投资资金存管系统的设计与实现

发布时间：2018-05-18 00:12

本文选题：第三方存管 + 投资资金存管　；参考：《上海交通大学》2013年硕士论文

【摘要】：本论文主要研究了目前中国的第三方存管业务、银期转账业务、B股银证转账业务、大宗商品交易所业务、融资融券存管业务、支付存管业务等此类资本市场的业务特点。调查研究了中国银行、中国农业银行、上海交通银行、上海浦东发展银行以及上海银行等国内银行对于资本市场相关业务处理的系统。针对目前相关投资类业务系统存在系统实现多样化、维护升级成本高、业务扩展困难等的问题，本文根据证监会、银监会联合下发第三方存管技术指引的要求，设计出可以支持此类业务的统一的、易于扩展的投资资金存管系统。投资资金存管系统以第三方存管业务为基础，进行业务功能的扩展。系统采用三层架构，分为通讯处理层、业务处理层、数据库处理层。通讯处理层用于把核心业务和接口处理分开，保证核心业务处理的稳定性，也便于接口的升级；业务处理层主要是把业务处理模块化，交易驱动，通过动态链接库动态加载，提供模块级的复用；数据库处理层采用一套数据库的解释器，屏蔽了数据库的差异性。系统联机交易采用C/S模式，系统管理采用B/S模式。系统使用模块化及参数化设计，各功能模块通过动态库进行动态加载，对投资资金存管系统内部通信的报文格式进行了统一，投资资金存管系统与外部系统通信的报文通过转换报文接口程序来满足不同系统间报文格式的差异；通讯报文的安全性可以根据各银行的安全要求进行配置，系统采用三级加密处理，分别为DES加密、MAC校验以及全报文加密。根据投资公司的业务特点及系统信息，可以通过参数配置快速新增合作投资公司，以满足业务的快速发展要求。系统日志按交易，按错误级别分别进行记录，当系统出现错误或故障时可以进行快速定位。系统设计时遵从以“客户为中心”的理念，采用面向客户信息的设计方式，以客户信息为基础构建数据仓库和客户关系管理系统基础的客户账户数据。在系统中建立以：银行客户号、管理账号、市场、结算账号、交易商、交易账号的六层账户结构体系，对今后的资产业务发展在体系结构上给予支持。投资资金存管系统可以满足千万级客户量的交易需求，并可达到监管部门对于银行联机系统的客户量、转账及查询交易的并发性、单笔交易的响应时间等性能要求。本系统已基本满足目前绝大部分国有及商业银行及投资方如证券市场、大宗商品市场对于此类资本投资转账的业务需求，可以有效的节约系统运营成本、系统维护及升级成本，便于统一系统接口升级及系统管理，，也便于系统对于未来资本市场发展的新业务进行业务扩展。
[Abstract]:This paper mainly studies the business characteristics of such capital markets as the third party depository business, the bank transfer business, the B share bank and securities transfer business, the commodity exchange business, the margin deposit management business, the payment deposit management business and so on. This paper investigates and studies the system of dealing with capital market related business by Bank of China, Agricultural Bank of China, Shanghai Bank of Communications, Shanghai Pudong Development Bank and Shanghai Bank of China. In view of the problems of diversification of systems, high cost of maintenance and upgrading, difficulty of business expansion and so on, this paper is based on the requirements of joint issuance of third-party storage and management technical guidance by CSRC and CBRC. To design a unified, easy to expand investment fund management system that can support this kind of business. The investment fund management system is based on the third-party deposit management business and extends the business function. The system adopts three-tier architecture, which is divided into communication processing layer, business processing layer and database processing layer. The communication processing layer is used to separate the core business from the interface processing, to ensure the stability of the core service processing and to facilitate the upgrade of the interface. The database processing layer adopts a set of database interpreter to shield the difference of database. The system on-line transaction adopts the C / S mode, the system management adopts the B / S mode. The system uses modularization and parameterization design, each function module carries on the dynamic loading through the dynamic library, has carried on the unification to the internal communication message format of the investment fund deposit management system. The message communication between the investment fund management system and the external system can meet the difference of the message format between different systems by converting the message interface program, and the security of the communication message can be configured according to the security requirements of each bank. The system adopts three-stage encryption processing, which are DES encryption verification and full message encryption. According to the business characteristics and system information of the investment company, the cooperative investment company can be added quickly by parameter configuration to meet the requirements of the rapid development of the business. System logs are recorded by transaction, by error level, and can be located quickly when there is an error or failure. The design of the system follows the concept of "customer as the center", adopts the way of customer-oriented design, and constructs the data warehouse and customer account data based on customer information. In the system, a six-tier account structure system is established, which includes: bank customer number, management account, market, settlement account, dealer, trading account, which will support the future development of asset business in the system structure. The investment fund management system can meet the transaction demand of tens of millions of customers, and can meet the requirements of the supervision department for the number of customers in the bank online system, the concurrency of transfer and query transactions, the response time of a single transaction, and so on. The system has basically met the needs of most state-owned and commercial banks and investors such as the securities market, the commodity market for this kind of capital investment transfer, can effectively save the system operating costs, system maintenance and upgrade costs. It is convenient to upgrade and manage the system interface, and to expand the new business of the future capital market.
【学位授予单位】：上海交通大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：TP311.52

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