CN109325857A - A kind of financial security management and risk control processing system and its operation method - Google Patents
A kind of financial security management and risk control processing system and its operation method Download PDFInfo
- Publication number
- CN109325857A CN109325857A CN201811097194.6A CN201811097194A CN109325857A CN 109325857 A CN109325857 A CN 109325857A CN 201811097194 A CN201811097194 A CN 201811097194A CN 109325857 A CN109325857 A CN 109325857A
- Authority
- CN
- China
- Prior art keywords
- rule
- real
- early warning
- rules
- time
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Pending
Links
- 238000000034 method Methods 0.000 title claims abstract description 113
- 238000012545 processing Methods 0.000 title claims abstract description 40
- 238000012954 risk control Methods 0.000 title claims abstract description 30
- 239000013065 commercial product Substances 0.000 claims description 10
- 238000012795 verification Methods 0.000 claims description 7
- 238000004891 communication Methods 0.000 claims description 4
- 230000005540 biological transmission Effects 0.000 claims description 3
- 235000013399 edible fruits Nutrition 0.000 claims 1
- 230000000694 effects Effects 0.000 abstract description 6
- 238000012544 monitoring process Methods 0.000 abstract description 2
- 238000007689 inspection Methods 0.000 description 2
- 230000003449 preventive effect Effects 0.000 description 2
- 238000009825 accumulation Methods 0.000 description 1
- 230000015572 biosynthetic process Effects 0.000 description 1
- 238000010276 construction Methods 0.000 description 1
- 238000012937 correction Methods 0.000 description 1
- 238000013480 data collection Methods 0.000 description 1
- 238000011161 development Methods 0.000 description 1
- 238000010586 diagram Methods 0.000 description 1
- 238000005516 engineering process Methods 0.000 description 1
- 230000007613 environmental effect Effects 0.000 description 1
- 230000001681 protective effect Effects 0.000 description 1
- GOLXNESZZPUPJE-UHFFFAOYSA-N spiromesifen Chemical compound CC1=CC(C)=CC(C)=C1C(C(O1)=O)=C(OC(=O)CC(C)(C)C)C11CCCC1 GOLXNESZZPUPJE-UHFFFAOYSA-N 0.000 description 1
- 238000006467 substitution reaction Methods 0.000 description 1
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
- G06Q10/063—Operations research, analysis or management
- G06Q10/0635—Risk analysis of enterprise or organisation activities
Landscapes
- Business, Economics & Management (AREA)
- Engineering & Computer Science (AREA)
- Human Resources & Organizations (AREA)
- Strategic Management (AREA)
- Economics (AREA)
- Entrepreneurship & Innovation (AREA)
- General Business, Economics & Management (AREA)
- Finance (AREA)
- Development Economics (AREA)
- Marketing (AREA)
- Accounting & Taxation (AREA)
- Theoretical Computer Science (AREA)
- General Physics & Mathematics (AREA)
- Physics & Mathematics (AREA)
- Educational Administration (AREA)
- Tourism & Hospitality (AREA)
- Quality & Reliability (AREA)
- Operations Research (AREA)
- Game Theory and Decision Science (AREA)
- Technology Law (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
Abstract
The present invention relates to data monitoring fields, disclose a kind of financial security management and risk control processing system and its operation method, pass through early warning processing module and method, commission that trading activity is generated, strike a bargain, hold position, market value, funds data count, and variation of ratio caused by changing to market conditions etc. calculates, can be to certain states close to risk defence line, and the state that risk causes mistake is had passed over, carry out alarming result output.Further, by the method that dynamic generation is regular in real time, early warning processing module can link with real-time processing module, cause mistake for having passed over risk, the trading instruction of some condition is prevented to pass through, to avoid the consequence of transaction risk further expansion.
Description
Technical field
The present invention relates to data monitoring field, especially a kind of financial security management and risk control processing system and its fortune
Row method.
Background technique
With the development of information technology, numerous investors, particularly institutional investor, more and more using transaction system
System, participates in securities futures trading.That trades is convenient, improves trading efficiency significantly, while also bring transaction risk.
Either internal risk control management, or external Risk Supervision requirement, all rely on the risk control energy in process of exchange
Power.
The stage according to locating for risk control can be divided into air control in advance, air control, subsequent air control in thing.Air control in advance
It is a kind of preventive control, passes through the interval with strategic point, it is contemplated that goes out Preventive and protective measure.Air control is that behavior is held in thing
Control during row can find the problem and prevent in time deviation.Subsequent air control is after practical action occurs, to analyze and compare
Difference between key point and standard makes the measure of mistake proofing correction.
Some transaction softwares on the market have the function of risk control.It is by built-in air control processing module.It is integrated with
Some real-time air control rule entries.To realize risk control.Process flow is: referring to when being placed an order or being removed one action transaction
When enabling, each transaction field data of trading instruction are taken out, air control list of rules is then traversed, passes through comparison rules entry one by one
Threshold condition, can verification, which check, passes through.Pass through if strictly all rules all check, then it is assumed that this time trading instruction meets air control
It is required that；If there is any rule inspection does not pass through, then it is considered as trading instruction and violates air control requirement.
Above-mentioned risk control function, by only can be carried out when the service fields information for including in previous trading instruction
The verification of the risk rule of limit is real-time risk control function.And in practical business environment, the risk range of real-time risk control
Limited, for the accumulation of multiple trading activity, and with the variation of market conditions, the risk for having more statistics classes occurs.
And above-mentioned risk rule entry be it is built-in in a program, parameter configuration software operation before just come into force, when other
After accumulative risk occurs, new rule entries can not be increased, also can not just prevent risk further expansion caused by subsequent transaction.
Summary of the invention
It is right the purpose of the present invention is to provide a kind of financial security management and risk control processing system and its operation method
Trading activity generate commission, strike a bargain, hold position, market value, funds data are counted, and to market conditions change caused by ratio
Variation etc. is calculated, can be to certain states close to risk defence line, and has passed over the state that risk causes mistake, into
The output of row alarming result.
To realize above-mentioned technical purpose and the technique effect, the invention discloses a kind of financial security management and wind
Danger control processing system, processing system front end receiver customer transaction information, it includes that data obtain that rear end, which receives managing configuration information,
Modulus block, rule configuration module, real-time rule process module, early warning rule process module, real-time rule generation module and data
Library；
Data acquisition module receives Trade Data Stream by network communication, therefrom obtains trading instruction, and record to database
In,
Rule configuration module is used to receive the configuration information of terminal transmission, including list of rules and parameter setting, records after verification
To database,
Real-time rule process module is referred to for reading current list of rules and parameter in real time with the transaction that data acquisition module inputs
Enable, successively match each rule entries, obtain whether it is matched as a result,
Early warning rule process module is for loading current early warning list of rules and parameter, from inquiring institute in early warning rule in database
The data needed, are calculated numerical result according to the mathematical formulae in rule, then carry out condition judgement with the threshold value of setting, obtain
Whether early warning as a result,
Real-time rule generation module links for generating real-time rule entries, and with real-time rule process module, is updated in real time
In list of rules,
Database is used to store transaction order data, list of rules and parameter settings data, what real-time rule process module generated
Matching result, the early warning result that early warning rule process module generates.
Wherein, the list that the list of rules in rule configuration module is made of the rule entries of a rule, each rule
Then entry describes a kind of item of risk control.
Wherein, the list of rules in rule configuration module includes real-time list of rules and early warning list of rules, real-time rule
Input of the list as real-time processing module, input of the early warning list of rules as early warning processing module.
Wherein, real-time rule generation module, with early warning rule process module as a result, generate new real-time rule entries,
It links with real-time rule process module, is added to real-time list of rules.
The invention also discloses a kind of financial security management and the operation method of risk control processing system, the operation methods
It is run based on above-mentioned processing system, includes early warning rules process method, the real-time rule and method of dynamic generation:
Early warning rules process method, according to the setting of terminal, periodically triggering is calculated, and generates corresponding early warning result；
The real-time rule and method of dynamic generation is based on early warning rule process module and real-time rule generation module, with early warning rule
Based on parameter, calculated result, a series of sub- conditional is generated, and by the relationship of logical AND, by the sub- conditional of generation
It combines, forms real-time rule, and link with real-time rule process module, be updated in real-time list of rules.
Wherein, early warning rules process method the following steps are included:
S1 inquires the parameter setting of early warning list of rules and these rules from database；
S2 is passed to Transaction Account number, the parameter of regularity of setting successively to each rule entries in list, carries out regular operation；
S3 carries out logical operation to each rule, and calculated result and the threshold value of setting is carried out condition judgement, if condition at
It is vertical, early warning is generated as a result, otherwise not generating result.
Preferably, early warning rules process method S3 specifically includes the following steps:
S31 inquires the Transaction Information or data of Transaction Account number in database according to the data demand of early warning rule itself,
S32 performs mathematical calculations, or obtain ratio to the information or data that inquiry obtains according to the formula that early warning rule describes
As a result, or obtain summarized results,
Calculated result and the threshold value of setting are carried out condition judgement by S33, if condition is set up, generate early warning as a result, otherwise not producing
Raw result.
Wherein, the real-time rule and method step neutron conditional of dynamic generation is made of lvalue, conditional operator, r value, son
The lvalue of conditional, including Transaction Account number, commercial product code, dealing direction, open flat mark, set protects mark, price and can number of deals
Amount.
Preferably, the real-time rule and method of dynamic generation specifically includes the following steps:
S1, Transaction Account number, commercial product code, set in parameter current protect mark, generate 3 equality conditions；
S2, the difference between current calculated result and threshold value of warning, retrospectively calculate go out the quantity that current commodity code can trade；
S3 calculates the direction that can be traded, opens flat mark, generates transaction direction, opens flat mark 2 equality condition.
The invention has the following advantages:
By early warning processing module and method, the commission generated to trading activity strikes a bargain, holds position, market value, funds data the present invention
It is counted, and caused ratio variation etc. is changed to market conditions and is calculated, it can be to certain shapes close to risk defence line
State, and the state that risk causes mistake is had passed over, carry out alarming result output.Further, pass through dynamic generation reality
When rule method, early warning processing module can link with real-time processing module, cause mistake for having passed over risk
, prevent the trading instruction of some condition from passing through, to avoid the consequence of transaction risk further expansion.
Detailed description of the invention
Fig. 1 is system construction drawing of the invention.
Fig. 2 is flow diagram of the invention.
Main component symbol description:
1: data acquisition module, 2: rule configuration module, 3: real-time rule process module, 4: early warning rule process module, 5: real
When rule generation module, 6: database.
Specific embodiment
In order to make the objectives, technical solutions, and advantages of the present invention clearer, with reference to embodiments, to the present invention
It is further elaborated.
As shown in Figure 1, the invention discloses a kind of financial security management and risk control processing system, processing system front end
Receive customer transaction information, rear end receive managing configuration information, include data acquisition module 1, rule configuration module 2, in real time
Rule process module 3, early warning rule process module 4, real-time rule generation module 5 and database 6；
Data acquisition module 1 receives Trade Data Stream by network communication, therefrom obtains trading instruction, and record to database 6
In,
Rule configuration module 2 is used to receive the configuration information of terminal transmission, including list of rules and parameter setting, records after verification
To database 6,
Real-time rule process module 3 is for reading current list of rules and parameter in real time, the transaction inputted with data acquisition module 1
Instruction, successively matches each rule entries, obtain whether it is matched as a result,
Early warning rule process module 4 is for loading current early warning list of rules and parameter, from being inquired in early warning rule in database 6
Numerical result is calculated according to the mathematical formulae in rule in required data, then carries out condition judgement with the threshold value of setting,
Obtain whether early warning as a result,
Real-time rule generation module 5 links for generating real-time rule entries, and with real-time rule process module 3, is updated to reality
When list of rules in,
Database 6 is generated for storing transaction order data, list of rules and parameter settings data, real-time rule process module 3
Matching result, early warning rule process module 4 generate early warning result.
Wherein, the list that the list of rules in rule configuration module 2 is made of the rule entries of a rule, each rule
Then entry describes a kind of item of risk control.
Wherein, the list of rules in rule configuration module 2 includes real-time list of rules and early warning list of rules, real-time rule
Input of the list as real-time processing module 3, input of the early warning list of rules as early warning processing module 3.
Wherein, real-time rule generation module 5, with early warning rule process module 4 as a result, generating new real-time regular item
Mesh, and rule process module 3 links in real time, is added to real-time list of rules.
As shown in Fig. 2, the invention also discloses a kind of financial security management and the operation method of risk control processing system,
The operation method is run based on above-mentioned processing system, includes early warning rules process method, the real-time rule and method of dynamic generation:
Early warning rules process method, according to the setting of terminal, periodically triggering is calculated, and generates corresponding early warning result；
The real-time rule and method of dynamic generation is based on early warning rule process module 4 and real-time rule generation module 5, with early warning rule
Parameter, based on calculated result, a series of sub- conditional is generated, and by the relationship of logical AND, by the sub- condition of generation
Formula is combined, and is formd real-time rule, and link with real-time rule process module 3, is updated in real-time list of rules.
Wherein, early warning rules process method the following steps are included:
S1 inquires the parameter setting of early warning list of rules and these rules from database 6；
S2 is passed to Transaction Account number, the parameter of regularity of setting successively to each rule entries in list, carries out regular operation；
S3 carries out logical operation to each rule, and calculated result and the threshold value of setting is carried out condition judgement, if condition at
It is vertical, early warning is generated as a result, otherwise not generating result.
Wherein, early warning rules process method S3 specifically includes the following steps:
S31 inquires the Transaction Information or data of Transaction Account number in database 6 according to the data demand of early warning rule itself,
S32 performs mathematical calculations, or obtain ratio to the information or data that inquiry obtains according to the formula that early warning rule describes
As a result, or obtain summarized results,
Calculated result and the threshold value of setting are carried out condition judgement by S33, if condition is set up, generate early warning as a result, otherwise not producing
Raw result.
Wherein, the real-time rule and method step neutron conditional of dynamic generation is made of lvalue, conditional operator, r value, son
The lvalue of conditional, including Transaction Account number, commercial product code, dealing direction, open flat mark, set protects mark, price and can number of deals
Amount.
The real-time rule and method of dynamic generation specifically includes the following steps:
S1, Transaction Account number, commercial product code, set in parameter current protect mark, generate 3 equality conditions；
S2, the difference between current calculated result and threshold value of warning, retrospectively calculate go out the quantity that current commodity code can trade；
S3 calculates the direction that can be traded, opens flat mark, generates transaction direction, opens flat mark 2 equality condition.
Embodiment 2
The present embodiment is specifically described based on embodiment 1 for embodiment 1, and present embodiment discloses a kind of finance peaces
Full management and risk control processing system, include data acquisition module 1, rule configuration module 2, real-time rule process module 3,
Early warning rule process module 4, real-time rule generation module 5 and database 6.
Data acquisition module 1, for receiving the data flow sent from transacting customer end, therefrom solving by network communication
Trading instruction is precipitated, and records to the database 6.Trading instruction, including lower single instrction, remove single instrction etc..Specifically.It places an order
Instruction includes Transaction Account number, commercial product code, dealing direction, opens the fields such as flat mark, set guarantor mark, commission price, commission quantity
Information.Removing single instrction includes the field informations such as Transaction Account number, commercial product code, order ticket index.Data acquisition module 1 is parsing
Out after trading instruction, transaction request can be given to real-time rule module, wait the inspection result of real-time rule module.If success
By checking, then continue the trading instruction to be sent to trading server.Otherwise, then disappearing for a failure is responded to transacting customer end
Breath.
Rule configuration module 2, for receiving configurating terminal, such as the configuration information that Web page is sent, content includes rule
List and parameter setting, after being verified to rule ID, number of parameters, parameter type, record to database 6.
Real-time rule process module 3, for reading current list of rules and setup parameter in real time, with data acquisition module 1
The trading instruction of input successively traverses each rule entries, inserts the field of trading instruction, and whether Rule of judgment formula is true.
If result is set up, i.e. proof trading instruction violates the rule entries, returns to matched result.If strictly all rules entry is equal
It is invalid, then return to unmatched result.
Wherein, regular in real time, it is with Transaction Account number, commercial product code, dealing direction, opens flat mark, set guarantor mark, number of deals
The fields such as amount, transaction amount are lvalue, are made of several comparison condition formulas, are the relationship of logical AND between conditional.
Such as a blacklist rule, forbid all stock account dealing olefinic carbons to move back (code: 000511).It is expressed as: ($
code== '000511' && $volume !=0)
| Key | $code | $volume |
| Operator | == | != |
| Value | ‘000511’ | 0 |
For another example a restriction rules, Hu-Shen 300 index stock price index futures (IF) single order ticket buys in quantity and must not exceed 2
Hand.It is expressed as:
($code== 'IF' && $direction =='B' && $volume >2 )
| Key | $code | $direction | $volume |
| Operator | == | == | > |
| Value | ‘IF’ | ‘B’ | 2 |
Early warning rule process module 4, periodically triggering calculating logic.For loading current early warning list of rules and parameter, from
In database 6 inquire early warning rule needed for data, numerical result is calculated according to the mathematical formulae in rule, then with
The threshold value of setting carries out condition judgement, obtain whether the result of early warning.The early warning rule, is a comparison condition formula, the left side
It is the mathematical formulae formed with one or more variables, the right is the variable for representing threshold value.Further, in practical calculating
In, variable is replaced with setup parameter, a numerical value is calculated through mathematical formulae as a result, later compared with threshold value carries out condition.
If condition is set up, early warning result is exported；If condition is invalid, early warning result is not exported.
For the matching of existing set protection amount degree.The so-called phase now covers protection amount degree, refers to a stock account and a futures account
Family applies to become after can carrying out set warranty way to exchange, based on the market value of holding position of stock (stock) account, as the phase
Goods account can carry out the amount of set guarantor, it can the market value of short sales 300 stock price index futures of Shanghai and Shenzhen (IF), according to the rules, set warranty
The empty single total market capitalisation of the IF on way, is not greater than the market value that stock is held position.
Firstly, inquiring all stocks of the stock account from database 6 using the stock account in parameter as querying condition
Hold position information and the recent quotation of these stocks.Secondly, traverse each stock certificate data of holding position, held position quantity with stock,
Multiplied by the recent quotation of the stock, the market value of holding position of the stock is obtained.Later, the market value of holding position for summarizing all stocks, as existing
Goods is always held position market value.Followed by, in parameter futures account and warehousing orientation be empty to for querying condition, from database 6
The sky for inquiring IF in the futures account is summarized to the recent quotation of hold position information and IF contract using above-mentioned same method
It is always held position market value.Then, with IF sky to total market capitalisation divided by market value of always holding position from stock, obtain a ratio result.Finally, handle
The ratio data if it is greater than threshold value, then generates early warning result compared with threshold value (being herein 1.0).Otherwise, early warning is not generated
As a result.
Further, some early warning rule, which has the attribute for generating rule in real time, after generating early warning result,
Input using numerical result as foundation, as real-time rule generation module 5.
Real-time rule generation module 5, it is raw according to dynamic rules for being input with the numerical result of the early warning rule
At method, real-time rule entries are generated, and are linked with real-time processing module, are updated in real-time list of rules.
The real-time rule entries of dynamic generation, are the methods for being different from built-in real-time rule entries, which is
State, be according to the context environmental of early warning result, formation condition relational expression.For still being matched to existing set protection amount degree, when upper
It states early-warning conditions to have set up, a dynamic realtime rule will be generated: forbidding selling the IF contract that opens a position.It is expressed as:
($code== 'IF' && $direction =='S' && $offset=='O' && $volume !=0 )
| Key | $code | $direction | $offset | $volume |
| Operator | == | == | == | != |
| Value | ‘IF’ | ‘S’ | ‘O’ | 0 |
Further, after the real-time taking effect rules, it will limitation IF contract sells opening transaction instruction, so that the phase be prevented now to cover
Protect the risk of market value difference further expansion.
In storage transaction data, risk rule parameter and threshold value setting and in real time, rule process module 3 produces database 6
Raw matching result, the early warning result that early warning rule process module 4 generates.Data acquisition module 1, rule configuration module 2, in real time
All with database 6 data exchange will occur for rule process module 3, early warning rule process module 4, real-time rule generation module 5.
The present embodiment also discloses the operation method of a kind of financial security management and risk control processing system, including following
Step:
Step S1: early warning list of rules and parameter prepare.
It is equal to early warning as querying condition using types value, all early warning list of rules is inquired from the database 6 and are set
Determine parameter, content includes early warning rule ID, rule template explanation, rule formula, number of parameters, parameter value, and wherein threshold value is also
A parameter.And illustrate according to rule template, to number of parameters, the type of each parameter, the range of parameter value, carry out item by item
Verification.
Step S2: traversal each rule entries.
Based on early warning list of rules above-mentioned, each rule entries are looped through, then successively execute step S31
To SS35.
Step S31: an early warning rule entries formula is calculated.
Each rule entries are passed to Transaction Account number, the parameter of regularity of setting, carry out regular operation.The calculating of one rule,
Following process can be passed through: firstly, conditionally inquiring under one or several Transaction Account numbers according to the data demand of rule itself
It holds position data, funds data etc..Secondly, to the data that inquiry obtains, perform mathematical calculations according to the formula of rule description, or
Ratio is obtained as a result, or obtaining summarized results.
Step S32: one rule entry of condition distinguishing.
By the calculating of preceding step, a calculated result is obtained, calculated result and the threshold value of setting are carried out condition ratio
Compared with if condition establishment, generates and verifies successful result.If condition is invalid, the result of verification failure is generated
Step S33: result feedback and storage.
Rule above-mentioned is examined, the result for succeeding or failing.As a result it records first into database 6, and result is anti-
It feeds data collection module.
Step S34: a rule entry is generated.
It is input with the parameter of early warning rule above-mentioned, calculated result, generates a series of sub- conditional.The sub- item
Part formula is made of lvalue, conditional operator, r value.The lvalue of sub- conditional, including Transaction Account number, commercial product code, dealing side
To, open flat mark, set protects mark, price, can number of transaction and other information.Firstly, Transaction Account number, commodity in parameter current
Code, set protect mark, generate 3 conditional equalities.Secondly, the difference between current calculated result and threshold value of warning, retrospectively calculate
The quantity that current commodity code can trade out；Further, it calculates the direction that can be traded, open flat mark.Later, it generates
Flat mark 2 conditional equality is opened in transaction direction.Finally, generating comparison condition formula or generation quantity conditional, or generate the amount of money
Conditional.
Step S35: link real-time rule process module 3.
In real-time rule process module 3, there is the caching of a real-time rule process sequence, store reality to be processed
When list of rules.The real-time air control rule entries that step S34 is generated are updated to reality by the interface of real-time rule process module 3
When rule process sequence in.The process of update are as follows: with the ID of real-time rule entries to index, quickly searched by dichotomy, be
No existing rule ID, by the content of meta-rule entry, is updated directly to new regular item if the existing rule ID
Mesh.If the rule ID is not present by searching, then a new index is established, index lvalue is new rule ID, and r value is
New rule entries.
The foregoing is only a preferred embodiment of the present invention, but scope of protection of the present invention is not limited thereto,
In the technical scope disclosed by the present invention, any changes or substitutions that can be easily thought of by anyone skilled in the art,
It should be covered by the protection scope of the present invention.
Claims (9)
1. a kind of financial security management and risk control processing system, which is characterized in that the processing system front end receiver is used
Family Transaction Information, rear end receive managing configuration information, include data acquisition module, rule configuration module, real-time rule process
Module, early warning rule process module, real-time rule generation module and database；
The data acquisition module receives Trade Data Stream by network communication, therefrom obtains trading instruction, and record to number
According in library,
The rule configuration module is used to receive the configuration information of terminal transmission, including list of rules and parameter setting, verification
After record to database,
The real-time rule process module is for reading current list of rules and parameter in real time, with data acquisition module input
Trading instruction, successively matches each rule entries, obtain whether it is matched as a result,
The early warning rule process module inquires pre- police regulations for loading current early warning list of rules and parameter from database
Numerical result is calculated according to the mathematical formulae in rule in data needed for then, then carries out condition with the threshold value of setting
Judgement, obtain whether early warning as a result,
The real-time rule generation module links for generating real-time rule entries, and with real-time rule process module, updates
Into real-time list of rules,
The database is for storing transaction order data, list of rules and parameter settings data, real-time rule process module
The matching result of generation, the early warning result that early warning rule process module generates.
2. a kind of financial security management as described in claim 1 and risk control processing system, it is characterised in that: the rule
The then list that the list of rules in configuration module is made of the rule entries of a rule, each rule entries, describes one
The item of kind risk control.
3. a kind of financial security management as claimed in claim 2 and risk control processing system, it is characterised in that: the rule
Then the list of rules in configuration module includes real-time list of rules and early warning list of rules, and the real-time list of rules is as real
When processing module input, input of the early warning list of rules as early warning processing module.
4. a kind of financial security management as described in claim 1 and risk control processing system, it is further characterized in that: it is described
Real-time rule generation module, with early warning rule process module as a result, generating new real-time rule entries and real-time rule process
Module linkage, is added to real-time list of rules.
5. the operation method of a kind of financial security management and risk control processing system, it is characterised in that: the operation method base
It include early warning rules process method, dynamic generation rule side in real time in any processing system operation of claim 1-4
Method:
The early warning rules process method, according to the setting of terminal, periodically triggering is calculated, and generates corresponding early warning knot
Fruit；
The real-time rule and method of the dynamic generation is based on early warning rule process module and real-time rule generation module, with early warning
The parameter of rule based on calculated result, generates a series of sub- conditional, and by the relationship of logical AND, by the son of generation
Conditional is combined, and is formd real-time rule, and link with real-time rule process module, is updated to real-time list of rules
In.
6. the operation method of a kind of financial security management as claimed in claim 5 and risk control processing system, feature exists
In: the early warning rules process method the following steps are included:
S1 inquires the parameter setting of early warning list of rules and these rules from database；
S2 is passed to Transaction Account number, the parameter of regularity of setting successively to each rule entries in list, carries out regular operation；
S3 carries out logical operation to each rule, and calculated result and the threshold value of setting is carried out condition judgement, if condition at
It is vertical, early warning is generated as a result, otherwise not generating result.
7. the operation method of a kind of financial security management as claimed in claim 5 and risk control processing system, feature exists
In: the early warning rules process method S3 specifically includes the following steps:
S31 inquires the Transaction Information or data of Transaction Account number in database according to the data demand of early warning rule itself,
S32 performs mathematical calculations, or obtain ratio to the information or data that inquiry obtains according to the formula that early warning rule describes
As a result, or obtain summarized results,
Calculated result and the threshold value of setting are carried out condition judgement by S33, if condition is set up, generate early warning as a result, otherwise not producing
Raw result.
8. the operation method of a kind of financial security management as claimed in claim 5 and risk control processing system, feature exists
In: sub- conditional described in the real-time rule and method step of the dynamic generation is made of lvalue, conditional operator, r value,
The lvalue of the sub- conditional, including Transaction Account number, commercial product code, dealing direction, open flat mark, set protects mark, price and
It can number of transaction.
9. the operation method of a kind of financial security management as claimed in claim 8 and risk control processing system, feature exists
In: the real-time rule and method of the dynamic generation specifically includes the following steps:
S1, Transaction Account number, commercial product code, set in parameter current protect mark, generate 3 equality conditions；
S2, the difference between current calculated result and threshold value of warning, retrospectively calculate go out the quantity that current commodity code can trade；
S3 calculates the direction that can be traded, opens flat mark, generates transaction direction, opens flat mark 2 equality condition.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201811097194.6A CN109325857A (en) | 2018-09-20 | 2018-09-20 | A kind of financial security management and risk control processing system and its operation method |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201811097194.6A CN109325857A (en) | 2018-09-20 | 2018-09-20 | A kind of financial security management and risk control processing system and its operation method |
Publications (1)
| Publication Number | Publication Date |
|---|---|
| CN109325857A true CN109325857A (en) | 2019-02-12 |
Family
ID=65265207
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| CN201811097194.6A Pending CN109325857A (en) | 2018-09-20 | 2018-09-20 | A kind of financial security management and risk control processing system and its operation method |
Country Status (1)
| Country | Link |
|---|---|
| CN (1) | CN109325857A (en) |
Cited By (5)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN110992045A (en) * | 2019-11-15 | 2020-04-10 | 安徽海汇金融投资集团有限公司 | Method and system for monitoring abnormal risk of transfer of accounts receivable and debt right |
| CN111861216A (en) * | 2020-07-22 | 2020-10-30 | 浪潮云信息技术股份公司 | Efficient early warning method and system based on business data |
| CN112712432A (en) * | 2020-12-30 | 2021-04-27 | 上海金仕达软件科技有限公司 | Wind control method, device and system and storage medium |
| CN113450200A (en) * | 2020-03-25 | 2021-09-28 | 上海欧冶金融信息服务股份有限公司 | Multi-level interactive risk early warning system |
| CN114998022A (en) * | 2022-05-10 | 2022-09-02 | 兴业银行股份有限公司 | Compliance risk control method and system |
Citations (9)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US20100223201A1 (en) * | 2007-08-20 | 2010-09-02 | Chicago Mercantile Exchange, Inc. | Out of Band Credit Control |
| US8019638B1 (en) * | 2002-08-21 | 2011-09-13 | DecisionStreet, Inc. | Dynamic construction of business analytics |
| CN105590158A (en) * | 2014-12-30 | 2016-05-18 | 中国银联股份有限公司 | Transaction risk real-time control system |
| CN105976242A (en) * | 2016-04-21 | 2016-09-28 | 中国农业银行股份有限公司 | Transaction fraud detection method and system based on real-time streaming data analysis |
| CN107464019A (en) * | 2017-08-02 | 2017-12-12 | 余安 | A kind of financial events method for early warning |
| CN107886431A (en) * | 2017-10-18 | 2018-04-06 | 上海瀚银信息技术有限公司 | Financial air control system based on big data and artificial intelligence |
| CN107977787A (en) * | 2017-11-30 | 2018-05-01 | 上海龙弈信息科技有限公司 | A kind of transaction risk control processing system and method |
| CN108062629A (en) * | 2017-12-26 | 2018-05-22 | 平安科技（深圳）有限公司 | Processing method, terminal device and the medium of transaction event |
| US10007949B2 (en) * | 2012-10-19 | 2018-06-26 | Trading Technologies International, Inc. | Visual depiction of warnings and errors |
-
2018
- 2018-09-20 CN CN201811097194.6A patent/CN109325857A/en active Pending
Patent Citations (9)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US8019638B1 (en) * | 2002-08-21 | 2011-09-13 | DecisionStreet, Inc. | Dynamic construction of business analytics |
| US20100223201A1 (en) * | 2007-08-20 | 2010-09-02 | Chicago Mercantile Exchange, Inc. | Out of Band Credit Control |
| US10007949B2 (en) * | 2012-10-19 | 2018-06-26 | Trading Technologies International, Inc. | Visual depiction of warnings and errors |
| CN105590158A (en) * | 2014-12-30 | 2016-05-18 | 中国银联股份有限公司 | Transaction risk real-time control system |
| CN105976242A (en) * | 2016-04-21 | 2016-09-28 | 中国农业银行股份有限公司 | Transaction fraud detection method and system based on real-time streaming data analysis |
| CN107464019A (en) * | 2017-08-02 | 2017-12-12 | 余安 | A kind of financial events method for early warning |
| CN107886431A (en) * | 2017-10-18 | 2018-04-06 | 上海瀚银信息技术有限公司 | Financial air control system based on big data and artificial intelligence |
| CN107977787A (en) * | 2017-11-30 | 2018-05-01 | 上海龙弈信息科技有限公司 | A kind of transaction risk control processing system and method |
| CN108062629A (en) * | 2017-12-26 | 2018-05-22 | 平安科技（深圳）有限公司 | Processing method, terminal device and the medium of transaction event |
Cited By (6)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN110992045A (en) * | 2019-11-15 | 2020-04-10 | 安徽海汇金融投资集团有限公司 | Method and system for monitoring abnormal risk of transfer of accounts receivable and debt right |
| CN110992045B (en) * | 2019-11-15 | 2024-03-22 | 安徽海汇金融投资集团有限公司 | Method and system for monitoring abnormal risk of account-receivables and right-of-way flows |
| CN113450200A (en) * | 2020-03-25 | 2021-09-28 | 上海欧冶金融信息服务股份有限公司 | Multi-level interactive risk early warning system |
| CN111861216A (en) * | 2020-07-22 | 2020-10-30 | 浪潮云信息技术股份公司 | Efficient early warning method and system based on business data |
| CN112712432A (en) * | 2020-12-30 | 2021-04-27 | 上海金仕达软件科技有限公司 | Wind control method, device and system and storage medium |
| CN114998022A (en) * | 2022-05-10 | 2022-09-02 | 兴业银行股份有限公司 | Compliance risk control method and system |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| CN109325857A (en) | A kind of financial security management and risk control processing system and its operation method | |
| Zhou et al. | On the just-in-time discovery of profit-generating transactions in defi protocols | |
| US7761379B2 (en) | Mass compromise/point of compromise analytic detection and compromised card portfolio management system | |
| Camino et al. | Finding suspicious activities in financial transactions and distributed ledgers | |
| US20150317749A1 (en) | System and Method for Characterizing Financial Messages | |
| CN110503295A (en) | Risk analysis method, device, computing terminal and the storage medium of supply chain finance | |
| CN110263024A (en) | Data processing method, terminal device and computer storage medium | |
| CN109948704A (en) | A transaction monitoring method and device | |
| CN114118816B (en) | Risk assessment method, apparatus, device and computer storage medium | |
| CN111444232A (en) | Method for mining digital currency exchange address and storage medium | |
| CN110033123A (en) | Method and apparatus for business assessment | |
| CN116503177A (en) | Financial business risk assessment method based on big data and big data wind control platform | |
| CN118469298A (en) | Business risk prediction method and system based on big data analysis | |
| US20140289085A1 (en) | System and Method For Identifying Suspicious Financial Transactions | |
| CN106529953A (en) | Method and device for carrying out risk identification on business attributes | |
| CN116126975A (en) | Multi-attribute digital integrating circulation system based on commercial blockchain technology | |
| CN117952620B (en) | Commission settlement method and system for restoring online rate of statement based on data processing | |
| CN112348522A (en) | Wind control detection system based on FPGA regular expression | |
| CN112199360A (en) | Data processing method, device, equipment and medium | |
| CN114116799B (en) | Method, device, terminal and storage medium for identifying abnormal transaction loop | |
| CN114708090A (en) | Risk identification device for bank payment business based on big data | |
| CN114091109A (en) | Cross-border e-commerce platform data verification method, system, terminal and storage medium | |
| Khomnotai et al. | Detecting fraudsters in online auction using variations of neighbor diversity | |
| Mauliddiah | Implementation Graph Database Framework for Credit Card Fraud Detection | |
| US8977564B2 (en) | Billing account reject solution |
Legal Events
| Date | Code | Title | Description |
|---|---|---|---|
| PB01 | Publication | ||
| PB01 | Publication | ||
| SE01 | Entry into force of request for substantive examination | ||
| SE01 | Entry into force of request for substantive examination | ||
| WD01 | Invention patent application deemed withdrawn after publication | ||
| WD01 | Invention patent application deemed withdrawn after publication |
Application publication date: 20190212 |