The Design And Implementation Of Risk Management Module Of GUOTAI JUNAN Prime Broker System

After more than 20 years of development, China’s stock market has made remarkable achievements. From the experience of developed countries in the development of the securities market, bigger and stronger institutional investors are the development direction of the capital market. Development of PB(prime broker) business is an effective means of domestic brokerage firms to play a bigger and stronger capital intermediary.Around 2010 PB business began to rise in China, with the asset custody business began to open to the securities company and the promulgation of the new fund law, the legal status of private equity fund was established, the PB business ushered in the development of the spring. PB business huge market prospect and attracted many large securities companies have joined the ranks of the PB business competition. To provide more trading varieties, better system stability, easy to operate, faster transaction speed, more flexible control of the risk will be a key factor to achieve success. Risk control in which play a very important role, the agency issued a product must do a good job in risk control, such as stop loss, asset market value control, etc., which is related to the success or failure of the product.This paper mainly studies the risk control module of PB system. Using the KCXP, KCBP and memory database and other related technologies, KCXP is mainly responsible for communication, KCBP is responsible for business logic processing, memory database to improve the system’s response speed. System uses a mature four tier architecture: data server, application server (KCBP), communication server (KCXP), operating terminal. The implementation of a high availability, scalability, risk control management module. In this paper, a detailed study of the risk control module:risk control setting, risk control calculation, static risk monitoring, risk control of the approval and associated risk control sub module, and analyzes the design and implementation details of these modules.Finally, the analysis of the risk control module needs to be improved and improved in the perspective of the user’s use, and the main direction of the future work is given.