Centralized Mode Of Financial Risk Management Systems Design And Implementation,

The centralized finance risk management system is one of the hottest research fields across computer science and finance industry at present. It is mainly used for risk evaluation and performance measurement in financial investment by the large finance institutes. Being compared with the traditional and single-customer system, the centralized risk management system takes the advantage of more capacity, more comprehensive functionalities, better service and higher return over investment.Meanwhile, the centralized risk management system also encounters many new challenges such as the storage management of huge data, the compatibility for different customers, the performance and expansibility, etc. The primary and the most important thing is building a fine system architecture and database model.The author has luckily participated in the project 《The Portfolio Risk and Performance Evaluation System of BOCOM》 , whose goal was to build a centralized finance risk management system. During the time, the author has studied the typical issues of the centralized system, and brought forward the solutions in database model layer with experiment results.The concrete topics as following.Data storage, the author improved the storage model of stage-change data to make an optimal balance between the space and performance.Accounting data handling, the author lucubrated the incompatility caused by different accounting systems, and offered an innovative solution.Investment benchmark, the author studied the numerous samples of benchmark in the real world, analysed their characteristics in different periods and different index sources, and put forward a new-designed universal benchmark model.Monitor functions, the author took a consideration of monitor system, which is one of the common purposes of finance risk system. The author also discussed the room for improvement in this field.Being verified in practice, the system has proved itself an effective and satisfying one. It has also stood the test of all the difficult problems in the real world.In the end, the author summarizes the paper, discusses some shortcomings and anticiaptes the further potential research jobs.