be addressed to Frank Packer(tel +41 61 280 8449, e-mail: frank.packer@), queries concerning specific parts to theauthors, whose details appear at the head of each section, and queries concerning the statisticsto Philippe Mesny (tel +41 61 280 8425, e-mail: philippe.mesny@).Requests for copies of publications, or for additions/changes to the mailing list, should be sent to:Bank for International SettlementsPress & CommunicationsCH-4002 Basel, SwitzerlandE-mail: publications@Fax: +41 61 280 9100 and +41 61 280 8100This publication is available on the BIS website ().©Bank for International Settlements 2008. All rights reserved. Brief excerpts may be reproduced or translated provided the source is cited.ISSN 1683-0121 (print)ISSN 1683-013X (online)BIS Quarterly ReviewJune 2008International banking and financial market developmentsOverview : a cautious return of risk tolerance (1)Credit market turmoil gives way to fragile recovery (1)Box: Estimating valuation losses on subprime MBS with theABX HE index – some potential pitfalls (6)Bond yields recover as markets stabilise (8)A turning point for equity prices? (11)Emerging market investors discount growth risks (12)Tensions in interbank markets remain high (13)Highlights of international banking and financial market activity (17)The international banking market (17)The international debt securities market (23)Derivatives markets (24)Box: An update on local currency debt securities marketsin emerging market economies (28)Special featuresInternational banking activity amidst the turmoil (31)Patrick McGuire and Goetz von PeterThe build-up of international bank balance sheets (32)Developments in the second half of 2007 (36)Bilateral exposures of national banking systems (39)Concluding remarks (42)Managing international reserves: how does diversification affect financial costs? 45 Srichander RamaswamyFramework of the analysis (46)Risk-return trade-offs (48)Financial cost of acquiring reserves through FX intervention (49)Box: Methodology for computing estimates of financial cost (51)Central bank objectives and FX reserve allocation (53)Conclusions (54)Credit derivatives and structured credit: the nascent markets of Asiaand the Pacific (57)Eli M Remolona and Ilhyock ShimCredit default swaps (58)Traded CDS indices (60)Collaterised debt obligations (61)How the region’s markets have fared in the global turmoil (63)Conclusion (65)Asian banks and the international interbank market (67)Robert N McCauley and Jens ZukunftAsian banks’ international interbank liquidity: where do we stand? (68)Foreign banks and the local funding gap (73)Box: The Asian financial crisis: international liquidity lessons (76)Conclusions (78)BIS Quarterly Review, June 2008 iiiRecent initiatives by Basel-based committees and groupsBasel Committee on Banking Supervision (81)Joint Forum (84)Financial Stability Forum (87)Statistical Annex ........................................................................................ A1 Special features in the BIS Quarterly Review ................................ B1 List of recent BIS publications .............................................................. B2Notations used in this Reviewe estimatedlhs, rhs left-hand scale, right-hand scalemillionbillion thousand… notavailableapplicable. not– nil0 negligible$ US dollar unless specified otherwiseDifferences in totals are due to rounding.iv BIS Quarterly Review, June 2008BIS Quarterly Review, June 20081Ingo Fender +41 61 280 8415ingo.fender@Peter Hördahl+41 61 280 8434peter.hoerdahl@Overview: a cautious return of risk toleranceFollowing deepening turmoil and rising concerns about systemic risks in the first two weeks of March, financial markets witnessed a cautious return of investor risk tolerance over the remainder of the period to end-May 2008. The process of disorderly deleveraging which had started in 2007 intensified from end-February, with asset markets becoming increasingly illiquid and valuations plunging to levels implying severe stress. However, markets subsequently rebounded in the wake of repeated central bank action and the Federal Reserve-facilitated takeover of a large US investment bank. In sharp contrast to these favourable developments, interbank money markets failed to recover, as liquidity demand remained elevated.Mid-March was a turning point for many asset classes. Amid signs of short covering, credit spreads rallied back to their mid-January values before fluctuating around these levels throughout May. Market liquidity improved, allowing for better price differentiation across instruments. The stabilisation of financial markets and the emergence of a somewhat less pessimistic economic outlook also contributed to a turnaround in equity markets. In this environment, government bond yields bottomed out and subsequently rose considerably. A reduction in the demand for safe government securities contributed to this, as did growing perceptions among investors that the impact from the financial turmoil on real economic activity might turn out to be less severe than had been anticipated. Emerging market assets, in turn, performed broadly in line with assets in the industrialised economies, as the balance of risk shifted from concerns about economic growth to those about inflation.Credit market turmoil gives way to fragile recoveryFollowing two weeks of increasingly unstable conditions in early March, credit markets were buoyed by a cautious return of risk tolerance, with spreads recovering from the very wide levels reached during the first quarter of 2008. Sentiment turned in mid-March, following repeated interventions by the Federal Reserve to improve market functioning and to help avert the collapse of a major US investment bank. As these actions alleviated earlier concerns about risks to the financial system, previously dysfunctional markets resumed trading and prices rallied across a variety of risky assets.2BIS Quarterly Review, June 2008Between end-February and end-May, the US five-year CDX high-yield index spread tightened by about 144 basis points to 573, while corresponding investment grade spreads fell by 63 basis points to 102. European and Japanese spreads broadly mirrored the performance of the major US indices, declining by between 25 and 153 basis points overall. Between 10 and 17 March, all five major indices had been pushed out to or near the widest levels seen since their inception. They then rallied back and seemed to stabilise around their mid-January values, remaining significantly above the levels prevailing before the start of the market turmoil in mid-2007 (Graph 1).business lines, tightening repo haircuts caused a number of hedge funds and other leveraged investors to unwind existing positions. As a result, concerns underlying exposures are almost entirely protected by federal guarantees, as summer of 2007 (Graph 3, right-hand panel).BIS Quarterly Review, June 20083Fears about collapsing financial markets reached a peak in the week March, triggering repeated policy actions by the US authorities. investment grade credit default swap (CDS) indices underperforming lower-quality benchmarks (Graph 4, left-hand and centre panels). Spreads were temporarily arrested when, on 11 March, the Federal Reserve announced an expansion of its securities lending activities targeting the large US dealer banks (see section on money markets and Table 1 below). European CDS indices tightened by more than 10 basis points on the news, while the two key basis points down, respectively (Graph 1). allowing it to make secured advance payments to the troubled investment These developments appeared to herald a turning point in the market, funds target down to 2.25%. Earnings announcements by major investment banks on 18 and 19 March that were better than anticipated provided further support, with investors increasingly adopting the view that various central bank initiatives aimed at reliquifying previously dysfunctional markets were gradually gaining traction. Consistent with perceptions of a considerable reduction in systemic risk, spreads, and particularly those for financial sector and other investment grade firms, tightened from the peaks reached in early March(Graph 4). Movements were partially driven by the unwinding of speculative short positions, as suggested by changes in pricing differentials across products with similar exposures, according to the ease with which such positions can be opened or closed. For example, spreads on CDS contracts referencing the major credit indices moved more strongly than those on the same indices’ constituent names (Graph 1, centre and right-hand panels). Similarly, CDS markets outperformed those for comparable cash bonds, as market participants adjusted their synthetic trades.risks (Graph 1, centre and right-hand panels). Similarly, implied volatilities from CDS index options eased into the second quarter, indicating a somewhat reduced uncertainty about shorter-run credit spread movements (Graph 3, centre and right-hand panels).losses based on ABX prices (see box). This was despite the lack of a recovery for the index series with lower original ratings, whose prices continued to4 BIS Quarterly Review, June 2008BIS Quarterly Review, June 20085suggest expectations of complete writedowns of all underlying bonds by mid-2009 (Graph 2, centre panel). At these low levels, and with none of the ABX indices having experienced any principal writedowns so far, investors appeared to be pricing in the possibility of legislation writing down mortgage principal. Against this background, issuance of private-label mortgage-backed securities remained depressed, with volume growth coming mainly from US agency-Supported by optimism about banks’ recapitalisation efforts, spreads pace of capital replenishment. Following news of a rights issue on 31 March, CDS spreads referencing debt issued by Lehman Brothers tightened. UBS announced large first quarter losses and a fully underwritten capital increase on 1 April, and other institutions followed over the rest of the month. Globally, banks managed to raise more than $100 billion of new capital in April alone, stemming the deterioration in capital ratios. Financial CDS spreads, the monoline segment excluded, outperformed corresponding equity prices in the process (Graph 4, right-hand panel), reflecting diminishing concerns about imminent financial sector risk as well as the dilutory effects of equity financing. Markets retraced some of these gains in early May, partially driven by strong supply flows from corporate issuers that included, at $9 billion, the largest US dollar deal by a non-US borrower in seven years. Volumes were dominated by6 BIS Quarterly Review, June 2008Pitfalls in using the ABX. Estimated mark to market losses and actual writedowns made by banks and other investors can differ for a variety of reasons. Analysts, depending on their objective, thus have to be mindful of potential sources of bias. At least three such sources can be identified, of which two are specific to the ABX index:•Accounting treatment. Subprime MBS are held by a variety of investors and for different purposes. While large amounts of outstanding subprime MBS are known to reside inbanks’ trading books, banks and other investors may also hold these securities tomaturity. This can result in different accounting treatments, which would tend to deflateactual writedowns and impairment charges relative to estimates of mark to market losseson the basis of market indices, such as the ABX. The size of this effect, however, isdifficult to determine. Further complexities are added once securities cease to be tradedin active markets, implying the use of valuation techniques, which may differ acrossinvestors, in establishing fair value.5•Market coverage. ABX prices may not be representative of the total subprime universe, due to limited index coverage of the overall market. Original balance across all four serieshas averaged about $31 billion. This compares to average monthly MBS issuance ofsome $36 billion over the 10 quarters up to mid-2007, ie almost a month’s worth ofsubprime MBS supply per index series. Similarly, with 2004–07 vintage subprime MBSvolumes estimated at around $600 billion in outstanding amounts, each series representssome 5% of the overall universe on average. At the same time, ABX deal composition isknown to be quite similar in terms of collateral attributes (such as FICO scores and loan-to-value ratios) to the overall market (by vintage).6 Therefore, despite somewhat limitedcoverage, this particular source of bias may not be large.•Deal-level coverage. Similarly, ABX prices may not be representative because each index series covers only part of the capital structure of the 20 deals included in the index(see Graph A, right-hand panel, for an illustration).7 In particular, tranches referenced bythe AAA indices are not the most senior pieces in the capital structure, but those with thelongest duration (expected average life) – the so-called “last cash flow bonds”. Theseclaims will receive any cash flow allocations sequentially after all other AAA trancheshave been paid; and tend to switch to pro rata pay only when the highest mezzaninebond has been written down. It follows that AAA ABX index prices are going to reflectdurations that are longer, and effective subordinations that are lower, than those of theremaining AAA subprime MBS universe. As a result, using newly available data for MBStranches with shorter durations, the $119 billion of losses implied by the ABX AAA indicesas of end-May would be some 62% larger than those implied under more realisticassumptions.8_________________________________1 See, for example, International Monetary Fund, Global Financial Stability Report, April 2008, pp 46–52, and Box 1 in Bank of England, Financial Stability Report, April 2008.2 Supplementary indices, called ABX HE PENAAA, were introduced in May 2008 to provide additional pricing information for all four existing vintages.3 An alternative approach, likely to lead to very different results, would estimate future default-related cash flow shortfalls on the basis of deal-level or aggregate data for subprime securities. To obtain these estimates, such methodologies rely on information about collateral performance and require the analyst to make assumptions about structural relationships and model parameters. Typical subprime loss projections, for example, use delinquency data and assumptions about factors such as delinquency-to-default transitions, default timing, and losses-given-default. See Box 1 in the Overview section of the December 2007 BIS Quarterly Review for an example on the basis of an approach devised by UBS. 4Mark to market losses (relative to par) are calculated assuming that unrated tranches are written down completely; ABX prices for the BBB– indices are used to mark BB collateral; rated tranches from the 2004 vintage are assumed unimpaired; outstanding amounts remain static.5 For details, see Global Public Policy Committee, Determining fair value of financial instruments under IFRS in current market conditions, December 2007.6 See, for example, UBS, Mortgage Strategist, 17 October 2006. 7 Incomplete coverage at the deal level further reduces effective market coverage: typical subprime MBS structures have some 15 tranches per deal, of which only five were originally included in the ABX indices. As a result, each series references less than 15% of the underlying deal volume at issuance.8 Duration effects at the AAA level are bound to be significant for overall loss estimates as the AAA classes account for the lion’s share of MBS capital structures. Using prices for the newly instituted PENAAA indices, which reference “second to last” AAA bonds, to calculate AAA mark to market losses generates an estimate of $73 billion. This, in turn, translates into an overall valuation loss of $205 billion (ie some 18% below the unadjusted estimate of $250 billion).capitalisation had recovered, while remaining weaker than before the crisis. At the same time, still-elevated implied volatilities suggested ongoing investor uncertainty over the future trajectory of credit markets. With the credit cycle continuing to deteriorate and related losses on exposures outside the residential mortgage sector looming, it was thus unclear whether liquidity supply and risk tolerance had recovered to an extent that would help maintain this improved environment on a sustained basis.Bond yields recover as markets stabiliseFrom its low point on 17 March, the 10-year US Treasury bond yield rose by 75 basis points to reach 4.05% at the end of May. During this period, 10-year yields in the euro area and Japan climbed by around 70 and 50 basis points, respectively, to 4.40% and 1.75% (Graph 5, left-hand panel). In US and euro area bond markets, the increase in yields was particularly pronounced for short maturities, with two-year yields rising by 130 basis points in the United States and by almost 120 basis points in the euro area (Graph 5, centre panel). Two-year yields went up in Japan too, but by a more modest 35 basis points. In addition to reduced safe haven demand for government securities, the rise in short-term yields reflected a reassessment among investors of the need for monetary easing, following the stabilisation of financial markets.In the first two weeks of March, as the financial turmoil deepened and forward rates dropping (Graph 6, right-hand panel). While flight to safety and other effects relating to the volatility in financial markets may have influenced consistent with the observed fall at the short end of the forward break-evencurve. At the same time, these same concerns led investors to increasinglyexpect the Federal Reserve to maintain a more accommodative policy stancethan normal in an effort to contain the fallout on economic growth. Insofar asthis was seen as likely to lead to higher prices down the road, it could explainthe rise in distant forward break-even rates at the time.As the situation in financial markets stabilised after the rescue of BearStearns in mid-March, and perceptions of the economic outlook improvedsomewhat, the US forward break-even curve shifted in the opposite directionand flattened considerably. To a large extent, this shift in the forward curve islikely to have reflected a reversal of the same influences that had been at playin the first two weeks of March: the dampening effect on prices coming from theturmoil was perceived to be weaker after mid-March, while the Federal Reservewas seen to be less likely to deliver further sharp rate cuts. Moreover, upwardprice pressures appeared to intensify in the short to medium term, with foodprices rising continuously and oil prices reaching new all-time highs during thisperiod (Graph 5, right-hand panel), pushing near-term forward break-evenrates further upwards.real yields reflected a combination of expectations of higher average realinterest rates in coming years and a reversal of flight to safety pressures. Theformer component, in turn, was due to perceptions among investors that thereal economic fallout from the financial turmoil was likely to be less severe thanhad previously been anticipated. This was despite indications of deterioratingconsumer confidence amid tighter bank lending standards and continuedweakness in US housing markets. The revival in investor confidence seemedinstead to follow from the stabilisation in markets and from a number ofrelatively upbeat macroeconomic announcements. These included better thangovernment securities.In line with perceptions that the stabilisation of markets had reduced therisks to economic growth somewhat, prices of short-term interest rateindicating expectations of a period of stable rates, followed by rising rates inthe first half of 2009 (Graph 7, left-hand panel). In the euro area, EONIA swapprices at the beginning of March had signalled expectations of sizeable ECBrate cuts, but by end-May prices had shifted to reflect expectations of graduallyincreasing policy rates (Graph 7, centre panel). Meanwhile in Japan,expectations of mildly falling policy rates in March had by May been revised toindicate rising rates (Graph 7, right-hand panel).A turning point for equity prices?to end-2007 levels, gained almost 10% between 17 March and end-May. Equity markets in Europe and Japan, which had seen losses in excess of 20% between the turn of the year and 17 March, subsequently also displayed a strong recovery, with the EURO STOXX gaining 11% and the Nikkei 225 rising Reflecting the improved situation in financial markets during this period, by almost 20% and 34%, respectively. These gains occurred despiteannouncements by several banks of record losses during the first quarter amidcontinued credit-related write-offs. Investors obviously took solace from the factthat losses – although big – were no worse than expected, and that a numberof banks had been successful in their recapitalisation efforts (see credit marketsection above).surprises remained well above that of negative surprises, provided somesupport for equity prices. In addition, as fears failed to materialise that economic growth might slow dramatically in the first few months of the year,investors increasingly began to see equity valuations as attractive following thesharp price declines in late 2007 and early 2008. markets recovered after a sharp dip in March (Graph 8, right-hand panel).Emerging market investors discount growth risksequities fell up to mid-March, before rebounding in the wake of the change inmarket sentiment following the Bear Stearns rescue in the United States.Between end-February and end-May, the MSCI emerging market indexgained about 4% in local currency terms, and was up more than 14% from thelows established in mid-March. Latin American markets, which had seen ahigh trading volumes in commodity derivatives (see the Highlights section inthis issue) and speculative demand as a source of part of that strength, otherspointed to low supply elasticities and expectations of sustained rates ofindustrialisation throughout the emerging markets. With the region being amajor net commodities importer and natural disaster contributing to weakerequity prices in China, Asian markets were broadly flat over the period.Emerging Europe, in turn, remained exposed to the risk of a reversal in privatecapital flows, owing to large current account deficits and associated financingneeds in a number of countries. Nevertheless, strong gains in Russia and thebetter than expected growth performance of major European economies in thefirst quarter seemed to aid equity markets in May.Emerging market credit spreads, as measured by the EMBIG index,accounting for most of the spread tightening, the EMBIG remained almost flatin return terms, gaining about 1.1% between end-February and end-May(Graph 9, left-hand panel). Large stocks of foreign reserves and favourablemacroeconomic performance in key emerging market economies continued toprovide support, aiding the market recovery. Spread dispersion remained high,pointing to ongoing price differentiation according to credit quality (Graph 10,centre panel). At the same time, with inflation running well above target in anumber of major emerging market economies, policy credibility appeared tobecome more of a concern, putting pressure on local bond markets. Risinginflation expectations, combined with increasing US Treasury yields andrelatively resilient markets during the earlier stages of the recent marketturmoil, may thus have contributed to a somewhat more muted performancefrom emerging market bonds relative to other asset markets over the periodsince mid-March.Tensions in interbank markets remain highas high at the end of May as three months earlier, across most horizons and inall three major markets (Graph 10). This appeared to imply expectations thatinterbank strains were likely to remain severe well into the future.After a relatively smooth turn of the year, interbank market tensions hadappeared to ease somewhat until early March 2008, and Libor-OIS spreadshad shown some signs of stabilising. However, as the financial turmoilsuddenly deepened in the second week of March, following an acceleration inmargin calls and rapid unwinding of trades (see the credit section above),interbank market pressures quickly increased. With market rumoursproliferating about imminent liquidity problems in one or more large investmentbanks, banks became increasingly wary of lending to others. At the same time,their own demand for funds jumped as they sought to avoid being perceived ashaving a shortage of liquidity.Selected central bank liquidity measures during the period under review7 March The Federal Reserve increases the size of its Term Auction Facility (TAF) to $100 billion andextends the maturity of its repos to up to one month.11 March The Federal Reserve introduces the Term Securities Lending Facility (TSLF), which allowsprimary dealers to borrow up to $200 billion of Treasury securities against collateral. Theexisting dollar swap arrangements between the Federal Reserve and the ECB and the SNB areincreased from a total of $24 billion to $36 billion.16 March The Federal Reserve introduces the Primary Dealer Credit Facility (PDCF), which providesovernight funding for primary dealers in exchange for collateral. The Federal Reserve alsolowers the spread between the discount rate and the federal funds rate from 50 to 25 basispoints, and lengthens the maximum maturity from 30 to 90 days.28 March The ECB announces that the maturity of its longer-term refinancing operations (LTROs) wouldbe extended from up to three months to a maximum of six months.21 April The Bank of England introduces the Special Liquidity Scheme, under which banks can swapilliquid assets for Treasury bills.2 May The Federal Reserve boosts the size of its TAF programme to $150 billion, and announces abroadening of the collateral eligible for the TSLF auctions. The dollar swap arrangements withthe ECB and the SNB are increased further, from $36 billion to $62 billion.Source: Central bank press releases. Table 1The near collapse and subsequent takeover of Bear Stearns onMarch highlighted the risks that banks face in such situations. On the would not be allowed to fail, and this helped restore order in other markets. On the other hand, the speed with which Bear Stearns’ access to market liquidity had collapsed underscored the vulnerability of other banks in this regard, which kept Libor-OIS spreads high even as CDS spreads on banks and brokerages Throughout the period, central banks maintained and even stepped up activity from central banks seemed to have limited immediate impact oninterbank rates. To some extent, this may have reflected the fact that while thesums involved in central bank liquidity schemes were large in absolute terms,they were still rather limited compared to banks’ assessment of their overallliquidity needs against the background of a sharp decline in traditional sourcesof funding. One significant source of short-term funding for banks in the pasthas been money market mutual funds. Such funds have seen substantialinflows since the outbreak of the financial turmoil (Graph 11, left-hand panel),reflecting a noticeable reduction in investors’ appetite for risk. However, thisloss of risk appetite also resulted in money market funds shifting theirinvestments increasingly into treasury bills and other safe short-term securities,hence depriving banks of a key funding source (Graph 11, centre panel). Thissuggests that determining how persistent the interbank tensions will be maydepend significantly, among other things, on how long the risk appetite ofmoney market fund managers, and investors more broadly, will continue to bedepressed.。
明朝广告总结简介明朝是中国历史上一个辉煌的时代，不仅在政治、经济和文化上取得了显著成就，还可以看到一些独特的广告形式。
本文将对明朝的广告进行总结，并探讨其特点和影响。
明朝广告的特点1.字体形式丰富多样：明朝广告中经常运用篆、隶、楷、行等不同字体，以吸引人们的注意力。
这些字体形式不仅美观，还能展现出广告内容的个性和特色。
2.广告位置多样化：明朝广告多出现在商铺、集市、街道等公共场所，以吸引人们的眼球。
同时，在市场中，广告商还会雇佣吆喝行当的人员，通过声音、肢体语言等形式进行宣传推广。
3.插图与文字结合：明朝的广告将文字和图像相结合，使得广告更加生动形象。
这些插图既可以是商品的图案，也可以是具体的场景，能够吸引人们的视觉注意力。
4.简洁有力的表达：明朝广告注重简洁明了的表达方式，通常用短短的几句话来表达商品的特点和优势，力求让人一目了然，方便消费者记忆和理解。
明朝广告的影响1.市场经济的兴起：明朝广告的出现意味着商品经济的兴起，人们开始借助广告来宣传和推广商品。
这种市场经济的发展，为国家带来了财富和繁荣。
2.消费者的选择权增加：明朝广告为消费者提供了更多的选择。
通过广告，人们可以了解到更多的商品信息，能够根据自己的需求和喜好做出更加明智的选择。
3.商业发展的推动：明朝广告的兴起促进了商业的发展，使得商人们更有动力和机会进行经营活动。
这对于经济的发展具有积极的推动作用。
4.文化和艺术的传承：明朝广告的字体形式和插图结合，不仅展示了艺术家们的才华，还推动了传统文化和艺术的发展。
这对后世的书法、绘画等艺术形式产生了一定的影响。
结论明朝广告作为中国历史上重要的广告形式之一，展现了其独特的特点和影响。
它丰富多样的字体形式、多样化的广告位置、插图与文字结合以及简洁有力的表达方式，使得广告更生动形象，吸引了人们的注意力。
明朝广告的出现带来了市场经济的兴起、消费者选择权的增加、商业发展的推动和文化艺术的传承，为明朝时期的社会繁荣做出了贡献。
1.金色边框，绽放创意之光。
2.纤薄金属，承载无限创意。
3.金属边框，点亮你的创作世界。
4.别样边框，彰显你的独特风采。
5.金属之美，烘托出你的非凡品味。
6.创意与金属的完美结合。
7.灵感之源，金属边框带给你无限创新力量。
8.独特设计，尽显尊贵品质。
9.金属边框，让你的作品更具艺术感。
10.坚固耐用的金属边框，守护你的珍贵回忆。
11.闪耀光芒，让人眼前一亮的金属边框。
12.精致工艺，展现品味生活的细节。
13.超薄设计，给你带来更舒适的使用体验。
14.经典与时尚交融，在金属边框中找到平衡点。
15.个性化定制，打造属于自己独一无二的艺术品。
16.用心雕琢每一个细节，让金属边框成为你的创作助手。
17.金属边框，彰显你的品味和品质。
18.轻盈材质，带来更轻松便捷的携带体验。
19.简约而不简单，金属边框是你展示个性的最佳选择。
20.金属边框，给你的作品增添一份高贵与品位。
首饰宣传策划书模板3篇篇一《首饰宣传策划书模板》一、宣传背景随着人们生活水平的提高和审美观念的不断变化，首饰市场日益繁荣。
然而，在竞争激烈的市场环境中，如何让我们的首饰品牌脱颖而出，吸引更多消费者的关注和喜爱，成为了我们面临的重要挑战。
二、宣传目标1. 提高品牌知名度和美誉度，让更多消费者了解和认可我们的首饰品牌。
2. 增加产品销售量，提升市场份额。
3. 建立与消费者的良好互动和沟通渠道，增强消费者粘性。
三、宣传策略1. 线上宣传建立官方网站，展示品牌形象、产品系列和最新动态。
利用社交媒体平台（如、微博、抖音等）进行推广，发布精美的产品图片、视频和用户故事。
与知名时尚博主、网红合作，进行产品推荐和宣传。
开展线上促销活动，如限时折扣、满减优惠等。
2. 线下宣传在繁华商业区域开设品牌专卖店或专柜，提供优质的购物体验。
参加各类珠宝首饰展览会，展示品牌实力和产品特色。
举办主题活动，如新品发布会、时尚秀等，吸引目标客户群体。
与婚纱影楼、美容院等相关行业进行合作，开展联合推广活动。
四、宣传内容1. 品牌故事讲述品牌的创立背景、发展历程和核心价值观，让消费者对品牌产生情感共鸣。
2. 产品特色突出首饰的设计理念、材质工艺和独特卖点，吸引消费者的购买欲望。
3. 佩戴效果展示不同款式的首饰在模特或消费者身上的佩戴效果，提供搭配建议和时尚灵感。
4. 用户评价分享消费者的购买体验和好评，增加品牌的可信度和口碑。
五、宣传时间安排[具体时间段 1]：进行线上宣传活动的策划和准备。
[具体时间段 2]：开展线上宣传活动，同时筹备线下宣传活动。
[具体时间段 3]：实施线下宣传活动。
六、宣传预算1. 线上宣传费用：[X]元网站建设和维护费用：[X]元社交媒体推广费用：[X]元合作费用：[X]元2. 线下宣传费用：[X]元店铺租赁和装修费用：[X]元展览费用：[X]元活动费用：[X]元3. 其他费用：[X]元总预算：[X]元七、效果评估1. 设定评估指标，如品牌知名度提升幅度、产品销售量增长情况、消费者满意度等。
非遗纪录片解说词开头农民皮影戏班新艺社来自大通县黄家寨镇东柳村，每年冬春两季走村串乡，辗转各地巡演。
一个戏班，五个把式，历时一年光阴，行程两千多公里，演出150多场次，经年累计上千场。
每到一地，人们扶老携幼，观者如堵。
这次在门源县登台首秀，尽管高原春寒料峭，朔风凛冽，在欢闹的锣鼓声中，大伙儿纷纷聚拢戏台前，看得津津有味，饶有兴趣。
昼夜不歇地连轴转，班头周XX略显疲态，但习以为常。
唱皮影戏耗费精力、消耗体力也彰显功力，如同所谓不插电、不假唱的摇滚live。
这份自信与坚守，源自影子匠对传统文化的疯魔痴迷和硬桥硬马的扎实功底。
坐在幕布后挥洒自如的周XX，就是当年趴在幕布前心醉神迷的乡村顽童。
外曾祖父是远近闻名的皮影雕刻匠人，那些色彩斑斓、活灵活现的驴皮小人，伴随他度过无忧无虑的童年时光。
沉湎于河湟民间皮影文化的濡染熏陶，周XX17岁登台亮嗓，初露锋芒。
22岁投师朔北民间皮影艺人靳生昌门下，全面系统学习舞台表演与制作技艺。
聪慧勤谨的他很快脱颖而出，独挑大梁。
随后自立门户，组建班底，在长期的基层演出中声名鹊起，表演水准和行业声望日益提升。
开始频繁出现在民族民间工艺美术品展、省内外文化旅游活动和文化产业博览会上，得到文化专家高度肯定，先后被评为市级文化中心户和省级、国家级非遗项目皮影戏传承人。
然而，辉煌舞台下的现实迷惘，却带来无法释怀的情感落寞。
河湟皮影发源于陕西西路皮影戏，文化传播东渐西进，逐水土而居，植根高原文化沃土，流变为独具地域特色的戏曲形态。
影子腔以秦腔、晋剧、眉户、梆子等地方戏的板腔体为主干，汲取当地民间曲艺小调精华，使用青海方言演唱。
阳腔高亢明快，阴腔婉转悠长，行板快慢有致，道白诙谐风趣，叙事抒情各擅其长，散发着浓郁的乡土气息，深受百姓的喜爱和追捧。
三尺生绢做戏台，口述千古事，手舞百万兵。
皮影戏又称灯影戏，一帘幕布，一束光影，伴随着锣鼓铿锵，丝竹悠扬，一声古腔古韵如黄钟大吕，让沉睡箱底的皮影子梦回千年。
历史传承古迹探索广播稿尊敬的各位听众，大家好！今天，我将带领大家探索历史传承的古迹，走进那些承载着历史记忆的宝贵遗迹。
在这个广播稿中，我们将一同穿越时光，感受历史的厚重与魅力。
第一站，我们来到了埃及的金字塔。
金字塔是埃及古文明的杰作，也是世界上最著名的古迹之一。
这些庄严而神秘的金字塔，是埃及古代法老王的陵墓，保存着他们的身体和财宝。
站在金字塔前，你会被其宏伟的姿态所震撼，感受到古代文明的辉煌与深远影响。
接下来，我们踏上古老的丝绸之路，前往中国的敦煌莫高窟。
敦煌莫高窟是中国古代艺术的瑰宝，也是世界文化遗产。
在这些千年石窟中，有丰富的佛教壁画和雕塑，以及经卷等文物。
这些作品展示了中国古代艺术的精湛技艺和深厚的宗教信仰。
从中国回到欧洲，我们来到了罗马斗兽场。
这是古罗马的象征之一，也是世界上最著名的古迹之一。
在这个巨大的圆形建筑中，曾经举办着盛大的角斗士比赛和其他娱乐活动。
罗马斗兽场见证了罗马帝国的繁荣与辉煌，它不仅是古代罗马的象征，也是人类历史的见证。
离开罗马，我们来到了印度的泰姬陵。
泰姬陵是一座以白色大理石建造的陵墓，是莫卧儿帝国皇帝沙贾汉为了纪念他心爱妻子而建造的。
这座建筑被誉为世界七大奇迹之一，它以其优美的建筑风格、细腻的雕刻和浪漫的传说吸引着无数游客。
最后，我们来到了墨西哥的玛雅古城奇琴伊察。
奇琴伊察是玛雅文明的中心之一，以其复杂的城市规划和壮观的建筑群而闻名。
在这里，你可以看到巨大的金字塔、神庙和宫殿，感受到玛雅人的智慧和艺术成就。
历史传承的古迹承载着人类文明的记忆，它们见证了历史的变迁，也给我们留下了宝贵的遗产。
通过探索这些古迹，我们可以更深入地了解人类文明的发展，感受到不同文化的魅力。
就在此次广播节目中，我们只是带您粗略地游览了一些世界知名的古迹。
每一个古迹背后都有着丰富的历史和故事，值得我们去深入探索和了解。
希望通过这次广播的介绍，能够激发您对历史的兴趣，让大家更加热爱和珍惜这些历史传承的宝藏。
文物四普宣传标语嘿，朋友们！咱来说说这文物四普呀！这可真是个超级重要的事儿呢！你想想看，那些文物就像是时间的宝藏，它们承载着过去的故事、文化和记忆。
它们可不是普通的东西呀，那是老祖宗留给咱的宝贝！就好像咱家里的传家宝一样，珍贵得很呢！文物四普就像是给这些宝贝们来一次大点名，要把它们都好好地记录下来，让咱能更清楚地知道咱到底有多少宝贝，都长啥样，有啥特别的地方。
这多有意思呀！要是没有文物四普，说不定有些宝贝就被埋没了，那多可惜呀！咱平常过日子，家里有点啥好东西咱还知道整理整理，数数有多少呢，更何况是这些国家的宝贝呀！这文物四普不就是在给咱国家的宝贝整理清单嘛！咱得重视起来呀！你说要是你有个特别珍贵的东西，你是不是也希望有人能好好地爱护它、珍惜它呀？这些文物也是一样的呀！它们历经了岁月的洗礼，好不容易留到了现在，咱可不能辜负了它们呀！通过文物四普，咱能更好地了解咱国家的历史和文化，这可不是光在书本上能学到的哟！你可以亲眼看到那些古老的东西，感受它们的魅力，那感觉，啧啧，真的不一样！咱不能只把文物当成是博物馆里的展品，它们是有生命的，它们在向我们诉说着过去的故事呢！难道你不想听听它们说啥吗？而且呀，文物四普也需要咱大家的参与呢！要是你发现了什么文物，或者知道哪里有文物，可一定要告诉相关的人呀！这也是为咱国家的文化传承出一份力呢！这多光荣呀！你说，要是没有文物四普，咱对自己国家的文化了解能有这么全面吗？咱能这么真切地感受到历史的魅力吗？所以呀，文物四普真的太重要啦！咱可得积极支持呀！别等到以后后悔，哎呀，我当初怎么就没重视呢！那可就晚啦！咱现在就行动起来，一起为文物四普加油助力吧！让这些宝贝们能更好地展现在我们面前，让我们的文化能一直传承下去！这就是我们的责任呀，难道不是吗？原创不易，请尊重原创，谢谢!。
萨普文化宣传词在非洲南部的刚果，我们随处可间这样一种场景——一群人身着五颜六色的西装，头戴绅士礼貌，手持高级手杖，脚下是锃光瓦亮的皮鞋，迈着自信的步伐出现在闹市街区，迎接行人的注目与欢呼。
与我们所认为的不同，他们不是明星，不是歌手，是生活中随处可见的司机，商店老板，工人，与我们所认为的又不同，他们的行头并不是冒牌货，而是正品古驰、阿玛尼、路易威登……单是一件西装外套价值就在5000美元以上。
他不是炫富，不是自大狂，更不是疯子，而是一个群体中的一员，成员来自不同职业、种族、性别、年龄段，但不妨碍你一眼就可以认出，无论走到哪里，他们始终是人群的焦点与视线的中心，缤纷的色彩构成了街头一道亮丽的风景线。
有人将他们称为偶像，有人将他们视为明星，更多人认为他们是国家形象的代言。
他们，有一个共同的称号——“萨普”（sape）关注阿平看世界，今儿个咱们就来聊聊非洲的萨普文化。
所谓“萨普”（Sape）其实是“氛围营造者和雅士协会”（Société des Ambianceurs et des Personnes légantes）的法语字母简称，“sape”一词是法语中“服饰”之意，成员统称“萨普尔”。
萨普文化的起源可以追溯到非洲殖民时期。
彼时法国人来到刚果，意图教化当地“粗野无礼”、“衣不蔽体”的非洲人。
他们从欧洲带来了二手服饰，作为和当地酋长的谈判筹码，获得他们的效忠支持，上有所好,下必甚焉，以西装革履为代表的身世服装很快在非洲流行开来，很快变成身份与地位的象征，刚果首都布拉柴维尔一度成为时尚中心。
刚果解放后，欧洲绅士的着装传统作为一种习俗在当地保留下来，发展成为一种独具特色的地方文化，随着全球化的进程的加速，萨普文化走出了非洲，走向世界舞台。
2018年1月4日，漫威电影《黑豹》原声带的首发单曲《All the Stars》发行。
MV中展现出独特的萨普文化——在一群荒凉残破的房屋前，说唱歌手Lamar穿着亮粉色的西装坐在椅子上，身后站着一群同样萨普风格西装的黑人舞伴。
湖北省地方金融监督管理局关于武汉融润典当有限责
任公司解散事项的公告
文章属性
•【制定机关】湖北省地方金融监督管理局
•【公布日期】2021.08.18
•【字号】
•【施行日期】2021.08.18
•【效力等级】地方规范性文件
•【时效性】现行有效
•【主题分类】金融综合规定
正文
湖北省地方金融监督管理局关于武汉融润典当有限责任公司
解散事项的公告
按照《全省典当行设立、变更及退出操作指引(试行)》(鄂金发〔2020〕11号)规定，武汉融润典当有限责任公司提出解散申请，依所属地监管部门审核意见,省地方金融监管局予以同意备案,现公告如下:
一、同意收回武汉融润典当有限责任公司所持《典当经营许可证》，许可证号为42214A10012，终止其典当经营资格。
二、同意在全国典当行业监督管理信息系统对武汉融润典当有限责任公司进行销户处理。
特此公告。
湖北省地方金融监督管理局
2021年8月18日。
宣传片脚本总提纲：公司介绍>>>>>公司办公环境展示>>>>>公司安全生产及产品介绍展示>>>>>公司快速发展>>>>>结题，展望未来公司6新工作【场景1】公司介绍，远景，矿区连绵的山脉云层涌动东方的日出显得温暖让人充满着希望，慢切，企业LOGO及文字在大山之间立体呈现出来。
【解说字幕】久远流长易地而处云南长易2003年长易在这祖国的大西南最美丽神秘的地方云南画上浓烈开始的一笔。
昆明、东川、会泽凭着长易人不怕艰苦不惧困难的精神，开始的这一笔注定要写出华丽的篇章。
在短短几年的时间里公司矿区分布于云南东川会泽等地，发展为下辖会泽分公司、东川分公司、丰德电器汤力公司、的集团公司。
【场景2】公司办公生活环境展示，远景过度到近景，世纪城整个楼盘高楼林立现代化高效快捷的办公大环境，慢慢过度到公司所在写字楼及办公环境近景。
会泽长易公司大山远景及办公近景切换。
生活区域员工住宿及吃饭情况图片显示。
【解说字幕】高效快捷方便的办公，高素质高尖端的人才竞争，是企业在市场竞争中不败的关键，云南长易，公司总部座落在繁华的官渡区世纪城商务中心。
？会泽长易公司办公楼和住宿区建立在海拨2600多米陡峭的高山上。
员工于2011年11月搬进永久性住房，告别了吃住办公在丝绵瓦房的艰苦环境，这在行业矿区来说是很少见甚至可以说是绝无仅有的。
【场景3】公司安全生产及产品介绍，矿下视频图片由近及远展示，安全生产会议图片，矿区井口安全生产字样图片展示，矿区原矿石镜头大型锅炉冶炼镜头，矿石照片展示。
【解说字幕】长易关爱关心每一个员工，凭着规范生产，安全生产，安全大于一切的原则，矿区遍布于云南昆明东川区和会泽县。
目前公司在以勘测铅锌矿和磷矿的基础上，形成了集铅锌、磷矿开采、洗选、铅锌冶炼为一体的上下游产业链。
矿区面积：21.96平方公里，目前铅锌矿勘探面积为3.57平方公里，磷矿详查面积为5.1平方公里。
先行·探索创意阐述：影片以“先行·探索”为主题，以“态度、速度、深度”为线索，从“态度·立于时局、速度·融于创新、深度·创于未来”三个方向，多以浓缩的走心旁白+字幕的方式，将公司“科学、环保、创新、发展”的发展理念（企业文化）贯穿全片，展现出在企业文化的渗透与影响下，企业的发展状况、企业生产氛围、工艺流程、创意产品以及企业未来的发展方向。
片头——每一次启程，皆源于时代的责任。
每一次创变，都是对未知的探索。
创新点亮城市，梦想耀于此间。
浙江遂昌汇金有色金属有限公司以创变者姿态，傲立行业之巅，见证行者千里，百炼成金，缔造产业盛世。
态度·立于时局真正的优秀，源自岁月淬炼中的蜕变。
自2011年创立以来，公司立足浙江遂昌毛田工业区，以先行姿态，躬身入局，怀揣着为浙江经济发展注入活力的坚实态度，在有色金属的综合利用上持续发力，不断丈量未知的征途。
字幕：2011年作为县重点招商引资项目落户遂昌2013进行铜、锡阳极泥及分银渣的资源综合回收规模化生产2016年取得了1.7万的危险废物经营许可证一幅幅饱含着创新与梦想的画卷，记载着汇金一路挺进、光辉荣耀的发展历程。
字幕：连续多年被评为县十强企业、纳税大户2017年底公司被评为丽水市重才爱才先进单位电解精锡被评为浙江省名牌产品，拥有十多项发明专利。
企业被评为浙江省科技型中小型企业、国家高新技术企业。
速度·融于创新每一次创新探索，都是对绿色使命的践行。
公司始终秉承“科学、环保、创新、发展”的经营理念，走高质量的绿色发展之路，谋求企业、社会、自然三者和谐统一，实现共同发展。
我们打开更广阔的视野，站在技术前沿，携手高校研发，设立产教融合中心、产学研合作基地，将高效融汇于多元创新之中。
我们依据“互联网+”创新模式，在资源综合回收领域进一步精耕细作，让生产更灵活、更高效、更安全。
字幕：浙江省固废协会理事单位中国再生资源产业技术创新战略联盟理事会理事单位中国有色金属工业协会再生金属分会常务理事单位在这里，我们构建了多维度的员工成长平台，实现员工与企业的共同成长。
