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| Title: | 以區塊鏈與智能合約實作外匯交易及擔保品支付系統
Implementing Foreign Exchange Trading and Collateral Payment using Blockchain and Smart Contracts |
| Authors: | 黃韋琪
Huang, Wei-Chi |
| Contributors: | 陳恭
Chen, Kung
黃韋琪
Huang, Wei-Chi |
| Keywords: | 區塊鏈
外匯交易
擔保品支付
Blockchain
Hyperledger Fabric
Foreign Exchange
Collateral Payment II 政 h 治 立 大 學 國 ‧ ‧ N y t a i s t r i o e v n i n a U i |
| Date: | 2019 |
| Issue Date: | 2019-08-07 17:08:22 (UTC+8) |
| Abstract: | 因目前外匯結算不利於即時取得交易比對確認結果，且保證金存在增提追繳 的爭議與風險。本研究以外匯交易、交易市價評估 (Marked to Market，MTM) 計算、擔保品計算以及擔保品支付等模組化架構，透過 Hyperledger Fabric 分散式賬本實作「外匯交易及擔保品支付系統」，解決交易結算時間、保證金徵提爭議等缺點，並提升保證交易合法性與安全性，降低風險。
在此研究中，以分散式賬本數據庫管理外匯交易與擔保品支付，利用智能合約減少交易延遲與跨時區的結算時間，並且採用區塊鏈安全性的監控管理，提供監管單位即時性的瞭解交易市場變化，亦可透過交易後數據分析，實現金融市場快速、穩健的發展。
Nowadays, the traditional ways of foreign exchange settlement jeopardize the speed of acquiring the result of comparison of transaction. In addition, traditional foreign exchange settlements need to withdrawal security deposit also occurring the debate of recovering of security deposit. Therefore, this thesis combined existing foreign exchange trading module, trading MTM computing module and collateral calculation module with Hyperledger Fabric blockchain technology to reconstruct the 「Foreign exchange trading and collateral payment system」to solve the disadvantages of traditional foreign exchange settlement.
In this thesis, distributed ledger data base was used to manage foreign exchange trading and collateral payment. Also, by utilizing smart contract advantage which blockchain technology brings, transition delay and cross-time-zone settlement time can be reduced significantly. In addition, by using the high security monitoring management which block chain technology brings, financial regulators can get the market trend in a real-time manner. Last but not least, by analyzing the data which transactions bring, the legitimacy and security can be secured and help the financial market developing stably. |
| Reference: | [1] 陳恭博士，(2018)，區塊鏈的新金融發展研究-期末報告書。
[2] 財團法人台北外匯市場發展基金會，外匯市場交易準則，Retrived May 10 2019，from:http://www.tpefx.com.tw/uploads/download/tw/
principle.pdf
[3] 蕭俊傑，區塊鏈技術之發展現況與趨勢，Retrived May 10 2019，from:https://webline.sfi.org.tw/download/edd_ftp/Doc/20180525/
PM1.pdf
[4] 簡堅訓，(2005)，衍生性商品與 ISDA 合約法務控管實務手冊，台灣:秀威資訊。
[5] 簡堅訓，(2012)，司法判決實務案例分析看 ISDA 合約法律風險控管功能，證券櫃檯雙月刊，第 160 期第 108 頁。
[6] 链块学院，超级账本实践——链码开发，Retrived May 10 2019,
from:http://www.liankuai.tech/technology/197.html
[7] Accenture, (2018), UNLOCKING INFINITE VALUE BLOCKCHAIN IN COLLATERAL MANAGEMENT
[8] Araf Karsh Hamid, (2018), Blockchain Hyper Ledger Fabric : Bangkok Conference
[9] Elli Androulaki, Christian Cachin, Angelo De Caro, Konstantinos Christidis, Chet Murthy, Binh Nguyen, Alessandro Sorniotti, and Marko VukolićNext Consensus Architecture Proposal, Next Consensus Architecture Proposal, Retrived May 10 2019, from:http://wutongtree.github.io/translations/Next-Consensus-Architecture- Proposal_zh#section2
[10] Hyperledger Fabric, Retrived May 10 2019, from:https://openblockchain.readthedocs.io/en/latest/
[11] KC Tam, An Implementation Example of Notarization in Hyperledger Fabric, Retrived May 10 2019, from:https://
medium.com/@kctheservant/an-implementation-example -of-notarization-in-hyperledger-fabric-e66fab155fdb
[12] LuckScout Team, Understanding the Over the Counter Trading or OTC in Forex Market, Retrived May 10 2019, from:https://
www.luckscout.com/over-the-counter- trading/
[13] Margaret Rouse, smart contract, Retrived May 10 2019, from:https://searchcompliance. techtarget.com/definition/smart-contract
[14] Markmlickprivateequity, BITCOIN VS. FOREX TRADING: UNDERSTANDING THE DIFFERENCE, Retrived May 10 2019, from: https://www.markemlickprivateequity. com/news/bitcoin-vs-forex-trading- understanding-the-difference
[15] Masterthecrypto.com, Guide to Smart Contract: What are Smart Contracts, Retrived May 10 2019, from:https://
masterthecrypto.com/what-are-smart-contracts-guide/
[16] Moses Sam Paul, Hyperledger — Chapter 10| Blockchain Application on Hyperledger Fabric, Retrived May 10 2019, from:https://medium.com/swlh/hyperledger-chapter- 10-blockchain-application-on-hyperledger-fabric-2e34f3f430b
[17] Muntasir Mamun, How does Hyperledger Fabric works? Retrived May 10 2019, from: https://medium.com/coinmonks/how-does-hyperledger-Fabric-works-cdb68e6066f5
[18] Muntasir Mamun, How does Hyperledger Fabric works? Retrived May 10 2019, from:https://medium.com/coinmonks/how-does-hyperledger-Fabric-works-cdb68e6066f5
[19] Nitin Gaur, Luc Desrosiers, Petr Novotny, Venkatraman Ramakrishna, Anthony O`Dowd, Salman A. Baset, (2018), Hands-On Blockchain with Hyperledger
[20] Selwyn Halbertsma, A ‘Smart’ Approach to Blockchain for Collateral Management, Retrived May 10 2019, from:https://
coinidol.com/smart-approach-to-blockchain-for - collateral-management/
[21] Sharon Cocco, Gari Singh, Top 6 technical advantages of Hyperledger Fabric for blockchain networks, Retrived May 10 2019, from:https://developer.ibm.com/tutorials /cl-top-technical-advantages-of-hyperledger-fabric-for-blockchain-networks/ |
| Description: | 碩士
國立政治大學
資訊科學系碩士在職專班
106971024 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0106971024 |
| Data Type: | thesis |
| DOI: | 10.6814/NCCU201900601 |
| Appears in Collections: | [資訊科學系碩士在職專班] 學位論文
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