Research And Design Of Risk Monitoring And Control System In Exchange

With the continuous development of our economy, the national economy continues to improve, and the domestic exchange also develops gradually. In the development of the business,the exchange as an organizer and implementer of market self-regulation, needs for a safe and reliable risk monitoring and control system to implement the risk supervision of a full range of the market, to prevent market manipulation and market risk, to protect the health of the smooth operation of the whole market.Although China has established a risk control system, it has some problems. First of all, it depends more on higher margin, and forces open rigid means, lack of some soft control measures,in order to reduce the impact on the market. Secondly, the exchange risk event processing method facing the randomness, effects of the temporary policy for the normal operation of the larger market. Although some exchange established risk monitoring and control system, they can not reach the precise and quantitative risk management, and there is no risk to achieve real-time tracking, monitoring and comprehensive possible. Therefore, in order to control transaction risk,and prevent violations and excessive speculation occurrence, researching and designing the risk monitoring and control system in exchange has been imperative.This study bases on the risk control management approach of Zhengzhou Mercantile Exchange, the Shanghai gold exchange, Shanghai futures exchange, and the study of each exchange spot, futures and other business, designing a safety risk monitoring system to implement the risk supervision, security market healthy, stable operation.Through the construction of real-time risk monitoring and control system(hereinafter referred to as the "wind control system"), first of all, will help to implement the precise and quantitative risk management, and improve the control precision of the wind; secondly, can monitor any of various types of market changes, expansion of wind controlled dimensions;thirdly, can check the articulation of real-time query statistics detail and demonstration of key accounts and abnormal trading the wind control, and improve efficiency; fourth, trace of history repeat itself will give risk disposal and punishment provide clear evidence, to strengthen the control of deterrence.This research will involve real-time transaction information display, real-time monitoring,early warning and system management. Using memory database technology to ensure the real-time monitoring and early warning; using Linxu HA, Raid0+1 and other technology toensure the reliability of data storage.