Design And Implementation Of .NET-based Financial Risk Management System

In recent years, with the rapid development in the financial industry, the risk management has become an important part in the field of national financial market. Because of the international financial market volatility and interest rate, the financial market risk is one of the significant risks for the securities company. Therefore, the securities company must need some intuitive, accurate and effective financial market risk management tools to improve the risk management of the company.This thesis uses.NET development language, Oracle database technology and the latest risk assessment and identification algorithm to design and implement a financial risk management system. This system can provide a variety of risk assessment and recognition model, so it can identify and assess the risk measurement.This system also provides more comprehensive and mature functional modules than the other financial risk management systems on the market. It mainly includes system configuration, risk monitoring, business logic, data exchange, system log, system control, risk reporting, risk management, and core algorithms and data processing module. Business logic, risk monitoring, data exchange and risk decisions are the core modules in the system. The business logic module mainly accomplishes the main logic and scheduling functions of the system risk business. The risk monitoring module accomplishes the risk identification and the monitoring function after measurement. The data exchange module accomplishes the data exchange function with the data exchange subsystem and application services. The risk decision module accomplishes the risk decision function based on the risk monitoring and reports. The data exchange module includes the subsystems and applications services for data exchange and data exchange features. This financial risk management system can solve the problem of securities companies in the financial market risk quantification management, enables managers to clearly recognize the financial risks and thus to carry out the risk management work.This system has been through rigorous testing, as unit testing, integration testing and acceptance testing. Through the function test and performance test of two kinds of test methods,The system test is done successfully. This system has been deployed in a securities company in China. During the trial operation, the system run in good condition and has been fully approved by the user.