Commercial Bank Risk Data Warehouse Management System To Build

With the continuing development of business scale, the risks faced by modern merchant banks have already surpassed the original meaning, from the single credit risk to the muti-risk including credit risk, market risk and operational risk. The more and more complicate risks have brought higher request to merchants. Based on the Information Integration of software system and the request of modern merchant banks on risk management, the paper presents a method to build enterprise risk management system based on data warehouse for merchant banks. The system collects and processes basic information from business processing systems, then stored in the data warehouse with the form of risk items and generates risk reports to the management departments.The paper first introduces the concept of risk management items which reveal the current risk management condition of banks. The definition of these items are consistent to the request of CBRC (China Banking Regulatory Commission) on risk management and includs the concept of credit risk, market risk, and operational risk. In order to keep changeability and consistency, the pre-define items could be modified by risk management departmet. Next part of the paper concerntrates on the application details of data warehouse in the risk management system, such as database design, data ETL, and pre-define item' s analysis and caculation. The introduction of database design mainly emphasizes on how to improve the data processing efficiency and how to make the risk item adjustbale to satisfy the demand that the bank business continuously developing. In order to keep stability of database, the paper discusses on how to improve the data processing efficiency and how to use the oracle technique such as patition, Bitmap, materialized view and concurrency contorl to improve the data porcessing effinciency.