TW202123142A - System and method for managing transaction risk - Google Patents

Abstract

The present invention discloses a system and a method for managing transaction risk. The system comprises a price receiving module, an inventory washing module, and an order washing module. The price receiving module receives the price of at least one commodity. The inventory washing module updates a price list according to the obtained price of the at least one commodity. And a commodity margin list is calculated according to the price list and the inventory list, and the commodity margin list is associated with the commodity margin corresponding to all the commodities held by a plurality of customer accounts. When the order washing module receives a transaction instruction associated with an order content, the commodity margin list is obtained from the inventory washing module, and an original margin is calculated according to the order content and the commodity margin list.

Description

Transaction risk control and management system and transaction risk control and management method

The present invention relates to a control and management system and a control and management method, in particular to a transaction risk control and management system and a transaction risk control and management method.

Generally speaking, in the trading of securities or futures, customers need to open a personal account before the business premises of the securities firm or futures firm and put a considerable amount in the personal account before they can start trading. For example, if a customer wants to buy or sell a specified commodity, the customer needs to place an order first, and then the trading system of the securities firm or futures dealer must check whether the remaining amount in the customer's personal account is sufficient to buy or sell the specified commodity. When the remaining amount in the client's personal account is insufficient, the trading system of the securities firm or futures firm cannot allow the client to trade, so as to avoid taking excessive risks.

In practice, the trading system of a securities firm or futures firm will only look up the current price of a specified commodity from the database of the securities firm or futures firm after receiving the client's order. Then, the trading system of the securities firm or futures firm can calculate the amount of margin required to buy or sell the specified commodity, and check whether the remaining available margin in the client's personal account is sufficient to complete the transaction. However, because the prices of various commodities on the trading market change extremely fast, and enterprise-level customers who specialize in financial operations often conduct high-frequency transactions, for example, they may place frequent orders within a few milliseconds. At this time, if the risk check time of the trading system of the securities firm or futures firm is too long, it is likely to delay the sending of the customer's order, so there is no way to accurately buy or sell at the price set in the order, and the increase is unpredictable risks of. Therefore, the industry needs a new transaction risk control system and method to further shorten the time for risk review to facilitate the rapid completion of transactions.

The invention provides a transaction risk control and management system, which can reduce the delay of risk control and management, so that the customer can complete the transaction more quickly after submitting an order.

The present invention provides a transaction risk control and management system, which includes a market information receiving module, an inventory washing price module, and a commission order washing price module. The market information receiving module receives the product market information of at least one product. The inventory washing module is coupled to the market information receiving module, and when obtaining the product market information of the at least one product, it updates the market price list according to the product market information of the at least one product, and calculates the product margin list according to the market price list and the inventory list. The margin list is associated with the commodity margin corresponding to all commodities held by multiple client accounts. The order washing price module is coupled to the inventory washing price module. When receiving a transaction instruction related to the content of the order, it obtains the commodity margin list from the inventory washing module, and calculates the association based on the order content and the commodity deposit list The original margin for the content of the order.

In some embodiments, the risk control system may further include an inventory database for maintaining an inventory list, and the inventory list may record all types of commodities and corresponding quantities of commodities held by the plurality of customer accounts. In addition, the risk control management system may further include a commodity database to maintain a market quotation list, which may record commodity quotations corresponding to all types of commodities held by the multiple customer accounts. In addition, when the inventory price washing module obtains the commodity quotation of at least one commodity, it can further determine whether the at least one commodity is included in all commodity types held by the multiple customer accounts according to the inventory list. When the inventory list indicates that the at least one product is not included in all product types held by the multiple customer accounts, the inventory washing module may not update the market quotation list.

In some embodiments, the inventory wash price module may further calculate the available margin of the entire account associated with each customer account based on the market quotation list and the inventory list, and the content of the order form may be at least associated with the first of the multiple customer accounts. A client account. In addition, the risk control system can further include a risk check module, which is coupled to the inventory washing module and the order washing module to compare the original margin and the entire account associated with the first customer account. Usable margin, when the available margin of the entire account associated with the first client account is not less than the original margin, a verification pass instruction is generated. In addition, the risk control system can further include an order receiving module and an order sending module. The order order receiving module is coupled to the order order washing module for receiving transaction instructions related to the order order content. The order sending module is coupled to the risk check module to send out the order content corresponding to the check passed instruction.

The invention provides a transaction risk control and management method, which can reduce the delay of risk control and management, so that the customer can complete the transaction more quickly after submitting an order.

The present invention provides a transaction risk control method, which includes the following steps. First, receive the commodity quotation of at least one commodity at a preset time interval. When the commodity quotation of the at least one commodity is obtained, the quotation list is updated according to the commodity quotation of the at least one commodity. In addition, the product margin list is calculated based on the market quotation list and the inventory list, and the product margin list is associated with the product margins corresponding to all the products held by multiple client accounts. In addition, upon receiving a transaction instruction related to the content of the order, calculate the original margin associated with the content of the order according to the content of the order and the list of commodity deposits.

In some embodiments, the transaction risk control method may further include the following steps. An inventory database is provided, and the inventory database is used to maintain an inventory list. The inventory list records all types of products and corresponding product quantities held by the multiple customer accounts. In addition, a commodity database is provided to maintain a market quotation list, which records commodity quotations corresponding to all types of commodities held by the multiple customer accounts. In addition, when obtaining the commodity quotation of the at least one commodity, in the step of updating the quotation list according to the commodity quotation of the at least one commodity, it is further possible to determine according to the inventory list among all commodity types held by the multiple client accounts, Whether to include the at least one commodity. When the inventory list indicates that the at least one commodity is not included in all commodity types held by the multiple client accounts, the market quotation list is not updated.

In some embodiments, the transaction risk control method may further include calculating the entire accountable margin associated with each customer account based on the market quotation list and the inventory list, and the order form content may be at least associated with the multiple customer accounts. The first customer account. In addition, the transaction risk control method may further include the following steps to compare the original margin and the entire accountable margin associated with the first client account. In addition, when the available margin of the entire account associated with the first customer account is not less than the original margin, a verification pass instruction is generated.

In summary, the transaction risk control system and transaction risk control method provided by the present invention can pre-calculate the commodity margin corresponding to all commodities. Therefore, after the customer submits the order, the original margin required by the order can be quickly calculated. In addition, the transaction risk control system and transaction risk control method provided by the present invention can also pre-calculate the entire accountable margin of each customer account. After the customer submits an order, it can also quickly compare the original margin and the entire account's available margin, making the risk check faster.

The features, objectives and functions of the present invention will be further disclosed below. However, the following are only examples of the present invention, and should not be used to limit the scope of the present invention, that is, all equivalent changes and modifications made in accordance with the scope of the patent application of the present invention will still be the essence of the present invention. Without departing from the spirit and scope of the present invention, it should be regarded as a further implementation aspect of the present invention.

Please refer to FIG. 1. FIG. 1 is a functional block diagram of a transaction risk control system according to an embodiment of the present invention. As shown in FIG. 1, the transaction risk control system 1 of this embodiment can be used in some financial transactions, such as trading securities or futures, so that customers can purchase or sell commodities through the transaction risk control system 1. Here, the transaction risk control management system 1 may include a market information receiving module 10, an inventory washing price module 11, an inventory database 12, a commodity database 13, a commission order receiving module 14, a commission order washing module 15, and risk With the verification module 16 and the order sending module 17, the transaction risk control system 1 may be a computer, a server, a cloud device or a distributed system, which is not limited in this embodiment. Each module in the transaction risk control system 1 is described below.

The market information receiving module 10 can receive the product market information of at least one product. In one example, the market information receiving module 10 may also be monitoring the market information of products connected to the Internet at any time. In practice, as long as the market quotation receiving module 10 can normally connect to an external exchange terminal (not shown) through the Internet to receive the latest product quotation of one or more commodities, it should conform to the market quotation of this embodiment. The category of the receiving module 10.

The inventory price washing module 11 is coupled to the market information receiving module 10, and when obtaining the product market information of the at least one product, the inventory price washing module 11 can update the market price list according to the product market information of the at least one product. In addition, the inventory washing module 11 may calculate a commodity margin list based on the market quotation list and the inventory list, and the commodity margin list is associated with the commodity margins corresponding to all commodities held by multiple customer accounts. In practice, after the market information receiving module 10 obtains the product market information of the product, it will be sent to the inventory price washing module 11 for subsequent processing. Here, the inventory price washing module 11 may record an inventory list, and the inventory list may record information of all customers who use the transaction risk control system 1.

Taking a practical example, suppose there are two customers who can log in and operate the transaction risk control system 1 to execute transactions, which means that the transaction risk control system 1 has set up two customer accounts. At this time, the inventory list can record all the types of commodities held by each customer account and the commodity information corresponding to each type of commodity. For example, the inventory list may record that the first customer account (such as the first customer account) has bought 1 item A and sold 2 items of B item, and the second customer account has sold 1 item A 2 C products have been bought. It can be seen from the above that the commodity types recorded in the inventory list include three commodities A, B, and C, and the current holding status of the three commodities A, B, and C are also recorded. In addition, the market quotation list can record the current market quotations (current prices) of the three commodities A, B, and C. Based on this, the inventory washing price module 11 can calculate the commodity margin required for each of the three commodities A, B, and C. . For example, the market quotation list may record that the quotation of commodity A is 50 points per mouth, the quotation of commodity B is 10,000 points per mouth, and the quotation of commodity C is 40 points per mouth. Assume that the inventory washing price module 11 can calculate that the product margin required to buy 1 product A is 28,750 yuan, the product margin required to buy 1 product B is 94,000 yuan, and the product margin required to buy 1 product C is 10,800 Yuan, the commodity deposits required for each of the three commodities A, B, and C can be sorted into a commodity deposit list.

It is worth mentioning that the market information receiving module 10 will transmit the received market information of various commodities to the inventory price washing module 11. Since the market information receiving module 10 receives the market information of various commodities very frequently, that is, the market information list can be regular The ground is updated. Correspondingly, when the inventory price washing module 11 updates the market quotation list, it will also calculate the product margin list again, so that the product margin list is in a state that is up to date and available at any time.

In an example, suppose that the market information receiving module 10 transmits the market information of the product A and the product D to the inventory price washing module 11, and the inventory price washing module 11 can first look up the inventory list to determine which products the two customers have. Taking the foregoing example as an example, since the inventory list contains data related to product A, the inventory price washing module 11 updates the market quotation list according to the latest market quotation of the product A just received. On the other hand, since there is no data related to product D in the inventory list, the inventory washing module 11 does not need to update the market list, that is, it can be regarded as the inventory washing module 11 not processing the market information of the product D, or it can also It is considered that the inventory washing module 11 does not update the commodity margin list, and this embodiment is not limited here.

In one example, the aforementioned inventory list and quotation list can be maintained by the inventory database 12 and the product database 13, respectively. The inventory database 12 and the product database 13 may be located in different computers, devices, or the cloud. , This embodiment is not limited here. Of course, the aforementioned inventory list and market quotation list may also be directly stored in the internal memory of the inventory washing price module 11. Therefore, the transaction risk control system 1 does not necessarily define the inventory database 12 and the commodity database 13, and the inventory data The library 12 and the commodity database 13 do not necessarily have specific hardware devices.

Returning to the foregoing example, after the inventory washing price module 11 updates the product margin list based on the data provided by the market receiving module 10, the inventory washing price module 11 can further associate the updated market price list and inventory list calculation with each other. The entire account of a client account can use the margin. Continuing the above example, since the inventory list records that the first customer account has bought 1 item A and sold 2 items B, comparing the contents recorded in the product margin list, buying A product requires a product margin of 28,750 yuan , Plus a commodity deposit of 188,000 yuan (2x94,000) is required to sell commodity B. In other words, at least 216,750 yuan of commodity deposit is required in the first customer account. At this point, assuming that there is 500,000 yuan in the first customer account, it can be calculated that the current amount that can be used by the first customer account is 283,250 yuan. Here, in this embodiment, it is said that the amount (283,250 yuan) that can be used by the first customer account is the margin that can be used by the entire account of the first customer account.

Please continue to refer to Figure 1. The transaction risk control management system 1 may also have an order order receiving module 14 and an order order washing module 15. The order order receiving module 14 is coupled to the order order washing module 15, and the order order receiving module 14 The module 14 can be used to receive transaction instructions related to the content of the order. The order washing price module 15 is also coupled to the inventory washing price module 11. When receiving a transaction instruction related to the content of the order, it obtains the product margin list from the inventory washing module 11, and based on the content of the order and the goods Margin list, calculate the original margin related to the content of the order. Following the above example, the user can also use the order receiving module 14 to trade commodities as the first customer account. At this time, the order order receiving module 14 will receive the transaction instruction associated with the order order content, and transmit the order order content to the order order washing module 15.

Here, assuming that the order receiving module 14 receives the first customer account, the order content is to buy 4 A products, then the order washing module 15 needs to obtain the latest product deposit from the inventory washing module 11. In order to calculate how much original margin is required for the current transaction behavior of the first customer account (buying 4 A commodities). As mentioned above, because the inventory washing module 11 frequently updates the commodity margin list, when the order washing module 15 requests the inventory washing module 11 to provide the commodity guarantee list, the inventory washing module 11 does not currently It needs to be recalculated and the latest commodity margin list can be directly provided to the order washing price module 15. Taking the foregoing example as an example, the commission order washing module 15 can directly calculate the original margin of 115,000 yuan (4x28,750) required to buy 4 A commodities based on the latest commodity margin list.

Please continue to refer to Figure 1. The transaction risk control management system 1 may also have a risk check module 16 and a commission order sending module 17. The risk check module 16 is respectively coupled to the inventory washing module 11 and the commission order washing module. Group 15 and order sending module 17. The risk checking module 16 can compare the original margin and the entire accountable margin associated with the first customer account. When the entire accountable margin associated with the first customer account is not less than the original margin, a verification pass instruction is generated. Continuing the above example, the inventory washing price module 11 has calculated that the current available margin for the entire account of the first customer account is 283,250 yuan, and the commission order washing price module 15 has calculated that it takes 115,000 yuan to buy 4 items of A Original margin. After the risk checking module 16 receives the original margin, the risk checking module 16 can compare the size of the available margin of the entire household and the original margin. As mentioned above, since the available margin for the entire account of the first customer account is 283,250 yuan, which is greater than the original margin required to buy 4 A commodities of 115,000 yuan, the risk verification module 16 will generate a verification pass instruction.

Conversely, if the risk checking module 16 determines that the available margin for the entire household is less than the original margin, the risk checking module 16 will generate a check failure instruction and feed back information to the user that the transaction has failed. In addition, when the risk check module 16 passes the check, the order form sending module 17 will send the order form content after receiving the check pass instruction. For example, the order sending module 17 may send a transaction request to buy 4 A commodities to the exchange terminal to execute the transaction specified by the user.

In order to explain the transaction risk control method of the present invention, please refer to FIG. 1 and FIG. 2 together. FIG. 2 is a flowchart of the steps of the transaction risk control method according to an embodiment of the present invention. As shown in the figure, in step S20, the market information receiving module 10 may receive the product market information of at least one product at an interval of a preset time. In step S22, when the inventory price washing module 11 obtains the commodity quotation of at least one commodity, the inventory washing price module 11 updates the quotation list according to the commodity quotation of the at least one commodity. In step S24, the inventory washing module 11 calculates a product margin list based on the market quotation list and the inventory list, and the product margin list is associated with the product margins corresponding to all the products held by multiple customer accounts. In step S26, when the commission order washing module 15 receives the transaction instruction related to the content of the commission order, it will obtain the commodity margin list from the inventory washing module 11, and calculate the association based on the commission order content and the commodity margin list The original margin for the content of the order. The remaining steps of the transaction risk control method have been described in detail in the foregoing embodiment of the transaction risk control system 1, and this embodiment will not be repeated here.

In summary, the transaction risk control system and transaction risk control method provided by the present invention update the commodity market and pre-calculate the commodity margin list corresponding to all commodities when the market is received, instead of submitting an order form to the customer The calculation starts later. Therefore, after the customer submits the order, he can directly obtain the current latest commodity margin list, and quickly calculate the original margin required by the order. In addition, the transaction risk control system and transaction risk control method provided by the present invention can also pre-calculate the entire accountable margin of each customer account. After the customer submits an order, it can also quickly compare the original margin and the entire account's available margin, which shortens the risk review time.

1: Transaction risk control system 10: Market receiving module 11: Inventory washing price module 12: Inventory database 13: Commodity database 14: Order receiving module 15: Order washing price module 16: Risk Check Module 17: Order delivery module S20~S26: Step flow

FIG. 1 is a functional block diagram of a transaction risk control system according to an embodiment of the present invention.

FIG. 2 is a flowchart showing the steps of a method for controlling transaction risk according to an embodiment of the present invention.

1: Transaction risk control system

10: Market receiving module

11: Inventory washing price module

12: Inventory database

13: Commodity database

14: Order receiving module

15: Order washing price module

16: Risk Check Module

17: Order delivery module

Claims (17)

A transaction risk control system, including: A quote receiving module, which receives commodity quotes of at least one commodity; An inventory price washing module, coupled to the market information receiving module, when obtaining the product market information of the at least one product, updates the market price list based on the product market information of the at least one product, and calculates a market price list based on the market price list and an inventory list Commodity margin list, which is associated with the commodity margins corresponding to all commodities held by multiple client accounts; and A commission order washing price module, coupled to the inventory washing price module, upon receiving a transaction instruction related to the content of a commission order, obtains the commodity margin list from the inventory washing module, and according to the order order The content and the commodity deposit list, calculate an original deposit related to the content of the order. For example, the transaction risk control system described in claim 1 further includes an inventory database for maintaining the inventory list, and the inventory list records all types of products and corresponding product information held by the customer accounts. For example, the transaction risk control system described in claim 2 further includes a commodity database for maintaining the market quotation list, and the quotation list records commodity quotations corresponding to all types of commodities held by the customer accounts. For example, in the transaction risk control system described in claim 3, when the inventory price washing module obtains the commodity quotation of the at least one commodity, it further determines whether among all commodity types held by the client accounts according to the inventory list Contains the at least one product. For example, the transaction risk control system according to claim 4, wherein when the inventory list indicates that the at least one product is not included in all types of products held by the customer accounts, the inventory washing module does not update the market list and Do not update the product margin list. For example, the transaction risk control system according to claim 4, wherein when the inventory list indicates that all the types of products held by the customer accounts include the at least one product, the inventory washing module is further based on the product margin list and The inventory list calculates an entire accountable margin associated with each client account. The transaction risk control system according to claim 6, wherein the order content is at least associated with a first client account among the client accounts. The transaction risk control system described in claim 7 further includes: A risk checking module, coupled to the inventory washing module and the commission order washing module, for comparing the original margin and the entire accountable margin associated with the first customer account, when associated with the When the available margin for the entire account of the first client account is not less than the original margin, a verification pass instruction is generated. The transaction risk control system described in claim 8 further includes: An order receiving module, coupled to the order washing module, for receiving the transaction instruction related to the order content; and A commission order sending module is coupled to the risk check module and used to send the order form content corresponding to the check passed instruction. A method of transaction risk control, including: Receive commodity market quotations for at least one commodity; When obtaining the commodity quotation of the at least one commodity, update the quotation list according to the commodity quotation of the at least one commodity; Calculate a merchandise margin list based on the market quotation list and an inventory list, the merchandise margin list being associated with the merchandise margin corresponding to all the merchandise held by multiple client accounts; and Upon receiving a transaction instruction associated with the content of an order, calculate an original margin associated with the content of the order based on the content of the order and the commodity margin list. The transaction risk control method described in claim 10 further includes: An inventory database is provided, and the inventory database is used to maintain the inventory list. The inventory list records all the types of products and corresponding product information held by the customer accounts. The transaction risk control method described in claim 11 further includes: A commodity database is provided to maintain the market quotation list, which records the commodity quotations corresponding to all types of commodities held by the customer accounts. According to the transaction risk control method of claim 12, in the step of updating the quotation list based on the commodity quotation of the at least one commodity when obtaining the commodity quotation of the at least one commodity, the customers are further determined according to the inventory list Whether the account contains at least one commodity among all commodity types held by the account. The transaction risk control method according to claim 13, wherein when the inventory list indicates that the at least one product is not included in all the types of products held by the customer accounts, the market quotation list and the product margin list are not updated . The transaction risk control method described in claim 13 further includes: When the inventory list indicates that all product types held by the client accounts include the at least one product, an entire accountable margin associated with each client account is calculated based on the product margin list and the inventory list. The transaction risk control method according to claim 15, wherein the content of the order form is at least associated with a first client account among the client accounts. The transaction risk control method described in claim 16 further includes: Compare the original margin and the entire accountable margin associated with the first client account; and When the available margin of the entire account associated with the first client account is not less than the original margin, a verification pass instruction is generated.

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