CN104376197A - Parameter risk evaluation method and device - Google Patents
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- CN104376197A CN104376197A CN201410594481.3A CN201410594481A CN104376197A CN 104376197 A CN104376197 A CN 104376197A CN 201410594481 A CN201410594481 A CN 201410594481A CN 104376197 A CN104376197 A CN 104376197A
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Abstract
The invention discloses a parameter risk evaluation method and device. The method comprises the steps that preset index set information for evaluating parameter risks is obtained, wherein the index set information comprises indexes for evaluating parameter risks and factor influence information corresponding to the indexes, the factor influence information comprises an influence factor and a first weight factor corresponding to the influence factor, the indexes comprise an index fine item and a second weight factor, the second weight factor is a weight factor of the index fine item under the influence factor, and the parameter comprises a first parameter; the single risk scores of the indexes under the first parameter are obtained according to the first weight factor and the second weight factor in the obtained index set information; the single risk grades of the indexes under the first parameter are obtained according to the single risk scores of the indexes under the first parameter. By the adoption of the parameter risk evaluation method and device, single indexes can be subjected to risk evaluation, and data support is provided with making a risk aversion scheme with high pertinence.
Description
Technical field
The present invention relates to information security field, particularly relate to a kind of method and device of parameter risk assessment
Background technology
Along with the fast development of science and technology, financial circles play more and more important role in the middle of we live, and a set of as far as possible perfect parameter methods of risk assessment is to the decision-making of financial industry and develop significant.
At present, in the sector to one of method that financial parameters risk is assessed be, obtain the principal element that financial security is had an impact, and comprehensive assessment is carried out to these factors, draw assessment result, and then draw the integrated risk index of parameter in financial sector; Also insider is had to be assessed by the risk of some financial phenomenons to parameter according to business experience.
The defect of prior art is, using integrated risk index or some financial phenomenons as the data basis of formulation parameter risk averse scheme, causes the specific aim of scheme strong, thus cannot get a desired effect.
Summary of the invention
The embodiment of the invention discloses a kind of method and device of parameter risk assessment, solve in the middle of prior art only using integrated risk index or some financial phenomenons as the data basis of formulation parameter risk averse scheme, cause the specific aim of scheme not strong, thus the problem that cannot get a desired effect.
First aspect, embodiments provides a kind of method of parameter risk assessment, comprising:
Obtain the index set information of the evaluate parameter risk preset, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
The individual event risk score value of described index under described first parameter is obtained according to the first weight factor in the index set information obtained and the second weight factor;
The individual event risk class of described index under described first parameter is obtained according to the individual event risk score value of described index under described first parameter.
Second aspect, embodiments provides a kind of device of parameter risk assessment, comprising:
Acquiring unit, for obtaining the index set information of default evaluate parameter risk, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
First processing unit, for obtaining the individual event risk score value of described index under described first parameter according to the first weight factor in the index set information obtained and the second weight factor;
Second processing unit, for obtaining the individual event risk class of described index under described first parameter according to the individual event risk score value of described index under described first parameter.
By implementing the embodiment of the present invention, when carrying out parameter risk assessment, the all indexs affecting this parameter risk can be marked, obtain the risk class of each index, these risk class will be formulated parameter risk averse scheme for financial sector and provide more specific ground Data support, solve in the middle of prior art only using integrated risk index or some financial phenomenons as the data basis of formulation parameter risk averse scheme, cause the specific aim of scheme not strong, thus the problem that cannot get a desired effect; Each setup measures risk correlative value can be given, the individual event absolute risk grade of each index is obtained by contrast, to index set, a risk correlative value is set, the comprehensive absolute risk grade of all indexs is obtained by contrast, by contrasting with correlative value, obtain more objective risk data; In addition, the risk score value of same index under different parameters can be contrasted, obtain same index under a parameter relative to the relative risk grade under another parameter, this relative risk grade embodies the height of risk to a certain extent, also embodies the difference of risk correlations between same index and different parameters to a certain extent.
Accompanying drawing explanation
In order to be illustrated more clearly in the embodiment of the present invention or technical scheme of the prior art, be briefly described to the accompanying drawing used required in embodiment or description of the prior art below, apparently, accompanying drawing in the following describes is only some embodiments of the present invention, for those of ordinary skill in the art, under the prerequisite not paying creative work, other accompanying drawing can also be obtained according to these accompanying drawings.
Fig. 1 is the schematic flow sheet of the method for a kind of parameter risk assessment that the embodiment of the present invention provides;
Fig. 2 is the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides;
Fig. 3 is the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides;
Fig. 4-1 is one provided by the invention and is determining the application example schematic diagram in scene;
Fig. 4-2 is that provided by the invention another is determining the application example schematic diagram in scene;
Fig. 5 is the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides;
Fig. 6 is the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides;
Fig. 7 is the structural representation of the device of a kind of parameter risk assessment that the embodiment of the present invention provides;
Fig. 8 is the structural representation of the device of the another kind of parameter risk assessment that the embodiment of the present invention provides;
Fig. 9 is the structural representation of the device of the another kind of parameter risk assessment that the embodiment of the present invention provides;
Figure 10 is the structural representation of the device of the another kind of parameter risk assessment that the embodiment of the present invention provides;
Figure 11 is the structural representation of the device of the another kind of parameter risk assessment that the embodiment of the present invention provides.
Embodiment
Below in conjunction with the accompanying drawing in the embodiment of the present invention, be clearly and completely described the technical scheme in the embodiment of the present invention, obviously, described embodiment is only the present invention's part embodiment, instead of whole embodiments.Based on the embodiment in the present invention, those of ordinary skill in the art, not making the every other embodiment obtained under creative work prerequisite, belong to the scope of protection of the invention.
It should be noted that, the term used in embodiments of the present invention is only for the object describing specific embodiment, and not intended to be limiting the present invention." one ", " described " and " being somebody's turn to do " of the singulative used in the embodiment of the present invention and appended claims is also intended to comprise most form, unless context clearly represents other implications.It is also understood that term "and/or" used herein refer to and comprise one or more project of listing be associated any or all may combine.
See Fig. 1, be the schematic flow sheet of the method for a kind of parameter risk assessment that the embodiment of the present invention provides, the method comprises:
Step S101: the index set information obtaining the evaluate parameter risk preset, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
Particularly, such as in the middle of financial sector, comprise many kinds of parameters, in order to safeguard the safety of financial sector, usually need to carry out risk assessment to these parameters, suit the remedy to the case according to the problem that assessment result characterizes, formulate relevant risk averse policy, before risk assessment is carried out to parameter, index set information can be set in advance, the index of parameter of measurement risk is contained in index set information, each index is made up of the thin item of several indexs again, the influence factor of each index also several affecting parameters risks corresponding, the corresponding weight factor of each influence factor, this weight factor is for characterizing the influence degree accounting in all influence factors of corresponding influence factor, weight factor corresponding to all influence factors is referred to as the first weight factor, itself and equal 1, the thin item of each index is a corresponding weight factor under each influence factor, the proportion of the thin item of all indexs is accounted for for characterizing the thin item of each index, the each self-corresponding weight factor of the thin item of all indexs under same influence factor in same index is referred to as the second weight factor, itself and equal 1, for the index of in banking system, as shown in table 1:
Table 1
Wherein, " client " is the index of in index set, the thin item of index that " to public particular client ", " to private particular client ", " to public normal client " and " to private normal client " are this index, " account number accounting " and " capital quantity accounting " is the influence factor of the affecting parameters risk of index " client " correspondence, first weight factor of " account number accounting " is 0.4, first weight factor of " capital quantity accounting " is 0.6, and meets 0.4+0.6=1, under influence factor " capital quantity accounting ", " to public particular client ", " to private particular client ", second weight factor of " to public normal client " and " to private normal client " correspondence is respectively 25%, 20%, 33% and 22%, and meet 25%+20%+33%+22%=1, under influence factor " account number accounting ", " to public particular client ", " to private particular client ", second weight factor of " to public normal client " and " to private normal client " correspondence is respectively 12%, 17%, 25% and 46%, and meet 12%+17%+25%+46%=1.
Parameter is a general name of all parameters, and the first parameter is for convenience of description, a parameter of random selecting from parameter.
Further, can have multiple " index " in index set, such as " client ", " channel ", " product " etc., " influence factor " of different " index " correspondence is likely different, no matter is that quantity or concrete title all likely exist difference; " the thin item of index " that different " index " comprises is different under normal circumstances, but does not also get rid of and there is identical possibility, and generally speaking, " influence factor " and " the thin item of index " presets all according to the actual needs.
Will be understood that, the embodiment of the present invention is not limited to financial industry, applicable equally in other industry.
It should be noted that, above citing is in order to the relation between clearer explanation first weight factor, the second weight factor, influence factor, index and the thin item of index, should not be used to the practical range and the application scenarios that limit the program.
Step S102: obtain the individual event risk score value of described index under described first parameter according to the first weight factor in the index set information obtained and the second weight factor;
Particularly, after getting the first weight factor in index set information and the second weight factor, as required, calculate one or individual event risk score value corresponding to some indexs, the data basis calculated is except comprising the first weight factor and the second weight factor, can also contain other data, generally speaking, the first weight factor and the second weight factor are the requisite data bases of calculation risk score value.
Further, the present embodiment provides a kind of computing formula calculating individual event risk score value particularly:
S is individual event risk score value;
Ω is the 3rd weight factor, characterizes in different environments
to the influence degree of described individual event risk score value, for bank, the Data Source of bank can be head office, the first branch, the second branch etc., when the individual event risk score value S calculated derives from the bank of different stage or the bank's institute's used time for different stage, the value of Ω usually different (not getting rid of the same possibility), such as, the Ω arranged to head office, the first branch and the second branch is respectively 1,0.8 and 0.6;
N is natural number, represents that described index comprises n the thin item of index, it should be noted that, n corresponding to each index may be different, because do not have positive connection between the thin item of index that comprises of different indexs;
θ
ifor related coefficient, for the correlativity in characteristic index between i-th thin item of index and evaluated parameter, under normal circumstances, θ
i=0 represents that the thin item of index is uncorrelated with parameter, θ
i=1 represents that the thin item of index is uncorrelated with parameter, it is evident that, represent that correlativity can also represent by the data except 0 and 1, Evaluated effect can be reached, in addition, correlativity is except " being correlated with " and " uncorrelated ", can also be there are other for characterizing the title of degree of correlation, as " slightly relevant ", " extremely relevant " etc., also the degree of correlation can be divided into different brackets, represent degree of correlation with " XX level ", be more than exemplified as the optional embodiment of this programme, be not used in the scope of the restriction program;
Score (α
i) be the default score value of described i-th thin item of index;
M is the highest individual event risk score value of described index, and such as, M=100, as Score (α
iduring)=100, show that the thin item of the index of this index is related with parameter risk, as Score (α
iduring)=0, show that the thin item of the index of this index is all uncorrelated with parameter risk, in the ordinary course of things, 0<Score (α
i) <100, " the highest individual event risk score value " just M concrete title in the present embodiment, M is natural in actual applications can be replaced by other titles, does not exceed protection scope of the present invention;
Y is natural number, represents corresponding y the influence factor of the thin item of described index;
τ
xbe the first weight factor, characterize the proportion that an xth influence factor is shared in all influence factors, and 0≤τ
x≤ 1,
the usage of the first weight factor can refer to the citing of step S101;
β
(x, i)be the second weight factor, under being characterized in a described xth influence factor, described i-th thin item of index accounts for the proportion of the thin item of all indexs, and 0≤β
(x, i)≤ 1,
the usage of the second weight factor can refer to the citing of step S101.
Step S103: obtain the individual event risk class of described index under described first parameter according to the individual event risk score value of described index under described first parameter;
Particularly, each setup measures correlative value can be given in advance, the individual event risk score value of each index is contrasted with corresponding correlative value, when the former is greater than the latter, risk class can be defined as " individual event high-risk grade ", when the former is less than the latter, risk class can be defined as " individual event low risk level ", when both are equal, can be defined as " individual event medium risk grade ", natural, to define the title of risk class only for citing, be not used in the scope of the title of restriction risk class; In addition, also the difference of risk score value and correlative value and the mapping relations of risk class can be set up, such as, when difference is 100, from mapping relations, risk class is found to be " the tenth grade ", when difference is 40, from mapping relations, find risk class to be " second level ", further, also directly can set up the mapping relations between individual event risk score value and risk class, corresponding grade can be found from mapping relations to each individual event risk score value.
It should be noted that, the above specific implementation obtaining risk class according to individual event risk score value, only for citing, is not used in the method for restriction evaluation risk class.
See Fig. 2, be the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides, the method comprises:
Step S201: the index set information obtaining the evaluate parameter risk preset, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
Step S202: obtain the individual event risk score value of described index under described first parameter according to the first weight factor in the index set information obtained and the second weight factor;
Particularly, step S201 and step S202 can be corresponding to the step S101 in embodiment and step S102, repeats no more herein.
Step S203: the individual event risk correlative value that described index is set;
Particularly, to each setup measures individual event risk correlative value, this correlative value will be used giving when each index evaluation risk class, and this correlative value is generally according in the past sometime in section, and the incidence relation of individual event risk score value and degree of risk is arranged;
It should be noted that, step S203 can be placed in step S201 and step S202 before or after any one step, preferably, in the present embodiment, after placing it in step S202.
Step S204: the individual event risk score value of described index and individual event risk correlative value are contrasted, obtains the individual event risk class of described index under described first parameter.
Particularly, the relative size of individual event risk score value and individual event risk correlative value is evaluated risk class, such as, when individual event risk score value is greater than individual event risk correlative value, can be " absolute individual event high-risk grade " by the deciding grade and level of the individual event risk class of this index, when individual event risk score value is less than individual event risk correlative value, can be " absolute individual event low risk level " by the deciding grade and level of the individual event risk class of this index, in addition, also the difference of risk score value and correlative value and the mapping relations of risk class can be set up, the mode of herein defining the level and grade name are only for citing, be not used in embodiment and the application scenarios of conditioning step S204.
See Fig. 3, be the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides, the method comprises:
Step S301: the index set information obtaining the evaluate parameter risk preset, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
Step S302: obtain the individual event risk score value of described index under described first parameter according to the first weight factor in the index set information obtained and the second weight factor;
Step S303: obtain the individual event risk class of described index under described first parameter according to the individual event risk score value of described index under described first parameter;
Particularly, step 301 step S302 and step S303 can be corresponding to the step 101 step S102 in embodiment and step S103, repeats no more herein.
Step S304: obtain the integrated risk score value of described index set under described first parameter according to the individual event risk score value of described index under described first parameter;
Particularly, after obtaining the individual event risk score value of each index, based on these individual event risk score values, carry out the integrated risk score value of parameter collection, account form includes but not limited to particularly:
Mode one: when the index quantity in index set is below three, added by individual event risk score value corresponding for indexs all in index set, adding of obtaining is integrated risk score value with numerical value;
(suppose there be n) when the index quantity in index set is no less than three, individual event risk score value corresponding for n index is arranged according to ascending order, obtains array { S
1, S
2, S
3, S
4, S
5, S
n, any S
i≤ S
i+1, and 1≤i≤n-1;
Adjustment array { S
1, S
2, S
3, S
4, S
5, S
n, obtain array { S
n-3, S
n-1, S
n, S
n-2, S
n-4, };
By { S
n-3, S
n-1, S
n, S
n-2, S
n-4, be defined as { t
1, t
2, t
3, t
4, t
5, t
n;
Integrated risk score value is the computing formula of M:
To the understanding of this formula can be: planar with a central point for starting point, make n bar line segment to the direction away from central point, the angle (2 often between adjacent two line segments
π/ n) equal, the individual event risk score value of the corresponding index of each line segment, the length of line segment characterizes the size of individual event risk score value, in a direction (along pointer or counterclockwise) by line segment characterize in turn array t1, t2, t3, t4, t5, t
nin data, then the end points (non-central point) of adjacent line segment is connected, surrounds a n limit shape, the numerical values recited that the area of this n limit shape is corresponding is integrated risk score value size, and such as, index set T comprises index A, B, C, D and E, respective individual event risk score value is respectively 80,30,50,100,10, the area that they surround is as shown in Fig. 4-1
Mode two: when the index quantity in index set is below three, added by individual event risk score value corresponding for indexs all in index set, adding of obtaining is integrated risk score value with numerical value;
(suppose there be n) when the index quantity in index set is no less than three, first, planar with a central point for starting point, n bar line segment is made to the direction away from central point, angle (2 π/n) often between adjacent two line segments is equal, the individual event risk score value of the corresponding index of each line segment, the length of line segment characterizes the size of individual event risk score value, the larger line segment of i.e. individual event risk score value is longer, (along pointer or counterclockwise) is by line segment (or from being short to length) arrangement from long to short in a direction, then the end points (non-central point) of adjacent line segment is connected, surround a n limit shape, the numerical values recited that the area of this n limit shape is corresponding is integrated risk score value size, such as, index set T comprises index A, B, C, D and E, respective individual event risk score value is respectively 80, 30, 50, 100, 10, the area that they surround as shown in the Fig. 4-2.
Mode three: calculated by each individual event risk score value and integrated risk score value correlativity, make λ
ibe i-th individual event risk score value S
i, with the correlativity of integrated risk score value, integrated risk score value is numerically equal to λ
1* S
1+ λ
2* S
2+ λ
3* S
3++ λ
i* S
i.
Preferably, the present embodiment selection mode one obtains integrated risk score value.
Step S305: the integrated risk correlative value that described index set is set;
Particularly, to index set, an integrated risk correlative value is set, this correlative value will be used giving when index set evaluation and grading grade, and this correlative value is generally according in the past sometime in section, and the incidence relation of integrated risk score value and degree of risk is arranged;
Step S306: the integrated risk score value of described index set and described integrated risk correlative value are contrasted, obtains the integrated risk grade of described index set under described first parameter.
Particularly, the relative size of integrated risk score value and integrated risk correlative value can be evaluated risk class, such as, when integrated risk score value is greater than integrated risk correlative value, be " definitely comprehensive high-risk grade " by the deciding grade and level of the integrated risk grade of this index, when integrated risk score value is less than integrated risk correlative value, be " definitely comprehensive low risk level " by the deciding grade and level of the integrated risk grade of this index, the mode of herein defining the level and grade name only for citing, are not used in embodiment and the application scenarios of conditioning step S306.
See Fig. 5, be the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides, the method comprises:
Step S501: the index set information obtaining the evaluate parameter risk preset, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
Step S502: obtain the individual event risk score value of described index under described first parameter according to the first weight factor in the index set information obtained and the second weight factor;
Particularly, step S501 and step S502 can be corresponding to the step S101 in embodiment and step S102, repeats no more herein.
Step S503: obtain the individual event risk score value of described index under described second parameter according to the first weight factor in the index set information obtained and the second weight factor;
Particularly, more than first parameter of evaluated parameter, also has the second parameter, such as, " interest rate " in the first parameter corresponding bank parameter in step S502, " to private deposit deposit receipt template " in this step in the second parameter corresponding bank parameter, with reference to step S502, the method of marking to the index of the second parameter is the same with the method for marking to the index under the first parameter, and the index that comprising marks uses is all the same with influence factor, just θ
imay be different, because for the thin item of some indexs, when carrying out the assessment of risk score value, the thin item of this index may be relevant to the first parameter but uncorrelated with the second parameter, also may be uncorrelated to the former relevant with the latter, also may to both relevant or all uncorrelated;
It should be noted that, step S503 can be placed in step S501 and step S502 after any one step, preferably, in the present embodiment, after placing it in step S502.
Step S504: the individual event risk score value of described index under described first parameter is contrasted with the individual event risk score value under described second parameter, obtains the individual event risk class of described index under described first parameter.
Particularly, individual event risk score value under the first parameter and the relative size of the individual event risk score value under the second parameter are evaluated risk class, such as, when the individual event risk score value under the first parameter is greater than the individual event risk score value under the second parameter, the individual event risk class of this index under the first parameter is defined the level as " relative individual event high-risk grade ", when the individual event risk score value under the first parameter is less than the individual event risk score value under the second parameter, the individual event risk class of this index under the first parameter is defined the level as " relative individual event low risk level ", the mode of herein defining the level and grade name are only for citing, be not used in embodiment and the application scenarios of conditioning step S504.
See Fig. 6, be the schematic flow sheet of the method for the another kind of parameter risk assessment that the embodiment of the present invention provides, the method comprises:
Step S601: the index set information obtaining the evaluate parameter risk preset, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
Step S602: obtain the individual event risk score value of described index under described first parameter according to the first weight factor in the index set information obtained and the second weight factor;
Step S603: obtain the individual event risk class of described index under described first parameter according to the individual event risk score value of described index under described first parameter;
Step S604: obtain the integrated risk score value of described index set under described first parameter according to the individual event risk score value of described index under described first parameter;
Particularly, step S601 ~ step S604 can correspondingly realize with reference to step S401 ~ step S404, repeats no more herein.
Step S605: obtain the individual event risk score value of described index under described second parameter according to the first weight factor in the index set information obtained and the second weight factor;
Particularly, with reference to step S503, repeat no more herein.
Step S606: obtain the integrated risk score value of described index set under described second parameter according to the individual event risk score value of described index under described second parameter;
Particularly, the implementation procedure of this step can with reference to step S604, and compared with step S604, what calculate is the integrated risk score value of index set under the integrated risk score value of index set under the second parameter instead of the first parameter herein, and parameter is different, and method is identical.
Step S607: the integrated risk score value of described index under described first parameter is contrasted with the integrated risk score value under described second parameter, obtains the integrated risk grade of described index set under described first parameter.
Particularly, integrated risk score value under the first parameter and the relative size of the integrated risk score value under the second parameter are evaluated risk class, such as, when the integrated risk score value under the first parameter is greater than the integrated risk score value under the second parameter, the integrated risk grade of this index under the first parameter is defined the level for " relatively comprehensive high-risk grade ", when the integrated risk score value under the first parameter is less than the integrated risk score value under the second parameter, the integrated risk grade of this index under the first parameter is defined the level for " relatively comprehensive low risk level ", the mode of herein defining the level and grade name are only for citing, be not used in embodiment and the application scenarios of conditioning step S607.
For the ease of implementing the such scheme of the embodiment of the present invention better, the present invention is the corresponding device providing a kind of financial parameters risk assessment also, the structural representation of the device of the parameter risk assessment that the embodiment of the present invention as shown in Figure 7 provides, the device 70 of financial parameters risk assessment can comprise: acquiring unit 701, first processing unit 702 and the second processing unit 703, wherein
Acquiring unit 701 is for obtaining the index set information of default evaluate parameter risk, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
First processing unit 702 obtains the individual event risk score value of described index under described first parameter for the first weight factor in the index set information that obtains according to described acquiring unit and the second weight factor;
Second processing unit 703 obtains the individual event risk class of described index under described first parameter for the individual event risk score value of described index under described first parameter obtained according to described first processing unit.
Will be understood that, in the device 70 of data summarization, the function of modules may correspond to the embodiment with reference to Fig. 1 embodiment in said method embodiment, repeats no more here.
Further, the structural representation of the device 70 of the parameter risk assessment of another embodiment provided by the invention as shown in Figure 8, the device 70 of data summarization is except comprising acquiring unit 701, first processing unit 702 and the second processing unit 703, can also comprise: the first setting unit 704, wherein
First setting unit 704 is for arranging the individual event risk correlative value of described index;
Second processing unit 703 contrasts specifically for the individual event risk correlative value individual event risk score value of described index and described first setting unit arranged, and obtains the individual event risk class of described index under described first parameter.
Will be understood that, in the device 70 of data summarization, the function of modules may correspond to the embodiment with reference to Fig. 2 embodiment in said method embodiment, repeats no more here.
Further, the structural representation of the device 70 of the parameter risk assessment of another embodiment provided by the invention as shown in Figure 9, the device 70 of data summarization is except comprising acquiring unit 701, first processing unit 702 and the second processing unit 703, can also comprise: the 3rd processing unit 705, fourth processing unit 706 and the second setting unit 707, wherein
3rd processing unit 705 obtains the integrated risk score value of described index set under described first parameter for the individual event risk score value of described index under described first parameter obtained according to described first processing unit;
Second setting unit 707 is for arranging the integrated risk correlative value of described index set;
Fourth processing unit 706 contrasts specifically for the described integrated risk correlative value integrated risk score value of described index set and described second setting unit arranged, and obtains the integrated risk grade of described index set under described first parameter.
Will be understood that, in the device 70 of data summarization, the function of modules may correspond to the embodiment with reference to Fig. 3 embodiment in said method embodiment, repeats no more here.
Further, the structural representation of the device 70 of the parameter risk assessment of another embodiment provided by the invention as shown in Figure 10, the device 70 of data summarization is except comprising acquiring unit 701, first processing unit 702 and the second processing unit 703, can also comprise: the 5th processing unit 708, wherein
5th processing unit 708 obtains the individual event risk score value of described index under described second parameter for the first weight factor in the index set information that obtains according to described acquiring unit and the second weight factor;
The individual event risk score value of described index under described second parameter that second processing unit 703 obtains specifically for individual event risk score value under described first parameter of the described index that obtained by described first processing unit and described 5th processing unit contrasts, and obtains the individual event risk class of described index under described first parameter.
Will be understood that, in the device 70 of data summarization, the function of modules may correspond to the embodiment with reference to Fig. 5 embodiment in said method embodiment, repeats no more here.
Further, the structural representation of the device 70 of the parameter risk assessment of another embodiment provided by the invention as shown in Figure 11, the device 70 of data summarization except comprising acquiring unit 701, first processing unit 702, second processing unit 703, the 3rd processing unit 705 and fourth processing unit 706 can also comprise the 6th processing unit 709 and the 7th processing unit 710, wherein
6th processing unit 709 obtains the individual event risk score value of described index under described second parameter for the first weight factor in the index set information that obtains according to described acquiring unit and the second weight factor;
7th processing unit 710 obtains the integrated risk score value of described index set under described second parameter for the individual event risk score value of described index under described second parameter obtained according to described Unit the 6th;
The integrated risk score value of described index under described second parameter that fourth processing unit 706 obtains specifically for integrated risk score value under described first parameter of the described index that obtained by described 3rd processing unit and described 7th processing unit contrasts, and obtains the integrated risk grade of described index set under described first parameter.
Will be understood that, in the device 70 of data summarization, the function of modules may correspond to the embodiment with reference to Fig. 6 embodiment in said method embodiment, repeats no more here.
In sum, by implementing the embodiment of the present invention, when carrying out parameter risk assessment, the all indexs affecting this parameter risk can be marked, obtain the risk class of each index, these risk class will be formulated risk averse scheme for financial sector and provide more specific ground Data support, solve in the middle of prior art only using integrated risk index or some financial phenomenons as the data basis of formulation risk averse scheme, cause the specific aim of scheme not strong, thus the problem that cannot get a desired effect; Each setup measures risk correlative value can be given, the individual event absolute risk grade of each index is obtained by contrast, to index set, a risk correlative value is set, the comprehensive absolute risk grade of all indexs is obtained by contrast, by contrasting with correlative value, obtain more objective risk data; In addition, the risk score value of same index under different parameters can be contrasted, obtain same index under a parameter relative to the relative risk grade under another parameter, this relative risk grade embodies the height of risk to a certain extent, also embodies the difference of risk correlations between same index and different parameters to a certain extent.
Above disclosedly be only a kind of preferred embodiment of the present invention, certainly the interest field of the present invention can not be limited with this, one of ordinary skill in the art will appreciate that all or part of flow process realizing above-described embodiment, and according to the equivalent variations that the claims in the present invention are done, still belong to the scope that invention is contained.
Claims (14)
1. a method for parameter risk assessment, is characterized in that, comprising:
Obtain the index set information of the evaluate parameter risk preset, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
The individual event risk score value of described index under described first parameter is obtained according to the first weight factor in the index set information obtained and the second weight factor;
The individual event risk class of described index under described first parameter is obtained according to the individual event risk score value of described index under described first parameter.
2. method according to claim 1, is characterized in that, also comprises:
The integrated risk score value of described index set under described first parameter is obtained according to the individual event risk score value of described index under described first parameter;
The integrated risk grade of described index set under described first parameter is obtained according to the integrated risk score value of described index set under described first parameter.
3. method according to claim 1, is characterized in that, before obtaining the individual event risk class of described index under described first parameter, also comprises according to the individual event risk score value of described index under described first parameter:
The individual event risk correlative value of described index is set;
Describedly obtain the individual event risk class of described index under described first parameter according to the individual event risk score value of described index under described first parameter and comprise:
The individual event risk score value of described index and individual event risk correlative value are contrasted, obtains the individual event risk class of described index under described first parameter.
4. method according to claim 2, is characterized in that, described obtain the integrated risk score value of described index set under described first parameter according to the individual event risk score value of described index under described first parameter after, also comprise:
The integrated risk correlative value of described index set is set;
Describedly obtain the integrated risk grade of described index set under described first parameter according to the integrated risk score value of described index set under described first parameter and comprise:
The integrated risk score value of described index set and described integrated risk correlative value are contrasted, obtains the integrated risk grade of described index set under described first parameter.
5. method according to claim 1, is characterized in that, described parameter comprises the second parameter, before obtaining the individual event risk class of described index under described first parameter, also comprises according to the individual event risk score value of described index under described first parameter:
The individual event risk score value of described index under described second parameter is obtained according to the first weight factor in the index set information obtained and the second weight factor;
Describedly obtain the individual event risk class of described index under described first parameter according to the individual event risk score value of described index under described first parameter and comprise:
The individual event risk score value of described index under described first parameter is contrasted with the individual event risk score value under described second parameter, obtains the individual event risk class of described index under described first parameter.
6. method according to claim 2, is characterized in that, described parameter comprises the second parameter, also comprises:
The individual event risk score value of described index under described second parameter is obtained according to the first weight factor in the index set information obtained and the second weight factor;
The integrated risk score value of described index set under described second parameter is obtained according to the individual event risk score value of described index under described second parameter;
Describedly obtain the integrated risk grade of described index set under described first parameter according to the integrated risk score value of described index set under described first parameter and comprise:
The integrated risk score value of described index under described first parameter is contrasted with the integrated risk score value under described second parameter, obtains the integrated risk grade of described index set under described first parameter.
7. method according to claims 1 to 6, is characterized in that, the first weight factor in the described index set information according to obtaining and the second weight factor obtain the individual event risk score value of described index under described first parameter and comprise:
By the computing formula of individual event risk score value, calculate the individual event risk score value of described index under described first parameter, the computing formula of described individual event risk score value is:
wherein, S is individual event risk score value; Ω is the 3rd weight factor, characterizes in different environments
to the influence degree of described individual event risk score value; N is natural number, represents that described index comprises n the thin item of index; θ
iwhether for related coefficient, characterizing i-th thin item of index has impact to described parameter risk; Score (α
i) be the default score value of described i-th thin item of index, and
wherein, M is the highest individual event risk score value of described index, and y is natural number, represents corresponding y the influence factor of the thin item of described index; τ
xbe the first weight factor, characterize the proportion that an xth influence factor is shared in all influence factors, and
β
(x, i)be the second weight factor, under being characterized in a described xth influence factor, described i-th thin item of index accounts for the proportion of the thin item of all indexs, and 0≤β
(x, i)≤ 1,
8. a device for parameter risk assessment, is characterized in that, comprising:
Acquiring unit, for obtaining the index set information of default evaluate parameter risk, described index set packets of information affects information containing the factor that the index and described index of assessing described parameter risk are corresponding, described factor affects packets of information containing influence factor and the first weight factor, described first weight factor is corresponding with described influence factor, described index comprises the thin item of index and the second weight factor, described second weight factor is the weight factor of the thin item of described index under described influence factor, and described parameter comprises the first parameter;
First processing unit, obtains the individual event risk score value of described index under described first parameter for the first weight factor in the index set information that obtains according to described acquiring unit and the second weight factor;
Second processing unit, obtains the individual event risk class of described index under described first parameter for the individual event risk score value of described index under described first parameter obtained according to described first processing unit.
9. device according to claim 8, is characterized in that, also comprises:
3rd processing unit, obtains the integrated risk score value of described index set under described first parameter for the individual event risk score value of described index under described first parameter obtained according to described first processing unit;
Fourth processing unit, obtains the integrated risk grade of described index set under described first parameter for the integrated risk score value of described index set under described first parameter obtained according to described 3rd processing unit.
10. device according to claim 8, is characterized in that, also comprises:
First setting unit, for arranging the individual event risk correlative value of described index;
Described second processing unit contrasts specifically for the individual event risk correlative value individual event risk score value of described index and described first setting unit arranged, and obtains the individual event risk class of described index under described first parameter.
11. devices according to claim 9, is characterized in that, also comprise:
Second setting unit, for arranging the integrated risk correlative value of described index set;
Described fourth processing unit contrasts specifically for the described integrated risk correlative value integrated risk score value of described index set and described second setting unit arranged, and obtains the integrated risk grade of described index set under described first parameter.
12. devices according to claim 8, is characterized in that, described parameter comprises the second parameter, also comprises:
5th processing unit, obtains the individual event risk score value of described index under described second parameter for the first weight factor in the index set information that obtains according to described acquiring unit and the second weight factor;
The individual event risk score value of described index under described second parameter that described second processing unit obtains specifically for individual event risk score value under described first parameter of the described index that obtained by described first processing unit and described 5th processing unit contrasts, and obtains the individual event risk class of described index under described first parameter.
13. devices according to claim 9, is characterized in that, described parameter comprises the second parameter, also comprises:
6th processing unit, obtains the individual event risk score value of described index under described second parameter for the first weight factor in the index set information that obtains according to described acquiring unit and the second weight factor;
7th processing unit, obtains the integrated risk score value of described index set under described second parameter for the individual event risk score value of described index under described second parameter obtained according to described Unit the 6th;
The integrated risk score value of described index under described second parameter that described fourth processing unit obtains specifically for integrated risk score value under described first parameter of the described index that obtained by described 3rd processing unit and described 7th processing unit contrasts, and obtains the integrated risk grade of described index set under described first parameter.
Device described in 14. according to Claim 8 ~ 13, it is characterized in that, described first processing unit is specifically for the computing formula by individual event risk score value, and calculate the individual event risk score value of described index under described first parameter, the computing formula of described individual event risk score value is:
wherein, S is individual event risk score value; Ω is the 3rd weight factor, characterizes in different environments
to the influence degree of described individual event risk score value; N is natural number, represents that described index comprises n the thin item of index; θ
iwhether for related coefficient, characterizing i-th thin item of index has impact to described parameter risk; Score (α
i) be the default score value of described i-th thin item of index, and
wherein, M is the highest individual event risk score value of described index, and y is natural number, represents corresponding y the influence factor of the thin item of described index; τ
xbe the first weight factor, characterize the proportion that an xth influence factor is shared in all influence factors, and 0≤τ
x≤ 1,
β
(x, i)be the second weight factor, under being characterized in a described xth influence factor, described i-th thin item of index accounts for the proportion of the thin item of all indexs, and 0≤β
(x, i)≤ 1,
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