金融信息系统开发的风险管理

【作者】 卫丽；

【导师】 许成军；

【作者基本信息】 对外经济贸易大学 ， 产业经济学， 2004， 硕士

【摘要】 金融信息系统开发的风险分析与管理是目前国内学术界尚未投入大量精力进行研究的一个领域。本文从风险识别、风险估测、风险评价等方面入手研究了金融信息系统开发中的风险管理。 目前常用的风险识别和分析方法存在普遍的问题就是缺乏完整性。为此，提出了风险层次分析模型。将金融信息系统开发的风险按照由粗到细划为两个以上个层次。 传统的概率论与数理统计理论并不适合金融信息系统开发的风险发生的可能性估测，因此本文中采用模糊数学中的可能性分布方法来估测风险发生的可能性。提出了可能性估测模型，求出了可能性量值。提出了风险发生的影响程度估测模型，将风险发生的影响程度分解。 在没有大量的历史样本可供考察的情况下，风险管理与决策人员只能根据一些定性的判断或者描述进行分析。提出了风险模糊综合评价模型。模型R=P+C一P*C反映了风险发生的可能性P和风险发生时的影响程度C两个方面因素对风险评价因子(风险度)R的影响。 风险管理与决策是对识别并进行估测的风险进行处理和控制，在面临的风险既不能回避又不能转移的情况下，只有通过采取各种措施减轻发生的可能性以及发生时造成的损失，因此风险的管理过程就是这些措施的制定和执行过程。更多还原

【Abstract】 Risk analysis and management of financial information is the field in which isn’ t be studied much by the academe and which rely on management science, information science, statistics and mathematics. Risk identification, risk estimate and risk evaluation of risk management of financial information is presented in this paper. The disadvantage of present usual methods of risk identification and analysis is lack of integrality. Risk layer model is put out and risk of financial information is carved up to two or more layers. Conventional probability and logic statistics are not fit for risk estimate in development of financial information system. Therefore, probable distributing method of fuzzy mathematics is carried out for estimate risk in this paper, which make a good foundation for risk estimate. Probable estimate model is put out, and probable value is computed When there is no much historic swatch, risk management and decision operators analyze only from some qualitative analysis. Risk fuzzy integration evaluation model is put out. Model R=P+C-P*C images the effect of probability of risk P and loss degree C for risk evaluation degree R. Risk management and decision handles and controls the risk. When the risk is can’ t be avoided and moved, lightening the risk probability and loss can be gained only by using all kinds of methods. Therefore, the process of risk management is the process of the using of the methods.更多还原