Risk Margin Liquidation System Based On J2EE

With the increasing prosperity of domestic and international financial markets,the diversity of financial products and trading volume has also been unprecedented growth,especially financial derivatives.Financial trading is a double-edged sword,investors and financial institutions acquire profits,but at the same time,it brings a huge risk.How to manage the risk in each financial transaction,so that the right decision to avoid risks and strive for the best interests of banks,financial institutions and investors to pursue the goal,so that the risk margin system come up in time.The risk margin system is actually a system based on cross-product margin calculation to reduce credit risk and market risk.By having a trader register a position at a financial settlement center such as a bank,a deposit(part of the transaction amount,the initial margin)exists to account for the market risk of the position,and when the account can't satisfy the maintenance margin,Requires additional margin to cover market risk.The system to solve the problem is how to accurately calculate the initial margin,additional margin and risk value.Based on the risk of the financial industry margin management system as the research object,and a lot of research on the implementation technology of system,risk calculation algorithm,computing strategy has been made in this paper,finally combining risk margin system characteristic and the insufficiency of similar system at present,it put forward a more friendly interface,data can be quickly read,easy to expand margin management system.By collecting and processing on daily trading and market data,the system is used to calculate the risk at different level and margin for those data need calculation to realize the risk management for the portfolio,and then make the correct market decisions to acquire more profits.By parameter optimization and test,the system can be used to accurately estimate real-time risks of the current portfolio,besides;the margin value gotten by margin algorithm based on the portfolio is less than the sum of margin which each transaction needs deposit.There is a positive practical significance for both customer and the financial industry.