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The Design And Implement Of Bank Margin Risk Management System

Posted on:2015-01-21Degree:MasterType:Thesis
Country:ChinaCandidate:C W XuFull Text:PDF
GTID:2308330464457081Subject:Software engineering
Abstract/Summary:PDF Full Text Request
With globalization and the rapid development of economic globalization, financial market risks accordingly present the diversity and complexity. Especially after the financial crisis triggered by the U.S. real estate in 2008, the financial industry is facing unprecedented risks and hazards, the importance of risk management in the financial markets has become even more prominent. Many large enterprises, financial institutions as well as governments and financial regulatory authorities are actively seeking international financial risk management techniques and methods to effectively identify financial risks accurately measure and strict control.Firstly, the background of the current development of the financial markets and the potential risks is introduced as well as the current status of banking margin risk management system and the changing business needs. Meanwhile the necessity to design a new banking margin risk management system based on twin-engine design database, hread pool architecture is clear. On this basis, the main functions of the banking margin risk management system are discussed, such as data collection storage module and business process and report center, and main business workflow of data collection storage, data transfer and validation and process, and analysis of the system the overall structure of the transaction data collection storage, risk valuation push and results processing core module information in detail design, which focuses on the transaction data collection storage module by Oracle Object and achieve system data sharing by Cassandra, improve the speed by the use of multi-threading technology and achieve configurable business logic of the system by Java Annotation. With them, system provide timely and effective support on risk calculation and results processing and other services. Then compare similar systems help system characteristics. Finally, have an analysis and outlook on the system for stability, scalability and investment efficiency.
Keywords/Search Tags:Risk management, Risk Metrics, Margin, Cassandra, Oracle Object
PDF Full Text Request
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