鹏华基金公司风险管理信息系统的设计方案
发布时间：2018-08-31 12:03
【摘要】：自上世纪90年代起,中国证券市场和投资基金业取得了巨大的发展。截至2012年二季度末,中国基金管理公司的基金已达1000多只,规模超过2万亿元,是证券市场中最为重要的机构投资力量。 在基金行业跨越式发展的同时,风险管理的重要性日益突出。就基金管理公司自身而言,全面、有效的风险管理是其能够长期生存、发展的生命线,基金管理公司对风险管理应该采取的重视程度不言而喻。作为监管部门,中国证监会借鉴了美国COSO发布的《内部控制-整体框架》,于2002年明确指出公司内部控制要求,发布了《证券投资基金管理公司内部控制指导意见》。2004年,《企业风险管理-整体框架》被COSO发布,拓展了内部控制的内涵,对企业风险管理这一更宽泛的主题做出了更详尽的阐述。2006年6月,国资委出台了《中央企业全面风险管理指引》,要求各中央企业逐步建立全面风险管理体系,并且在《中央企业全面风险管理指引》中明确提出了对风险管理信息系统的要求。本文中所说的基金管理公司风险管理信息系统即是基于《企业风险管理-整体框架》与《中央企业全面风险管理指引》为鹏华基金管理公司设计和实现的。 选择基金业来进行研究,是因为不到15年的时间里中国基金行业的蓬勃发展。从封闭式基金到开放式基金,从公募到阳光私募,乃至到市场中林林总总的另类投资项目,一切都显示出勃勃生机。作为中国财富管理行业的重要成员,基金业有着巨大的发展空间。而在这勃勃生机背后,风险也是不容忽视的,风险管理的重要性首当其冲,风险管理信息系统的重要性也就不言而喻了。一直以来,针对基金行业的风险管理的研究,谈政策和理论的多,谈具体应用的少,而在基金行业内外部环境都在不断发生重大变化的今天,对风险管理信息系统的应用的研究将会有更大的实际意义和实用价值。与传统行业的风险管理不同,基金公司的风险管理是一个全人员参与、全业务要求、全过程覆盖的风险管理,风险管理的内容发生了很大变化。需要进一步指出的是,在企业信息化程度相对较高的今天,风险管理的形式也在发生变化。对基金管理公司来说,如何在原有的IT资源的基础上,应用新的软件构架理念,构建基金管理公司的风险管理信息系统来尽可能地满足当前基金管理公司风险管理业务的需要,是个非常值得大家研究的课题。 本文分六章。 第一章为导论,主要对本文的研究背景、目的和意义以及研究的思路进行了说明。 第二章为基金公司风险管理信息系统概况,在对海外的COSO《企业风险管理-整体框架》以及我国自己发布的《中央企业全面风险管理指引》进行解读的基础之上,对基金公司目前面临的风险管理状况进行了描述和分析,并对基金公司的风险管理信息系统的发展状况进行了描述。 第三章为鹏华基金公司风险管理信息系统的现状及问题,对鹏华基金管理公司的既存的风险管理信息系统地现状进行详细的介绍并进行深入分析,梳理出既存风险管理信息系统所存在的问题,并针对问题提出了对应策略。 第四章为鹏华基金公司的风险管理信息系统的设计方案,根据鹏华基金管理公司既存风险管理信息系统的问题,结合系统架构设计的新理念以及鹏华基金公司的IT环境现状,以风险管理及内部审计平台(RAP)为主体构架,提出鹏华基金公司风险管理信息系统的设计方案。 第五章为鹏华基金公司风险管理信息系统设计方案的实施,描述在鹏华基金公司风险管理信息系统的设计方案的具体实施过程中如何按照工程实施标准的要求,遵循软件工程的基准和规范、工程运营管理规范,严格品质管理和进度管理来进行实施和系统建设,以及在实施过程中发现的问题。 第六章为鹏华基金管理公司风险管理信息系统的建议和展望,将会针对鹏华基金管理公司风险管理信息系统的实际应用情况进行分析,结合最新的金融市场情况,对一些问题进行分析,对未来的发展状况进行展望。
[Abstract]:Since the 1990s, China's securities market and investment fund industry have made tremendous progress. By the end of the second quarter of 2012, China's fund management companies have more than 1000 funds, with a scale of more than 2 trillion yuan, which is the most important institutional investment force in the securities market.
With the rapid development of the fund industry, the importance of risk management has become increasingly prominent. As far as the fund management companies themselves are concerned, comprehensive and effective risk management is the lifeblood of their long-term survival and development. It is self-evident that the fund management companies should pay attention to risk management. American COSO issued Internal Control-Overall Framework in 2002, which clearly pointed out the requirements of internal control and issued Internal Control Guidelines for Securities Investment Fund Management Companies. In 2004, Enterprise Risk Management-Overall Framework was issued by COSO, which expanded the connotation of internal control and made a broader theme of enterprise risk management. In June 2006, SASAC promulgated the Guidelines for Comprehensive Risk Management of Central Enterprises, requiring the central enterprises to gradually establish a comprehensive risk management system, and clearly put forward the requirements for risk management information system in the Guidelines for Comprehensive Risk Management of Central Enterprises. The information system is designed and implemented for Penghua Fund Management Company on the basis of Enterprise Risk Management-Overall Framework and Central Enterprise Comprehensive Risk Management Guidelines.
China's fund industry has flourished in less than 15 years. From closed-end funds to open-end funds, from public offerings to private placements, to alternative investments in the market, it has shown great vitality. There is a huge space for development. And behind this vigorous vitality, the risk can not be ignored, the importance of risk management first, the importance of risk management information system is self-evident. Unlike the risk management in traditional industries, the risk management of fund companies is a risk management with full participation, full business requirements, full process coverage and risk management. It needs to be further pointed out that the form of risk management is also changing with the relatively high degree of enterprise informationization. For fund management companies, how to apply the new software architecture concept on the basis of the original IT resources to build the risk management information system of fund management companies? It is a topic worthy of study to meet the needs of risk management business of fund management companies.
This article is divided into six chapters.
The first chapter is the introduction, which mainly explains the research background, purpose and significance as well as the research ideas.
The second chapter is the general situation of the risk management information system of the fund company. On the basis of interpreting the overseas COSO < Enterprise Risk Management-Overall Framework > and China's own < Central Enterprise Comprehensive Risk Management Guidelines >, the paper describes and analyzes the current risk management situation faced by the fund company, and analyzes the style of the fund company. The development of the risk management information system is described.
The third chapter is about the current situation and problems of Penghua Fund Management Information System. It introduces and analyzes the current situation of Penghua Fund Management Company's existing risk management information system in detail, combs out the existing problems of risk management information system, and puts forward corresponding strategies.
The fourth chapter is the design scheme of Penghua Fund Company's risk management information system. According to the problems of Penghua Fund Management Company's existing risk management information system, combined with the new concept of system architecture design and the status quo of Penghua Fund Company's IT environment, the paper puts forward Penghua Fund Company's risk management and internal audit platform (RAP) as the main framework. Risk management information system design.
The fifth chapter is the implementation of Penghua Fund Company's risk management information system design scheme. It describes how to comply with the requirements of the project implementation standards, follow the software engineering benchmarks and specifications, project operation management specifications, strict quality management and schedule management during the implementation of Penghua Fund Company's risk management information system design scheme. Rationale for implementation and system construction, as well as problems found in the implementation process.
Chapter 6 is the suggestions and prospects of Penghua Fund Management Company's risk management information system. It will analyze the actual application of Penghua Fund Management Company's risk management information system, and analyze some problems in light of the latest financial market situation, and look forward to the future development.
【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：TP311.52;F832.39
本文编号：2214925
[Abstract]:Since the 1990s, China's securities market and investment fund industry have made tremendous progress. By the end of the second quarter of 2012, China's fund management companies have more than 1000 funds, with a scale of more than 2 trillion yuan, which is the most important institutional investment force in the securities market.
With the rapid development of the fund industry, the importance of risk management has become increasingly prominent. As far as the fund management companies themselves are concerned, comprehensive and effective risk management is the lifeblood of their long-term survival and development. It is self-evident that the fund management companies should pay attention to risk management. American COSO issued Internal Control-Overall Framework in 2002, which clearly pointed out the requirements of internal control and issued Internal Control Guidelines for Securities Investment Fund Management Companies. In 2004, Enterprise Risk Management-Overall Framework was issued by COSO, which expanded the connotation of internal control and made a broader theme of enterprise risk management. In June 2006, SASAC promulgated the Guidelines for Comprehensive Risk Management of Central Enterprises, requiring the central enterprises to gradually establish a comprehensive risk management system, and clearly put forward the requirements for risk management information system in the Guidelines for Comprehensive Risk Management of Central Enterprises. The information system is designed and implemented for Penghua Fund Management Company on the basis of Enterprise Risk Management-Overall Framework and Central Enterprise Comprehensive Risk Management Guidelines.
China's fund industry has flourished in less than 15 years. From closed-end funds to open-end funds, from public offerings to private placements, to alternative investments in the market, it has shown great vitality. There is a huge space for development. And behind this vigorous vitality, the risk can not be ignored, the importance of risk management first, the importance of risk management information system is self-evident. Unlike the risk management in traditional industries, the risk management of fund companies is a risk management with full participation, full business requirements, full process coverage and risk management. It needs to be further pointed out that the form of risk management is also changing with the relatively high degree of enterprise informationization. For fund management companies, how to apply the new software architecture concept on the basis of the original IT resources to build the risk management information system of fund management companies? It is a topic worthy of study to meet the needs of risk management business of fund management companies.
This article is divided into six chapters.
The first chapter is the introduction, which mainly explains the research background, purpose and significance as well as the research ideas.
The second chapter is the general situation of the risk management information system of the fund company. On the basis of interpreting the overseas COSO < Enterprise Risk Management-Overall Framework > and China's own < Central Enterprise Comprehensive Risk Management Guidelines >, the paper describes and analyzes the current risk management situation faced by the fund company, and analyzes the style of the fund company. The development of the risk management information system is described.
The third chapter is about the current situation and problems of Penghua Fund Management Information System. It introduces and analyzes the current situation of Penghua Fund Management Company's existing risk management information system in detail, combs out the existing problems of risk management information system, and puts forward corresponding strategies.
The fourth chapter is the design scheme of Penghua Fund Company's risk management information system. According to the problems of Penghua Fund Management Company's existing risk management information system, combined with the new concept of system architecture design and the status quo of Penghua Fund Company's IT environment, the paper puts forward Penghua Fund Company's risk management and internal audit platform (RAP) as the main framework. Risk management information system design.
The fifth chapter is the implementation of Penghua Fund Company's risk management information system design scheme. It describes how to comply with the requirements of the project implementation standards, follow the software engineering benchmarks and specifications, project operation management specifications, strict quality management and schedule management during the implementation of Penghua Fund Company's risk management information system design scheme. Rationale for implementation and system construction, as well as problems found in the implementation process.
Chapter 6 is the suggestions and prospects of Penghua Fund Management Company's risk management information system. It will analyze the actual application of Penghua Fund Management Company's risk management information system, and analyze some problems in light of the latest financial market situation, and look forward to the future development.
【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：TP311.52;F832.39
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