TW200304083A - Value securities risk management system - Google Patents

Abstract

The present invention relates to a value securities risk management system which comprises a front counter transaction system to issue the first transaction request; a middle counter risk control system connected to the front counter transaction system to receive the first transaction request and issue a transaction reply message to the front counter transaction system according to the first transaction request; a post counter business-transaction-completion system connected to the front counter transaction system. When the front counter transaction system receives the transaction reply message from the middle counter risk control system, the front counter transaction system will generate a business-transaction-completion operation message to the post counter business-transaction-completion system according to the transaction reply message, and the post counter business-transaction-completion system will proceed the business-transaction-completion operation according to the business-transaction-completion operation message.

Description

200304083 V. Description of the invention (1) [Technical domain to which the invention belongs The invention relates to a type of duct system [previously, the "make" of securities was used in post-production and the use of human resources is no longer possible for risk control, so it is quite difficult to deliver in the background " Invented because of the integration of securities back-office information, to achieve the value of the transaction insurance control to achieve transaction technology] Today's market securities cutting system and transactions must borrow the manual data of securities to provide real-time valuers' front desk The transaction management mechanism, therefore, the risk will increase the number of easy cuts between the system, enter the content] A 'The risk control management system of the present invention is integrated by the cut system and can be easily automated by the effect of Domain] A kind of marketable securities risk management system. Its securities management system is based on the functions of automation and risk control through a central platform. About the risk control effect. The system and later increase each evaluation and control labor cost. Data is not easy to produce. Due to system integration, it is tedious to enter data, but not only data. Taiwan delivery system pen securities management, of course, and because of the integration, many errors have occurred. Jingtai trading system and pen price update rate. And, and therefore each and every transaction is not effective. There are no transactions between the wrong parties. It is feasible to trade at the front desk. Therefore, there is any risk. The main purpose of the control system is to provide a securities management system that can be managed. This risk management system of the Taiwan Development Center will deal with front-end transactions, not only providing integration of securities-related data to control risks. Guanguo 0 It is clear from the data that the system is relevant and timely, and

Page 5 200304083 V. Description of the invention (2) The present invention is used to issue a transaction request at the front desk. The 'delivery system' contains an evaluation data '. The transaction of a trader with a transaction object corresponds to each transaction. Store a number of business information including / identify the data in the 'front inspection father' which corresponds to the data. According to the first transaction and the identification of the 4th institution of the United States and Taiwan, the authority / equity transaction system is used to issue a transaction / first transaction system for issuing a transaction to each transaction object connected to the first transaction asset at the front desk. Transaction information; one authority information, one-transaction shell 'transaction authority issuer identification code' the pair, which is used to record transaction object evaluation information issued by the exchange system, risk control management system, and product release When the machine is trading, the system will connect to the corresponding one of the objects in the first back-office system to exchange multiple identification code records to evaluate the assets and data. Its ID, related

The 6-page risk management system includes a front desk delivery request; a China-Taiwan risk control system receives the first transaction request and responds to the front-end transaction system; a trading system; where the middle-stage management repository is used to store multiple The transaction image evaluation data includes an identification code, a number of data blocks for recording phases, and two transaction databases for storing each trader's authority data, including one and a plurality of data blocks for data; a third Transaction database, evaluation, information, each issuer should be in each product issuer, with the transaction capital of the product issuer, the first transaction requirements include To the first _ $ & Φ +, + When the discriminator is easy to request, it will take two ^, and find out from the transaction database that the phase contains the handle "Yi Beibei's limit data and product distribution ^ Data ^ easy object evaluation Data, Trader: When the trading conditions recorded in the material are estimated on demand, and the second material conditions are met, Zhong Typhoon 200304083 V. Description of the invention (¾ The risk control management system will automatically generate a transaction back The message is sent to the front-end transaction system, where the transaction response message contains the same three identification codes and transaction information as the first transaction request; when the transaction request does not match the conditions of any of the information, the Central Taiwan Risk Control System will automatically reply A warning message is sent to the front desk trading system.

According to the transaction response information generated by the Central Taiwan Risk Control System, the front-end trading system will generate a delivery operation message to the background delivery system based on this information, and the background delivery system will perform the delivery operation based on the delivery operation information. The delivery operation message contains the same identification code and transaction data as the transaction response message. When the background delivery system completes the delivery operation, the system will generate a delivery completion message to the Central Taiwan Risk Control System. The delivery completion message contains the same identification code and transaction data as the delivery operation message. According to the identification code in the delivery operation message, the Zhongtai risk control system will find the transaction object evaluation data, dealer authority data and product evaluation data corresponding to the identification code from the transaction database, and according to the transaction in the delivery operation message Data, and make corresponding modifications to the evaluation information of the trading object, the authority information of the trader, and the product evaluation data. [Embodiment]

Please refer to the first figure, which is the schematic diagram of the securities management system of the present invention. The marketable securities management system 10 of the present invention can be used to control the transaction status of the bank's securities; it includes a front-end transaction system 12, a mid-stage risk control system 14 and a back-end delivery system 16, and a Transaction price database 28.

Page 7 200304083 Description of the invention (4) _ Among them, the middle-stage risk control system 14 is connected to the system and is located between the back-office delivery system 16 and includes -easy system 180 and a second transaction database 181 and a third transaction library In the present invention, the Taiwan risk control and management system 4 is via _ = 82. = Department. The transaction price information system 32 can be = easy to control = system two to instantly transmit a plurality of transaction price data 34 to the middle stage two. In this preferred embodiment, the applicant uses silver; easy as an example, and, The === of the present invention can be any entity that issues securities, such as ^ customs, companies, etc., can become the transaction master c: government agencies, banks can be installed in any institution, such as companies There are two types of securities trading: people and organizations to manage this institution's cashier's order, transferable fixed price: 可以 可以 可以 票 票 # 'For example, commercial ^ ▲ 锝 边 锝 期 存 早 和 债券 Bonds and so on.廑 廑 ★ The second tester's picture, which is the sixth opinion of the securities management system,-owes 2 assets; the bank 28 has multiples; ΐ = the bank (that is, the transaction ^ 6 /) has an identification code 1Da-IDd, corresponding to The corresponding department corresponds to an intersection j. That is, each transaction price data has the same identification code. Male shell; ,,, and contains a schematic diagram with the database of transaction price 34. = The transaction information database 180 of the China Risk Control System is used to store the wide-to-government system 14 which contains a first transaction to store the evaluation data of multiple transaction objects 丨 802 200304083 ----- V. Description of the invention (5) The valuation data 1 802 in a trading ping contains an identification code 1 804, which corresponds to the transaction transaction 06 'and a plurality of data fields 1808, which are used to record and store a plurality of second transaction data The database 181 contains identification data 1812, and each trader's authority block is used to record the contention of each and every trader, as well as a plurality of data databases 1 82 ,; Use the item to store the transaction authority data at / ° / Bei; a third turn, each shot game to save the evaluation data of several trading products after 1822, easy to produce σ 7 冓 ping estimation data contains an identification code , Which corresponds to each transaction transaction data. i Several data booths' are used to record the control of trading products. rn m12 issues a first-transaction request to Zhongtai Risk, where the first-transaction request includes the transaction object, one transaction, the second transaction transaction information, and The relevant information of a trader is connected to a comparison module 183 through the electricity: system 14 and through the comparison module: ;; the first transaction request includes-transaction object,-transaction product, ^ 11 news and a transaction The relevant information of “m” is for risk control, in which the comparison module 181 makes a transaction through the transaction price information system 32, and the comparison of Ji Gongxun's, and the comparison of the transaction product, the transaction object and the trader's quota Through this comparison module 183, the evaluation data in the first, second, and third transactions, materials 12, 14, and 16 are compared. If the amount once exceeds the transaction price 180, the transaction database 180, If 181 and 182 and the transaction price information are not the value of 32, then no transaction will be performed and the front-end transaction system 12 will be issued. 'If it is lower than the values of the transaction database 180, 181, and 182 and the transaction price information system 32, then Generate a delivery message to the background delivery module 16 Carried out six

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200304083 V. Description of the invention (6) Easy. Please refer to the fourth diagram, which is a process diagram of the present invention. The implementation of one of the preferred embodiments of the known month is the middle-stage risk control system 1 4 receiving 坌 ▲ only hot 4/2 = and according to the first transaction requirements (such as from the step-; 18〇2 ^ ^ ^ t -Six bets find the first and easy to find material 36 with the same identification code IDa (as shown in step 43). = In the case, the middle stage risk control system 14 will according to the transaction pair: == delivery "material, and The second transaction price information ⑼ is generated:: The soil responds to U Litai trading system 12 (as shown in step "2). I wish that the transaction data recorded by the evaluation information 1 802 of the transaction target may include the main = desired parent bank A "The total amount of funds" and the current market price of the bonds that are not acceptable under the second transaction price information. Therefore, the risk control system of the Central Bank fl4 s. Whether the price paid is higher than the market price of the item and whether the other control conditions are met. It is used to determine whether to conduct transactions with Bank A, that is, whether to carry out the court transaction required by the first transaction request. Determine the result to generate a transaction response message, where this transaction response The reply message contains the same identification code /, I Da, and transaction information as the first transaction request. If the transaction is within the control of the China-Taiwan risk limit, it means that the main bank can conduct this transaction with Bank A. The front desk The trading system 丨 2 will generate a delivery operation message to the background delivery system according to the transaction response information 丨 6 (as shown in step 10 on page 200304083 V. Invention description (7) step 4 5) and the platform parent cutting system 16 will According to the delivery operation information, the operation is performed (as shown in step 46). The delivery operation message contains the same identification code Da and transaction information as the parent's easy-to-reply message. Therefore, the staff of the background delivery system 16 You can use this transaction data to carry out the operation of Liuyibiao, where the transaction data includes the amount and quantity. When the background castration system 16 completes the delivery operation, it will generate a completion message to the Central Taiwan Risk Control System 14 (such as (Shown in step 47). This = the completion message contains the same identification code iDa and six-year-old data as the delivery operation message, so the middle-stage risk control system 14 can follow the delivery operation information Identification code IDa, find corresponding to "= cross image evaluation data 1 802 from the first transaction data base 18, and make corresponding modification step 48 according to the delivery operation information rt 二 2 2 easy object evaluation data 1 802 (Shown). That is, 'the denomination of this transaction will be increased; the amount in the parent's assessment data 1 802. To' The figure shows that the middle and second stage risk control system 14 generates a second second exchange request to Then, the control flow of the securities management system in the Taiwan trading system is column V, such as' when the transaction data monitoring module 20 finds the transaction object evaluation data management: two = silver, when there is a problem with the credit status, the typhoon 2 = 28 transactions The transaction object evaluation information in the database 180 \ the identification code ID3 of I 3 to find the transaction data from the transaction price database 28 that contains == ... The second transaction price information 36, = brother = Father Yi requests to the front-end transaction system 12 (as shown in step "). One parent asks to include the identification code IDb of the bank B and the transaction information.

I. Page 1] Page 200304083 V. Description of the invention (that is, what you want to sell, and the selling price is the price to determine the current Taiwan Exchange Second Trading Requirement Bond, and produce (as identified in step 52 the transaction request Personnel can post a certain sale price to the completion information after the delivery to Zhongyuancheng. Therefore, Zhongtai identified the information and evaluated the data from the subject of the transaction, as shown in the transaction pair 54. Because the transaction amount will be reduced by the above expectations The integration of the database comes from the front-end trading system's daily information, and reduces the transaction risk. The amount of bank B's bond bonds and the price to be sold are based on the current transaction of bank B's bond bonds in the market, which is based on the second transaction. The price data is determined by 36. When the easy system 1 2 receives the second transaction request, it will determine according to the identification code in the transaction that the transaction it wants to perform is the transfer of the delivery message of Bank B to the background delivery system (see below). . Among them, the delivery operation message contains the same identification number and transaction information. Therefore, the background delivery system 16 performs the delivery operation based on the delivery operation message, and sells a certain number of bank B bonds. When the cutting system 16 completes the delivery operation, it will generate a delivery platform risk control system 14 (as shown in step 53). Jiaobao, j See the identification code of the delivery operation message and transaction data risk management system 14 You can find the delivery material 38b corresponding to the identification code according to one of the transaction database 1 80 in the delivery operation message, and according to the delivery The transaction in the job information is modified correspondingly to the evaluation data 38b (such as step ^ the value of the transaction to the bank b recorded by the parent bargain data 36). It is known that the securities management of the present invention The system can be used for risk control, which is integrated with the backstage parent-child system through the middle-stage risk control system II, which can not only provide: The risk control can also be performed through the integration of data. To achieve the effect of the parent easy automation.

200304083 V. Description of the invention (9) Although the present invention has been described with reference to preferred specific examples and exemplary drawings, it should not be construed as limiting. Those skilled in the art can make various modifications, omissions, and changes to their forms and contents of specific specific examples without departing from the scope of the present invention.

Page 13 200304083 Brief description of the drawings The present invention and its objects and advantages can be best understood with reference to the following description of the preferred embodiments and the attached drawings, wherein: The first diagram is a schematic diagram of the securities management system of the present invention; The second diagram is a schematic diagram of the transaction price database of the securities management system; the third diagram is a schematic diagram of the transaction database of the China Taiwan Risk Control System; the fourth diagram is a current transaction request issued by the current Taiwan trading system to the China Taiwan The risk control system is a control flow chart of the securities management system; and the fifth chart is a control flow chart of the security management system when the middle-stage risk control system generates a second transaction request to the front-end transaction system. [Illustration of Symbols in the Schematic] 10 Tangli System of Securities 12 Front-end Trading System 14 Central Taiwan Risk Control System 16 Back-end Delivery System 180 First Transaction Database 1802 Evaluation Information 1804 Identification Code 1806 Transaction Object 1808 Data Field 181 Second Transaction database 1812 Transaction authority information 182 Third transaction database 1822 Evaluation data 183 Comparison module 32 Transaction price information system

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Claims (1)

200304083 VI. Scope of patent application 1. A securities risk management system, which mainly includes: _ A front-end transaction system is used to issue a first transaction request, where the first parent transaction request includes a transaction object, a Trading products, a parent bargaining news, and a trader's related information; a China-Taiwan risk control system connected to the front-end trading system for receiving the first transaction request, and which includes a comparison module, In order to obtain the transaction object, transaction product, transaction price, and the quota and evaluation of the trader for the first transaction request, a delivery operation message and a background delivery system are connected to the front-end transaction system to receive Side parent cut job message. 2 · If the securities risk management system of item 1 of the scope of patent application, the middle-stage risk control system includes: a first transaction database for storing evaluation data of a plurality of transaction objects, each transaction The object evaluation data includes an identification code corresponding to a transaction object and a plurality of data blocks for recording transaction data related to the transaction object; a second transaction database for storing a plurality of traders' transaction authority information y1: The data contains an identification code, which corresponds to the transaction authority data of every two shells; and the third transaction database of Qiyiyiyi, which is used to store multiple transactions, and each transaction product evaluation data includes an identification The appraisal information of each parent product, as well as a number of data fields, 丨], corresponding to --- used to record the transaction information on the patent application range trading products on page 15. 3. If the securities risk management system of item 1 of the scope of patent application, wherein the middle-stage risk control system is connected to a transaction price information system through a network, the transaction compensation information system will immediately transmit at least one transaction price Information to the Central Taiwan Risk Control System. Page 16