Research And Implementation Of The Agile Analysis System For Finanace Market Risk Management

With our finance market opening and foreign finance organization or corporations coming into China quickly, the old risk management method could not meet the new needs in current environment. Especially for market risk management, how to import the foreign advanced management method quickly, to combine the effective analysis for the specifics of Chinese finance and to provide support for Chinese Financial Market Risk management becomes an urgent objective.The target of this study is to build an effective risk management information system which is easy to extend, to adapt for other systems and to implement finance analysis modules quickly. So in this study, it will mainly solve the problem of combining with enterprise system and implementing professional finance analysis module flexibly.To combine with enterprise system easily, we use SOA architecture to design this system. The two key issues are the unified communication protocol between different services and neat definition of workflow and service assembles. We use BizTalk Server and Windows Communication Foundation to solve them.On another side, to apply latest finance analysis modules and methods, this new system uses the concept and methods related to DSL (Domain Specific Language) and DSM (Domain Specific Model) to build an environment to run the finance analysis modules programmed with Matlab language from clients. Through the configuration, this system could implement the Matlab analysis modules directly instead of rewriting the modules by other programming language.Through the design and technique above, this system could allow the finance analyzer not only to implement finance modules quickly disregarding the combination of enterprise system but also to use more familiar program language, which is fit for finance statistic analysis and module building. At the same time, this could publish the individual modules conveniently so that it provides help to managers of finance market risks to make decision efficiently during the finance decision process.