Design And Implementation Of Commercial Bank Capital Risk Management System

In recent years,many banks are stepping into the independent research and development,or purchasing of the risk management system for the capital business.It aims to integrate the capital transaction management function dispersed among many business departments,realize the integrated complete flow scheme of business management and realize risk management as well as the data interface management between numerous information systems.In this way,transaction process management,limit regulation,risk measurement and accounting treatment,etc.have been integrated organically through the effective use of IT means,thus forming a synergetic development mechanism between bank market risk and capital business management.This thesis designs and implements a set of risk management system of financial institutions with localized characteristics,comprehensive function,process coverage,control risk and help to improve the efficiency,so as to promote the integration of front and back processes,improve the efficiency of risk management,and enhance the commercial banks In the industry and the competitiveness of the market.Based on the actual financial risk management needs of commercial banks,this thesis designs and implements the functions of market risk management,operational risk management,liquidity risk management,credit risk management,foreign currency fund risk management and system management.Financial institution risk management.To achieve the automatic processing of balance reconciliation,accounting entry generation,provision and amortization and other background accounting,to avoid the random operation.Through the system development risk value(Va R)model,quantify the market risk,provide the risk pricing basis for the front traders,provide the risk measurement standard for the Taiwan,and provide the scientific basis for the management decision.The system uses C/S architecture,focus on risk management,revenue accounting,business reports and other electronic problems,so it has good compatibility,scalability,efficiency,reliability and advanced,and provide a standardized interface.Through the functional test and performance test.The results show that the system reached the expected target.To achieve the basic function of risk management system of funds business needs;at the same time,the system has good fault tolerance,when a problem immediately after the problem of feedback,the system automatically restored to the state before the error,and the information content of error records,to avoid similar problems,For system maintenance personnel for effective maintenance,system has reliability,can satisfy the needs of on-line.