應用線上分析處理於證券商信用風險控管之高階主管資訊系統

An Executive Information System for Securities Firms’ Risk Management with the Application of Online Analytical Processing

孫國倫(Kuo-Lung Sun)

指導教授 ： 王永心

大同大學/經營設計學院/資訊經營學系所/碩士(2006年)

摘要

隨著國內金融市場的開放，投資理財的標的也日趨多樣化，再加上國際化的競爭，使得近幾年來證券市場已不復當年榮景，證券經紀商的獲利來源也逐漸從以買賣手續費為主、融資利息為輔，轉變為手續費與利息並重的情形，在融資融券業務日益重要的今天，經紀部門的融資融券風險，已成為券商試圖分析或掌控的重要資訊。本論文將依據現行法規及作業流程，針對經紀部門的融資融券風險作研究，藉由與信用交易主管的訪談和現行系統的分析，配合資料倉儲、線上分析處理(On-line Analytical Processing, OLAP)的技術，以多維度運算式(Multidimensional Expression, MDX)語法建置一個信用交易風險控管主管資訊系統，以協助信用交易主管在風險控管作業時能做出更合宜之判斷。

關鍵字

主管資訊系統 ； 線上分析處理 ； 多維度運算式

並列摘要

With the open domestic financial market, the targets of investment and money management are toward diversity. The competition from internationalization makes the stock market no more flourishing as usual. The risk of margin trading becomes important information that securities firms try to analyze and get controlled. According to current regulations and working process, this study constructs an executive information system with the application of data warehouse and online analytical processing (OLAP) to help securities brokers make decisions in the operation of risk management for margin purchase and short sale of securities. The result solves the problem that managers of margin trading usually face when using traditional account systems.

並列關鍵字

EIS ； OLAP ； MDX

參考文獻

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