银行保证金风险管理系统的设计和实现

发布时间：2018-01-12 21:03

本文关键词：银行保证金风险管理系统的设计和实现　出处：《复旦大学》2014年硕士论文　论文类型：学位论文

【摘要】：随着全球一体化和经济全球化的快速发展,金融市场风险相应的呈现出多样性和复杂性,特别是在2008年由美国房地产引发的金融危机后,金融业面临着前所未有的风险和隐患,金融市场风险管理的重要性也愈加突出。在国际上,许多大型企业、金融机构,各国政府以及金融监管部门都在积极寻求金融风险管理的技术和方法,以对金融风险进行有效识别、精确度量和严格控制。论文首先介绍了目前金融市场的发展背景以及潜在的风险,对银行保证金风险管理系统的现状以及业务需求的不断变化给系统带来的挑战,明确了基于数据库双引擎的线程池架构设计的银行保证金风险管理系统的必要性。在此基础上讨论了银行保证金风险管理系统交易数据收集,业务处理和报表服务的主要功能,分析了交易数据收集存储、风险估值计算信息的推送和结果处理等核心业务流程,然后分析了系统的整体架构,对交易数据收集存储、风险估值计算信息的推送和结果处理等核心模块进行了详细设计,其重点讨论了交易数据收集存储模块如何利用Oracle Object实现数据存储查询和利用Cassandra实现系统数据共享,利用多线程技术提高运行速度以及Java Annotation实现可配置的业务逻辑,对系统风险运算和结果处理等业务提供了及时有效支持,并和同类系统作对比说明系统特点。最后对系统的稳定性、扩展性以及投资效益进行简单分析和展望。
[Abstract]:With the rapid development of global integration and economic globalization, financial market risk presents diversity and complexity, especially after the financial crisis caused by American real estate in 2008. The financial industry is facing unprecedented risks and hidden dangers, and the importance of financial market risk management is increasingly prominent. In the international, many large enterprises, financial institutions. Governments and financial regulatory authorities are actively seeking techniques and methods of financial risk management in order to identify financial risks effectively. Accuracy and strict control. Firstly, the paper introduces the development background and potential risks of the current financial market. The current situation of the bank margin risk management system and the challenges to the system caused by the changing business requirements. The necessity of the bank margin risk management system based on the thread pool architecture of the database dual engine is clarified, and the transaction data collection of the bank margin risk management system is discussed. The main functions of business processing and report service, analysis of transaction data collection and storage, risk valuation calculation information push and result processing and other core business processes, and then analyzed the overall structure of the system. The core modules, such as transaction data collection and storage, risk valuation calculation information push and result processing, are designed in detail. This paper mainly discusses how to use Oracle Object to realize data storage and query and how to use Cassandra to realize system data sharing in transaction data collection and storage module. Multithreading technology is used to improve the running speed and Java Annotation to realize configurable business logic, which provides timely and effective support for system risk operation and result processing. Finally, the stability, expansibility and investment benefit of the system are analyzed and prospected.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：TP311.52

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