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    政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 >  Item 140.119/31117
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/31117


    Title: 新巴賽爾協定下服務導向架構(SOA)之研究—以銀行企業金融信用風險控管流程為例
    Authors: 劉名旂
    Lue, Ming Chi
    Contributors: 楊建民
    Yang, Jian-Min
    劉名旂
    Lue, Ming Chi
    Keywords: 新巴塞爾協定
    網路服務
    服務導向架構
    New Basel Capital Accord
    Web Services
    Service-Oriented Architecture
    Date: 2004
    Issue Date: 2009-09-14 09:17:11 (UTC+8)
    Abstract: 目前對於新巴塞爾協定的內部評量法,相關機構與學者都有進行研究,也發展出眾多不同的信用風險模型,但是對於金融機構而言如何分析各階段所需要的資訊,並透過資訊科技彈性的選擇相關方法,在眾多方法中尋找出真正符合銀行內部需求的評估模型,並且在授信的過程中將許多分散在不同資訊系統的資訊藉由一個有效的資訊架構,適時的提供給主管人員作為評估審核的決策依據,以及控管流程的進行,最後更進一步的計提資本,以符合新巴塞爾協定的規範,是目前金融機構最重要的課題。
    因此本研究發展一套服務導向架構的系統平台,將符合新巴塞爾規範下信用風險模型使用的過程與方法以網路服務的方式模組化,銀行可以藉由系統平台所提供的流程架構,搜尋符合新巴塞爾協定的信用風險模型並加以測試與使用。本研究並以一般銀行企業貸款的流程為基礎,提出一個資訊架構來建構銀行企業貸款控管流程,並建置一套企業線上貸款雛型系統,將授信人員所需資訊,透過系統化的方式呈現出來以作為決策的參考,並透過信用風險模組計算其違約機率,最後計算此貸款所需計提的資本,以符合新巴塞爾協定規範。
    Several related institutes and scholars have been researched and developed various credit risk models based on the internal ratings based approach of New Basel Capital Accord. However, for finance corporations, how to analyze the information required for every stage, select relevant methods flexibly through information technology, find manners that really match the evaluation model required for banks, then provide managers the estimative examine to stand on decision properly by establishing an effective information construction from scattered different information system during trust.
    Furthermore, proposing the capital to fit New Basel Capital Accord is the most important issue for finance corporations.
    Therefore, this research develops a systematic platform based on Service-Oriented Architecture (SOA) and modulates the processes and methods used for credit risk models that match New Basel Capital Accord by Web Services; thus, banks can test and use the credit risk model that matches New Basel Capital Accord by searching the process framework provided by systematic platform. This research is also based on the loan procedure of general corporate lending and proposes a systematic framework to build up the control process for corporate lending. Moreover, by establishing a system for online corporate lending, the information required for trustees can be presented as indications of decision through systematization, and calculates the proposed capital required for the loan by counting the default probability via credit risk model to fit New Basel Capital Accord.
    Reference: 一、英文文獻
    1. A. McCright, “Writing Your First Web Services: A Tutorial”, Web Services Journal, p4-9, June 2001.
    2. Base Committee on Banking Supervision ,“ International convergence of capital measurement and Capital standards” a Revised Framework, June 2004, http://www.bis.org/publ/bcbs107f.pdf
    3. Benatallah, Boualem., Dumas, Marlon., Fauvet, Marie. Christine., and Rabhi,Fethi. A., “Towards Patterns of Web Services Composition,” Patterns and skeletons for parallel and distributed computing, 2003b, pp.265-296
    4. D. Tidwell, J. Snell and P. Kulchenko, “Programming Web Services with SOAP”, First Edition, O’reilly, December 2001
    5. Marton, Alexander., Piccinelli, Giacomo., and Turfin, Chris., “Service Provision and Composition in Virtual Business Communities,” Symposium on Reliable Distributed Systems, Oct 1999, pp.336-341.
    6. Versioning Value Sets in a UDDI Registry, Version1.12, http://www.oasis-open.org/committees/uddi-spec/doc/tn/uddi-spec-tc-tn-versioning-value-sets-v112-20030829.pdf
    7. SOAP Version 1.2 Part 0: Primer,W3C Recommendation,24 June 2003, http://www.w3.org/TR/2003/REC-soap12-part0-20030624/
    8. Web Services Architecture,W3C Working Draft 14 November 2002, http://www.w3.org/TR/2002/WD-ws-arch-20021114/
    9. Web Services Architecture,W3C Working Group Note 11 February 2004, http://www.w3.org/TR/2004/NOTE-ws-arch-20040211/
    10. Zeng, Liangzhao., Benatallah, Boualem., Ngu, Anne Hee. Hiong., Dumas,
    Marlon., Kalagnanam, Jayant., and Chang, Henry., “QoS-Aware Middleware      for Web Services Composition,” IEEE Transactions on Software Engineering,Vol. 30, No. 5, May 2004, pp.311-327.
    二、中文文獻
    1. 中華民國銀行商業同業公會全國聯合會會員授信準則
    2. 王敏銓,2003,以網路服務為基礎之分散式自動協商系統架構,國立臺灣大學資訊管理學系碩士學位論文
    3. 吳志鴻,2005,新巴塞爾協定下台灣上市公司信用風險評等與財務危機預警類神經網路模型之研究,國立政治大學資訊管理學系未出版碩士學位論文
    4. 李志偉,2004,以Petri Net 為基礎的網路服務組合前置驗證及簡化方法,私立中原大學資訊管理學系碩士學位論文
    5. 李清培,2003,Web Services設計模式--企業觀點首部曲:Web Services與全新的商業模式,http://move-to.net/Comm/Document/158.aspx
    6. 李清培,2003,Web Services設計模式--企業觀點二部曲:服務導向的應用程式架構,http://move-to.net/Comm/Document/159.aspx
    7. 張宏斌,2004,構網路服務整合金融資產帳戶之研究,國立政治大學資訊管理學系碩士學位論文。
    8. 張思源,2002,Web Services現況及發展趨勢,資訊工業策進會。
    9. 張思源,2002,企業Web Services架構、設計、難題及解決方案,資訊工業策進會。
    10. 財政部金融局與中華民國銀行公會新巴塞爾資本協定共同研究小組,民92,新巴塞爾資本協定第一階段修正報告,http://www.boma.gov.tw/
    11. 陳寶清,2004,新巴賽爾資本協定對本國銀行授信業務之影響研究以-T 銀行為例,長榮大學經營管理研究所碩士論文
    12. 財政部金融局與中華民國銀行公會新巴塞爾資本協定共同研究小組,民93,新巴塞爾資本協定第二階段修正報告,http://www.boma.gov.tw/
    13. 楊蓁海,2005,新版巴賽爾資本協定與銀行信用風險測度模型的發展:兼論對我國銀行體系與央行政策的影響,中央銀行季刊第二十七卷第一期
    14. 龔昶元,1998年,「Logistic Regression 模式應用於信用卡信用風險審核之研究-以國內某銀行信用卡中心為例」,台北銀行月刊,第28卷第9期
    15. 張大成、劉宛鑫、沈大白,2002,信用評等模型之簡介,中國商銀月刊 91年11月號
    16. 林芝儀,2003,應用資料探勘於信用卡授信決策模式之實證研究,私立元智大學工業工程學系碩士學位論文
    17. 林景春、陳達新、林允永、邱智偉,2000,銀行的授信風險評估:KMV實值選擇權理論的應用,淡江大學財務金融研究所,http://www.ctnbank.com.tw/ctb_4_5/upload/industy108-p028.htm
    18. 容宗良,2005,新巴塞爾協定下台灣上市公司信用風險評等與財務危機預警LOGISTIC模型之研究,國立政治大學資訊管理學系未出版碩士學位論文
    Description: 碩士
    國立政治大學
    資訊管理研究所
    92356006
    93
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0923560061
    Data Type: thesis
    Appears in Collections:[資訊管理學系] 學位論文

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