Var-based Bank Of Jiangsu Investment Risk Management System Design

The bank risk management aims to establish a system for the venture surveillance in the process of capital investment. The current capital venture management system in JiangSu Bank is in a human-computer interaction way, which firstly partitions the investment venture into two categories:the inner one and exterior one, and then investigates the exterior venture by artificially analyzing the framework of the venture trend and the variation of the interest rate, and predicts the inner venture by these obtained data. However, the inner relationship between large amounts of data is not analyzed in the human-computer interaction way, which leads to non-standardization of the venture recognition and limitation control. Consequently both the investment benefit and the capital safety are threatened seriously.In this paper, the status and the deficiencies of the venture capital management system in Jiangsu Bank are fully analyzed. The necessity of designing a VAR based investment risk management system for Jiangsu Bank is also discussed. Based on these discussions, the functions of the VAR based system are analyzed, along with the statistical inquiry, venture reporting, system management and other important procedures. After that, serveral modules are designed based on modular desgin methods, including the data gathering and control ing module, venture management model and so on. The construction of the VAR based performance measurement subsystem, and its integration and realization, are addressed. At last, the application of this designed system in the operation management department and capital operation management of Jiangsu Bank are analyzed.