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| Title: | 新巴賽爾協定下銀行企業貸款本體論流程網路服務建置之研究 |
| Authors: | 洪文彥 |
| Contributors: | 楊建民
洪文彥 |
| Keywords: | 新巴塞爾協定
服務導向架構
本體論流程 |
| Date: | 2005 |
| Issue Date: | 2009-09-14 09:13:00 (UTC+8) |
| Abstract: | 金融控股公司法的通過，放寬了金融機構業務限制，允許金融機構以購併其他金融公司的方式成立集團式金融機構。同時，由於亞洲金融風暴及多起金融弊案的發生，國際清算銀行於2004年制訂新巴塞爾資本協定，要求各國金融機構依循協定中之相關管理方法控制風險。在以服務導向架構整合內部異質系統為基礎的金融機構中，如何在建置符合新巴賽爾資本協定之風險控管直通式流程，以確實執行資本協定中之相關風險控管規定，成為金融機構亟待解決的問題。
本體論的運用除了可以系統化的表達知識之外，亦可運用於流程管理上。首先，本研究在服務導向架構之基礎下，運用本體論訂定企業貸款類型，形成現有企業貸款業務與新巴賽爾資本協定資產類別之對應。其次，再依據新巴賽爾資產分類進行資本計提；本研究透過本體論流程（Ontology Workflow），呼叫並執行服務導向架構之企業金融放款網路服務模組，依不同之巴賽爾資產分類，以直通式的自動流程實踐巴賽爾風險控管規範的要求。
另外，研究中以Protégé軟體實作企業貸款之本體論及其風險控管之直通式本體論流程，並使用微軟.Net網路服務技術開發相關企業貸款風險控管網路服務，建置出ㄧ雛型系統以驗證本體論與服務導向架構形成直通式風控流程之可行性，最後提出相關建議與未來研究方向。
The adoption of Financial Holding Company Act relaxes the restriction of financial institutes business and allows the establishment of financial holdings by completing acquisition of other companies by financial institutes. Meanwhile, due to Asia’s financial crisis and the occurrence of other financial irregularities, The Bank for International Settlement established New Basel Capital Accord in 2004 to demand every financial institute in the world follow the related management way in the accord to control risks. How to found the Straight Through Process (STP) that fits New Basel Capital Accord to accurately execute some related risk management regulations in capital accord for financial institutes based on Service Oriented Architecture (SOA) integrated heterogeneous system is the main problem in financial institutes.
The manipulation of Ontology not only can present knowledge systematically but can apply in Business Process Management. First, this research is based on service oriented architecture and further applied Ontology to make traditional asset class of corporate loan to form the present corporate loan corresponding with New Basel Capital Accord asset class of corporate loan. Second, Capital Charge is proceeded based on New Basel Capital Asset Class, and e-loan web services can be called and executed using Ontology Workflow. According to different New Basel Capital Asset Class, the requirement of Basel risk management principals can be practiced by STP.
Moreover, this research uses Protégé software to practice the Ontology of corporate loan and the Ontology of risk management STP then followed by using Microsoft .Net technology to build up e-loan web services and further set up a prototype to confirm the probability of STP risk control process and finally propose suggestions and further research. |
| Reference: | 一、英文文獻
1. Arpinar, B., Aleman-Meza, B., Zhang, R., Maduko, A., 2004, “Ontology-Driven Web Services Composition Platform”, The IEEE International Conference on E-Commerce Technology.
2. Apte, N., Mehta, T., 2003, UDDI-building registry-based web services solution, Prentice Hall Professional Technical Reference.
3. Basel Committee, 2001, “The New Basel Capital Accord：An explanatory note”, http://www.bis.org/publ/bcbsca01.pdf
4. Basel Committee, 2005, “Basel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework”, http://www.bis.org/publ/bcbs118.htm
5. Beaver, W. H., 1966, Financial Ratios as Predictors of Failure, Journal of Accounting Research, Vol. 4, pp. 71-102.
6. Bass, L., Clements, P., Kazman, R., 1997, Software Architecture in Practice, Addison Wesley.
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8. Homann, U., Rill, M., Wimmer, A., 2004, Flexible Value Structures in Banking, Communications of The ACM.
9. Huhns, M, N., Singh, M, P., 2005, “Service-Oriented Computing: Key Concepts and Principles”, IEEE Internet Computing.
10. IBM Software Group, 2001, “Web services Conceptual Architecture”, http://www-306.ibm.com/software/solutions/webservices/pdf/WSCA.pdf
11. Martin, D., Burstein, M., et al, 2004, “OWL-S_ Semantic Markup for Web Services Technical Overview”, http://www.w3.org/Submission/OWL-S/
12. McCright, A.,2001, “Writing Your First Web Services: A Tutorial”, Web Services Journal.
13. McGovern, J., Tyagi, S., Stevens, M., Mathew, S., 2003, ”Service-Oriented Architecture”, Java Web Services Architecture, pp 35-63.
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16. Samtani, G.., Sherman, D., 2002, “Straight-Through Processing and Orchestration of Web Services”, Web Services Journal, Vol2, Issue 11.
17. Seely, S., Smith, E, A., Schaffer, D., 2002, Creating and consuming web services in Visual Basic, Addison Wesley.
18. Standley, F., 2004, “STP Now! Don’t Give Up On It”, Straight Through Processing for Financial Services Firms, pp. 43-50.
19. Shen, J., Yang, Y., Lalwani, B., 2004, “Mapping Web Services Specifications to Process Ontology:Opportunities and Limitations”, The 10th IEEE International Workshop on Future Trends of Distributed Computing Systems.
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二、中文文獻
1. Graham, S. et al, 2002, 以Java建置Web Services –有效利用XML、SOAP、WSDL和UDDI，SAMS培生教育出版集團。
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. 李三榮，2002，“ Basel II ”，台灣金融財務季刊，第3輯第2期，第105-124頁。
4. 初復新，1981，銀行放款實務，華太書局。
5. 林耀珍，2004，“如何導入服務導向架構 SOA”，http://www.microsoft.com/taiwan/msdn/columns/200407softdev.htm
6. 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碩士學位論文。
7. 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，2004，“新巴塞爾資本協定第二階段修正報告”，http：//www.boma.gov.tw/。
8. 孫昭仁，1982，金融業授信業務概要，梅枝圖書。
9. 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碩士學位論文。
10. 郭美吟，2002，“銀行風險管理系統之模擬與應用---以Kondor+風險管理系統為例”，國立中央大學財務金融研究所碩士論文。
11. 陳左夫，2003，”金融控股公司綜效目標與內部整合行動之探索性研究”，國立成功大學企業管理研究所碩士論文。
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13. 張宏斌，2004，“建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。
14. 銀行授信實務概要編輯委員會，2005，銀行授信實務概要，台灣金融研訓院。
15. 劉名旂，2005，“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”，國立政治大學資管理系碩士論文。
16. 鄭偉豪，2004，”建立語意網服務程序處理引擎”，私立大同大學資訊工程研究所碩士學位論文。
17. 關 銘，2004，”以OWL DL 及SWRL 為基礎建置推論雛形系統－以大學排課問題為例”，私立中原大學資訊管理學系碩士論文。
18. 鍾日迪，2001，”資訊科技對銀行經營的影響-以世華銀行為例”，國立中山大學管理學院高階經營碩士學程專班（EMBA）碩士論文。 |
| Description: | 碩士
國立政治大學
資訊管理研究所
93356012
94 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0093356012 |
| Data Type: | thesis |
| Appears in Collections: | [資訊管理學系] 學位論文
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