The Margin Trading Business Risk Control System Design And Application

In recent years, China’s securities margin trading business developed rapidly. Due to the leverage effect of margin trading business, more and more investors te nd to choose to engage in margin trading. For securities companies, the development of both opportunities and margin trading business, but also a challenge. Margin trading business for securities companies to provide a new profit model, but there are also many risks. As a credit-based transactions, margin risk control is an important part of the securities company’s risk management. With the development of financial markets and securities firms adjusted profit model, improving the margin of risk control not directly affect the company’s long-term development of the securities. Thus, in the stock market volatility continues to increase, trading has become increasingly active in the background, to further strengthen the importance of the margin trading busines s risk control have become increasingly prominent.Firstly, securities companies to carry out margin trading business are described, based on the existing research literature summary, the refined research methods, namely the use of modern computer language program, combined with the existing risk control theory, to achieve securities companies risk margin trading business control. Risk margin trading business, including trade size risk, credit risk, market risk and operational risk, systemic risk requires f our categories all aspects of risk control. On the basis of the margin trading business risks described based on the summary of the theoretical basis and design framework for securities firms risk control. Risk control theory of modern finance, including Value at Risk Act, the proportional control method, comprehensive risk management and risk measurement entropy models, combined with margin trading business characteristics and risk profile, we use the most practical method of controlling the ratio of margi n financing risk control. Computer language program accurate and timely risk control system is inseparable from modernization, the need for a complete and reasonable margin business software for all aspects of risk management. In this paper, a more mature and common C ++ language, the design margin risk control system and is designed to specify the margin trading business customer mark to market data monitoring module, the total business department business monitoring module, a breakdown of customer risk monitoring module total risk monitoring module and system status information and the total risk module. Five risk control implementation module, it is possible for the margin trading business of good risk control. By financial theory and computer language combination, we explored the margin trading business risk control methods, and design a more effective risk control system.Risk margin trading business control system design, with further expansion of the importance of risk control method in theory. In prac tice, the realization of margin risk control system, it is possible to further expand the margin trading business risk control technology for the normal development of the margin trading business provides a strong background support.