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

• Main Author: 洪文彥
• Other Authors: 楊建民
• Format: Others
• Language: zh-TW
• Published: 2006
• Online Access: http://ndltd.ncl.edu.tw/handle/72853340075221007937

碩士 === 國立政治大學 === 資訊管理研究所 === 94 === 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.