CN109978342A - Electronic device, methods of risk assessment and computer readable storage medium - Google Patents
Electronic device, methods of risk assessment and computer readable storage medium Download PDFInfo
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Abstract
The present invention relates to a kind of data analysis technique, a kind of electronic device, methods of risk assessment and computer readable storage medium are disclosed.The present invention obtains the feature of risk information and the corresponding preset matching rule of each default risk stages of assets to be assessed；According to each default corresponding preset matching rule of risk stages and the feature of risk information of assets to be assessed, the default risk stages of inquiry and property match to be assessed；The default risk stages with property match to be assessed will be inquired as risk stages locating for assets to be assessed.The present invention improves the efficiency and accuracy rate of asset risk situation assessment.
Description
Technical field
The present invention relates to field of computer technology, in particular to a kind of electronic device, methods of risk assessment and computer can
Read storage medium.
Background technique
With the continuous development of market economy, the competition of enterprise is more and more fierce, and the market risk is increasingly difficult to control.Than
Such as financial company all has a large amount of assets operation, the risk situation of the assets of every launch how is evaluated, to finance
The day-to-day operations management of enterprise is extremely important.
Currently, the work that enterprise carries out risk situation assessment to every assets is usually to rely on artificial progress, and do not unite
One quantitative criteria, the accuracy rate of obtained assessment result are difficult to ensure therefore, how to improve the effect of asset risk situation assessment
Rate and accuracy rate become a urgent problem to be solved.
Summary of the invention
The main object of the present invention is to provide a kind of electronic device, methods of risk assessment and computer readable storage medium,
It is intended to improve the efficiency and accuracy rate of the assessment of asset risk situation.
To achieve the above object, the present invention proposes a kind of electronic device, and the electronic device includes memory and processor,
It is stored with risk assessment procedures on the memory, following step is realized when the risk assessment procedures are executed by the processor
It is rapid:
Obtaining step: the feature of risk information and the corresponding preset matching of each default risk stages of assets to be assessed are obtained
Rule；
Judgment step: according to each default corresponding preset matching rule of risk stages and the risk of the assets to be assessed
Characteristic information, the default risk stages of inquiry and the property match to be assessed；
It determines step: the default risk stages with the property match to be assessed will be inquired as the money to be assessed
Produce locating risk stages.
Preferably, the feature of risk information includes: to comment field value, the interior field value for commenting information, wind of information outside
The field value of dangerous grade, the field value of overdue information, the field value for commenting transition information outside, the interior field for commenting transition information
The field value of value and risk class transition information.
Preferably, the default risk stages include the first risk stages, the second risk stages and third risk stages；
The matching rule of first risk stages includes: according to the outer field value for commenting information, interior comments information
The field value of field value and risk class, judges whether the assets to be assessed meet one or more default first matchings
Condition, if so, determining that the assets to be assessed are matched with the first risk stages, if not, it is determined that the assets to be assessed are not
It is matched with the first risk stages；
The matching rule of second risk stages includes: according to the field value of the overdue information, comments information outside
Field value, the field value of risk class, the field value for commenting transition information outside, interior comments change at the interior field value for commenting information
The field value of dynamic information and the field value of risk class transition information, judge the assets to be assessed whether meet one or
Multinomial default second matching condition, if so, determining that the assets to be assessed are matched with the second risk stages, if not, it is determined that
The assets to be assessed are not matched with the second risk stages；
The matching rule of the third risk stages includes: according to the field value of the overdue information, comments information outside
The field value of field value, the interior field value and risk class for commenting information, judges whether the assets to be assessed meet one
Item or multinomial default third matching condition, if so, determining that the assets to be assessed are matched with third risk stages, if it is not, then
Determine that the assets to be assessed are not matched with third risk stages.
Preferably, the processor executes the risk assessment procedures, after the determining step, also realizes following step
It is rapid:
According to risk stages locating for the assets to be assessed, the assets to be assessed corresponding risk techniques time is determined
Section, the risk techniques time interval include at least one risk techniques phase；
In the risk techniques time interval, according to predetermined Measurement rules, calculates the assets to be assessed and exist
The bad probability in limit of each risk techniques phase.
Preferably, the processor executes the risk assessment procedures, and the Measurement rules include:
The assets to be assessed are obtained in the risk class of current time, and the risk class that will acquire is used as wait locate
Manage risk class；
Obtain that the risk class to be processed is corresponding to add up bad probability data, it is described to add up bad probability data and include
Multiple predetermined time span of forecasts add up bad probability；
Add up bad probability data according to the risk class to be processed, determines the initial time of the risk techniques phase
Point is corresponding with time point is terminated to add up bad probability；
Add up bad probability and pre-designed according to the start time point of the risk techniques phase is corresponding with time point is terminated
Formula is calculated, calculates the assets to be assessed in the bad probability in limit of the risk techniques phase；
The default calculation formula are as follows:
Wherein, Prt1t2Represent the corresponding bad probability in limit of the risk techniques phase [t1, t2], Prt1Represent the starting
Time point t1 is corresponding to add up bad probability, Prt2Add up bad probability for the termination time point t2 is corresponding.
In addition, to achieve the above object, the present invention also proposes a kind of methods of risk assessment, and the method comprising the steps of:
Obtaining step: the feature of risk information and the corresponding preset matching of each default risk stages of assets to be assessed are obtained
Rule；
Judgment step: according to each default corresponding preset matching rule of risk stages and the risk of the assets to be assessed
Characteristic information, the default risk stages of inquiry and the property match to be assessed；
It determines step: the default risk stages with the property match to be assessed will be inquired as the money to be assessed
Produce locating risk stages.Preferably, the feature of risk information includes: to comment the field value of information, the interior word for commenting information outside
Section value, the field value of overdue information, the field value for commenting transition information outside, interior comments variation at the field value of risk class
The field value of information and the field value of risk class transition information.
Preferably, the default risk stages include the first risk stages, the second risk stages and third risk stages；
The matching rule of first risk stages includes: according to the outer field value for commenting information, interior comments information
The field value of field value and risk class, judges whether the assets to be assessed meet one or more default first matchings
Condition, if so, determining that the assets to be assessed are matched with the first risk stages, if not, it is determined that the assets to be assessed are not
It is matched with the first risk stages；
The matching rule of second risk stages includes: according to the field value of the overdue information, comments information outside
Field value, the field value of risk class, the field value for commenting transition information outside, interior comments change at the interior field value for commenting information
The field value of dynamic information and the field value of risk class transition information, judge the assets to be assessed whether meet one or
Multinomial default second matching condition, if so, determining that the assets to be assessed are matched with the second risk stages, if not, it is determined that
The assets to be assessed are not matched with the second risk stages；
The matching rule of the third risk stages includes: according to the field value of the overdue information, comments information outside
The field value of field value, the interior field value and risk class for commenting information, judges whether the assets to be assessed meet one
Item or multinomial default third matching condition, if so, determining that the assets to be assessed are matched with third risk stages, if it is not, then
Determine that the assets to be assessed are not matched with third risk stages.
Preferably, after the determining step, this method further include:
According to risk stages locating for the assets to be assessed, the assets to be assessed corresponding risk techniques time is determined
Section, the risk techniques time interval include at least one risk techniques phase；
In the risk techniques time interval, according to predetermined Measurement rules, calculates the assets to be assessed and exist
The bad probability in limit of each risk techniques phase.
In addition, to achieve the above object, the present invention also proposes a kind of computer readable storage medium, described computer-readable
Storage medium is stored with risk assessment procedures, and the risk assessment procedures can be executed by least one processor so that it is described extremely
A step of few processor executes methods of risk assessment as described in any one of the above embodiments.
The present invention matches the feature of risk information of assets to be assessed with each default risk stages, automatically determines out
With risk stages locating for the assets to be assessed.Compared to the prior art, one aspect of the present invention realizes the automatic of risk assessment
Change, reduces the consumption of human resources, improve assessment efficiency, on the other hand due to taking unified preset matching rule conduct
Evaluation criteria, this improves the accuracy of assessment result.
Detailed description of the invention
In order to more clearly explain the embodiment of the invention or the technical proposal in the existing technology, to embodiment or will show below
There is attached drawing needed in technical description to be briefly described, it should be apparent that, the accompanying drawings in the following description is only this
Some embodiments of invention for those of ordinary skill in the art without creative efforts, can be with
The structure shown according to these attached drawings obtains other attached drawings.
Fig. 1 is the running environment schematic diagram of one embodiment of risk assessment procedures of the present invention；
Fig. 2 is the Program modual graph of one embodiment of risk assessment procedures of the present invention；
Fig. 3 is the flow diagram of one embodiment of methods of risk assessment of the present invention.
The embodiments will be further described with reference to the accompanying drawings for the realization, the function and the advantages of the object of the present invention.
Specific embodiment
The principle and features of the present invention will be described below with reference to the accompanying drawings, and the given examples are served only to explain the present invention, and
It is non-to be used to limit the scope of the invention.
The present invention proposes a kind of risk assessment procedures.
Referring to Fig. 1, being the running environment schematic diagram of 10 1 embodiment of risk assessment procedures of the present invention.
In the present embodiment, risk assessment procedures 10 are installed and are run in electronic device 1.Electronic device 1 can be table
Laptop computer, notebook, palm PC and server etc. calculate equipment.The electronic device 1 may include, but be not limited only to, and deposit
Reservoir 11, processor 12 and display 13.Fig. 1 illustrates only the electronic device 1 with component 11-13, it should be understood that
It is not required for implementing all components shown, the implementation that can be substituted is more or less component.
Memory 11 can be the internal storage unit of electronic device 1 in some embodiments, such as the electronic device 1
Hard disk or memory.Memory 11 is also possible to the External memory equipment of electronic device 1, such as electronics dress in further embodiments
Set the plug-in type hard disk being equipped on 1, intelligent memory card (Smart Media Card, SMC), secure digital (Secure
Digital, SD) card, flash card (Flash Card) etc..Further, memory 11 can also be both interior including electronic device 1
Portion's storage unit also includes External memory equipment.Memory 11 is for storing the application software for being installed on electronic device 1 and all kinds of
Data, such as the program code of risk assessment procedures 10 etc..Memory 11 can be also used for temporarily storing exported or
The data that will be exported.
Processor 12 can be in some embodiments a central processing unit (Central Processing Unit,
CPU), microprocessor or other data processing chips, program code or processing data for being stored in run memory 11, example
Such as execute risk assessment procedures 10.
Display 13 can be in some embodiments light-emitting diode display, liquid crystal display, touch-control liquid crystal display and
OLED (Organic Light-Emitting Diode, Organic Light Emitting Diode) touches device etc..Display 13 is for being shown in
The information that is handled in electronic device 1 and for showing visual user interface.The component 11-13 of electronic device 1 passes through journey
Sequence bus is in communication with each other.
Referring to Fig. 2, being the Program modual graph of 10 1 embodiment of risk assessment procedures of the present invention.In the present embodiment, wind
Dangerous appraisal procedure 10 can be divided into one or more modules, one or more module is stored in memory 11, and
It is performed by one or more processors (the present embodiment is processor 12), to complete the present invention.For example, risk is commented in Fig. 2
Acquisition module 101, enquiry module 102 and result output module 103 can be divided by estimating program 10.The so-called module of the present invention
It is the series of computation machine program instruction section for referring to complete specific function, than program more suitable for describing risk assessment procedures 10
Implementation procedure in the electronic apparatus 1, in which:
Module 101 is obtained, the feature of risk information and each default risk stages for obtaining assets to be assessed are corresponding
Preset matching rule.
The Asset Type of above-mentioned assets to be assessed can be receives assets to public affairs admittedly, described to refer to financial enterprise to public assets of receiving admittedly
Assets caused by industry service for corporate customers (for example, the credits plan of bond, loan, fixed income, trust plan etc.).
The feature of risk information includes: to comment field value, the interior field value for commenting information, risk class of information outside
Field value, the field value of overdue information, the field value for commenting transition information outside, the interior field value for commenting transition information and wind
The field value of dangerous grade transition information.
Wherein, the above-mentioned outer appraisal agency (for example, profession credit evaluation company, society) for commenting information to refer to enterprise external is right
The investee of this assets to be assessed carries out the rating result information that credit rating obtains.
The above-mentioned outer situation of change for commenting transition information for indicating to comment information outside, for example, the outer of current point in time is commented letter
It ceases and comments transition information as outer with the outer comparison result for commenting information to be compared of initial time point.Wherein, the present embodiment
In the current point in time mentioned refer to the time point that assets to be assessed are carried out with risk assessment, and initial time point refer to it is to be assessed
The time point that assets generate, for example, the initial time point is that this provides a loan the time occurred by taking a loan assets as an example
Point.
Information is commented to refer to that enterprises carry out what credit rating obtained to the investee of this assets to be assessed in above-mentioned
Rating result information.
Comment information for commenting the situation of change of information in indicating in above-mentioned, for example, will be commented in current point in time information with
The comparison result for commenting information to be compared in initial time point comments transition information as outer.
Above-mentioned risk class refers to that enterprises are classified to obtain based on degree of risk to this assets to be assessed
Sorting result information.For example, risk class includes: normal 1, normal 2, normal 3, normal 4, normal 5, concern 1, concern 2, can
Doubtful, bad etc..
Above-mentioned risk class transition information is used to indicate the situation of change of risk class, for example, by the wind of current point in time
The comparison result that dangerous grade is compared with the risk class of initial time point is as risk class transition information.
Above-mentioned overdue information includes the overdue number of days of capital and the overdue number of days of interest.
Enquiry module 102, for according to each default corresponding preset matching rule of risk stages and the money to be assessed
The feature of risk information of production, the default risk stages of inquiry and the property match to be assessed.
Default risk stages described above include the first risk stages, the second risk stages and third risk stages.Wherein,
First risk stages refer to the assets initially confirmed.Point between at the beginning, assets are generally in the first risk stages.With assets
Credit risk increase, the risk stages of the assets gradually migrate to the second risk stages and third risk stages.Second wind
The dangerous stage refers to from after initial confirmation, the assets that credit risk dramatically increases.Third risk stages refer to the impaired assets of credit.
Wherein, the matching rule of first risk stages includes: according to the outer field value for commenting information, interior comments letter
The field value of breath and the field value of risk class, judge whether the assets to be assessed meet one or more default first
Matching condition, if so, determining that the assets to be assessed are matched with the first risk stages, if not, it is determined that the money to be assessed
Production is not matched with the first risk stages.
Above-mentioned first matching condition can refer to following example setting:
(1) the field value of information is commented to be commented in information value interval outside first outside.
(2) the field value of information is commented to be commented in information value interval in first in.
(3) the field value of risk class is in the first risk class value interval.
The matching rule of second risk stages includes: according to the field value of the overdue information, comments information outside
Field value, the field value of risk class, the field value for commenting transition information outside, interior comments change at the interior field value for commenting information
The field value of dynamic information and the field value of risk class transition information, judge the assets to be assessed whether meet one or
Multinomial default second matching condition, if so, determining that the assets to be assessed are matched with the second risk stages, if not, it is determined that
The assets to be assessed are not matched with the second risk stages.
Above-mentioned second matching condition can refer to following example setting:
(1) the field value of overdue information is in the first overdue information value interval.
(2) the field value of information is commented to be commented in information value interval outside second outside.
(3) the field value of information is commented to be commented in information value interval in second in.
(4) the field value of risk class is in the second risk class value interval.
(5) the field value of transition information is commented to be commented in transition information value interval outside outside, and assets to be assessed are unsatisfactory for
Any first matching condition or third matching condition.
(6) the field value of transition information is commented to comment in transition information value interval in inside, and assets to be assessed are unsatisfactory for
Any first matching condition or third matching condition.
(7) the field value of risk class transition information is in risk class change information value interval, and money to be assessed
Production is unsatisfactory for any first matching condition or third matching condition.
The matching rule of the third risk stages includes: according to the field value of the overdue information, comments information outside
The field value of field value, the interior field value and risk class for commenting information, judges whether the assets to be assessed meet one
Item or multinomial default third matching condition, if so, determining that the assets to be assessed are matched with third risk stages, if it is not, then
Determine that the assets to be assessed are not matched with third risk stages.
Above-mentioned third matching condition can refer to following example setting:
(1) the field value of overdue information is in the second overdue information value interval.
(2) the field value of information is commented to be commented in information value interval outside third outside.
(3) the field value of information is commented to be commented in information value interval in third in.
(4) the field value of risk class is in third risk class value interval.
As a result output module 103, the default risk stages conduct with the property match to be assessed for that will inquire
Risk stages locating for the assets to be assessed.
The present embodiment matches the feature of risk information of assets to be assessed with each default risk stages, automatically determines
Out with risk stages locating for the assets to be assessed.Compared to the prior art, on the one hand the present embodiment realizes risk assessment
Automation, reduces the consumption of human resources, improves assessment efficiency, on the other hand due to taking unified preset matching rule
As evaluation criteria, this improves the accuracy of assessment result.
Further, in another embodiment, risk assessment procedures 10 further include computing module (not shown), are used
In:
According to risk stages locating for the assets to be assessed, the assets to be assessed corresponding risk techniques time is determined
Section.
For example, the value rule of the corresponding risk techniques time interval [T1, T2] of the first risk stages includes: T2-T1 big
In 0 month and it is less than or equal to 12 months, and T2-T1 is less than or equal to the residues of assets to be assessed and expires duration, if one to be assessed
Assets there remains 2 years and expire, then T2-T1 can only at most be got 12 months (i.e. 1 year), if a financial asset there remains 3
The moon expires, then T2-T1 can only at most be got 3 months.Second risk stages and third risk stages corresponding risk techniques time
The value rule in section [T1, T2] includes: that T1 is that (current time refers to the bad probability in limit to assets to be assessed to current time
The time calculated), T2 is the Expiration Date of this assets to be assessed.
The risk techniques time interval can be further divided into one or more risk techniques phases, each risk meter again
The duration of amount phase may be the same or different.For example, a risk techniques time interval is January 1~2018 year 12 in 2018
The moon 31, then the risk techniques time interval can be divided into four risk techniques phases, be respectively as follows: January 1 day~2018 in 2018
On March 31, on June 30,1 day~2018 April in 2018, September 1 day~2018 July in 2018 30 days, October 1 in 2018
Day~on December 31st, 2018.
The computing module is also used to:
In the risk techniques time interval, according to predetermined Measurement rules, calculates the assets to be assessed and exist
The bad probability in limit of each risk techniques phase.
The Measurement rules include: firstly, obtaining the assets to be assessed in the risk class of current time, and will acquire
The risk class as risk class to be processed.
Then, the acquisition risk class to be processed is corresponding adds up bad probability data.
It is wherein, described that add up bad probability data include adding up bad probability (example in predetermined multiple prediction periods
Such as, it is monthly add up bad probability, season add up bad probability, a term add up bad probability and phase many years it is accumulative not
Good probability).
Wherein, described to obtain the risk class to be processed corresponding the step of adding up bad probability data and include:
Each assets are obtained in the assets information of predetermined multiple periods of history.Each assets are obtained in each history
The assets information in period.Assets information of the assets in the period of history includes start time point of the assets in the period of history
And the assets information on termination time point.The assets information includes risk class and assets remaining sum.Wherein, risk class is used for
The possibility degree that quantization evaluation and test assets are influenced or lost to financial institution's bring, specific division rule can be according to specific
Application scenarios are set.
According to the assets information, the risk class of assets in preset duration is calculated respectively by each predetermined first
Risk class is migrated to the grade migration probability of each predetermined second risk class.Wherein, first risk class
It is identical or different with the second risk class.Further according to the corresponding all grade migration probabilities of first preset duration, calculate not
The risk class for carrying out assets in multiple prediction periods is migrated by each first risk class to each second risk class respectively
Cumulative level migration probability.
The risk class of assets is extracted by each from corresponding cumulative level migration probability of each prediction period respectively
First risk class migrates that (presetting bad grade is the second risk of one or more etc. chosen in advance to bad grade is preset
Grade) cumulative level migration probability to get to the assets of each first risk class each prediction period add up it is bad generally
Rate.
From the assets of each first risk class each preset time section add up in bad probability to search it is described to
The assets for handling risk class add up bad probability in each prediction period to get corresponding to the risk class to be processed
Add up bad probability data.
Then, bad probability data is added up according to the risk class to be processed, determines rising for the risk techniques phase
Time point of beginning with termination time point corresponding adds up bad probability.
Finally, according to the start time point of the risk techniques phase bad probability and pre- of adding up corresponding with time point is terminated
If calculation formula, the assets to be assessed are calculated in the bad probability in limit of the risk techniques phase.
The default calculation formula are as follows:
Wherein, Prt1t2Represent the corresponding bad probability in limit of the risk techniques phase [t1, t2], Prt1Represent the starting
Time point t1 is corresponding to add up bad probability, Prt2Add up bad probability for the termination time point t2 is corresponding.
Further it is proposed that a kind of methods of risk assessment.
As shown in figure 3, Fig. 3 is the flow diagram of one embodiment of methods of risk assessment of the present invention.
In the present embodiment, this method comprises:
Step S10 obtains the feature of risk information and the corresponding preset matching of each default risk stages of assets to be assessed
Rule.
The Asset Type of above-mentioned assets to be assessed can be receives assets to public affairs admittedly, described to refer to financial enterprise to public assets of receiving admittedly
Assets caused by industry service for corporate customers (for example, the credits plan of bond, loan, fixed income, trust plan etc.).
The feature of risk information includes: to comment field value, the interior field value for commenting information, risk class of information outside
Field value, the field value of overdue information, the field value for commenting transition information outside, the interior field value for commenting transition information and wind
The field value of dangerous grade transition information.
Wherein, the above-mentioned outer appraisal agency (for example, profession credit evaluation company, society) for commenting information to refer to enterprise external is right
The investee of this assets to be assessed carries out the rating result information that credit rating obtains.
The above-mentioned outer situation of change for commenting transition information for indicating to comment information outside, for example, the outer of current point in time is commented letter
It ceases and comments transition information as outer with the outer comparison result for commenting information to be compared of initial time point.Wherein, the present embodiment
In the current point in time mentioned refer to the time point that assets to be assessed are carried out with risk assessment, and initial time point refer to it is to be assessed
The time point that assets generate, for example, the initial time point is that this provides a loan the time occurred by taking a loan assets as an example
Point.
Information is commented to refer to that enterprises carry out what credit rating obtained to the investee of this assets to be assessed in above-mentioned
Rating result information.
Comment information for commenting the situation of change of information in indicating in above-mentioned, for example, will be commented in current point in time information with
The comparison result for commenting information to be compared in initial time point comments transition information as outer.
Above-mentioned risk class refers to that enterprises are classified to obtain based on degree of risk to this assets to be assessed
Sorting result information.For example, risk class includes: normal 1, normal 2, normal 3, normal 4, normal 5, concern 1, concern 2, can
Doubtful, bad etc..
Above-mentioned risk class transition information is used to indicate the situation of change of risk class, for example, by the wind of current point in time
The comparison result that dangerous grade is compared with the risk class of initial time point is as risk class transition information.
Above-mentioned overdue information includes the overdue number of days of capital and the overdue number of days of interest.
Step S20, according to each default corresponding preset matching rule of risk stages and the risk of the assets to be assessed
Characteristic information, the default risk stages of inquiry and the property match to be assessed.
Default risk stages described above include the first risk stages, the second risk stages and third risk stages.Wherein,
First risk stages refer to the assets initially confirmed.Point between at the beginning, assets are generally in the first risk stages.With assets
Credit risk increase, the risk stages of the assets gradually migrate to the second risk stages and third risk stages.Second wind
The dangerous stage refers to from after initial confirmation, the assets that credit risk dramatically increases.Third risk stages refer to the impaired assets of credit.
Wherein, the matching rule of first risk stages includes: according to the outer field value for commenting information, interior comments letter
The field value of breath and the field value of risk class, judge whether the assets to be assessed meet one or more default first
Matching condition, if so, determining that the assets to be assessed are matched with the first risk stages, if not, it is determined that the money to be assessed
Production is not matched with the first risk stages.
Above-mentioned first matching condition can refer to following example setting:
(1) the field value of information is commented to be commented in information value interval outside first outside.
(2) the field value of information is commented to be commented in information value interval in first in.
(3) the field value of risk class is in the first risk class value interval.
The matching rule of second risk stages includes: according to the field value of the overdue information, comments information outside
Field value, the field value of risk class, the field value for commenting transition information outside, interior comments change at the interior field value for commenting information
The field value of dynamic information and the field value of risk class transition information, judge the assets to be assessed whether meet one or
Multinomial default second matching condition, if so, determining that the assets to be assessed are matched with the second risk stages, if not, it is determined that
The assets to be assessed are not matched with the second risk stages.
Above-mentioned second matching condition can refer to following example setting:
(1) the field value of overdue information is in the first overdue information value interval.
(2) the field value of information is commented to be commented in information value interval outside second outside.
(3) the field value of information is commented to be commented in information value interval in second in.
(4) the field value of risk class is in the second risk class value interval.
(5) the field value of transition information is commented to be commented in transition information value interval outside outside, and assets to be assessed are unsatisfactory for
Any first matching condition or third matching condition.
(6) the field value of transition information is commented to comment in transition information value interval in inside, and assets to be assessed are unsatisfactory for
Any first matching condition or third matching condition.
(7) the field value of risk class transition information is in risk class change information value interval, and money to be assessed
Production is unsatisfactory for any first matching condition or third matching condition.
The matching rule of the third risk stages includes: according to the field value of the overdue information, comments information outside
The field value of field value, the interior field value and risk class for commenting information, judges whether the assets to be assessed meet one
Item or multinomial default third matching condition, if so, determining that the assets to be assessed are matched with third risk stages, if it is not, then
Determine that the assets to be assessed are not matched with third risk stages.
Above-mentioned third matching condition can refer to following example setting:
(1) the field value of overdue information is in the second overdue information value interval.
(2) the field value of information is commented to be commented in information value interval outside third outside.
(3) the field value of information is commented to be commented in information value interval in third in.
(4) the field value of risk class is in third risk class value interval.
Step S30 will inquire the default risk stages with the property match to be assessed as the money to be assessed
Produce locating risk stages.
The present embodiment matches the feature of risk information of assets to be assessed with each default risk stages, automatically determines
Out with risk stages locating for the assets to be assessed.Compared to the prior art, on the one hand the present embodiment realizes risk assessment
Automation, reduces the consumption of human resources, improves assessment efficiency, on the other hand due to taking unified preset matching rule
As evaluation criteria, this improves the accuracy of assessment result.
Further, in another embodiment, after step S30, this method further include step S40, S50 (in figure not
Show), in which:
Step S40 determines the corresponding risk of the assets to be assessed according to risk stages locating for the assets to be assessed
Dose times section.
For example, the value rule of the corresponding risk techniques time interval [T1, T2] of the first risk stages includes: T2-T1 big
In 0 month and it is less than or equal to 12 months, and T2-T1 is less than or equal to the residues of assets to be assessed and expires duration, if one to be assessed
Assets there remains 2 years and expire, then T2-T1 can only at most be got 12 months (i.e. 1 year), if a financial asset there remains 3
The moon expires, then T2-T1 can only at most be got 3 months.Second risk stages and third risk stages corresponding risk techniques time
The value rule in section [T1, T2] includes: that T1 is that (current time refers to the bad probability in limit to assets to be assessed to current time
The time calculated), T2 is the Expiration Date of this assets to be assessed.
The risk techniques time interval can be further divided into one or more risk techniques phases, each risk meter again
The duration of amount phase may be the same or different.For example, a risk techniques time interval is January 1~2018 year 12 in 2018
The moon 31, then the risk techniques time interval can be divided into four risk techniques phases, be respectively as follows: January 1 day~2018 in 2018
On March 31, on June 30,1 day~2018 April in 2018, September 1 day~2018 July in 2018 30 days, October 1 in 2018
Day~on December 31st, 2018.
Step S50, according to predetermined Measurement rules, is calculated described to be evaluated in the risk techniques time interval
Assets are estimated in the bad probability in limit of each risk techniques phase.
The Measurement rules include:
Firstly, obtaining the assets to be assessed in the risk class of current time, and the risk class that will acquire is made
For risk class to be processed.
Then, the acquisition risk class to be processed is corresponding adds up bad probability data.
It is wherein, described that add up bad probability data include adding up bad probability (example in predetermined multiple prediction periods
Such as, it is monthly add up bad probability, season add up bad probability, a term add up bad probability and phase many years it is accumulative not
Good probability).
Wherein, described to obtain the risk class to be processed corresponding the step of adding up bad probability data and include:
Each assets are obtained in the assets information of predetermined multiple periods of history.Each assets are obtained in each history
The assets information in period.Assets information of the assets in the period of history includes start time point of the assets in the period of history
And the assets information on termination time point.The assets information includes risk class and assets remaining sum.Wherein, risk class is used for
The possibility degree that quantization evaluation and test assets are influenced or lost to financial institution's bring, specific division rule can be according to specific
Application scenarios are set.
According to the assets information, the risk class of assets in preset duration is calculated respectively by each predetermined first
Risk class is migrated to the grade migration probability of each predetermined second risk class.Wherein, first risk class
It is identical or different with the second risk class.Further according to the corresponding all grade migration probabilities of first preset duration, calculate not
The risk class for carrying out assets in multiple prediction periods is migrated by each first risk class to each second risk class respectively
Cumulative level migration probability.
The risk class of assets is extracted by each from corresponding cumulative level migration probability of each prediction period respectively
First risk class migrates that (presetting bad grade is the second risk of one or more etc. chosen in advance to bad grade is preset
Grade) cumulative level migration probability to get to the assets of each first risk class each prediction period add up it is bad generally
Rate.
From the assets of each first risk class each preset time section add up in bad probability to search it is described to
The assets for handling risk class add up bad probability in each prediction period to get corresponding to the risk class to be processed
Add up bad probability data.
Then, bad probability data is added up according to the risk class to be processed, determines rising for the risk techniques phase
Time point of beginning with termination time point corresponding adds up bad probability.
Finally, according to the start time point of the risk techniques phase bad probability and pre- of adding up corresponding with time point is terminated
If calculation formula, the assets to be assessed are calculated in the bad probability in limit of the risk techniques phase.
The default calculation formula are as follows:
Wherein, Prt1t2Represent the corresponding bad probability in limit of the risk techniques phase [t1, t2], Prt1Represent the starting
Time point t1 is corresponding to add up bad probability, Prt2Add up bad probability for the termination time point t2 is corresponding.
Further, the present invention also proposes that a kind of computer readable storage medium, the computer readable storage medium are deposited
Risk assessment procedures are contained, the risk assessment procedures can be executed by least one processor, so that at least one described processing
Device executes the methods of risk assessment in any of the above-described embodiment.
The above description is only a preferred embodiment of the present invention, is not intended to limit the scope of the invention, all at this
Under the inventive concept of invention, using equivalent structure transformation made by description of the invention and accompanying drawing content, or directly/use indirectly
It is included in other related technical areas in scope of patent protection of the invention.
Claims (10)
1. a kind of electronic device, the electronic device includes memory and processor, which is characterized in that is stored on the memory
Risky appraisal procedure, the risk assessment procedures realize following steps when being executed by the processor:
Obtaining step: feature of risk information and the corresponding preset matching rule of each default risk stages of assets to be assessed are obtained
Then；
Judgment step: according to each default corresponding preset matching rule of risk stages and the feature of risk of the assets to be assessed
Information, the default risk stages of inquiry and the property match to be assessed；
It determines step: the default risk stages with the property match to be assessed will be inquired as the assets institute to be assessed
The risk stages at place.
2. electronic device as described in claim 1, which is characterized in that the feature of risk information includes: to comment the word of information outside
Section value, the field value of risk class, the field value of overdue information, comments transition information at the interior field value for commenting information outside
Field value, the field value of the interior field value for commenting transition information and risk class transition information.
3. electronic device as claimed in claim 2, which is characterized in that the default risk stages include the first risk stages,
Second risk stages and third risk stages；
The matching rule of first risk stages includes: according to outer field value, the interior field for commenting information for commenting information
The field value of value and risk class, judges whether the assets to be assessed meet one or more default first matching items
Part, if so, determining that the assets to be assessed are matched with the first risk stages, if not, it is determined that the assets to be assessed not with
The matching of first risk stages；
The matching rule of second risk stages includes: according to the field value of the overdue information, comments the field of information outside
Value, the interior field value for commenting information, the field value of risk class, the field value for commenting transition information outside, interior comment change letter
It is one or more to judge whether the assets to be assessed meet for the field value of breath and the field value of risk class transition information
Default second matching condition, if so, determining that the assets to be assessed are matched with the second risk stages, if not, it is determined that described
Assets to be assessed are not matched with the second risk stages；
The matching rule of the third risk stages includes: according to the field value of the overdue information, comments the field of information outside
The field value of value, the interior field value and risk class for commenting information, judge the assets to be assessed whether meet one or
Multinomial default third matching condition, if so, determining that the assets to be assessed are matched with third risk stages, if not, it is determined that
The assets to be assessed are not matched with third risk stages.
4. electronic device as claimed any one in claims 1 to 3, which is characterized in that the processor executes the risk
Appraisal procedure also performs the steps of after the determining step
According to risk stages locating for the assets to be assessed, the corresponding risk techniques time zone of the assets to be assessed is determined
Between, the risk techniques time interval includes at least one risk techniques phase；
In the risk techniques time interval, according to predetermined Measurement rules, the assets to be assessed are calculated each
The bad probability in limit of a risk techniques phase.
5. electronic device as claimed in claim 4, which is characterized in that the Measurement rules include:
The assets to be assessed are obtained in the risk class of current time, and the risk class that will acquire is as wind to be processed
Dangerous grade；
Obtain that the risk class to be processed is corresponding to add up bad probability data, described to add up bad probability data include multiple
Predetermined prediction period adds up bad probability；
Add up bad probability data according to the risk class to be processed, determine the start time point of the risk techniques phase with
Terminating time point corresponding adds up bad probability；
Add up bad probability and default calculating public affairs according to the start time point of the risk techniques phase is corresponding with time point is terminated
Formula calculates the assets to be assessed in the bad probability in limit of the risk techniques phase；
The default calculation formula are as follows:
Wherein, Prt1t2Represent the corresponding bad probability in limit of the risk techniques phase [t1, t2], Prt1Represent the initial time
Point t1 is corresponding to add up bad probability, Prt2Add up bad probability for the termination time point t2 is corresponding.
6. a kind of methods of risk assessment, which is characterized in that the method comprising the steps of:
Obtaining step: feature of risk information and the corresponding preset matching rule of each default risk stages of assets to be assessed are obtained
Then；
Judgment step: according to each default corresponding preset matching rule of risk stages and the feature of risk of the assets to be assessed
Information, the default risk stages of inquiry and the property match to be assessed；
It determines step: the default risk stages with the property match to be assessed will be inquired as the assets institute to be assessed
The risk stages at place.
7. methods of risk assessment as claimed in claim 6, which is characterized in that the feature of risk information includes: to comment information outside
Field value, the interior field value for commenting information, the field value of risk class, the field value of overdue information, comment variation outside
The field value of the field value of information, the interior field value for commenting transition information and risk class transition information.
8. methods of risk assessment as claimed in claim 7, which is characterized in that the default risk stages include the first risk rank
Section, the second risk stages and third risk stages；
The matching rule of first risk stages includes: according to outer field value, the interior field for commenting information for commenting information
The field value of value and risk class, judges whether the assets to be assessed meet one or more default first matching items
Part, if so, determining that the assets to be assessed are matched with the first risk stages, if not, it is determined that the assets to be assessed not with
The matching of first risk stages；
The matching rule of second risk stages includes: according to the field value of the overdue information, comments the field of information outside
Value, the interior field value for commenting information, the field value of risk class, the field value for commenting transition information outside, interior comment change letter
It is one or more to judge whether the assets to be assessed meet for the field value of breath and the field value of risk class transition information
Default second matching condition, if so, determining that the assets to be assessed are matched with the second risk stages, if not, it is determined that described
Assets to be assessed are not matched with the second risk stages；
The matching rule of the third risk stages includes: according to the field value of the overdue information, comments the field of information outside
The field value of value, the interior field value and risk class for commenting information, judge the assets to be assessed whether meet one or
Multinomial default third matching condition, if so, determining that the assets to be assessed are matched with third risk stages, if not, it is determined that
The assets to be assessed are not matched with third risk stages.
9. the methods of risk assessment as described in any one of claim 6 to 8, which is characterized in that after the determining step,
This method further include:
According to risk stages locating for the assets to be assessed, the corresponding risk techniques time zone of the assets to be assessed is determined
Between, the risk techniques time interval includes at least one risk techniques phase；
In the risk techniques time interval, according to predetermined Measurement rules, the assets to be assessed are calculated each
The bad probability in limit of a risk techniques phase.
10. a kind of computer readable storage medium, which is characterized in that the risky assessment of computer-readable recording medium storage
Program, the risk assessment procedures can be executed by least one processor, so that at least one described processor executes such as right
It is required that the step of methods of risk assessment described in any one of 6-9.
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| CN201910156483.7A CN109978342A (en) | 2019-03-01 | 2019-03-01 | Electronic device, methods of risk assessment and computer readable storage medium |
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| CN110648045A (en) * | 2019-08-14 | 2020-01-03 | 中国平安人寿保险股份有限公司 | Risk assessment method, electronic device and computer-readable storage medium |
| CN111222767A (en) * | 2019-12-29 | 2020-06-02 | 航天信息股份有限公司 | Grain and food flow process quality safety risk assessment method and system |
| CN111966905A (en) * | 2020-08-19 | 2020-11-20 | 中航信托股份有限公司 | Project early warning method and device |
| CN113592307A (en) * | 2021-08-02 | 2021-11-02 | 远见智诚市场调研咨询(广东)有限公司 | Enterprise income wind control detection method and device, computer equipment and storage medium |
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| CN108280762A (en) * | 2018-01-19 | 2018-07-13 | 平安科技（深圳）有限公司 | Customer risk ranking method, server and computer readable storage medium |
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| CN108280762A (en) * | 2018-01-19 | 2018-07-13 | 平安科技（深圳）有限公司 | Customer risk ranking method, server and computer readable storage medium |
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Cited By (5)
| Publication number | Priority date | Publication date | Assignee | Title |
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| CN110648045A (en) * | 2019-08-14 | 2020-01-03 | 中国平安人寿保险股份有限公司 | Risk assessment method, electronic device and computer-readable storage medium |
| CN111222767A (en) * | 2019-12-29 | 2020-06-02 | 航天信息股份有限公司 | Grain and food flow process quality safety risk assessment method and system |
| CN111966905A (en) * | 2020-08-19 | 2020-11-20 | 中航信托股份有限公司 | Project early warning method and device |
| CN113592307A (en) * | 2021-08-02 | 2021-11-02 | 远见智诚市场调研咨询(广东)有限公司 | Enterprise income wind control detection method and device, computer equipment and storage medium |
| CN113592307B (en) * | 2021-08-02 | 2023-08-18 | 远见智诚市场调研咨询(广东)有限公司 | Enterprise profit wind control detection method, device, computer equipment and storage medium |
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Application publication date: 20190705 |