鵬華基金公司風(fēng)險(xiǎn)管理信息系統(tǒng)的設(shè)計(jì)方案
發(fā)布時(shí)間：2018-08-31 12:03
【摘要】：自上世紀(jì)90年代起,中國(guó)證券市場(chǎng)和投資基金業(yè)取得了巨大的發(fā)展。截至2012年二季度末,中國(guó)基金管理公司的基金已達(dá)1000多只,規(guī)模超過(guò)2萬(wàn)億元,是證券市場(chǎng)中最為重要的機(jī)構(gòu)投資力量。 在基金行業(yè)跨越式發(fā)展的同時(shí),風(fēng)險(xiǎn)管理的重要性日益突出。就基金管理公司自身而言,全面、有效的風(fēng)險(xiǎn)管理是其能夠長(zhǎng)期生存、發(fā)展的生命線(xiàn),基金管理公司對(duì)風(fēng)險(xiǎn)管理應(yīng)該采取的重視程度不言而喻。作為監(jiān)管部門(mén),中國(guó)證監(jiān)會(huì)借鑒了美國(guó)COSO發(fā)布的《內(nèi)部控制-整體框架》,于2002年明確指出公司內(nèi)部控制要求,發(fā)布了《證券投資基金管理公司內(nèi)部控制指導(dǎo)意見(jiàn)》。2004年,《企業(yè)風(fēng)險(xiǎn)管理-整體框架》被COSO發(fā)布,拓展了內(nèi)部控制的內(nèi)涵,對(duì)企業(yè)風(fēng)險(xiǎn)管理這一更寬泛的主題做出了更詳盡的闡述。2006年6月,國(guó)資委出臺(tái)了《中央企業(yè)全面風(fēng)險(xiǎn)管理指引》,要求各中央企業(yè)逐步建立全面風(fēng)險(xiǎn)管理體系,并且在《中央企業(yè)全面風(fēng)險(xiǎn)管理指引》中明確提出了對(duì)風(fēng)險(xiǎn)管理信息系統(tǒng)的要求。本文中所說(shuō)的基金管理公司風(fēng)險(xiǎn)管理信息系統(tǒng)即是基于《企業(yè)風(fēng)險(xiǎn)管理-整體框架》與《中央企業(yè)全面風(fēng)險(xiǎn)管理指引》為鵬華基金管理公司設(shè)計(jì)和實(shí)現(xiàn)的。 選擇基金業(yè)來(lái)進(jìn)行研究,是因?yàn)椴坏?5年的時(shí)間里中國(guó)基金行業(yè)的蓬勃發(fā)展。從封閉式基金到開(kāi)放式基金,從公募到陽(yáng)光私募,乃至到市場(chǎng)中林林總總的另類(lèi)投資項(xiàng)目,一切都顯示出勃勃生機(jī)。作為中國(guó)財(cái)富管理行業(yè)的重要成員,基金業(yè)有著巨大的發(fā)展空間。而在這勃勃生機(jī)背后,風(fēng)險(xiǎn)也是不容忽視的,風(fēng)險(xiǎn)管理的重要性首當(dāng)其沖,風(fēng)險(xiǎn)管理信息系統(tǒng)的重要性也就不言而喻了。一直以來(lái),針對(duì)基金行業(yè)的風(fēng)險(xiǎn)管理的研究,談?wù)吆屠碚摰亩?談具體應(yīng)用的少,而在基金行業(yè)內(nèi)外部環(huán)境都在不斷發(fā)生重大變化的今天,對(duì)風(fēng)險(xiǎn)管理信息系統(tǒng)的應(yīng)用的研究將會(huì)有更大的實(shí)際意義和實(shí)用價(jià)值。與傳統(tǒng)行業(yè)的風(fēng)險(xiǎn)管理不同,基金公司的風(fēng)險(xiǎn)管理是一個(gè)全人員參與、全業(yè)務(wù)要求、全過(guò)程覆蓋的風(fēng)險(xiǎn)管理,風(fēng)險(xiǎn)管理的內(nèi)容發(fā)生了很大變化。需要進(jìn)一步指出的是,在企業(yè)信息化程度相對(duì)較高的今天,風(fēng)險(xiǎn)管理的形式也在發(fā)生變化。對(duì)基金管理公司來(lái)說(shuō),如何在原有的IT資源的基礎(chǔ)上,應(yīng)用新的軟件構(gòu)架理念,構(gòu)建基金管理公司的風(fēng)險(xiǎn)管理信息系統(tǒng)來(lái)盡可能地滿(mǎn)足當(dāng)前基金管理公司風(fēng)險(xiǎn)管理業(yè)務(wù)的需要,是個(gè)非常值得大家研究的課題。 本文分六章。 第一章為導(dǎo)論,主要對(duì)本文的研究背景、目的和意義以及研究的思路進(jìn)行了說(shuō)明。 第二章為基金公司風(fēng)險(xiǎn)管理信息系統(tǒng)概況,在對(duì)海外的COSO《企業(yè)風(fēng)險(xiǎn)管理-整體框架》以及我國(guó)自己發(fā)布的《中央企業(yè)全面風(fēng)險(xiǎn)管理指引》進(jìn)行解讀的基礎(chǔ)之上,對(duì)基金公司目前面臨的風(fēng)險(xiǎn)管理狀況進(jìn)行了描述和分析,并對(duì)基金公司的風(fēng)險(xiǎn)管理信息系統(tǒng)的發(fā)展?fàn)顩r進(jìn)行了描述。 第三章為鵬華基金公司風(fēng)險(xiǎn)管理信息系統(tǒng)的現(xiàn)狀及問(wèn)題,對(duì)鵬華基金管理公司的既存的風(fēng)險(xiǎn)管理信息系統(tǒng)地現(xiàn)狀進(jìn)行詳細(xì)的介紹并進(jìn)行深入分析,梳理出既存風(fēng)險(xiǎn)管理信息系統(tǒng)所存在的問(wèn)題,并針對(duì)問(wèn)題提出了對(duì)應(yīng)策略。 第四章為鵬華基金公司的風(fēng)險(xiǎn)管理信息系統(tǒng)的設(shè)計(jì)方案,根據(jù)鵬華基金管理公司既存風(fēng)險(xiǎn)管理信息系統(tǒng)的問(wèn)題,結(jié)合系統(tǒng)架構(gòu)設(shè)計(jì)的新理念以及鵬華基金公司的IT環(huán)境現(xiàn)狀,以風(fēng)險(xiǎn)管理及內(nèi)部審計(jì)平臺(tái)(RAP)為主體構(gòu)架,提出鵬華基金公司風(fēng)險(xiǎn)管理信息系統(tǒng)的設(shè)計(jì)方案。 第五章為鵬華基金公司風(fēng)險(xiǎn)管理信息系統(tǒng)設(shè)計(jì)方案的實(shí)施,描述在鵬華基金公司風(fēng)險(xiǎn)管理信息系統(tǒng)的設(shè)計(jì)方案的具體實(shí)施過(guò)程中如何按照工程實(shí)施標(biāo)準(zhǔn)的要求,遵循軟件工程的基準(zhǔn)和規(guī)范、工程運(yùn)營(yíng)管理規(guī)范,嚴(yán)格品質(zhì)管理和進(jìn)度管理來(lái)進(jìn)行實(shí)施和系統(tǒng)建設(shè),以及在實(shí)施過(guò)程中發(fā)現(xiàn)的問(wèn)題。 第六章為鵬華基金管理公司風(fēng)險(xiǎn)管理信息系統(tǒng)的建議和展望,將會(huì)針對(duì)鵬華基金管理公司風(fēng)險(xiǎn)管理信息系統(tǒng)的實(shí)際應(yīng)用情況進(jìn)行分析,結(jié)合最新的金融市場(chǎng)情況,對(duì)一些問(wèn)題進(jìn)行分析,對(duì)未來(lái)的發(fā)展?fàn)顩r進(jìn)行展望。
[Abstract]:Since the 1990s, China's securities market and investment fund industry have made tremendous progress. By the end of the second quarter of 2012, China's fund management companies have more than 1000 funds, with a scale of more than 2 trillion yuan, which is the most important institutional investment force in the securities market.
With the rapid development of the fund industry, the importance of risk management has become increasingly prominent. As far as the fund management companies themselves are concerned, comprehensive and effective risk management is the lifeblood of their long-term survival and development. It is self-evident that the fund management companies should pay attention to risk management. American COSO issued Internal Control-Overall Framework in 2002, which clearly pointed out the requirements of internal control and issued Internal Control Guidelines for Securities Investment Fund Management Companies. In 2004, Enterprise Risk Management-Overall Framework was issued by COSO, which expanded the connotation of internal control and made a broader theme of enterprise risk management. In June 2006, SASAC promulgated the Guidelines for Comprehensive Risk Management of Central Enterprises, requiring the central enterprises to gradually establish a comprehensive risk management system, and clearly put forward the requirements for risk management information system in the Guidelines for Comprehensive Risk Management of Central Enterprises. The information system is designed and implemented for Penghua Fund Management Company on the basis of Enterprise Risk Management-Overall Framework and Central Enterprise Comprehensive Risk Management Guidelines.
China's fund industry has flourished in less than 15 years. From closed-end funds to open-end funds, from public offerings to private placements, to alternative investments in the market, it has shown great vitality. There is a huge space for development. And behind this vigorous vitality, the risk can not be ignored, the importance of risk management first, the importance of risk management information system is self-evident. Unlike the risk management in traditional industries, the risk management of fund companies is a risk management with full participation, full business requirements, full process coverage and risk management. It needs to be further pointed out that the form of risk management is also changing with the relatively high degree of enterprise informationization. For fund management companies, how to apply the new software architecture concept on the basis of the original IT resources to build the risk management information system of fund management companies? It is a topic worthy of study to meet the needs of risk management business of fund management companies.
This article is divided into six chapters.
The first chapter is the introduction, which mainly explains the research background, purpose and significance as well as the research ideas.
The second chapter is the general situation of the risk management information system of the fund company. On the basis of interpreting the overseas COSO < Enterprise Risk Management-Overall Framework > and China's own < Central Enterprise Comprehensive Risk Management Guidelines >, the paper describes and analyzes the current risk management situation faced by the fund company, and analyzes the style of the fund company. The development of the risk management information system is described.
The third chapter is about the current situation and problems of Penghua Fund Management Information System. It introduces and analyzes the current situation of Penghua Fund Management Company's existing risk management information system in detail, combs out the existing problems of risk management information system, and puts forward corresponding strategies.
The fourth chapter is the design scheme of Penghua Fund Company's risk management information system. According to the problems of Penghua Fund Management Company's existing risk management information system, combined with the new concept of system architecture design and the status quo of Penghua Fund Company's IT environment, the paper puts forward Penghua Fund Company's risk management and internal audit platform (RAP) as the main framework. Risk management information system design.
The fifth chapter is the implementation of Penghua Fund Company's risk management information system design scheme. It describes how to comply with the requirements of the project implementation standards, follow the software engineering benchmarks and specifications, project operation management specifications, strict quality management and schedule management during the implementation of Penghua Fund Company's risk management information system design scheme. Rationale for implementation and system construction, as well as problems found in the implementation process.
Chapter 6 is the suggestions and prospects of Penghua Fund Management Company's risk management information system. It will analyze the actual application of Penghua Fund Management Company's risk management information system, and analyze some problems in light of the latest financial market situation, and look forward to the future development.
【學(xué)位授予單位】：西南財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：TP311.52;F832.39
本文編號(hào)：2214925
[Abstract]:Since the 1990s, China's securities market and investment fund industry have made tremendous progress. By the end of the second quarter of 2012, China's fund management companies have more than 1000 funds, with a scale of more than 2 trillion yuan, which is the most important institutional investment force in the securities market.
With the rapid development of the fund industry, the importance of risk management has become increasingly prominent. As far as the fund management companies themselves are concerned, comprehensive and effective risk management is the lifeblood of their long-term survival and development. It is self-evident that the fund management companies should pay attention to risk management. American COSO issued Internal Control-Overall Framework in 2002, which clearly pointed out the requirements of internal control and issued Internal Control Guidelines for Securities Investment Fund Management Companies. In 2004, Enterprise Risk Management-Overall Framework was issued by COSO, which expanded the connotation of internal control and made a broader theme of enterprise risk management. In June 2006, SASAC promulgated the Guidelines for Comprehensive Risk Management of Central Enterprises, requiring the central enterprises to gradually establish a comprehensive risk management system, and clearly put forward the requirements for risk management information system in the Guidelines for Comprehensive Risk Management of Central Enterprises. The information system is designed and implemented for Penghua Fund Management Company on the basis of Enterprise Risk Management-Overall Framework and Central Enterprise Comprehensive Risk Management Guidelines.
China's fund industry has flourished in less than 15 years. From closed-end funds to open-end funds, from public offerings to private placements, to alternative investments in the market, it has shown great vitality. There is a huge space for development. And behind this vigorous vitality, the risk can not be ignored, the importance of risk management first, the importance of risk management information system is self-evident. Unlike the risk management in traditional industries, the risk management of fund companies is a risk management with full participation, full business requirements, full process coverage and risk management. It needs to be further pointed out that the form of risk management is also changing with the relatively high degree of enterprise informationization. For fund management companies, how to apply the new software architecture concept on the basis of the original IT resources to build the risk management information system of fund management companies? It is a topic worthy of study to meet the needs of risk management business of fund management companies.
This article is divided into six chapters.
The first chapter is the introduction, which mainly explains the research background, purpose and significance as well as the research ideas.
The second chapter is the general situation of the risk management information system of the fund company. On the basis of interpreting the overseas COSO < Enterprise Risk Management-Overall Framework > and China's own < Central Enterprise Comprehensive Risk Management Guidelines >, the paper describes and analyzes the current risk management situation faced by the fund company, and analyzes the style of the fund company. The development of the risk management information system is described.
The third chapter is about the current situation and problems of Penghua Fund Management Information System. It introduces and analyzes the current situation of Penghua Fund Management Company's existing risk management information system in detail, combs out the existing problems of risk management information system, and puts forward corresponding strategies.
The fourth chapter is the design scheme of Penghua Fund Company's risk management information system. According to the problems of Penghua Fund Management Company's existing risk management information system, combined with the new concept of system architecture design and the status quo of Penghua Fund Company's IT environment, the paper puts forward Penghua Fund Company's risk management and internal audit platform (RAP) as the main framework. Risk management information system design.
The fifth chapter is the implementation of Penghua Fund Company's risk management information system design scheme. It describes how to comply with the requirements of the project implementation standards, follow the software engineering benchmarks and specifications, project operation management specifications, strict quality management and schedule management during the implementation of Penghua Fund Company's risk management information system design scheme. Rationale for implementation and system construction, as well as problems found in the implementation process.
Chapter 6 is the suggestions and prospects of Penghua Fund Management Company's risk management information system. It will analyze the actual application of Penghua Fund Management Company's risk management information system, and analyze some problems in light of the latest financial market situation, and look forward to the future development.
【學(xué)位授予單位】：西南財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：TP311.52;F832.39
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，本文編號(hào)：2214925
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