CN114170025A - Risk level determination method, device, equipment and storage medium - Google Patents
Risk level determination method, device, equipment and storage medium Download PDFInfo
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Abstract
The application provides a risk level determination method, a risk level determination device, risk level determination equipment and a risk level determination storage medium, relates to the technical field of big data, and is used for enabling wind control rules to be reused by flexibly configuring the wind control rules, so that the configuration quantity of the wind control rules is greatly reduced. The method comprises the following steps: determining a wind control rule corresponding to the asset to be monitored from a wind control rule base according to the asset type of the asset to be monitored; determining a wind control factor value corresponding to the asset to be monitored from a risk factor library according to the asset type and the wind control rule; and carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, and determining the risk level of the assets to be monitored.
Description
Technical Field
The application relates to the technical field of big data, and provides a risk level determination method, a risk level determination device, risk level determination equipment and a storage medium.
Background
With the increasing development of financial markets, financial products such as stocks, bonds, commodity futures, foreign exchanges, derivatives, funds and the like gradually appear, so that investment channels and investment targets of financial assets become gradually abundant, the number of the financial assets also gradually increases, and the timely prevention, discovery and correction of related risks become a crucial link in asset management. However, in the existing financial wind control system, the wind control rules cannot be reused, all possible risk rules need to be programmed and stored in the risk rule base, the occupied memory is large, and therefore when the risk rules are acquired, a large amount of resources need to be wasted to search the corresponding risk rules in a traversing manner, and great labor and time are wasted.
Disclosure of Invention
The embodiment of the application provides a risk level determination method, a risk level determination device and a risk level determination storage medium, which are used for enabling wind control rules to be reused by flexibly configuring the wind control rules, and greatly reducing the configuration quantity of the wind control rules.
In one aspect, a method for determining a risk level is provided, the method comprising:
determining a wind control rule corresponding to the asset to be monitored from a wind control rule base according to the asset type of the asset to be monitored; the wind control rule is used for indicating a risk calculation rule used when risk assessment is carried out on the assets to be monitored;
determining a wind control factor value corresponding to the asset to be monitored from a risk factor library according to the asset type and the wind control rule; wherein the wind control factor value is a parameter value of a wind control factor used for calculation in the risk calculation rule;
and carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, and determining the risk level of the assets to be monitored.
In the embodiment of the application, the wind control rule corresponding to the asset to be monitored can be determined from the wind control rule base according to the asset type of the asset to be monitored; furthermore, according to the asset type and the wind control rule, determining a wind control factor value corresponding to the asset to be monitored from the risk factor library; therefore, according to the wind control rule and the wind control factor value, wind control calculation can be carried out on the assets to be monitored, and the risk level of the assets to be monitored can be determined. It can be seen that, in the embodiment of the present application, the wind control rules are determined according to the asset types, and the specific wind control factor values are determined according to the asset types and the wind control rules, that is, the wind control rules can be reused, and one wind control rule can correspond to different wind control factor values, so that the configuration number of the wind control rules is greatly reduced, and when wind control calculation is performed, a large amount of resources are not required to be wasted, and the risk rules are determined throughout, so that the waste of resources can be greatly reduced.
Optionally, before determining, according to the asset type of the asset to be monitored, the wind control rule corresponding to the asset to be monitored from the wind control rule base, the method further includes:
acquiring a plurality of wind control rules determined by a user according to national regulation, enterprise preset regulation, product regulation and user-defined regulation, and corresponding relations between various asset types and various wind control rules;
and constructing the wind control rule base according to the obtained plurality of wind control rules and the corresponding relation between each asset type and each wind control rule.
Optionally, after acquiring a plurality of wind control rules determined by the user according to the national regulation, the enterprise preset regulation, the product regulation and the user-defined regulation, and the corresponding relationship between each asset type and each wind control rule, the method further includes:
carrying out data standardization processing on the investment data, the transaction data, the clearing data, the valuation data and the three-party data, and storing the data into a wind control database;
determining a wind control factor value of a wind control rule corresponding to any asset type according to data included in the wind control database;
and constructing a risk factor library according to the wind control factor value.
Optionally, performing wind control calculation on the asset to be monitored according to the wind control rule and the wind control factor value, and determining the risk level of the asset to be monitored, including:
determining a wind control rule condition corresponding to the assets to be monitored according to the related data of the assets to be monitored; the wind control rule condition is used for indicating a use condition that the wind control rule is established;
and carrying out wind control calculation on the assets to be monitored of the user according to the wind control rules, the wind control factor values and the wind control rule conditions, and determining the risk level of the assets to be monitored.
Optionally, the performing wind control calculation on the asset to be monitored according to the wind control rule and the wind control factor value to determine the risk level of the asset to be monitored includes:
carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, determining the risk level of the assets to be monitored, and generating a wind control report;
and displaying the risk level of the assets to be monitored and the wind control report on an application foreground module.
In one aspect, an apparatus for risk classification determination is provided, the apparatus comprising:
the wind control rule determining unit is used for determining a wind control rule corresponding to the asset to be monitored from a wind control rule base according to the asset type of the asset to be monitored; the wind control rule is used for indicating a risk calculation rule used when risk assessment is carried out on the assets to be monitored;
a wind control factor value determining unit, configured to determine, according to the asset type and the wind control rule, a wind control factor value corresponding to the asset to be monitored from a risk factor library; wherein the wind control factor value is a parameter value of a wind control factor used for calculation in the risk calculation rule;
and the risk grade determining unit is used for carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, and determining the risk grade of the assets to be monitored.
Optionally, the apparatus further includes a wind control rule base building unit, where the wind control rule base building unit is configured to:
acquiring a plurality of wind control rules determined by a user according to national regulation, enterprise preset regulation, product regulation and user-defined regulation, and corresponding relations between various asset types and various wind control rules;
and constructing the wind control rule base according to the obtained plurality of wind control rules and the corresponding relation between each asset type and each wind control rule.
Optionally, the apparatus further includes a risk factor library constructing unit, configured to:
carrying out data standardization processing on the investment data, the transaction data, the clearing data, the valuation data and the three-party data, and storing the data into a wind control database;
determining a wind control factor value of a wind control rule corresponding to any asset type according to data included in the wind control database;
and constructing a risk factor library according to the wind control factor value.
Optionally, the risk level determining unit is further configured to:
determining a wind control rule condition corresponding to the assets to be monitored according to the related data of the assets to be monitored; the wind control rule condition is used for indicating a use condition that the wind control rule is established;
and carrying out wind control calculation on the assets to be monitored of the user according to the wind control rules, the wind control factor values and the wind control rule conditions, and determining the risk level of the assets to be monitored.
Optionally, the risk level determining unit is further specifically configured to:
carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, determining the risk level of the assets to be monitored, and generating a wind control report;
and displaying the risk level of the assets to be monitored and the wind control report on an application foreground module.
In one aspect, a computer device is provided, comprising a memory, a processor and a computer program stored on the memory and executable on the processor, the processor implementing the steps of the method of the above aspect when executing the computer program.
In one aspect, a computer storage medium is provided having computer program instructions stored thereon that, when executed by a processor, implement the steps of the method of the above aspect.
In one aspect, a computer program product is provided, having computer program code stored thereon, for performing the steps of the method of the above aspect when the computer program code runs on a computer.
Drawings
In order to more clearly illustrate the technical solutions in the embodiments or related technologies, the drawings needed to be used in the description of the embodiments or related technologies are briefly introduced below, it is obvious that the drawings in the following description are only the embodiments of the present application, and for those skilled in the art, other drawings can be obtained according to the provided drawings without creative efforts.
Fig. 1 is a schematic view of an application scenario provided in an embodiment of the present application;
FIG. 2 is a schematic structural diagram of a financial wind control system based on big data according to an embodiment of the present disclosure;
fig. 3 is a schematic flowchart of a risk level determination method according to an embodiment of the present application;
fig. 4 is a schematic flowchart of a process for constructing a wind control rule base according to an embodiment of the present application;
FIG. 5 is a schematic flow chart of constructing a risk factor library according to an embodiment of the present disclosure;
FIG. 6 is another schematic flow chart illustrating risk level determination provided by an embodiment of the present application;
fig. 7 is a schematic flow chart illustrating a wind-controlled report according to an embodiment of the present disclosure;
FIG. 8 is a schematic diagram of a process for determining a risk level through a monitoring item according to an embodiment of the present application;
fig. 9 is a schematic structural diagram of a risk level determination apparatus according to an embodiment of the present application;
fig. 10 is a schematic structural diagram of a computer device according to an embodiment of the present application.
Detailed Description
In order to make the objects, technical solutions and advantages of the present application more apparent, the technical solutions in the embodiments of the present application will be described clearly and completely with reference to the accompanying drawings in the embodiments of the present application, and it is obvious that the described embodiments are only a part of the embodiments of the present application, and not all of the embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present application. In the present application, the embodiments and features of the embodiments may be arbitrarily combined with each other without conflict. Also, while a logical order is shown in the flow diagrams, in some cases, the steps shown or described may be performed in an order different than here. In addition, in the technical scheme of the application, the data acquisition, transmission, use and the like all meet the requirements of relevant national laws and regulations.
First, some terms in the present application will be explained.
(1) The financial wind control system is a management system for timely preventing, finding and correcting related risks by analyzing related data of user assets by financial institutions such as banks, securities and the like.
(2) The wind control rule can be simply understood as an expression. The wind control rule can be generally composed of three parts, specifically, 3 parts in input factors, conditions, compared factors, weight scores, actions and the like. For example, if IP hits in the wool label in pure, currentIp is a factor, condition in, compared to the factor riskplisti, i.e.: currentIp in riskIpList.
In the embodiment of the application, each of the wind control rules may specify a set of configuration items such as an asset, a calculation factor, a comparison factor, a set of thresholds, and a set of parameters, and specifically which configuration item is selected may be selected according to the actual condition of the rule and the adopted operation template in actual application. The wind control rules can be divided into six types, namely a numerical type, a time limit type, an investment range type, a limiting behavior type, a transaction counter type and a special type. For example, the wind control rule 1 is (a total assets) ÷ (b total net values), and the wind control rule 1 may be a numerical class because the final result is a certain numerical value.
(3) The wind control factor, the left and right variables of the condition of the wind control rule may be referred to as the wind control factor, and the source of the wind control factor generally includes two types, i.e. an "external system incoming" and a "wind control system loading", for example, currentIp, i.e. an external system incoming, and riskplisti, i.e. a risk IP list inside the wind control system. Again, taking the wind control rule 1 as (a total assets) ÷ (b total net worth) as an example, a and b in the risk rule 1 are wind control factors.
At present, in an existing financial wind control system, wind control rules cannot be reused, all possible risk rules need to be programmed and stored in a risk rule base, the occupied memory is large, when the risk rules are obtained, a large amount of resources need to be wasted to search the corresponding risk rules in a traversing mode, and great trouble and labor are wasted.
Based on this, in the embodiment of the application, the wind control rule corresponding to the asset to be monitored can be determined from the wind control rule base according to the asset type of the asset to be monitored; furthermore, according to the asset type and the wind control rule, determining a wind control factor value corresponding to the asset to be monitored from the risk factor library; therefore, according to the wind control rule and the wind control factor value, wind control calculation can be carried out on the assets to be monitored, and the risk level of the assets to be monitored can be determined. It can be seen that, in the embodiment of the present application, the wind control rules are determined according to the asset types, and the specific wind control factor values are determined according to the asset types and the wind control rules, that is, the wind control rules can be reused, and one wind control rule can correspond to different wind control factor values, so that the configuration number of the wind control rules is greatly reduced, and when wind control calculation is performed, a large amount of resources are not required to be wasted, and the risk rules are determined throughout, so that the waste of resources can be greatly reduced.
The technical scheme of the embodiment of the application can be applied to any possible risk level determination scene. Fig. 1 is a schematic view of an application scenario provided in the embodiment of the present application. The application scenario for risk level determination may comprise the user terminal 10 and the risk level determination device 11.
The user terminal 10 may be a device capable of providing a risk warning function, a wind-controlled statement display function, and the like to a user, and may be, for example, a mobile phone, a Personal Computer (PC), a notebook computer, and the like.
The risk level determining device 11 may be a server that provides data storage and data computation for the risk level determining process, may be an independent physical server, may also be a database cluster or a distributed system formed by a plurality of physical servers, and may also be a cloud server that provides basic cloud computing services such as cloud service, cloud database, cloud computing, cloud function, cloud storage, web service, cloud communication, middleware service, domain name service, security service, CDN, and big data and artificial intelligence platform, but is not limited thereto. The risk level determination device 11 may include one or more processors 101, memory 102, and I/O interfaces 103 to interact with other devices, etc. In addition, the risk level determining device 11 may further configure a database 104, and the database 104 may be configured to store data of user assets, wind control rules, wind control factor values, and the like involved in the scheme provided in the embodiment of the present application. The memory 102 of the risk level determining device 11 may store program instructions of the risk level determining method provided in the embodiment of the present application, and when the program instructions are executed by the processor 101, the program instructions can be used to implement the steps of the risk level determining method provided in the embodiment of the present application, so that the wind control rules can be reused by flexibly configuring the wind control rules, and the configuration number of the wind control rules is greatly reduced.
In a possible embodiment, when the risk level determining device 11 detects that the user performs the air control management operation on the user terminal 10 through the I/O interface 103, the processor 101 of the risk level determining device 11 executes the program instruction of the risk level determining method stored in the memory 102, and further, by flexibly configuring the air control rules, the air control rules can be reused, so that the configuration number of the air control rules is greatly reduced, and data corresponding to the risk levels and the like during the execution of the program instruction is stored in the database 104.
Of course, the method provided in the embodiment of the present application is not limited to be used in the application scenario shown in fig. 1, and may also be used in other possible application scenarios, and the embodiment of the present application is not limited. The functions that can be implemented by each device in the application scenario shown in fig. 1 will be described in the following method embodiments, and will not be described in detail herein. Hereinafter, the method of the embodiment of the present application will be described with reference to the drawings.
As shown in fig. 2, for a schematic structural diagram of a financial wind control system based on big data according to an embodiment of the present application, the financial wind control system 20 may be composed of four modules, namely, a data source access module 201, a data center module 202, a wind control configuration center module 203, and an application front platform module 204. The above modules may be all deployed in the user terminal 10 or the risk level determining device 11, or may be partially deployed in the user terminal 10, and another portion is deployed in the risk level determining device 11, which is not limited in this embodiment of the present application. Specifically, the functions of the modules are as follows:
the data source access module 201 may be configured to access data such as investment data, transaction data, clearing, valuation, and three-party data (e.g., a wangde database, a money and exchange database), perform normalized processing on data of different data sources, and write the data into a wind control database.
The data center module 202 may build various databases based on the big data, for example, various wind control factor libraries, a wind control rule library, a training risk recognition model, and the like. Data in the database can be subjected to data layering on the basis of Hive, Spark is used as a calculation engine, various wind control factors are calculated, and a risk identification model is trained.
The wind control configuration center module 203 may be composed of a public wind control rule configuration library, a user-defined rule configuration library, and an automatic scheduling platform. The public wind control rule configuration library is used for extracting the strategic wind control requirements, such as the wind control requirements specified by national regulation, and the like to configure the wind control rules, and manual configuration is not needed. The custom rule configuration library is used for freely defining related wind control rules according to user requirements, and can meet different product requirements. The automatic scheduling platform is a configurable automatic timing task scheduling platform.
The application foreground module 204 may be configured to manage the wind control rule, display the wind control result, manage the wind control report, and the like.
In a possible implementation manner, after the data source access module 201 acquires data of different data sources, the data of the different data sources may be normalized and written into the wind control database. Furthermore, the data center module 202 may construct various wind control factor libraries, wind control rule libraries, training risk recognition models, and the like for the data in the wind control database. Meanwhile, if the user considers that the current wind control factors and wind control rules are few, or the wind control factors and the wind control rules which satisfy the wind control calculation performed by the user do not exist in the wind control factor library and the wind control rule library, the wind control configuration center module 203 may configure corresponding wind control rules according to the public wind control rule configuration library or the custom rule configuration library. Furthermore, after the risk level determination is completed, the corresponding wind control report can be displayed in the application foreground module 204.
Compared with a traditional financial wind control system, the financial wind control system based on big data has massive data, an intelligent risk identification training model and flexible wind control rule configuration. For example, the policy wind control rule "limits the asset proportion of the investment target of the fixed income product", and for the wind control rule, the complicated configuration is not required, and only the wind control rule is selected from the wind control rule base and started. And can also be customized based on the wind control configuration center module 203 for the individualized wind control requirements of different products.
In addition, the financial wind control system based on big data can also provide one-stop wind control rule configuration, hold policy type, contract type and self-defined wind control rules, construct a unified index library of the wind control system, and perform wind control modularization afterwards.
As shown in fig. 3, a schematic flow chart of the risk level determination method provided in this embodiment of the present application is provided, where the method may be executed by an internet of things platform in the risk level determination device 11 in fig. 1, which is not limited in this embodiment of the present application, and a flow of the method is described as follows.
Step 301: and determining a wind control rule corresponding to the asset to be monitored from the wind control rule base according to the asset type of the asset to be monitored.
In the embodiment of the application, the wind control rule may be used to indicate a risk calculation rule used when risk assessment is performed on the asset to be monitored.
In practical application, in order to enable the wind control rules to be reused, the wind control rules corresponding to the assets to be monitored can be determined from the wind control rule base according to the asset types of the assets to be monitored, for example, as long as the asset types are the equity class, the wind control rules expressed as "(a total assets) ÷ (b total net worth)" can be adopted.
Step 302: and determining a wind control factor value corresponding to the asset to be monitored from the risk factor library according to the asset type and the wind control rule.
In this embodiment, the value of the wind control factor may be a parameter value of the wind control factor used for calculation in the risk calculation rule.
In actual use, after determining the wind control rule corresponding to the asset to be monitored, in order to evaluate the risk of the asset to be monitored, it is further required to determine a specific wind control factor value in the risk rule for the asset to be monitored, for example, for "wind control rule 1 ═ a total asset)/(b total net value)," where a and b are wind control factors, then at this time, it is required to determine specific parameter values of a and b, and then the risk level of the asset to be monitored can be further specifically determined according to the wind control rule 1.
Step 303: and performing wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, and determining the risk level of the assets to be monitored.
In the embodiment of the application, after the wind control rule and the wind control factor value corresponding to the asset to be monitored are determined, the data and the wind control factor value corresponding to the asset to be monitored can be brought into the wind control rule, and then the risk level of the asset to be monitored can be determined.
Continuing with the above example, "wind control rule 1 ═ is (a total asset) ÷ (b total net worth)", assuming that a ═ 2, b ═ 4, total asset ═ 100, total net worth 50, and the risk level is specifically classified into 3 levels of violation, warning, and compliance, where if wind control rule 1 ∈ [10, positive infinity), the risk level is violation, if wind control rule 1 ∈ [5,10), the risk level is warning, and if wind control rule 1 ∈ (negative infinity, 5), the risk level is compliance. Then, the wind control rule 1 ═ 2 × 100 ÷ (4 × 50) ═ 1 as determined by the wind control calculation, and since the calculated value 1 ∈ (minus infinity, 5), the risk level of the asset to be monitored can be determined as the compliance level. Certainly, in actual application, the risk levels may be set according to user requirements, for example, the risk levels may be divided into 5 risk levels, specifically, a first risk level, a second risk level, a third risk level, a fourth risk level, and a fifth risk level, and calculated values corresponding to the first risk level, the second risk level, the third risk level, the fourth risk level, and the fifth risk level are sequentially incremented.
In a possible implementation, since there is no software or hardware product that can directly determine the wind control rule according to the regulatory provision, the wind control rule is determined basically in a "manual" manner, and then the wind control rule base is constructed based on the determined wind control rule. As shown in fig. 4, a schematic flow chart for constructing a wind control rule base provided in the embodiment of the present application is provided, and a specific flow chart is described as follows.
Step 401: and acquiring a plurality of wind control rules determined by the user according to national regulation, enterprise preset regulation, product regulation and user-defined regulation, and corresponding relations between the asset types and the wind control rules.
In the embodiment of the present application, the user may specifically determine the wind control rule in the following several ways.
The first method comprises the following steps: and determining a plurality of wind control rules and the corresponding relation between each asset type and each wind control rule according to the national regulation.
For example, for the capital portion of the investment target for a fixed revenue-type product, national regulatory regulations require that the capital portion be limited. Furthermore, according to the national regulation, a policy-based wind control rule can be determined, such as "wind control rule 2 ═ c fixed revenue class asset ÷ (d total asset)", and further, when the asset type of the asset to be monitored is a fixed revenue class, risk assessment can be performed by using "wind control rule 2".
And the second method comprises the following steps: and determining a plurality of wind control rules and the corresponding relation between each asset type and each wind control rule according to the preset supervision regulation of the enterprise.
For example, the enterprise preset regulation of the enterprise a "cannot invest in the product corresponding to the bond 1", then, for the enterprise preset regulation, a wind control rule of an investment range class may be determined, for example, if the wind control rule 3 is that the investment index is not the bond 1 ", and further, when the asset type of the asset to be monitored is the bond class, the risk assessment may be performed by using the wind control rule 3.
And the third is that: and determining a plurality of wind control rules and the corresponding relation between each asset type and each wind control rule according to the product supervision regulation.
In general, for some specific products, there may be some fixed product regulation rules, for example, for stock 2, "the holding time of stock 2 cannot be longer than 3 months", then for this product regulation rule, a term class of wind control rule may be determined, for example, "wind control rule 4" is that the holding time of stock 2 is less than or equal to 3 months ", and then, when the asset type of the asset to be monitored is the stock class," wind control rule 4 "may be used for risk assessment.
And fourthly: and determining a plurality of wind control rules and the corresponding relation between each asset type and each wind control rule according to the user-defined supervision regulation.
The user can define the regulation according to his own preference, for example, the user specifies "cannot make a purchase investment for stock 3" for stock 3 because of its greater risk. Then, for the rule, a wind control rule for restricting the behavior class may be determined, for example, "wind control rule 5" prohibits buying of stocks 3 ", and further, when the asset type of the asset to be monitored is the stock class," wind control rule 5 "may be used for risk assessment.
Step 402: and constructing a wind control rule base according to the obtained plurality of wind control rules and the corresponding relation between each asset type and each wind control rule.
In a possible implementation manner, since the risk level of the asset to be monitored, that is, the calculated value of the wind control rule, needs to know the specific parameter value of the wind control factor in the wind control rule, and then the corresponding data of the asset to be monitored can be brought into the calculation. As shown in fig. 5, a schematic flow chart of constructing a risk factor library provided in the embodiment of the present application is provided, and a specific flow chart is described as follows.
Step 501: and carrying out data standardization processing on the investment data, the transaction data, the clearing data, the valuation data and the three-party data, and storing the data into a wind control database.
In practical application, in order to obtain enough data to determine the value of the wind control factor, data related to investment research, data related to investment transactions, data related to investment clearing, data related to asset valuation, and three-party data, such as data obtained from databases such as a wangde database and a financial and exchange database, may generally be subjected to data normalization processing because the data may not particularly conform to wind control evaluation, so that the data may be conveniently subjected to risk evaluation, and further, the processed data may be stored in a wind control database specially subjected to wind control evaluation.
Step 502: and determining the wind control factor value of the wind control rule corresponding to any asset type according to the data included in the wind control database.
Step 503: and constructing a risk factor library according to the wind control factor value.
After the wind control factor values of the wind control rules are determined according to the data included in the wind control database, a risk factor library can be constructed according to the determined wind control factor values.
In a possible implementation, when the risk rule is reused, the risk rule is applicable to a comprehensive large class of products, such as equity classes, fixed income classes, and the like, but in an actual situation, it may also occur that a regulation and a limitation are made for a specific product investment, for example, for fund 1 in the equity classes, the purchase proportion thereof cannot exceed 20% of the total assets, and therefore, in order to further accurately determine the risk level of the asset to be monitored, when determining the risk level of the asset to be monitored, it is also necessary to determine the wind control rule condition corresponding to the asset to be monitored, as shown in fig. 6, another flow diagram for determining the risk level provided by the embodiment of the present application is provided, and a specific flow is introduced as follows.
Step 601: and determining the wind control rule condition corresponding to the assets to be monitored according to the related data of the assets to be monitored.
In the embodiment of the present application, the wind control rule condition may be used to indicate a use condition that the wind control rule is established.
In practical applications, following the above example, for buyback 1 in the fixed income class, the purchase proportion cannot exceed 10% of the total assets, and at this time, if only the "wind control rule 2 ═ c fixed income class asset ÷ (d total assets)" corresponding to the fixed income class is used to determine the risk level, then there is a certain error in the risk level, and therefore, in order to determine the risk level of the asset to be monitored more accurately, it is also necessary to determine the wind control rule condition corresponding to the asset to be monitored, that is, it is necessary to determine that "wind control rule condition 1 ═ buyback 1 asset/total asset ≦ 10%".
Step 602: and carrying out wind control calculation on the assets to be monitored of the user according to the wind control rules, the wind control factor values and the wind control rule conditions, and determining the risk level of the assets to be monitored.
In actual application, after determining the wind control rule conditions, determining whether the assets to be monitored are wind control rule conditions or not, and determining the final risk level of the assets to be monitored according to the wind control rules and the wind control factor values when the assets to be monitored are determined to be in accordance with the wind control rule conditions.
For example, the wind control rule corresponding to the asset to be monitored is "wind control rule 2 ∈ (c fixed income class asset) ÷ (d total asset)", the wind control rule condition is "wind control rule condition 1 ∈ buyback 1 asset/total asset ≦ 10%", the parameter value of the wind control factor is c ═ 2, d ═ 4, the total asset is 100, the fixed income class asset is 50, and the buyback 1 asset is 5, when determining the risk level, it is necessary to determine whether the asset to be monitored meets the wind control rule condition 1 according to the calculated value of the wind control rule condition 1, when meeting, it determines the final risk level of the asset to be monitored according to the calculated value of the wind control rule 2, where the risk level specifically may be 3 levels of violation, early warning, and compliance, if the wind control rule 2 ∈ [10, which is positive infinity), the risk level is violation, if the wind control rule 2 ∈ [5,10) and if the wind control rule 2 belongs to (minus infinity, 5), the risk level is in compliance.
Furthermore, it may be determined that the wind control rule condition 1 is 5 ÷ 100 ÷ 0.05 less than 10%, and the calculated value of the wind control rule condition 1, 0.05, meets the specification of the wind control rule condition 1, and therefore, the final risk level of the asset to be monitored may be further determined according to the calculated value of the wind control rule 2 of the asset to be monitored, that is, the wind control rule 2 is (2 × 50) ÷ (4 × 100) ═ 0.25, and since the calculated value of the wind control rule 2 is 0.25 ∈ (minus infinity, 5), the risk level of the asset to be monitored may be determined as a compliance level.
In a possible implementation manner, in order to feed back the risk level of the asset to be monitored to the user, after the risk level of the asset to be monitored is determined, a wind control report can be generated to be displayed to the user, so that the user can know the risk level of the asset to be monitored, and therefore the asset to be monitored can be managed and controlled. As shown in fig. 7, a schematic flow chart of displaying a wind-controlled report provided in the embodiment of the present application is provided, and a specific flow chart is described as follows.
Step 701: and performing wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, determining the risk level of the assets to be monitored, and generating a wind control report.
Step 702: and displaying the risk level of the assets to be monitored and the wind control report on the application foreground module.
In a possible implementation manner, in order to meet the requirements of multi-level independent wind control and joint wind control, in the embodiment of the present application, a virtual set concept is proposed, in which one or more asset combinations may be included, and when performing risk assessment on assets to be monitored, a group of asset combinations that need to be monitored may be placed in the same asset combination set, and then the asset combination set as a whole is subjected to wind control calculation. In the application, in the process of determining the risk level, the asset combination set, the wind control rules and the conditions of the wind control rules can be bound through the monitoring items, the same wind control rule can have different threshold values, further, the same wind control rule can generate different monitoring items according to the different threshold values, and the different monitoring items can be distinguished by the threshold values. As shown in fig. 8, for a process schematic diagram for determining a risk level by a monitoring item provided in the embodiment of the present application, after assets in a custom asset/security pool and a wind control factor are configured in a combined manner to generate a wind control rule with a specific wind control factor value, the monitoring item may be generated according to the wind control rule and a wind control rule condition, and further, wind control calculation may be performed on a corresponding asset combination set according to the monitoring item, so that a calculation result (risk level) is determined, and a wind control report is generated.
In another possible implementation, before determining the risk level of the asset to be monitored, relevant information in the risk level determination process needs to be configured and defined, for example, basic information and monitoring item information are configured and defined.
When the basic information is configured, the basic information of the portfolio can be configured into the wind control database, and certainly, the information of the associated person, the portfolio manager and the transaction opponent corresponding to the portfolio is also required to be configured into the wind control database. Further, after the basic information is configured, the portfolio can be added to the corresponding portfolio set in the form of a single portfolio and a multi-portfolio, respectively, so that the risk level calculation can be performed with the portfolio set as a basic unit.
When defining the monitoring item information, firstly configuring the asset information, wherein the assets can be combined and configured according to the asset attributes and the operational expressions or directly obtained from the stock pool information. In addition, when defining the custom assets, the asset attributes can be subjected to set operations according to asset expressions, such as union operation, difference operation, intersection operation and the like, so as to obtain the desired custom assets. Because the risk rule is formed by combining and configuring the assets and the risk factors, when the risk rule is configured, if the assets which are needed are not available, the asset interface can be customized for configuration. Further, if the asset or risk factor is not configurable, the developer may be contacted to develop the desired risk factor or asset. After the required monitoring items are configured, the monitoring items can be bound to the asset combination set which needs to be monitored, and wind control calculation can be carried out.
In summary, in the embodiment of the present application, the wind control rules are determined according to the asset type, and the specific wind control factor values are determined according to the asset type and the wind control rules, that is, the wind control rules can be reused, and one wind control rule may correspond to different wind control factor values, so that the configuration number of the wind control rules is greatly reduced, and when performing wind control calculation, a large amount of resources are not wasted, and the risk rules are determined throughout, so that the waste of resources can be greatly reduced.
As shown in fig. 9, based on the same inventive concept, an embodiment of the present application provides a risk level determination apparatus 90, which includes:
a wind control rule determining unit 901, configured to determine, according to the asset type of the asset to be monitored, a wind control rule corresponding to the asset to be monitored from a wind control rule base; the system comprises a wind control rule, a risk calculation rule and a risk evaluation rule, wherein the wind control rule is used for indicating the risk calculation rule used when the assets to be monitored are subjected to risk evaluation;
a wind control factor value determining unit 902, configured to determine, according to the asset type and the wind control rule, a wind control factor value corresponding to the asset to be monitored from the risk factor library; the wind control factor value is a parameter value of a wind control factor used for calculation in the risk calculation rule;
and the risk level determining unit 903 is configured to perform wind control calculation on the asset to be monitored according to the wind control rule and the wind control factor value, and determine a risk level of the asset to be monitored.
Optionally, the apparatus 90 further includes a wind control rule base constructing unit 904, where the wind control rule base constructing unit 904 is configured to:
acquiring a plurality of wind control rules determined by a user according to national regulation, enterprise preset regulation, product regulation and user-defined regulation, and corresponding relations between various asset types and various wind control rules;
and constructing a wind control rule base according to the obtained plurality of wind control rules and the corresponding relation between each asset type and each wind control rule.
Optionally, the apparatus 90 further includes a risk factor library constructing unit 905, and the risk factor library constructing unit 905 is configured to:
carrying out data standardization processing on the investment data, the transaction data, the clearing data, the valuation data and the three-party data, and storing the data into a wind control database;
determining a wind control factor value of a wind control rule corresponding to any asset type according to data included in a wind control database;
and constructing a risk factor library according to the wind control factor value.
Optionally, the risk level determining unit 903 is further configured to:
determining a wind control rule condition corresponding to the assets to be monitored according to the related data of the assets to be monitored; the wind control rule condition is used for indicating a use condition that the wind control rule is established;
and carrying out wind control calculation on the assets to be monitored of the user according to the wind control rules, the wind control factor values and the wind control rule conditions, and determining the risk level of the assets to be monitored.
Optionally, the risk level determining unit 903 is further specifically configured to:
according to the wind control rules and the wind control factor values, wind control calculation is carried out on the assets to be monitored, the risk level of the assets to be monitored is determined, and a wind control report is generated;
and displaying the risk level of the assets to be monitored and the wind control report on the application foreground module.
The apparatus may be configured to execute the methods described in the embodiments shown in fig. 3 to fig. 8, and therefore, for functions and the like that can be realized by each functional module of the apparatus, reference may be made to the description of the embodiments shown in fig. 3 to fig. 8, which is not repeated here. It should be noted that the functional units shown by the dashed boxes in fig. 9 are unnecessary functional units of the apparatus.
Referring to fig. 10, based on the same technical concept, an embodiment of the present application further provides a computer device 100, which may include a memory 1001 and a processor 1002.
The memory 1001 is used for storing computer programs executed by the processor 1002. The memory 1001 may mainly include a storage program area and a storage data area, wherein the storage program area may store an operating system, an application program required for at least one function, and the like; the storage data area may store data created according to use of the computer device, and the like. The processor 1002 may be a Central Processing Unit (CPU), a digital processing unit, or the like. The specific connection medium between the memory 1001 and the processor 1002 is not limited in the embodiments of the present application. In the embodiment of the present application, the memory 1001 and the processor 1002 are connected through the bus 1003 in fig. 10, the bus 1003 is represented by a thick line in fig. 10, and the connection manner between other components is merely illustrative and not limited. The bus 1003 may be divided into an address bus, a data bus, a control bus, and the like. For ease of illustration, only one thick line is shown in FIG. 10, but this is not intended to represent only one bus or type of bus.
The processor 1002 is configured to execute the method performed by the apparatus in the embodiments shown in fig. 3 to 8 when the computer program stored in the memory 1001 is called.
In some possible embodiments, various aspects of the methods provided herein may also be implemented in the form of a program product including program code for causing a computer device to perform the steps of the methods according to various exemplary embodiments of the present application described above in this specification when the program product is run on the computer device, for example, the computer device may perform the methods as described in the embodiments shown in fig. 3-8.
Those of ordinary skill in the art will understand that: all or part of the steps for implementing the method embodiments may be implemented by hardware related to program instructions, and the program may be stored in a computer readable storage medium, and when executed, the program performs the steps including the method embodiments; and the aforementioned storage medium includes: a mobile storage device, a Read-Only Memory (ROM), a Random Access Memory (RAM), a magnetic disk or an optical disk, and other various media capable of storing program codes. Alternatively, the integrated unit of the present invention may be stored in a computer-readable storage medium if it is implemented in the form of a software functional module and sold or used as a separate product. Based on such understanding, the technical solutions of the embodiments of the present invention may be essentially implemented or a part contributing to the prior art may be embodied in the form of a software product, which is stored in a storage medium and includes several instructions for causing a computer device (which may be a personal computer, a server, or a network device) to execute all or part of the methods described in the embodiments of the present invention. And the aforementioned storage medium includes: a removable storage device, a ROM, a RAM, a magnetic or optical disk, or various other media that can store program code.
While the preferred embodiments of the present application have been described, additional variations and modifications in those embodiments may occur to those skilled in the art once they learn of the basic inventive concepts. Therefore, it is intended that the appended claims be interpreted as including preferred embodiments and all alterations and modifications as fall within the scope of the application.
It will be apparent to those skilled in the art that various changes and modifications may be made in the present application without departing from the spirit and scope of the application. Thus, if such modifications and variations of the present application fall within the scope of the claims of the present application and their equivalents, the present application is intended to include such modifications and variations as well.
Claims (13)
1. A method for risk level determination, the method comprising:
determining a wind control rule corresponding to the asset to be monitored from a wind control rule base according to the asset type of the asset to be monitored; the wind control rule is used for indicating a risk calculation rule used when risk assessment is carried out on the assets to be monitored;
determining a wind control factor value corresponding to the asset to be monitored from a risk factor library according to the asset type and the wind control rule; wherein the wind control factor value is a parameter value of a wind control factor used for calculation in the risk calculation rule;
and carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, and determining the risk level of the assets to be monitored.
2. The method of claim 1, wherein before determining the wind control rule corresponding to the asset to be monitored from the wind control rule base according to the asset type of the asset to be monitored, the method further comprises:
acquiring a plurality of wind control rules determined by a user according to national regulation, enterprise preset regulation, product regulation and user-defined regulation, and corresponding relations between various asset types and various wind control rules;
and constructing the wind control rule base according to the obtained plurality of wind control rules and the corresponding relation between each asset type and each wind control rule.
3. The method of claim 2, wherein after obtaining a plurality of wind control rules determined by the user according to national regulatory regulations, enterprise pre-set regulatory regulations, product regulatory regulations, and user-defined regulatory regulations, and the correspondence between each asset type and each wind control rule, the method further comprises:
carrying out data standardization processing on the investment data, the transaction data, the clearing data, the valuation data and the three-party data, and storing the data into a wind control database;
determining a wind control factor value of a wind control rule corresponding to any asset type according to data included in the wind control database;
and constructing a risk factor library according to the wind control factor value.
4. The method of claim 1, wherein performing a wind control calculation on the asset to be monitored according to the wind control rule and the wind control factor value to determine a risk level of the asset to be monitored comprises:
determining a wind control rule condition corresponding to the assets to be monitored according to the related data of the assets to be monitored; the wind control rule condition is used for indicating a use condition that the wind control rule is established;
and carrying out wind control calculation on the assets to be monitored of the user according to the wind control rules, the wind control factor values and the wind control rule conditions, and determining the risk level of the assets to be monitored.
5. The method of claim 1, wherein the performing a wind control calculation on the asset to be monitored according to the wind control rule and the wind control factor value to determine the risk level of the asset to be monitored comprises:
carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, determining the risk level of the assets to be monitored, and generating a wind control report;
and displaying the risk level of the assets to be monitored and the wind control report on an application foreground module.
6. A risk level determination apparatus, characterized in that the apparatus comprises:
the wind control rule determining unit is used for determining a wind control rule corresponding to the asset to be monitored from a wind control rule base according to the asset type of the asset to be monitored; the wind control rule is used for indicating a risk calculation rule used when risk assessment is carried out on the assets to be monitored;
a wind control factor value determining unit, configured to determine, according to the asset type and the wind control rule, a wind control factor value corresponding to the asset to be monitored from a risk factor library; wherein the wind control factor value is a parameter value of a wind control factor used for calculation in the risk calculation rule;
and the risk grade determining unit is used for carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, and determining the risk grade of the assets to be monitored.
7. The apparatus of claim 6, further comprising a wind control rule base construction unit to:
acquiring a plurality of wind control rules determined by a user according to national regulation, enterprise preset regulation, product regulation and user-defined regulation, and corresponding relations between various asset types and various wind control rules;
and constructing the wind control rule base according to the obtained plurality of wind control rules and the corresponding relation between each asset type and each wind control rule.
8. The apparatus of claim 7, wherein the apparatus further comprises a risk factor library construction unit to:
carrying out data standardization processing on the investment data, the transaction data, the clearing data, the valuation data and the three-party data, and storing the data into a wind control database;
determining a wind control factor value of a wind control rule corresponding to any asset type according to data included in the wind control database;
and constructing a risk factor library according to the wind control factor value.
9. The apparatus of claim 6, wherein the risk level determination unit is further configured to:
determining a wind control rule condition corresponding to the assets to be monitored according to the related data of the assets to be monitored; the wind control rule condition is used for indicating a use condition that the wind control rule is established;
and carrying out wind control calculation on the assets to be monitored of the user according to the wind control rules, the wind control factor values and the wind control rule conditions, and determining the risk level of the assets to be monitored.
10. The apparatus according to claim 6, wherein the risk level determination unit is further configured to:
carrying out wind control calculation on the assets to be monitored according to the wind control rules and the wind control factor values, determining the risk level of the assets to be monitored, and generating a wind control report;
and displaying the risk level of the assets to be monitored and the wind control report on an application foreground module.
11. A computer device comprising a memory, a processor, and a computer program stored on the memory and executable on the processor,
the processor, when executing the computer program, realizes the steps of the method of any of claims 1-5.
12. A computer storage medium having computer program instructions stored thereon, wherein,
the computer program instructions, when executed by a processor, implement the steps of the method of any one of claims 1 to 5.
13. A computer program product comprising, in a computer readable medium,
the computer program product comprises: computer program code which, when run on a computer, causes the computer to perform the method according to any of the preceding claims 1-5.
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| CN114358911A (en) * | 2022-03-16 | 2022-04-15 | 深圳高灯计算机科技有限公司 | Invoicing data risk control method and device, computer equipment and storage medium |
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| Publication number | Priority date | Publication date | Assignee | Title |
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| CN114358911A (en) * | 2022-03-16 | 2022-04-15 | 深圳高灯计算机科技有限公司 | Invoicing data risk control method and device, computer equipment and storage medium |
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