Increase the method and product of net capital risk monitoring and control system accuracy
Technical field
The present invention relates to computer software technical fields and financial industry to close rule and risk management field.
Background technology
Net capital stock supervisory committee carries out stock futures managerial setup the important means of risk monitoring and control.Net capital index and report
It is that stock futures class managerial setup closes rule and the important indicator and report of risk monitoring and control, the accuracy of data is most important.
Due to factors such as timeliness, the daily calculating and monitoring of net capital index and report, it is impossible to only rely only on property system
It unites this data mapping, and the business datum of stock futures class managerial setup is because business is diversified and each self-information system
The degree of perfection that construction in a systematic way is set is irregular.Therefore, the data accuracy of net capital risk monitoring and control system is always to perplex the security phase
The problem of goods supplier.
At present, respectively supply commercial city takes some measures for data accuracy, but effect is limited, and has focused largely on
The upper of reason how is found out during doubtful data, but lacks the summary to a variety of causes, and further formulates targetedly scheme.
Net capital risk monitoring and control system in the present invention includes but not limited to securities broker company's net capital risk monitoring and control system, phase
Goods company net capital risk monitoring and control system, fund Zhuan Hu subsidiaries net capital risk monitoring and control system.
The content of the invention
In view of background above, inventor discloses a kind of comprehensive net capital risk monitoring and control system accuracy that can increase
Method:
(1)Include following five-term measure:(1.1)Flow and the coordination system are made a report on or confirmed to the net capital introduced across business department,
The coordination system therein is used to ensure that the required data made a report on or confirmed are made a report on or restart subsequent index after confirming
Calculating process;(1.2)Introduce user interface on can data traceability user interaction design;(1.3)Data source metadata is introduced to become
More monitoring mechanism may influence net capital index and report result of calculation for the relevant data source of user to be prompted to have occurred and that
Change is, it is necessary to which user assesses whether to need to modify to ensure that program is correctly run to relevant program or program configuration;
(1.4)The net capital supervision report of introducing system generation and the automatic comparison of the generation of other systems the or external net capital imported
Function;(1.5)Achievement data unusual fluctuations monitoring is introduced, is zero suddenly including achievement data or is empty, fluctuating range beyond just
Normal scope;
(2)And comprising at least one of in following three measures:(2.1)Introduce across data source types financial asset uniformity comparisons and
Monitoring;(2.2)It is introduced into financial the newly-increased of accounts, the newly-increased monitoring of account of finance in financial system;(2.3)Introduce transaction system
Or in valuation system project number or fund account newly-increased monitoring.
More than eight measures without precedence relationship, no dependence.Wherein, data traceability refers to the desired value that inquiry is traced
Corresponding computational methods or data source.Wherein, data source types refer to be formed according to transaction, clearance, valuation, the data that keep accounts
The division that is carried out to data source of precedence relationship, order earlier above be known as first data source, correspond to therewith, order relatively after be known as
In rear data source.
In foregoing invention, first five items measure belongs to arranging for the enhancing data accuracy that risk monitoring and control category information system can be general
It applies.
(1.1)Flow and the coordination system are made a report on or confirmed to the net capital introduced across business department.This measure is to pass through stream
The mode of journey strengthens the system made a report on or confirmed, so as to enhance data accuracy.
(1.2)Introduce user interface on can data traceability user interaction design.This measure is mainly used for searching data
Doubtful point.In addition, it can allow business personnel to be perceive intuitively that the process of data, convenient for find and correct early exploitation or
Implementation personnel can enhance data accuracy to the error understanding of data relationship.
(1.3)Introduce data source metadata evolution monitoring mechanism.The asynchronous meaning brought of system upgrade can be found as early as possible
Outer data are not allowed.
(1.4)The net capital supervision report of introducing system generation and the generation of other systems the or external net capital imported
Automatic comparison function.This can find the suddenly change, capture program accidental interruption, net of some system-computed bore etc. early
The fortuitous events such as network accidental interruption.
(1.5)Introduce achievement data unusual fluctuations monitoring, be zero suddenly including achievement data or be empty, fluctuating range exceeds
Normal range (NR).This can find early data fail to report, leak adopt, the unexpected feelings such as capture program accidental interruption, network accidental interruption
Condition.
Three measures and the relevant professional knowledge of net capital are closer afterwards.
(2.1)Across data source types financial asset uniformity comparisons and monitoring are introduced, reconciliation can be facilitated, is found in time new
Increase transaction system, the special circumstances such as business of newly starting business.
(2.2)Financial the newly-increased of accounts, the newly-increased monitoring of account of finance in financial system are introduced into, can be found as early as possible new
If Accounting unit, subject adjustment etc. influences the item of net capital calculating logic.
(2.3)The newly-increased monitoring of project number or fund account in transaction system or valuation system is introduced into, it can be as early as possible
It was found that the relevant net capital that liquidates calculates bore adjusting events.
The present invention further discloses in user interface can data traceability user interaction design scheme:
(1)It is asked using the data traceability of hyperlink or similar scheme capture user;
(2)The tissue processing level of the data traced according to selected by user in systems determines the knot returned needed for this retrospect
Fruit,(2.1)If this data is to calculate gained according to certain algorithm by lower floor's index, it is right in calculation formula and formula to return
The desired value for the lower floor's index answered, and the desired value of lower floor's index is chased after still with the data of hyperlink or similar capture user
It traces back the feature of request,(2.2)If the data of this retrospect are got by initial data processing, initial data and data source are returned
Title.
The present invention further discloses across data source financial asset uniformity comparisons and the preferred monitoring point of monitoring:Across data
Source financial asset product holds uniformity, across data source financial asset quantity uniformity.Wherein, across data source financial asset product
Hold uniformity and refer to that monitoring has the financial asset product held position in a kind of data source(Securities market, stock code are consistent,
For identical product)Whether similarly have in another kind of data source and hold position, across data source financial asset quantity uniformity then refers to
Whether the quantity of same financial asset product is consistent in inhomogeneity data source.
The present invention further discloses across data source financial asset uniformity comparisons and the comparing interface of monitoring
Scheme:Compare a financial product per a line, with different colors(Background colour or foreground)To represent the comparison knot of every a line
Fruit type, comparative result type are divided into omission of holding position(First data source hold position and in rear data source without holding position), hold position and increase
(It holds position in rear data source and formerly data source is without holding position), quantity of holding position it is inconsistent.
The present invention further discloses the preferred embodiments of data source metadata change monitoring mechanism detection content:Source table table knot
Change, the change of source table data dictionary of structure.
Generated the present invention further discloses the net capital supervision report of system generation and other systems or outside imports
The user interface of automatic comparison function of net capital and interaction design scheme:User interface includes System inventory index and arranges, is outer
Portion's report form index row, data differences row;Data system report form index row still can carry out data traceability.
The present invention further discloses the systems for realizing the above method:Comprising workflow engine, filled out for building net capital
Report confirms flow, and can be to flow state into line trace;Comprising user interactive module, for identifying and transferring the data of user
Retrospect request;Comprising data traceability processing module, for being asked to return to further retrospect result according to user;It is pre- comprising monitoring
Alert module, for performing monitoring function point and sending warning information according to monitored results;Include following monitoring function point:Across data
Source financial asset product holds uniformity monitoring, the monitoring of across data source financial asset quantity uniformity, the change of source table table structure
Monitoring, the change monitoring of source table data dictionary, the newly-increased monitoring of financial accounts, the newly-increased monitoring of account of finance, project number are new
Increasing monitoring, the newly-increased monitoring of fund account, achievement data are zero suddenly or are that sky monitors, achievement data fluctuating range is beyond just
Normal scope monitoring.
Specific embodiment
As it was noted above, the specific embodiment of the present invention is as follows.
In existing market mainstream net capital monitoring system:
(1)Workflow engine is introduced, and net capital is built and makes a report on or confirm flow, providing can be to flow state into line trace;
(2)Corresponding user interactive module is developed, for identifying and transferring the request of the data traceability of user;
(3)Data traceability processing module, for being asked to return to further retrospect result according to user;
(4)Using existing monitoring and early warning module, perform monitoring function point and send warning information according to monitored results;
(5)Develop following monitoring function point:Across data source financial asset product holds uniformity monitoring, across data source financial asset
The monitoring of quantity uniformity, the change monitoring of source table table structure, the change monitoring of source table data dictionary, the newly-increased prison of financial accounts
Control, the newly-increased monitoring of account of finance, project number increase monitoring newly, the newly-increased monitoring of fund account, achievement data are zero suddenly
Or it is monitored for empty monitoring, achievement data fluctuating range beyond normal range (NR).
In user interface can data traceability user interaction design, hyperlink mechanism may be employed:
(1)Additional hyperlinks on the index value that can further trace shown on the screen;
(2)Hyperlink be directed toward data traceability processing module URL addresses, parameter be usually index coding and Data Date and
Other necessary parameters;
(3)The tissue processing level of the data that data traceability processing module is traced according to selected by user in systems determines this
Retrospect needed for return as a result,(3.1)If this data is to calculate gained according to certain algorithm by lower floor's index, calculating is returned
The desired value of corresponding lower floor's index in formula and formula, and the desired value of lower floor's index is still with hyperlink or similar
The feature of the data traceability request of user is captured,(3.2)If the data of this retrospect are got by initial data processing, return
Initial data and data source name.
Across data source financial asset uniformity comparison and the comparing interface scheme of monitoring:Compare a finance per a line
Product, system judges the comparative result type per a line, with different colors(It is recommended that it is background colour)To represent the ratio of every a line
Compared with result type.
The realization of data source metadata change monitoring mechanism, using scheme current at present, i.e.,:
(1)Initialize Preservation Metadata:The metadata of object table is obtained from target database, is preserved;
(2)Metadata is obtained before acquisition:Day gather eventually before each data acquisition or gather in real time it is daily start acquisition before, from
The current meta data of object table is obtained from target database;
(3)Compare(1)With(2)Metadata it is whether consistent, warning information is sent if inconsistent.
The newly-increased monitoring of financial accounts, the implementation of the newly-increased monitoring of account of finance:
(1)Initialization preserves accounts, subject information:Accounts, subject configuration information are inquired about from property system, is preserved;
(2)Inquire about current accounts, subject information:Before day whole data acquisition, newest accounts, subject are inquired about from financial system
Configuration information;
(3)Compare(1)With(2)It is whether consistent, warning information is sent if inconsistent.
With reference to the above method, the implementation of " project number increases monitoring, the newly-increased monitoring of fund account newly " can be designed.
Achievement data is zero suddenly or is that empty monitoring, achievement data fluctuating range exceed the implementation of normal range (NR) monitoring, with
The design of general air control index is consistent, not additional description.