CN113902565A - Risk assessment method, device, equipment and storage medium for financial products - Google Patents
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Abstract
The invention discloses a method, a device, equipment and a storage medium for risk assessment of financial products, wherein the method comprises the following steps: forming a comparison index sequence corresponding to a target financial product according to an index value to be detected of the target financial product to be evaluated under a plurality of financial indexes; forming standard index sequences corresponding to the standard financial products according to standard index values of the standard financial products under the financial indexes; calculating index similarity between the comparison index sequence and each standard index sequence, and screening target standard financial products from each standard financial product according to the index similarity; and determining the evaluation risk level of the target financial product according to the standard risk level of the target standard financial product. The technical scheme of the embodiment of the invention provides an assessment mode of the risk level of the financial product, and the risk level of the financial product can be uniformly and accurately assessed.
Description
Technical Field
The embodiment of the invention relates to the technical field of data processing, in particular to a method, a device, equipment and a storage medium for risk assessment of financial products.
Background
Currently, with the development of internet technology and the rapid increase in the number and variety of financial products, more and more investors start purchasing financial products. Different investors have different risk tolerance, and generally, investors who can bear high risk can purchase low risk financial products. However, investors who can only tolerate low risk do not recommend purchasing high risk financial products. Thus, the level of risk of a financial product is critical to the investor.
Taking financial products as an example of a fund product, existing fund companies typically determine a corresponding risk level when issuing the fund product. Because the fund rating models used by different fund companies are inconsistent, the assessment standards of the fund product risk level are not uniform, thereby possibly causing the risk level after the fund product is assessed to be different from the real risk level; secondly, different fund products correspond to different fund management companies, and the risk level of the fund product may be dynamically changed due to different management capabilities of the different fund management companies.
In view of the above situation, a unified risk assessment method is lacked in the prior art to assess the risk level of each financial product in real time.
Disclosure of Invention
The embodiment of the invention provides a method, a device, equipment and a storage medium for risk assessment of financial products, which can realize unified and accurate assessment of the risk level of the financial products and have an effective guiding function for investors to select financial products.
In a first aspect, an embodiment of the present invention provides a method for risk assessment of a financial product, including:
forming a comparison index sequence corresponding to a target financial product according to an index value to be detected of the target financial product to be evaluated under a plurality of financial indexes;
forming standard index sequences corresponding to the standard financial products according to standard index values of the standard financial products under the financial indexes;
calculating index similarity between the comparison index sequence and each standard index sequence, and screening target standard financial products from each standard financial product according to the index similarity;
and determining the evaluation risk level of the target financial product according to the standard risk level of the target standard financial product.
In a second aspect, an embodiment of the present invention further provides a risk assessment apparatus for a financial product, including:
the system comprises a comparison sequence forming module, a comparison sequence generating module and a comparison sequence generating module, wherein the comparison sequence forming module is used for forming a comparison index sequence corresponding to a target financial product according to-be-detected index values of the target financial product to be evaluated under a plurality of financial indexes;
the standard sequence forming module is used for forming a standard index sequence corresponding to each standard financial product according to standard index values of the standard financial products under the financial indexes;
the similarity calculation module is used for calculating the index similarity between the comparison index sequence and each standard index sequence and screening target standard financial products from each standard financial product according to the index similarity;
and the grade determining module is used for determining the evaluation risk grade of the target financial product according to the standard risk grade of the target standard financial product.
In a third aspect, an embodiment of the present invention further provides a computer device, where the computer device includes:
one or more processors;
storage means for storing one or more computer programs;
a method of risk assessment of a financial product as provided by any embodiment of the invention, when the one or more computer programs are executed by the one or more processors such that the one or more processors execute the computer programs.
In a fourth aspect, an embodiment of the present invention further provides a computer-readable storage medium, where a computer program is stored on the storage medium, and when the computer program is executed by a processor, the computer program implements the risk assessment method for a financial product according to any embodiment of the present invention.
According to the technical scheme provided by the embodiment of the invention, a comparison index sequence corresponding to a target financial product is formed according to-be-evaluated index values of the target financial product under a plurality of financial indexes, standard index sequences corresponding to the standard financial products respectively are formed according to standard index values of the standard financial products under the financial indexes, the index similarity between the comparison index sequence and each standard index sequence is calculated, the target standard financial product is obtained by screening in each standard financial product according to the index similarity, and the technical means for determining the evaluation risk level of the target financial product is determined according to the standard risk level of the target standard financial product Accurate evaluation and effective guidance for investors to select financial products.
Drawings
FIG. 1 is a flow chart of a method for risk assessment of a financial product according to an embodiment of the present invention;
FIG. 2 is a flow chart of a method of risk assessment of a financial product in another embodiment of the present invention;
FIG. 3 is a flow chart of a method for risk assessment of a financial product in accordance with another embodiment of the present invention;
FIG. 4 is a schematic structural diagram of a risk assessment device for financial products according to another embodiment of the present invention;
fig. 5 is a schematic structural diagram of a computer device in another embodiment of the present invention.
Detailed Description
Embodiments of the present invention will be described in more detail below with reference to the accompanying drawings. While certain embodiments of the present invention are shown in the drawings, it should be understood that the present invention may be embodied in various forms and should not be construed as limited to the embodiments set forth herein, but rather are provided for a more thorough and complete understanding of the present invention. It should be understood that the drawings and the embodiments of the present invention are illustrative only and are not intended to limit the scope of the present invention.
It should be understood that the various steps recited in the method embodiments of the present invention may be performed in a different order and/or performed in parallel. Moreover, method embodiments may include additional steps and/or omit performing the illustrated steps. The scope of the invention is not limited in this respect.
The term "include" and variations thereof as used herein are open-ended, i.e., "including but not limited to". The term "based on" is "based, at least in part, on". The term "one embodiment" means "at least one embodiment"; the term "another embodiment" means "at least one additional embodiment"; the term "some embodiments" means "at least some embodiments". Relevant definitions for other terms will be given in the following description.
It should be noted that the terms "first", "second", and the like in the present invention are only used for distinguishing different devices, modules or units, and are not used for limiting the order or interdependence relationship of the functions performed by the devices, modules or units.
It is noted that references to "a", "an", and "the" modifications in the present invention are intended to be illustrative rather than limiting, and that those skilled in the art will recognize that reference to "one or more" unless the context clearly dictates otherwise.
The names of messages or information exchanged between devices in the embodiments of the present invention are for illustrative purposes only, and are not intended to limit the scope of the messages or information.
In the related art, the fund rating models used by different fund companies are not consistent, so that the evaluation criteria of the fund product risk level are not uniform, thereby possibly causing the risk level after the fund product evaluation to be different from the true risk level.
The prior art lacks a uniform risk assessment method for accurately assessing the risk level of each financial product in real time.
Fig. 1 is a flowchart of a method for risk assessment of a financial product according to an embodiment of the present invention, which may be implemented by a risk assessment apparatus for a financial product, the apparatus may be implemented by hardware and/or software, and may be generally integrated into a computer device. As shown in fig. 1, the method specifically includes the following steps:
and 110, forming a comparison index sequence corresponding to the target financial product according to the index value to be detected of the target financial product to be evaluated under a plurality of financial indexes.
In this step, the target financial product to be evaluated is a financial product for which a risk level needs to be evaluated. Specifically, the target financial product may be a fund product or other financial product. The index value to be measured may be a data value derived from the financial index of the target financial product. The financial index may be an index preset by a data analyzer according to an actual data analysis requirement for the target financial product, and the financial index is used for reflecting market data characteristics of the target financial product.
In this embodiment, in order to accurately evaluate the risk level of the target financial product, a plurality of financial indexes with smaller correlation coefficients may be selected. Specifically, assuming that the target financial product is a specific fund product, an earning rate, a fluctuation rate, a maximum withdrawal rate, a sharp rate, and a calimar rate may be selected as the financial index, and correspondingly, the index value to be measured may be the earning rate, the fluctuation rate, the maximum withdrawal rate, the sharp rate, and the calimar rate of the target financial product in a preset time period. The preset time period may be 1 year, or may also be 6 months or 2 years, and the specific value is preset according to the actual situation, which is not limited in this embodiment.
Wherein the profitability is used to reflect profitability of the fund product; the fluctuation rate is used for reflecting the fluctuation condition of the fund product, and the smaller the fluctuation rate is, the more stable the fund product is; the maximum withdrawal rate is used for reflecting the maximum value of the withdrawal amplitude of the yield rate when the net value of the fund product is from the highest point to the lowest point in the later period; the sharp rate is used for reflecting the excess income which can be obtained by the fund product for bearing unit risks and exceeds the no-risk income, and the larger the sharp rate is, the better the performance of the fund product is; the Calmar ratio is used for reflecting the relation between the income of the fund product and the maximum withdrawal, and the larger the Calmar ratio is, the better the performance of the fund product is.
In this step, after the index values to be measured of the target financial product under multiple financial indexes are obtained, since the maximum value and the minimum value of the index values to be measured corresponding to different financial indexes are different, in order to accurately evaluate the risk level of the target financial product, normalization processing (that is, normalization processing) may be performed on each index value to be measured, and each index value to be measured after the normalization processing constitutes an alignment index sequence corresponding to the target financial product.
And 120, forming a standard index sequence corresponding to each standard financial product according to standard index values of the standard financial products under the financial indexes.
In the present embodiment, a plurality of risk levels, which may include R1 (cautious type), R2 (equilibrium type), R3 (robust type), R4 (aggressive type), and R5 (aggressive type), are prescribed in the financial market for various financial products.
In this step, a plurality of standard financial products corresponding to each of the risk levels may be obtained. The standard financial product may be representative of each of the risk levels, objectively and accurately represent the financial product corresponding to the risk level, and the standard financial product may be of the same type as the target financial product. Specifically, the standard financial product may be selected among all financial products in the market by a professional depending on investment experience.
In this step, the standard index value may be a data value derived from the standard financial product under the financial index. After the standard index values of the standard financial products under the multiple financial indexes are obtained, normalization processing may be performed on each standard index value, and a standard index sequence corresponding to the standard financial product is formed after each standard index value subjected to normalization processing.
In this embodiment, the index similarity between the alignment index sequence and each standard index sequence may be calculated according to a preset similarity algorithm, and then the standard index sequence with the highest similarity to the alignment index sequence is selected according to the index similarity, and the standard financial product corresponding to the standard index sequence is used as the target standard financial product.
The similarity calculation method may include a mahalanobis distance calculation method, a Bayes discrimination method, or the like.
And step 140, determining the evaluation risk level of the target financial product according to the standard risk level of the target standard financial product.
In this step, the standard risk level is a risk level corresponding to the target standard financial product. Specifically, assuming that the standard risk level of the target standard financial product is R2, the evaluation risk level of the target financial product is also R2.
In an optional implementation manner of this embodiment, after the standard index sequences respectively corresponding to the standard financial products are obtained in step 120, the standard index sequences respectively corresponding to the plurality of standard financial products under each risk level may be obtained, and then, in the plurality of standard index sequences, the plurality of standard index values belonging to the same financial index are averaged to obtain an average index sequence corresponding to each risk level.
In a particular embodiment, mayA plurality of standard financial products respectively corresponding to R1, R2, R3, R4, and R5 are acquired. Taking R1 as an example, assume that RI corresponds to 3 standard financial products, and the standard index sequence corresponding to the first standard financial product is x1The standard index sequence corresponding to the second standard financial product is x2The standard index sequence corresponding to the third standard financial product is x3Then x can be substituted1、x2And x3And averaging a plurality of standard index values belonging to the same financial index to obtain an average index sequence corresponding to R1.
In this embodiment, the index similarity between the comparison index sequence and each of the mean index sequences may be calculated, and then the mean index sequence with the highest similarity to the comparison index sequence is selected according to the index similarities, and the risk level corresponding to the mean index sequence is used as the evaluation risk level of the target standard financial product.
According to the technical scheme provided by the embodiment of the invention, a comparison index sequence corresponding to a target financial product is formed according to-be-evaluated index values of the target financial product under a plurality of financial indexes, standard index sequences corresponding to the standard financial products respectively are formed according to standard index values of the standard financial products under the financial indexes, the index similarity between the comparison index sequence and each standard index sequence is calculated, the target standard financial product is obtained by screening in each standard financial product according to the index similarity, and the technical means for determining the evaluation risk level of the target financial product is determined according to the standard risk level of the target standard financial product Accurate evaluation and effective guidance for investors to select financial products.
The present embodiment specifically introduces a method for calculating index similarity between the alignment index sequence and each of the standard index sequences based on the above embodiments.
Fig. 2 is a flowchart of a risk assessment method for a financial product according to another embodiment of the present invention, which is based on the above technical solution, and the method includes:
In an implementation manner of the embodiment of the present invention, the forming, according to an index value to be measured of a target financial product to be evaluated under a plurality of financial indexes, a comparison index sequence corresponding to the target financial product includes:
step 211, acquiring all reference financial products belonging to the same product type as the target financial product;
in this step, assuming that the target financial product is a specific fund product, the reference financial products corresponding to the target financial product may be all fund products existing in the market.
Step 212, calculating a data average value and a data standard deviation respectively corresponding to each financial index according to the reference index value of each reference financial product under the plurality of financial indexes;
wherein the reference indicator value is a data value derived from the financial index of the reference financial product. After obtaining the multiple reference index values corresponding to the respective reference financial products, the multiple reference index values corresponding to the same financial index may be averaged, and a standard deviation may be calculated to obtain a data average value and a data standard deviation corresponding to the respective financial indexes.
Step 213, standardizing each index value to be measured according to the data average value and the data standard deviation respectively corresponding to each financial index;
in this step, specifically, each index value to be measured may be normalized by the following formula:
wherein x is the index value to be measured,
and the index value to be detected is the data average value corresponding to the financial index to which the index value to be detected belongs, sigma is the data standard deviation corresponding to the financial index, and x' is the value obtained by standardizing the index value to be detected.
Step 214, forming the comparison index sequence corresponding to the target financial product according to the normalization processing result corresponding to each index value to be measured.
And step 230, sequentially acquiring one standard index sequence as the current standard index sequence.
And step 250, calculating to obtain the index similarity between the comparison index sequence and the current standard index sequence according to each Euclidean distance value.
In this step, after each of the euclidean distance values is obtained, all of the euclidean distance values may be converted into an index similarity between the comparison index sequence and the current standard index sequence according to a preset linear transformation algorithm.
In an embodiment of this embodiment, the calculating the index similarity between the alignment index sequence and the current standard index sequence according to each euclidean distance value includes: and carrying out weighted summation on the Euclidean distance values according to the importance weight corresponding to each financial index respectively to obtain the index similarity between the comparison index sequence and the current standard index sequence.
The respective euclidean distance values may be assigned with corresponding importance weights according to the importance weights corresponding to the respective financial indexes, and then the respective euclidean distance values are weighted according to the corresponding importance weights, and finally the weighted euclidean distance values are added to obtain the index similarity between the comparison index sequence and the current standard index sequence.
In this embodiment, before the step of forming the comparison index sequence corresponding to the target financial product according to the index value to be measured of the target financial product under the plurality of financial indexes to be evaluated, a preset importance weight may be assigned to each financial index in advance according to the data attention degree corresponding to different financial indexes.
Optionally, the data attention degree corresponding to the financial index may be understood as a degree of association between the financial index and the target financial product risk level, and if the correlation between the financial index and the target financial product risk level is higher, the data attention degree corresponding to the financial index is considered to be higher, that is, the importance weight corresponding to the financial index is higher.
In one particular embodiment, assume a financial index y1The Euclidean distance value between the index value to be measured and the standard index value is L1Wherein the financial index y1The corresponding importance weight is w1Then Euclidean distance value L1The corresponding importance weight is also w1。
The advantage of such an arrangement is that by assigning a preset importance weight to each euclidean distance value and taking the result of weighted summation of each euclidean distance value as the index similarity between the comparison index sequence and the current standard index sequence, the risk level of the target financial product can be evaluated in combination with the data attention degree corresponding to each financial index, thereby improving the accuracy of the risk evaluation result of the target financial product.
And step 260, judging whether the processing of all the standard index sequences is finished, if so, executing step 270, otherwise, returning to the operation of sequentially acquiring one standard index sequence as the current standard index sequence in the step 230 until the processing of all the standard index sequences is finished.
And 270, screening the standard financial products to obtain target standard financial products according to the index similarity.
In one embodiment of this embodiment, after the step of determining the evaluation risk level of the target financial product according to the standard risk level of the target standard financial product, the method further includes: acquiring a user set risk level matched with the target financial product; judging whether the user-set risk level meets a level optimization condition or not according to the evaluation risk level, the user-set risk level and a plurality of historical risk levels matched with the target financial product; and if so, optimizing the risk level set by the user according to the evaluation risk level.
The risk level set by the user matched with the target financial product can be a risk level set by the target financial product manager for the target financial product in the current time period.
In this embodiment, a plurality of historical risk levels (e.g., historical risk levels for N consecutive days, N >1) corresponding to the target financial product before the current time may be obtained, and the historical risk levels may be calculated according to the risk assessment method for the financial product in this embodiment.
In a specific embodiment, if the plurality of historical risk levels corresponding to the target financial product are the same as the evaluation risk level, but the evaluation risk level is different from the user-set risk level, it may be confirmed that the user-set risk level satisfies a level optimization condition, and the user-set risk level is optimized to the evaluation risk level.
The method has the advantages that the risk level is set by dynamically adjusting the user of the financial product, so that product management personnel can know the real risk condition of the financial product more accurately, the financial product can be recommended to matched investors conveniently, and the high-risk financial product is prevented from being recommended to investors with weak risk bearing capacity.
In another specific embodiment, if the plurality of historical risk levels corresponding to the target financial product are the same as the user-set risk level, but the user-set risk level is different from the evaluation risk level, it may be confirmed that the user-set risk level does not satisfy the level optimization condition and that the user-set risk level does not need to be optimized.
The method has the advantages that the influence of the abnormal extreme short-term data on the risk level of the financial product can be prevented, and the evaluation result of the risk level of the financial product is more accurate.
The technical scheme provided by the embodiment of the invention forms a comparison index sequence according to the index values to be detected of target financial products to be evaluated under a plurality of financial indexes, forms a standard index sequence according to the standard index values of a plurality of standard financial products under the financial indexes, respectively calculates Euclidean distance values between the index values to be detected and the standard index values in the comparison index sequence and each standard index sequence, which belong to the same financial index, calculates the index similarity between the comparison index sequence and each standard index sequence according to each Euclidean distance value, screens the target standard financial products in each standard financial product according to each index similarity, and determines the evaluation risk level of the target financial products according to the standard risk level of the target standard financial products, the risk level of the financial product can be accurately and objectively evaluated.
The present embodiment specifically introduces another method for obtaining a target standard financial product by screening among the standard financial products according to the similarity of each index based on the above embodiments.
Fig. 3 is a flowchart of a risk assessment method for a financial product according to another embodiment of the present invention, which is based on the above technical solution, and the method includes:
and 310, forming a comparison index sequence corresponding to the target financial product according to the index value to be detected of the target financial product to be evaluated under a plurality of financial indexes.
And 320, forming a standard index sequence corresponding to each standard financial product according to standard index values of the standard financial products under the financial indexes.
In this embodiment, in order to improve the accuracy of the risk assessment result of the target financial product, on the basis of the above embodiment, an implementation manner of obtaining a target risk assessment value corresponding to the target financial product is also provided. The target risk assessment value can be obtained by combining the product type, the management information and the product scale of the target financial product through calculation in advance according to a preset algorithm. Similarly, the standard risk assessment value may be obtained by combining the product type, the management information, and the product scale of the standard financial product according to a preset algorithm.
In a specific embodiment, assuming that the target financial product is a specific fund product, the product types of the target financial product may include a currency type fund, a stock type fund, a bond type fund, a hybrid type fund, a QDII fund, an exponential type fund, and the like; the management information may be scale information of a management company corresponding to the target financial product; the product size may be an asset value corresponding to the target financial product.
In an embodiment of this embodiment, the obtaining a target risk assessment value of the target financial product includes: obtaining attribute risk assessment values corresponding to product attributes of the target financial product, wherein the product attributes comprise: product type, management type, and product size; and calculating the target risk assessment value of the target financial product according to each attribute risk assessment value and the attribute weight corresponding to each product attribute.
In this step, a type risk assessment value of the target financial product may be determined according to a product type of the target financial product; determining a management risk assessment value of the target financial product according to the management information corresponding to the target financial product; determining a scale risk assessment value of the target financial product according to the product scale corresponding to the target financial product; and finally, carrying out weighted summation on the type risk assessment value, the management risk assessment value and the scale risk assessment value of the target financial product according to attribute weights corresponding to the product attributes respectively to obtain the target risk assessment value of the target financial product. Wherein the type risk assessment value, the management risk assessment value, and the scale risk assessment value collectively constitute an attribute risk assessment value for the target financial product.
In this embodiment, different product types may correspond to different type risk assessment values, and the type risk assessment value corresponding to each product type may be stored in a preset lookup table. The type risk assessment value corresponding to the target financial product can be obtained in the lookup table according to the product type corresponding to the target financial product. Specifically, taking a fund product as an example, the type risk assessment value of a currency type fund product may be 0, and the type risk assessment value of a stock type fund product may be 1. Wherein a greater type risk assessment value indicates a higher financial product risk. The type risk assessment value may range between [0, 1 ].
Correspondingly, different management information may also correspond to different management risk assessment values, and the management risk assessment value corresponding to each management information may also be stored in a preset lookup table. Wherein the larger the scale of the management company corresponding to the target financial product is, the smaller the management risk assessment value is; conversely, the smaller the scale of the management company, the larger the management risk assessment value.
Similarly, different product scales may correspond to different scale risk assessment values, and the scale risk assessment value corresponding to each product scale may also be stored in a preset lookup table. Wherein the smaller the product scale corresponding to the target financial product is, the larger the scale risk assessment value is.
In this embodiment, optionally, corresponding attribute weights may be set in advance according to data attention degrees respectively corresponding to the product attributes. The data attention degree may be understood as a degree of association between the product attribute and the target financial product risk level, and if the correlation between the product attribute and the target financial product risk level is high, the data attention degree corresponding to the product attribute is considered to be high, that is, the attribute weight corresponding to the product attribute is high.
And 350, calculating the risk similarity between the target risk assessment value and each standard risk assessment value.
In this step, optionally, a euclidean distance value between the target risk assessment value and each of the standard risk assessment values may be calculated, and the euclidean distance value corresponding to each of the standard risk assessment values may be used as a risk similarity between the target risk assessment value and each of the standard risk assessment values.
And 360, screening the target standard financial products from the standard financial products according to the index similarity and the risk similarity respectively corresponding to the standard financial products.
In this embodiment, optionally, the index similarity and the risk similarity corresponding to each standard financial product may be added to obtain a target similarity corresponding to each standard financial product, and the standard financial product corresponding to the highest target similarity is used as the target standard financial product.
The technical scheme provided by the embodiment of the invention comprises the steps of forming a comparison index sequence according to-be-evaluated index values of target financial products to be evaluated under a plurality of financial indexes, forming each standard index sequence according to standard index values of a plurality of standard financial products under the plurality of financial indexes, calculating index similarity between the comparison index sequence and each standard index sequence, obtaining a target risk evaluation value of the target financial product and a standard risk evaluation value of each standard financial product, calculating risk similarity between the target risk evaluation value and each standard risk evaluation value, screening and obtaining the target standard financial products from each standard financial product according to the index similarity and the risk similarity respectively corresponding to each standard financial product, and obtaining the standard target financial products according to the standard risk grades of the target standard financial products, the technical means for determining the evaluation risk level of the target financial product can realize accurate and objective evaluation of the risk level of the financial product.
Fig. 4 is a schematic structural diagram of a risk assessment apparatus for a financial product according to another embodiment of the present invention. As shown in fig. 4, the apparatus includes: an aligned sequence forming module 410, a standard sequence forming module 420, a similarity calculation module 430, and a rank determination module 440.
The comparison sequence forming module 410 is configured to form a comparison index sequence corresponding to a target financial product to be evaluated according to a to-be-detected index value of the target financial product under multiple financial indexes;
a standard sequence forming module 420, configured to form a standard index sequence corresponding to each standard financial product according to standard index values of the standard financial products under the financial indexes;
a similarity calculation module 430, configured to calculate an index similarity between the comparison index sequence and each standard index sequence, and filter out a target standard financial product from each standard financial product according to each index similarity;
a grade determining module 440, configured to determine an evaluation risk grade of the target financial product according to the standard risk grade of the target standard financial product.
According to the technical scheme provided by the embodiment of the invention, a comparison index sequence corresponding to a target financial product is formed according to-be-evaluated index values of the target financial product under a plurality of financial indexes, standard index sequences corresponding to the standard financial products respectively are formed according to standard index values of the standard financial products under the financial indexes, the index similarity between the comparison index sequence and each standard index sequence is calculated, the target standard financial product is obtained by screening in each standard financial product according to the index similarity, and the technical means for determining the evaluation risk level of the target financial product is determined according to the standard risk level of the target standard financial product Accurate evaluation and effective guidance for investors to select financial products.
Optionally, the aligned sequence forming module 410 comprises:
a reference product acquisition unit for acquiring all reference financial products belonging to the same product type as the target financial product;
the data value calculating unit is used for calculating a data average value and a data standard deviation which respectively correspond to each financial index according to the reference index value of each reference financial product under the plurality of financial indexes;
the standardization processing unit is used for carrying out standardization processing on each index value to be detected according to the data average value and the data standard deviation which respectively correspond to each financial index;
and the sequence forming unit is used for forming the comparison index sequence corresponding to the target financial product according to the standardized processing result corresponding to each index value to be detected.
Optionally, the similarity calculating module 430 includes:
a current sequence obtaining unit, configured to sequentially obtain one of the standard indicator sequences as a current standard indicator sequence;
the Euclidean distance calculating unit is used for calculating Euclidean distance values between the index values to be detected and the standard index values which belong to the same financial index in the comparison index sequence and the current standard index sequence respectively;
the index similarity calculation unit is used for calculating and obtaining the index similarity between the comparison index sequence and the current standard index sequence according to each Euclidean distance value;
the all-sequence processing unit is used for returning and executing the operation of sequentially acquiring one standard index sequence as the current standard index sequence until the processing of all the standard index sequences is completed;
the index similarity calculation unit is used for carrying out weighted summation on the Euclidean distance values according to the importance weight corresponding to each financial index respectively to obtain the index similarity between the comparison index sequence and the current standard index sequence;
and the target product screening unit is used for screening the target standard financial products from the standard financial products according to the index similarity and the risk similarity respectively corresponding to the standard financial products.
Optionally, the apparatus further comprises:
a risk assessment value acquisition module, configured to acquire a target risk assessment value of the target financial product and a standard risk assessment value of each standard financial product;
a risk similarity calculation module for calculating a risk similarity between the target risk assessment value and each of the standard risk assessment values;
the user setting risk level acquisition module is used for acquiring a user setting risk level matched with the target financial product;
the optimization condition judging module is used for judging whether the risk level set by the user meets a level optimization condition according to the evaluation risk level, the risk level set by the user and a plurality of historical risk levels matched with the target financial product;
and the grade optimization module is used for optimizing the user set risk grade according to the evaluation risk grade when the user set risk grade meets a grade optimization condition.
Optionally, the risk assessment value obtaining module includes:
an attribute evaluation value acquisition unit configured to acquire attribute risk evaluation values corresponding to respective product attributes of the target financial product, the product attributes including: product type, management type, and product size;
and the risk assessment value calculation unit is used for calculating the target risk assessment value of the target financial product according to each attribute risk assessment value and the attribute weight corresponding to each product attribute.
The device can execute the methods provided by all the embodiments of the invention, and has corresponding functional modules and beneficial effects for executing the methods. For technical details which are not described in detail in the embodiments of the present invention, reference may be made to the methods provided in all the aforementioned embodiments of the present invention.
Fig. 5 is a schematic structural diagram of a computer apparatus according to another embodiment of the present invention, as shown in fig. 5, the computer apparatus includes a processor 510, a memory 520, an input device 530, and an output device 540; the number of the processors 510 in the computer device may be one or more, and one processor 510 is taken as an example in fig. 5; the processor 510, the memory 520, the input device 530 and the output device 540 in the computer apparatus may be connected by a bus or other means, and the connection by the bus is exemplified in fig. 5. The memory 520 is a computer-readable storage medium for storing software programs, computer-executable programs, and modules, such as computer programs/modules corresponding to the risk assessment method of a financial product according to any embodiment of the present invention (e.g., the alignment sequence forming module 410, the standard sequence forming module 420, the similarity calculation module 430, and the grade determination module 440 in the risk assessment device of a financial product). The processor 510 executes various functional applications and data processing of the computer device by executing the software programs, computer programs, and modules stored in the memory 520, thereby implementing a risk assessment method for a financial product as described above. That is, the computer program when executed by the processor implements:
forming a comparison index sequence corresponding to a target financial product according to an index value to be detected of the target financial product to be evaluated under a plurality of financial indexes;
forming standard index sequences corresponding to the standard financial products according to standard index values of the standard financial products under the financial indexes;
calculating index similarity between the comparison index sequence and each standard index sequence, and screening target standard financial products from each standard financial product according to the index similarity;
and determining the evaluation risk level of the target financial product according to the standard risk level of the target standard financial product.
The memory 520 may mainly include a program storage area and a data storage area, wherein the program storage area may store an operating system, an application program required for at least one function; the storage data area may store data created according to the use of the terminal, and the like. Further, the memory 520 may include high speed random access memory, and may also include non-volatile memory, such as at least one magnetic disk storage device, flash memory device, or other non-volatile solid state storage device. In some examples, memory 520 may further include memory located remotely from processor 510, which may be connected to a computer device through a network. Examples of such networks include, but are not limited to, the internet, intranets, local area networks, mobile communication networks, and combinations thereof. The input device 530 may be used to receive input numeric or character information and generate key signal inputs related to user settings and function control of the computer apparatus, and may include a keyboard and a mouse, etc. The output device 540 may include a display device such as a display screen.
Embodiments of the present invention further provide a computer-readable storage medium, on which a computer program is stored, where the computer program, when executed by a processor, implements the method according to any embodiment of the present invention. Of course, the embodiment of the present invention provides a computer-readable storage medium, which can perform related operations in the method for risk assessment of a financial product according to any embodiment of the present invention. That is, the computer program when executed by the processor implements:
forming a comparison index sequence corresponding to a target financial product according to an index value to be detected of the target financial product to be evaluated under a plurality of financial indexes;
forming standard index sequences corresponding to the standard financial products according to standard index values of the standard financial products under the financial indexes;
calculating index similarity between the comparison index sequence and each standard index sequence, and screening target standard financial products from each standard financial product according to the index similarity;
and determining the evaluation risk level of the target financial product according to the standard risk level of the target standard financial product.
From the above description of the embodiments, it is obvious for those skilled in the art that the present invention can be implemented by software and necessary general hardware, and certainly, can also be implemented by hardware, but the former is a better embodiment in many cases. Based on such understanding, the technical solutions of the present invention may be embodied in the form of a software product, which can be stored in a computer-readable storage medium, such as a floppy disk, a Read-Only Memory (ROM), a Random Access Memory (RAM), a FLASH Memory (FLASH), a hard disk or an optical disk of a computer, and includes several instructions for enabling a computer device (which may be a personal computer, a server, or a network device) to execute the methods according to the embodiments of the present invention.
It should be noted that, in the embodiment of the risk assessment device for financial products, the included units and modules are only divided according to the functional logic, but not limited to the above division as long as the corresponding functions can be realized; in addition, specific names of the functional units are only for convenience of distinguishing from each other, and are not used for limiting the protection scope of the present invention.
It is to be noted that the foregoing is only illustrative of the preferred embodiments of the present invention and the technical principles employed. It will be understood by those skilled in the art that the present invention is not limited to the particular embodiments described herein, but is capable of various obvious changes, rearrangements and substitutions as will now become apparent to those skilled in the art without departing from the scope of the invention. Therefore, although the present invention has been described in greater detail by the above embodiments, the present invention is not limited to the above embodiments, and may include other equivalent embodiments without departing from the spirit of the present invention, and the scope of the present invention is determined by the scope of the appended claims.
Claims (10)
1. A method for risk assessment of a financial product, the method comprising:
forming a comparison index sequence corresponding to a target financial product according to an index value to be detected of the target financial product to be evaluated under a plurality of financial indexes;
forming standard index sequences corresponding to the standard financial products according to standard index values of the standard financial products under the financial indexes;
calculating index similarity between the comparison index sequence and each standard index sequence, and screening target standard financial products from each standard financial product according to the index similarity;
and determining the evaluation risk level of the target financial product according to the standard risk level of the target standard financial product.
2. The method of claim 1, wherein calculating the index similarity between the aligned index sequences and each of the standard index sequences comprises:
sequentially acquiring one standard index sequence as a current standard index sequence;
respectively calculating Euclidean distance values between the index value to be detected and the standard index value which belong to the same financial index in the comparison index sequence and the current standard index sequence;
calculating to obtain index similarity between the comparison index sequence and the current standard index sequence according to each Euclidean distance value;
and returning to execute the operation of sequentially acquiring one standard index sequence as the current standard index sequence until the processing of all the standard index sequences is completed.
3. The method of claim 2, wherein the calculating an index similarity between the alignment index sequence and the current standard index sequence according to each Euclidean distance value comprises:
and carrying out weighted summation on the Euclidean distance values according to the importance weight corresponding to each financial index respectively to obtain the index similarity between the comparison index sequence and the current standard index sequence.
4. The method according to any one of claims 1-3, further comprising:
acquiring a target risk assessment value of the target financial product and a standard risk assessment value of each standard financial product;
calculating risk similarity between the target risk assessment value and each standard risk assessment value;
the step of screening target standard financial products from the standard financial products according to the index similarity comprises the following steps:
and screening the target standard financial products from the standard financial products according to the index similarity and the risk similarity respectively corresponding to the standard financial products.
5. The method of claim 4, wherein obtaining the target risk assessment value for the target financial product comprises:
obtaining attribute risk assessment values corresponding to product attributes of the target financial product, wherein the product attributes comprise: product type, management type, and product size;
and calculating the target risk assessment value of the target financial product according to each attribute risk assessment value and the attribute weight corresponding to each product attribute.
6. The method of claim 1, further comprising, after the step of determining an assessed risk level for the target financial product based on the standard risk level for the target standard financial product:
acquiring a user set risk level matched with the target financial product;
judging whether the user-set risk level meets a level optimization condition or not according to the evaluation risk level, the user-set risk level and a plurality of historical risk levels matched with the target financial product;
and if so, optimizing the risk level set by the user according to the evaluation risk level.
7. The method of claim 1, wherein the forming of the alignment index sequence corresponding to the target financial product according to the value of the target financial product to be evaluated under the plurality of financial indexes comprises:
acquiring all reference financial products belonging to the same product type as the target financial product;
calculating a data average value and a data standard deviation respectively corresponding to each financial index according to the reference index value of each reference financial product under the plurality of financial indexes;
according to the data average value and the data standard deviation which respectively correspond to each financial index, each index value to be detected is subjected to standardization processing;
and forming the comparison index sequence corresponding to the target financial product according to the standardization processing result corresponding to each index value to be detected.
8. A risk assessment device for a financial product, said device comprising:
the system comprises a comparison sequence forming module, a comparison sequence generating module and a comparison sequence generating module, wherein the comparison sequence forming module is used for forming a comparison index sequence corresponding to a target financial product according to-be-detected index values of the target financial product to be evaluated under a plurality of financial indexes;
the standard sequence forming module is used for forming a standard index sequence corresponding to each standard financial product according to standard index values of the standard financial products under the financial indexes;
the similarity calculation module is used for calculating the index similarity between the comparison index sequence and each standard index sequence and screening target standard financial products from each standard financial product according to the index similarity;
and the grade determining module is used for determining the evaluation risk grade of the target financial product according to the standard risk grade of the target standard financial product.
9. A computer device, comprising:
one or more processors;
storage means for storing one or more computer programs;
the one or more computer programs when executed by the one or more processors cause the one or more processors to perform a method of risk assessment of a financial product as claimed in any one of claims 1 to 7.
10. A computer-readable storage medium, on which a computer program is stored, the computer program, when being executed by a processor, implementing a method for risk assessment of a financial product according to any one of claims 1 to 7.
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