مقاله انگلیسی رایگان در مورد طراحی یک سیستم اطلاعات مدیریت برای کنترل ریسک مالی – اسپرینگر 2018

This paper presents an evaluation of the financial system risk quantitatively and a management information system designed to improve financial risk management. Based on the recognition of risk sources for all kinds of financial institutions and financial markets, we use a matrix covering financial risk probability and related damage to assess local risks and carry out risk classification, and use self-organizing mapping neural network model to evaluate the overall risks. Also, by means of radio frequency identification technology and big data analytics platform—Hadoop platform, a management information system is built which could perform three core functions: real-time monitor, analysis and evaluation, and automatic control, which would help regulators to realize the whole process and comprehensive intelligent management for financial risk sources.

Introduction

With the rapid development of China’s financial industry, some financial institutions borrow short and lend long endlessly, which result in a rapid rise of the leverage in the financial markets, and could make the financial system highly unstable. The imperfect financial supervision mechanism are not sensible and do not reduce operational risks efficiently that could severely damage a company or investors. For example, bank note risk events took place continuously in 2017, agricultural bank of China lose 3.9 billion Yuan for bill payment fraud and deception in late January; 1 billion bills cannot be redeemed for Lanzhou branch of the bank of China in early April; A bill broker defrauded 786 million Yuan from Shanghai branch of Tianjin Bank by trading bank acceptance bill illegally in Jun. Moreover, with the financial institutions’ innovation on business, the many products is to be issued by two or more institutions corporately (e.g. bank and bank, bank and trust company, bank and securities company, bank and fund company, securities company and fund company, etc.), cross risk events would take place increasingly. In June 2016, one subsidiaries of Wanjia fund found that its $800 million were misappropriated to repay its partner’s wealth management products. Such incidents usually involve large amounts of capital, cause serious economic and reputational damage to the related institutions. Nowadays, how to perfect the risk management of the financial system has been an urgent task facing the scholars and government regulators. Risk assessment is the basis of risk management. In recent years, researchers have done a lot of work on the financial risk assessment, some are committed to reduce the effect of subjective factors of evaluation, such as the analytic hierarchy process was used to determine the index weight [1]. Some are committed to applying emerging technologies to improve existing models, such as cloud computing is used for fuzzy comprehensive evaluation methods [2, 3]. And also some are making an earnest endeavor to look for new methods to evaluate risk more accurately, such as to measure the sensitivity of the relationship between volatility of market factors (e.g. interest rates, exchange rates, stock prices and commodity prices, etc.) and the asset price (income) [4–6]. But up to now few studies have put up a method to measure and monitor financial risk systematically. This paper will detect risk sources of the financial system, categorize them in terms of their characteristics, and design a risk management information system using new technology, in order to realize the real-time monitoring and dynamic evaluation of risk sources, and improve the risk management efficiency of the financial system. The remainder of this paper is structured as follows. Section 2 gives an briefly description about risk source identification. Section 3 discusses the method of risk assessment and presents rules of risk classification. Section 4 develops the management information system. The last section concludes.