Abstract
Financial information system is a nationally and socially important infrastructure, thus risks in such infrastructures constitutes a threat to both the nation and the society. However, the current financial information system risk management is feeble due to lack of research and its focus on after treatment rather than prevention. To increase prevention of defects, measurement of predictors that predict failures and faults in the information system is of utmost importance. This paper established hypotheses and evaluated market factors that cause errors and defects in financial information system such as trading volume, index fluctuation, number of public announcements, number of orders and fills, and number of changing duties. It was shown that trading volume, number of orders and fills, and number of changing duties caused failures and faults while other factors showed no influence.
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Kang, T., Rhew, S. (2012). Study on Predictor Measurement for Risk Management in Financial Information System. In: Lee, G., Howard, D., Ślęzak, D., Hong, Y.S. (eds) Convergence and Hybrid Information Technology. ICHIT 2012. Communications in Computer and Information Science, vol 310. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-32692-9_79
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DOI: https://doi.org/10.1007/978-3-642-32692-9_79
Publisher Name: Springer, Berlin, Heidelberg
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