本文關(guān)鍵詞：銀行保證金風(fēng)險(xiǎn)管理系統(tǒng)的設(shè)計(jì)和實(shí)現(xiàn)　出處：《復(fù)旦大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 風(fēng)險(xiǎn)管理 風(fēng)險(xiǎn)價(jià)值度量方法 保證金 Cassandra Oracle Object

【摘要】：隨著全球一體化和經(jīng)濟(jì)全球化的快速發(fā)展,金融市場(chǎng)風(fēng)險(xiǎn)相應(yīng)的呈現(xiàn)出多樣性和復(fù)雜性,特別是在2008年由美國(guó)房地產(chǎn)引發(fā)的金融危機(jī)后,金融業(yè)面臨著前所未有的風(fēng)險(xiǎn)和隱患,金融市場(chǎng)風(fēng)險(xiǎn)管理的重要性也愈加突出。在國(guó)際上,許多大型企業(yè)、金融機(jī)構(gòu),各國(guó)政府以及金融監(jiān)管部門(mén)都在積極尋求金融風(fēng)險(xiǎn)管理的技術(shù)和方法,以對(duì)金融風(fēng)險(xiǎn)進(jìn)行有效識(shí)別、精確度量和嚴(yán)格控制。論文首先介紹了目前金融市場(chǎng)的發(fā)展背景以及潛在的風(fēng)險(xiǎn),對(duì)銀行保證金風(fēng)險(xiǎn)管理系統(tǒng)的現(xiàn)狀以及業(yè)務(wù)需求的不斷變化給系統(tǒng)帶來(lái)的挑戰(zhàn),明確了基于數(shù)據(jù)庫(kù)雙引擎的線程池架構(gòu)設(shè)計(jì)的銀行保證金風(fēng)險(xiǎn)管理系統(tǒng)的必要性。在此基礎(chǔ)上討論了銀行保證金風(fēng)險(xiǎn)管理系統(tǒng)交易數(shù)據(jù)收集,業(yè)務(wù)處理和報(bào)表服務(wù)的主要功能,分析了交易數(shù)據(jù)收集存儲(chǔ)、風(fēng)險(xiǎn)估值計(jì)算信息的推送和結(jié)果處理等核心業(yè)務(wù)流程,然后分析了系統(tǒng)的整體架構(gòu),對(duì)交易數(shù)據(jù)收集存儲(chǔ)、風(fēng)險(xiǎn)估值計(jì)算信息的推送和結(jié)果處理等核心模塊進(jìn)行了詳細(xì)設(shè)計(jì),其重點(diǎn)討論了交易數(shù)據(jù)收集存儲(chǔ)模塊如何利用Oracle Object實(shí)現(xiàn)數(shù)據(jù)存儲(chǔ)查詢和利用Cassandra實(shí)現(xiàn)系統(tǒng)數(shù)據(jù)共享,利用多線程技術(shù)提高運(yùn)行速度以及Java Annotation實(shí)現(xiàn)可配置的業(yè)務(wù)邏輯,對(duì)系統(tǒng)風(fēng)險(xiǎn)運(yùn)算和結(jié)果處理等業(yè)務(wù)提供了及時(shí)有效支持,并和同類系統(tǒng)作對(duì)比說(shuō)明系統(tǒng)特點(diǎn)。最后對(duì)系統(tǒng)的穩(wěn)定性、擴(kuò)展性以及投資效益進(jìn)行簡(jiǎn)單分析和展望。
[Abstract]:With the rapid development of global integration and economic globalization, financial market risk presents diversity and complexity, especially after the financial crisis caused by American real estate in 2008. The financial industry is facing unprecedented risks and hidden dangers, and the importance of financial market risk management is increasingly prominent. In the international, many large enterprises, financial institutions. Governments and financial regulatory authorities are actively seeking techniques and methods of financial risk management in order to identify financial risks effectively. Accuracy and strict control. Firstly, the paper introduces the development background and potential risks of the current financial market. The current situation of the bank margin risk management system and the challenges to the system caused by the changing business requirements. The necessity of the bank margin risk management system based on the thread pool architecture of the database dual engine is clarified, and the transaction data collection of the bank margin risk management system is discussed. The main functions of business processing and report service, analysis of transaction data collection and storage, risk valuation calculation information push and result processing and other core business processes, and then analyzed the overall structure of the system. The core modules, such as transaction data collection and storage, risk valuation calculation information push and result processing, are designed in detail. This paper mainly discusses how to use Oracle Object to realize data storage and query and how to use Cassandra to realize system data sharing in transaction data collection and storage module. Multithreading technology is used to improve the running speed and Java Annotation to realize configurable business logic, which provides timely and effective support for system risk operation and result processing. Finally, the stability, expansibility and investment benefit of the system are analyzed and prospected.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：TP311.52

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相關(guān)期刊論文 前1條

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本文編號(hào)：1415966