CN102393945B - Data processing method and system for risk weighted asset calculation - Google Patents
Data processing method and system for risk weighted asset calculation Download PDFInfo
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- CN102393945B CN102393945B CN201110180663.2A CN201110180663A CN102393945B CN 102393945 B CN102393945 B CN 102393945B CN 201110180663 A CN201110180663 A CN 201110180663A CN 102393945 B CN102393945 B CN 102393945B
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Abstract
The invention discloses a data processing method and a data processing system for risk weighted asset calculation. The system comprises a data extraction module, a field value calculation module, a risk weighted asset value calculation module and a report display module. In the method and the system, a data storage model for the risk weighted asset calculation is divided into four layers; data processing for the risk weighted asset calculation is realized among the layers by extracting, converting and loading data according to respective mapping documents of the four layers, so repeated data storage is avoided, a large quantity of application server resources is not required, and the processing efficiency of the system is improved on the premise of realizing the function of the system. Furthermore, uniform processing for a large amount of readily available data can be realized by splitting a logic of the risk weighted asset calculation according to asset classification, calculating risk weighted asset values respectively and finally integrating calculated results; and therefore, the processing efficiency of the system can be improved and the cost of the system can be reduced.
Description
Technical field
The present invention relates to risk-weighted asset and calculate field, particularly relate to a kind of data processing method for risk-weighted asset calculating and system.
Background technology
Current at risk-weighted asset (Risk-Weighted Assets, RWA) field is calculated, the computing engines of ripe software package is all be deployed in application server environment, RWA needs when calculating to consume a large amount of application server resources and I/O (I/O) resource with database server usually, the data-handling capacity of high performance database server cannot be made full use of, thus when carrying out the process of mass data, due to the reading of data processing, the I/O such as storage and file interaction consume large, can cause that RWA counting yield is low and resource requirement is high, and then cause cost to increase.
In addition, according to the scope of business that RWA calculates, the source data needed relates to and extracts business datum to 11 systems such as public credit flow process, retail point pond, market risk management, credit Reserve Fund, general ledger, kernel business of bank, personal loan, security management, ERP finance, funds transaction backstage, international card, and Data Source widely.
Therefore, how carry out RWA calculating for Data Source and huge data volume widely, also will ensure that RWA calculates then becomes this area problem demanding prompt solution to the performance requirement of system simultaneously.
Summary of the invention
The object of the invention is to: a kind of data processing method for risk-weighted asset calculating and system are provided, improve the treatment effeciency of system while risk-weighted asset calculates for realizing and lower system cost.
On the one hand, the invention provides a kind of data processing method calculated for risk-weighted asset, described method comprises the steps:
A. from risk data fairground, extract the basic data being used for liability being carried out to risk-weighted asset calculating according to the first mapping document, and described basic data is stored in interface layer;
B. calculate the whole field values calculated for risk-weighted asset according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer, and described whole field value is stored in middle layer;
C. be suitable for according to the regulatory designations of described liability and artificial selection the definitive application regulation that regulation judges described liability, and calculate the risk-weighted asset value of described liability according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer, and described risk-weighted asset value is stored in resultant layer;
D. generate the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer, and described form is stored in form layer.
On the other hand, present invention also offers a kind of data handling system calculated for risk-weighted asset, described system comprises:
Data extraction module, for extracting the basic data being used for liability being carried out to risk-weighted asset calculating from risk data fairground according to the first mapping document, and is stored in interface layer by described basic data;
Field value computing module, for calculating the whole field values calculated for risk-weighted asset according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer, and is stored in middle layer by described whole field value;
Risk-weighted asset value computing module, for being suitable for according to the regulatory designations of described liability and artificial selection the definitive application regulation that regulation judges described liability, and calculate the risk-weighted asset value of described liability according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer, and described risk-weighted asset value is stored in resultant layer;
Report form showing module, for generating the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer, and is stored in form layer by described form.
Implement of the present invention for risk-weighted asset calculate data processing method and system there is following beneficial effect: by by be used for risk-weighted asset calculate Data Storage Models be divided into four layers, and between layers according to the extraction of respective mapping document by data, conversion and loading realize the data handling procedure that risk-weighted asset calculates, finally obtain risk-weighted asset value and generate corresponding form showing, thus avoid the repeated storage of data, more need not consume a large amount of application server resources, the treatment effeciency of system is improved under the prerequisite realizing systemic-function.
Accompanying drawing explanation
Fig. 1 is the embodiment 1 of the data processing method for risk-weighted asset calculating of the present invention.
Fig. 2 is the embodiment 2 of the data processing method for risk-weighted asset calculating of the present invention.
Fig. 3 is the structured flowchart of the embodiment 1 of the data handling system 1 for risk-weighted asset calculating of the present invention.
Fig. 4 is the structured flowchart of data extraction module 10 in data handling system 1 of the present invention.
Fig. 5 is the structured flowchart of field value computing module 11 in data handling system 1 of the present invention.
Fig. 6 is the structured flowchart of data handling system 1 risk weighted assets value computing module 12 of the present invention.
Fig. 7 is the structured flowchart of form display module 13 in data handling system 1 of the present invention.
Fig. 8 is the structured flowchart of the embodiment 2 of the data handling system 1 for risk-weighted asset calculating of the present invention.
The risk-weighted asset computational logic of liability is carried out according to the present invention the schematic diagram that splits by Fig. 9 according to assets classes.
Embodiment
For making the object of embodiments of the invention, technical scheme and advantage clearly, further combined with accompanying drawing, the present invention is described in detail below.
Fig. 1 is the embodiment 1 of a kind of data processing method for risk-weighted asset calculating of the present invention, and as shown in Figure 1, described method comprises:
S101, extracts the basic data being used for liability being carried out to risk-weighted asset calculating, and described basic data is stored in interface layer from risk data fairground according to the first mapping document.Wherein said first mapping document defines the data processing rule from described risk data fairground to described interface layer.Concrete, described risk data fairground stores the data needed for risk-weighted asset calculating, and it relates to the data to multiple systems such as public credit, retail point pond, market risk management, credit Reserve Fund, general ledger, kernel business of bank, personal credit, security management, ERP finance, funds transaction backstage, international cards.And in this first mapping document, describe the processing rule of all tables to field level of interface layer, comprise the field mappings relation of the table of origin system, upstream source table and object table, and from data processing rules such as incidence relations between the data area described risk data fairground extraction data procedures, table.
S102, calculates the whole field values calculated for risk-weighted asset, and described whole field value is stored in middle layer according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer.Wherein, described second mapping document defines the data processing rule from described interface layer to described middle layer, the data mart modeling rule etc. of described whole field value is such as calculated by described basic data, and the field calculated such as comprises arithmetic mean PD, initial value and weighted mean loss given default (Loss Given Default, LGD), initial value and weighted mean valid period (Effective maturity, M) etc.Described regulatory designations represent described liability under current data status for risk-weighted asset calculates the regulation that is suitable for, in embodiments of the present invention, described regulation can comprise senior method, elementary method and positive law.And identify applicable regulation about how according to current data status and will be described in detail later the process that this liability makes a check mark.
S103, the definitive application regulation that regulation judges described liability is suitable for according to the regulatory designations of described liability and artificial selection, and calculate the risk-weighted asset value of described liability according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer, and described risk-weighted asset value is stored in resultant layer.Wherein, described 3rd mapping document defines the data processing rule from described middle layer to described resultant layer, such as, calculated the data mart modeling rule etc. of risk-weighted asset value by described whole field value.And about how to judge that the definitive application regulation of liability will be described in detail later according to the regulation that is suitable for of regulatory designations and artificial selection.
S104, generates the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer, and described form is stored in form layer.Described 4th mapping document defines the data processing rule from described resultant layer to described form layer, such as, from the fact table described resultant layer to the data mart modeling rule of the fact table of form layer.In one embodiment, form can be left in described form layer respectively according to version number, wherein, version number refers to the risk-weighted asset value calculating 4 cover versions according to initial value Default Probability (Probabilitu of Default, PD), arithmetic mean PD, weighted mean PD and long-term mean P D respectively.
In embodiments of the present invention, described interface layer, middle layer, structural sheet and form layer are the 4 layer data storage organizations divided in the data storage area that risk-weighted asset calculates, it stores the corresponding data with 4 of calculation risk weighted assets stages respectively, by the extraction of data between adjacent two layers, conversion and to load and corresponding mapping document realizes corresponding data processing respectively, thus avoid the repeated storage of data in calculation risk weighted assets process, under the prerequisite meeting business function, the data of systematic conservation can be reduced to minimum, thus be conducive to the performance improving whole system.
In addition, in embodiments of the present invention, the risk-weighted asset computational logic of liability can also be split according to assets classes, such as classify according to retail class, company's class, investment type, outside the venue derivative class, asset securitization class, equity class, other assets, operational risk and the market risk, then risk-weighted asset calculating is carried out for each classification according to the treatment scheme shown in Fig. 1 respectively, finally the result of calculation of each classification carried out integrating again and obtain final risk-weighted asset result of calculation, its detailed process can reference diagram 9.The object done like this is the data-handling efficiency in order to improve system, the object that reaching embarrasses letter, divides and rule.
Fig. 2 is the embodiment 2 of a kind of data processing method for risk-weighted asset calculating of the present invention, and as shown in Figure 2, described method comprises:
S201, extracts the basic data being used for liability being carried out to risk-weighted asset calculating from risk data fairground according to the first mapping document.The content about the first mapping document and risk data fairground has been described in detail, so repeat no more herein in the embodiment 1 shown in Fig. 1.
S202 is that described basic data processes the derivative data item that calculates for risk-weighted asset as the part of described basic data according to described first mapping document.Described derivative data item has flag and numeric field etc., calculating derivative data item is the needs in order to subsequent calculations, also being simultaneously the data coupling degree in order to reduce interface layer and middle layer, resultant layer and form layer, finally reaching raising system reusability, the reduction complexity of system and the object of elevator system maintainability.Derivative data item needed for every class business is not necessarily identical, such as: in public class and investment type, need derivative data item " liability grade ", then do not need in the business of other classifications; Whether again derivative data item " securitisation " is exclusive for the business of asset securitization class.For another example, be former coin for the amount of money provided in the basic data extracted, need to be processed the amount of money after converting to RMB as derivative data item.
S203, classifies described basic data according to subject area.Wherein, described subject area represents the categorical data be naturally polymerized in the service environment calculated in risk-weighted asset, the customer information such as, adopted in the embodiment of the present invention, Transaction Information etc., and Transaction Information can be divided into: to public class, retail class, investment type, outside the venue derivative class, equity category information etc.By data are classified according to subject area, thus for according to assets classes for each classification calculation risk weighted assets and provide data basis respectively, thus the object that reaching embarrasses letter, divides and rule.
S204, is stored in interface layer by described basic data.Particularly, described basic data is stored in interface layer according to described subject area.
S205, judges according to the rule preset and the basic data be stored in described interface layer the regulation that described liability is suitable for, and identifies described liability with the regulatory designations corresponding with described regulation.As mentioned above, described regulation can comprise senior method, elementary method and positive law.In embodiments of the present invention, the rule preset described in refers to the decision logic for judging the regulation that liability is suitable for according to basic data preset according to the regulation of New Basel Accord and the dimension requirement etc. of form.Such as, for senior method, need to there is following basic data: default risk exposes (Exposure at Default, EAD), PD, LGD, M, goes back the form demand of the senior method of demand fulfillment simultaneously.And if basic data lacks LGD or " classification of risk exposure ", then can only calculate by positive law.In addition, for different assets classes, the content needed for its algorithm and form there are differences, and therefore for the liability of different assets classes, judges that the decision logic of its regulation be suitable for can there are differences.Such as, for the liability of investment type, need to consider " Account Type " when judging, the liability for credit class does not then need to consider " Account Type ".
S206, calculates the whole field values calculated for risk-weighted asset, and described whole field value is stored in middle layer according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer.About the description of detailed content and composition graphs 1 couple of step S102 of this step is similar, so repeat no more herein.
S207, the definitive application regulation that regulation judges described liability is suitable for according to the regulatory designations of described liability and artificial selection, and calculate the risk-weighted asset value of described liability according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer, and described risk-weighted asset value is stored in resultant layer.About the description of detailed content and composition graphs 1 couple of step S103 of this step is similar, so repeat no more herein.But in addition, be suitable for about how according to regulatory designations and artificial selection the definitive application regulation that regulation judges liability, it mainly comprises following judgment principle:
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is senior method;
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is positive law;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is elementary method;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is elementary method;
When the applicable regulation of described artificial selection is positive law, then described definitive application regulation is positive law.
S208, generates the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer, and described form is stored in form layer.About the description of detailed content and composition graphs 1 couple of step S104 of this step is similar, so repeat no more herein.
In addition, after step S205 and before step S206, described method can also comprise: carry out quality to the basic data in described interface layer and check, and generate quality check report for business personnel examination & verification, wherein, described quality checks and comprises logic verify and general ledger verification.The object that described quality checks be by logic verify and general ledger verify two kinds of modes check described basic data whether in the tolerable scope of business and its result of calculation whether can be accepted.Specifically, logic verify mainly comprises following content: the problem log number of statistics current basal data, and is reflected in quality and checks in report; Whether the data item of such as code and so on used in the regarding system parameter list in inspection basic data changes, and result is reflected in quality checks in report.And in order to avoid the result of carrying out risk-weighted asset calculating according to the basic data of interface layer not comprehensive, just need to carry out general ledger verification, compare with the asset data on general ledger by the asset data in interface layer, and present for the effective aspect compared quality is checked in report.It should be noted that, business personnel can check report according to described quality and judge whether to carry out risk-weighted asset calculating herein, or carries out risk-weighted asset calculating by system again according to after this report adjustment data.
In above-described embodiment 2, concerned interface layer, middle layer, structural sheet are identical with composition graphs 1 corresponding description in embodiment 1 with the detailed content of form layer, so repeat no more herein.In addition, in example 2, risk-weighted asset computational logic can be split according to assets classes equally, then risk-weighted asset calculating is carried out for each classification according to the treatment scheme shown in Fig. 2 respectively, finally again the result of calculation of each classification is carried out integrating and obtain final risk-weighted asset result of calculation, thus the object that reaching embarrasses letter, divides and rule.
Be more than the detailed description to embodiment of the method for the present invention, next describe system embodiment of the present invention.
First be the structured flowchart of the embodiment 1 of a kind of data handling system 1 for risk-weighted asset calculating of the present invention with reference to figure 3, Fig. 3, as shown in the figure, in embodiment 1, data handling system 1 comprises:
Data extraction module 10, for extracting the basic data being used for liability being carried out to risk-weighted asset calculating from risk data fairground according to the first mapping document, and is stored in interface layer by described basic data.The content about the first mapping document and risk data fairground has been described in detail, so repeat no more herein in the embodiment of the method 1 shown in Fig. 1.
Field value computing module 11, for calculating the whole field values calculated for risk-weighted asset according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer, and is stored in middle layer by described whole field value.About the associated description of detailed content and composition graphs 1 couple of step S102 of this module is identical, so repeat no more herein.
Risk-weighted asset value computing module 12, for being suitable for according to the regulatory designations of described liability and artificial selection the definitive application regulation that regulation judges described liability, and calculate the risk-weighted asset value of described liability according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer, and described risk-weighted asset value is stored in resultant layer.About the associated description of detailed content and composition graphs 1 couple of step S103 of this module is identical, so repeat no more herein.
Form display module 13, for generating the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer, and is stored in form layer by described form.About the associated description of detailed content and composition graphs 1 couple of step S104 of this module is identical, so repeat no more herein.
Wherein, described first mapping document defines the data processing rule from risk data fairground to interface layer; Described second mapping document defines the data processing rule from interface layer to middle layer; Described 3rd mapping document defines the data processing rule from middle layer to resultant layer; Described 4th mapping document defines the data processing rule from resultant layer to form layer.Their detailed content is identical with the corresponding description of Fig. 2 to the inventive method embodiment with composition graphs 1, so repeat no more herein.
In embodiments of the present invention, described interface layer, middle layer, structural sheet and form layer are the 4 layer data storage organizations divided in the data storage area that risk-weighted asset calculates, it stores the corresponding data with 4 of calculation risk weighted assets stages respectively, by the extraction of data between adjacent two layers, conversion and to load and corresponding mapping document realizes corresponding data processing respectively, thus avoid the repeated storage of data in calculation risk weighted assets process, under the prerequisite meeting business function, the data of systematic conservation can be reduced to minimum, thus be conducive to the performance improving whole system.
In addition, in embodiments of the present invention, the risk-weighted asset computational logic of liability can also be split according to assets classes, such as classify according to retail class, company's class, investment type, outside the venue derivative class, asset securitization class, equity class, other assets, operational risk and the market risk, then carry out risk-weighted asset calculating for each classification according to the treatment scheme shown in Fig. 1 respectively, finally again the result of calculation of each classification is carried out integrating and obtain final risk-weighted asset result of calculation.The object done like this is the data-handling efficiency in order to improve system, the object that reaching embarrasses letter, divides and rule.
Fig. 4 is the structured flowchart of data extraction module 10 in data handling system 1.As shown in the figure, data extraction module 10 comprises:
Extraction unit 100, for extracting the basic data being used for liability being carried out to risk-weighted asset calculating from risk data fairground according to the first mapping document.
Machining cell 101, for being that described basic data processes the derivative data item that calculates for risk-weighted asset as the part of described basic data according to described first mapping document.Wherein, about the corresponding description of detailed content and composition graphs 2 couples of step S202 of described derivative data item is identical, so repeat no more herein.
Taxon 102, for classifying described basic data according to subject area.Wherein the corresponding description of detailed content and composition graphs 2 couples of step S203 in related topics territory is identical, so repeat no more herein.By data are classified according to subject area, thus for according to assets classes for each classification calculation risk weighted assets and provide data basis respectively, thus the object that reaching embarrasses letter, divides and rule.
Basic data storage unit 103, for being stored in interface layer by described basic data.Particularly, described basic data is stored in interface layer according to described subject area.
Regulatory designations unit 104, for according to the rule preset and the basic data be stored in interface layer, judges the regulation that described liability is suitable for, and identifies described liability with the regulatory designations corresponding with described regulation.About the corresponding description of detailed content and composition graphs 2 couples of step S205 of this module is identical, so repeat no more herein.
Be described below in detail the field value computing module 11 in data handling system 1, as shown in Figure 5, field value computing module 11 comprises:
Field value computing unit 110, for calculating the whole field values calculated for risk-weighted asset according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer.
Field value storage unit 111, for being stored in middle layer by described whole field value.
Fig. 6 is the structured flowchart of data handling system 1 risk weighted assets value computing module 12, and as shown in the figure, risk-weighted asset value computing module 12 comprises:
Regulation judging unit 120, for being suitable for according to the regulatory designations of described liability and artificial selection the definitive application regulation that regulation judges described liability.Wherein, the judgment principle of regulation judging unit 120 comprises:
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is senior method;
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is positive law;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is elementary method;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is elementary method;
When the applicable regulation of described artificial selection is positive law, then described definitive application regulation is positive law.
Risk-weighted asset value computing unit 121, for calculating the risk-weighted asset value of described liability according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer.
Risk-weighted asset value storage unit 122, for being stored in resultant layer by described risk-weighted asset value.
Fig. 7 is the structured flowchart of form display module 13 in data handling system 1, and as shown in the figure, form display module 13 comprises:
Report generation unit 130, for generating the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer.
Form storage unit 131, for being stored in form layer by described form.
Form display unit 132, for showing the form being stored in described form layer.
Except above-mentioned module, the data handling system 1 for risk-weighted asset calculating of the present invention can also comprise quality and check module 14, and its structured flowchart as shown in Figure 8.Quality checks module 14 and checks for carrying out quality to the basic data in described interface layer, and generate quality check report for business personnel examination & verification, wherein, described quality check comprise logic verify and general ledger verification.The object that described quality checks be by logic verify and general ledger verify two kinds of modes check described basic data whether in the tolerable scope of business and its result of calculation whether can be accepted.About logic verify and general ledger verification detailed content in the embodiment 2 of the inventive method composition graphs 2 described, so repeat no more herein.It should be noted that, business personnel can check report according to described quality and judge whether to carry out risk-weighted asset calculating herein, or carries out risk-weighted asset calculating by system 1 again according to after this report adjustment data.
In addition, in the embodiment 2 of the data handling system 1 shown in Fig. 8, risk-weighted asset computational logic can be split according to assets classes equally, then risk-weighted asset calculating is carried out for each classification by data handling system 1 respectively, finally again the result of calculation of each classification is carried out integrating and obtain final risk-weighted asset result of calculation, thus the object that reaching embarrasses letter, divides and rule.
In sum, the present invention is by being divided into four layers by the Data Storage Models being used for risk-weighted asset calculating, be respectively interface layer, middle layer, structural sheet and form layer, realize by the extraction of data, conversion and loading the data handling procedure that risk-weighted asset calculates between layers according to respective mapping document, finally obtain risk-weighted asset value and generate corresponding form showing, thus avoid the repeated storage of data, under the prerequisite meeting business function, the data of systematic conservation are reduced to minimum, then improves system performance.And the present invention can make full use of TERADATA platform (that is: for the relational database management system of commercial data base maximum in the world) and realize, and need not consume a large amount of application server resources, thus the efficiency of further raising system.In addition, the present invention is by splitting risk-weighted asset computational logic according to assets classes, then calculate respectively according to each classification, result of calculation is integrated the most at last, thus realize wide material sources and the unified processing mode of the data of substantial amounts, improve the treatment effeciency of system and reduce the cost of system, finally the reaching object that embarrasses letter, divide and rule.
By the description to above embodiment, those skilled in the art can be well understood to the present invention and can realize by the mode of software combined with hardware platform, can certainly all be implemented by hardware.Based on such understanding, what technical scheme of the present invention contributed to background technology can embody with the form of software product in whole or in part, this computer software product can be stored in storage medium, as ROM/RAM, magnetic disc, CD etc., comprising some instructions in order to make a computer equipment (can be personal computer, server, or the network equipment etc.) perform the method described in some part of each embodiment of the present invention or embodiment.
Disclosedly above be only the specific embodiment of the present invention; only for being illustrated the present invention; the protection domain of the present invention can not be limited with this; those skilled in the art can carry out various amendment, change or replacement under the prerequisite not departing from essence of the present invention; therefore; according to the various equivalent variations that the present invention does, still belong to the scope that the present invention is contained.
Claims (12)
1., for the data processing method that risk-weighted asset calculates, it is characterized in that, described method comprises the steps:
A. from risk data fairground, the basic data being used for liability being carried out to risk-weighted asset calculating is extracted according to the first mapping document, and described basic data is stored in interface layer, wherein, described first mapping document defines the data processing rule from described risk data fairground to described interface layer;
B. the whole field values calculated for risk-weighted asset are calculated according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer, and described whole field value is stored in middle layer, wherein, described second mapping document defines the data processing rule from described interface layer to described middle layer;
C. be suitable for according to the regulatory designations of described liability and artificial selection the definitive application regulation that regulation judges described liability, and the risk-weighted asset value of described liability is calculated according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer, and described risk-weighted asset value is stored in resultant layer, wherein, described 3rd mapping document defines the data processing rule from described middle layer to described resultant layer;
D. generate the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer, and described form is stored in form layer, wherein, described 4th mapping document defines the data processing rule from described resultant layer to described form layer;
Wherein, described interface layer, middle layer, structural sheet and form layer are the four layer data storage organizations divided in the data storage area that risk-weighted asset calculates.
2. the method for claim 1, is characterized in that, described from risk data fairground, extract basic data after and before this basic data is stored in interface layer, described step a also comprises:
Be that described basic data processes the derivative data item that calculates for risk-weighted asset as the part of described basic data according to described first mapping document;
Described basic data classified according to subject area, wherein, described subject area represents the categorical data be naturally polymerized in the service environment calculated in risk-weighted asset.
3. method as claimed in claim 2, is characterized in that, described basic data is stored in interface layer after, described step a also comprises:
According to the rule preset and the basic data be stored in described interface layer, judge the regulation that described liability is suitable for, and with the regulatory designations corresponding with described regulation, described liability is identified.
4. method as claimed in claim 3, it is characterized in that, in described step c, the regulation that is suitable for of the described regulatory designations according to liability and artificial selection judges that the definitive application regulation of described liability specifically comprises:
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is senior method;
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is positive law;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is elementary method;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is elementary method;
When the applicable regulation of described artificial selection is positive law, then described definitive application regulation is positive law.
5. the method for claim 1, is characterized in that, after described step a and before step b, described method also comprises the steps:
Carry out quality to described basic data to check, and generate quality check report for business personnel examination & verification, wherein, described quality check comprise logic verify and general ledger verification.
6., for the data handling system that risk-weighted asset calculates, it is characterized in that, described system comprises:
Data extraction module, for extracting the basic data being used for liability being carried out to risk-weighted asset calculating from risk data fairground according to the first mapping document, and described basic data is stored in interface layer, wherein, described first mapping document defines the data processing rule from described risk data fairground to described interface layer;
Field value computing module, for calculating the whole field values calculated for risk-weighted asset according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer, and described whole field value is stored in middle layer, wherein, described second mapping document defines the data processing rule from described interface layer to described middle layer;
Risk-weighted asset value computing module, for being suitable for according to the regulatory designations of described liability and artificial selection the definitive application regulation that regulation judges described liability, and the risk-weighted asset value of described liability is calculated according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer, and described risk-weighted asset value is stored in resultant layer, wherein, described 3rd mapping document defines the data processing rule from described middle layer to described resultant layer;
Form display module, for generating the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer, and described form is stored in form layer, wherein, described 4th mapping document defines the data processing rule from described resultant layer to described form layer;
Wherein, described interface layer, middle layer, structural sheet and form layer are the four layer data storage organizations divided in the data storage area that risk-weighted asset calculates.
7. system as claimed in claim 6, it is characterized in that, described data extraction module comprises:
Extraction unit, for extracting the basic data being used for liability being carried out to risk-weighted asset calculating from risk data fairground according to the first mapping document;
Machining cell, for being that described basic data processes the derivative data item that calculates for risk-weighted asset as the part of described basic data according to described first mapping document;
Taxon, for classifying described basic data according to subject area;
Basic data storage unit, for being stored in interface layer by described basic data;
Regulatory designations unit, for according to the rule preset and the basic data be stored in interface layer, judges the regulation that described liability is suitable for, and identifies described liability with the regulatory designations corresponding with described regulation.
8. system as claimed in claim 6, it is characterized in that, described field value computing module comprises:
Field value computing unit, for calculating the whole field values calculated for risk-weighted asset according to the basic data in the regulatory designations of the second mapping document, described liability and described interface layer;
Field value storage unit, for being stored in middle layer by described whole field value.
9. system as claimed in claim 6, it is characterized in that, described risk-weighted asset value computing module comprises:
Regulation judging unit, for being suitable for according to the regulatory designations of described liability and artificial selection the definitive application regulation that regulation judges described liability;
Risk-weighted asset value computing unit, for calculating the risk-weighted asset value of described liability according to the whole field values in the 3rd mapping document, described definitive application regulation and described middle layer;
Risk-weighted asset value storage unit, for being stored in resultant layer by described risk-weighted asset value.
10. system as claimed in claim 9, it is characterized in that, the judgment principle of described regulation judging unit comprises:
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is senior method;
When described artificial selection be suitable for regulation be senior method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is positive law;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is senior method time, then described definitive application regulation is elementary method;
When described artificial selection be suitable for regulation be elementary method and regulation corresponding to described regulatory designations is elementary method time, then described definitive application regulation is elementary method;
When the applicable regulation of described artificial selection is positive law, then described definitive application regulation is positive law.
11. systems as claimed in claim 6, it is characterized in that, described form display module comprises:
Report generation unit, for generating the form for showing according to the risk-weighted asset value in the 4th mapping document and described resultant layer;
Form storage unit, for being stored in form layer by described form;
Form display unit, for showing the form being stored in described form layer.
12. systems as claimed in claim 6, it is characterized in that, described system also comprises:
Quality checks module, checks for carrying out quality to described basic data, and generate quality check report for business personnel examination & verification, wherein, described quality check comprise logic verify and general ledger verification.
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