基于实证分析的委托投资投后管理系统构建

Construction of Post Investment Management System of Entrusted Investment Based on Empirical Analysis

委托投资是银行理财开展大类资产配置的重要手段,而近年来该投资模式被质疑的主要问题就是投后管理粗放导致投资失控,投后管理水平的高低决定了委托投资的成败。本文聚焦银行理财委托投资投后管理,针对各类系统存在的实操性不强的问题,从底仓穿透、统一风险管理、账户整体绩效分析等角度,构建委托投资智能化投后管理系统,并进行数据实证分析,对银行理财子公司委托投资业务提供管理系统支持。

Entrusted investment is an important method for wealth asset management institutions to realize asset allocation. However, in recent years, the main problem which entrusted investment has been questioned is that inefficient post investment management leads to investment out of control, and the success of entrusted investment depends on the capability of post investment management. This paper focuses on post investment management of entrusted investment in bank wealth asset management. Considering the problems existing in various systems, this paper constructs an in-telligent post investment management system of entrusted investment from the aspects of position penetration, uniform risk management and overall portfolio performance analysis. Besides, this paper provides management system support based on data empirical analysis for the entrusted investment business of bank wealth asset management subsidiaries.