CN109598618A

CN109598618A - Data processing method, the determination method and apparatus of mobility time limit notch

Info

Publication number: CN109598618A
Application number: CN201811062549.8A
Authority: CN
Inventors: 安然
Original assignee: Alibaba Group Holding Ltd
Current assignee: Advanced New Technologies Co Ltd; Advantageous New Technologies Co Ltd
Priority date: 2018-09-12
Filing date: 2018-09-12
Publication date: 2019-04-09
Anticipated expiration: 2038-09-12
Also published as: CN109598618B

Abstract

Present description provides a kind of data processing methods, the determination method and apparatus of mobility time limit notch.Wherein, this method comprises: the asset item of acquisition target object and debt project and the asset-liabilities of target object rule；According to above-mentioned data, the financing map of target object is established；According to the durability parameter of the cashability parameter of asset item and debt project, the fitting relation of asset item and debt project is determined；According to asset item and the fitting relation of debt project, financing map, the financial market business mobility time limit notch of target object is determined.In this specification embodiment, pass through the financing map of comprehensive utilization characterization project funds flow direction, and the project fitting relation based on determined by cashability and durability, the asset-liabilities of different service types are separated, determine the higher mobility time limit notch of reference value, the liquidity risk of target object is measured, improves the accuracy and reliability of the liquidity risk of determining target object.

Description

Data processing method, the determination method and apparatus of mobility time limit notch

Technical field

The technical field that this specification is related to belongs to financial risks control technical field more particularly to a kind of data processing side Method, the determination method and apparatus of mobility time limit notch.

Background technique

Field is managed in financial risks, it is often necessary to which the flowing implementations by evaluating bank and other financial mechanism are commented to analyze The specific management state of valence financial institution.For example, if (fund) excess liquidity of certain bank, may determine that the bank Efficiency in the use of funds is relatively low, and the level of profitability of bank is to be improved；If the illiquidity of certain bank, may determine that Bank needs are more costly at original supplement mobility, and there are the risks of illiquidity.

Currently, existing method can broadly calculate bank and other financial mechanism according to calculation formula fixed in industry mostly The fund of multiple technical routine flows into the mobility with the difference of fund outflow as bank and other financial mechanism in some period Time limit notch evaluates the liquidity risk of bank and other financial mechanism further according to above-mentioned mobility time limit notch.Based on above-mentioned side The mobility notch that method determines is comparatively general, rough, cannot subtly reflect in bank and other financial mechanism compared with For the specific flowing implementations of project funds in important type of service, reference value is relatively low, causes based on above-mentioned flowing Property time limit notch often can not accurately evaluate the liquidity risk of bank and other financial mechanism.Therefore, one kind is needed The determination method of mobility time limit notch, to determine the higher mobility time limit notch of reference value, to improve determining mesh Mark the accuracy and reliability of object liquidity risk.

Summary of the invention

This specification is designed to provide a kind of data processing method, the determination method and apparatus of mobility time limit notch, To determine the mobility time limit notch of the higher target object of reference value, the liquidity risk for determining target object is improved Accuracy and reliability.

A kind of data processing method, the determination method and apparatus of mobility time limit notch of this specification offer are such realities Existing:

A kind of data processing method, comprising: obtain the forward data and negative sense data and target object of target object Data rule；According to the data rule of the forward data of the target object and negative sense data and the target object, establish The data map of target object, wherein the data map for characterize the corresponding data type of forward data in target object, The data whereabouts of the corresponding data type of negative sense data, the data source of forward data and negative sense data；According to forward data Fisrt feature parameter, the second feature parameter of negative sense data, determine the fitting relation of forward data and negative sense data；According to described The fitting relation of forward data and negative sense data, the data map, determine the data processed result of target object.

A kind of determination method of mobility time limit notch, comprising: the asset item and debt project of target object are obtained, with And the asset-liabilities rule of target object；According to the asset item of the target object and debt project and the target pair The asset-liabilities rule of elephant, establishes the financing map of target object, wherein the financing map is provided for characterizing in target object The corresponding type of service of production project, the corresponding type of service of debt project, the money of the funds source of asset item and debt project Golden whereabouts；According to the cashability parameter of asset item, the durability parameter of debt project, asset item and debt project are determined Fitting relation；According to the asset item and the fitting relation of debt project, the financing map, the stream of target object is determined Dynamic property time limit notch.

A kind of determining device of mobility time limit notch, comprising: module is obtained, for obtaining the asset item of target object With debt project and the asset-liabilities of target object rule；Module is established, for the asset item according to the target object With debt project and the asset-liabilities of target object rule, the financing map of target object is established, wherein described to melt Money map is for characterizing the corresponding type of service of asset item in target object, the corresponding type of service of debt project, asset column The fund whereabouts of purpose funds source and debt project；First determining module, for according to the cashability parameter of asset item, The durability parameter of debt project, determines the fitting relation of asset item and debt project；Second determining module, for according to institute Fitting relation, the financing map for stating asset item and debt project, determine the mobility time limit notch of target object.

A kind of server, including processor and for the memory of storage processor executable instruction, the processor The asset item for obtaining target object and debt project and the asset-liabilities of target object rule are realized when executing described instruction Then；According to the asset item of the target object and debt project and the asset-liabilities of the target object rule, mesh is established Mark the financing map of object, wherein the financing map is for characterizing the corresponding type of service of asset item in target object, bearing The fund whereabouts of the corresponding type of service of liability mesh, the funds source of asset item and debt project；According to the change of asset item The durability parameter of existing ability parameter, debt project, determines the fitting relation of asset item and debt project；According to the assets The fitting relation of project and debt project, the financing map, determine the mobility time limit notch of target object.

A kind of computer readable storage medium, is stored thereon with computer instruction, and described instruction is performed realization and obtains Asset item and debt project and the asset-liabilities of the target object rule of target object；According to the money of the target object Production project and debt project and the asset-liabilities of the target object rule, establish the financing map of target object, wherein The financing map for characterize the corresponding type of service of asset item in target object, the corresponding type of service of debt project, The funds source of asset item and the fund whereabouts of debt project；According to the cashability parameter of asset item, debt project Durability parameter determines the fitting relation of asset item and debt project；According to the adaptation of the asset item and debt project Relationship, the financing map determine the mobility time limit notch of target object.

A kind of data processing method, the determination method and apparatus of mobility time limit notch of this specification offer, it is contemplated that The specific feature and business objective of different service types involved by bank and other financial mechanism, by comprehensively utilizing characterization project The financing map of funds flow, and the adaptation determined based on the cashability of asset item and the durability of debt project are closed System separates the asset-liabilities of different types of service, so as to subtly determine the higher financial market of reference value Mobility time limit notch of the mobility time limit notch of business as target object, improves the mobility wind of determining target object The accuracy and reliability of danger.

Detailed description of the invention

In order to illustrate more clearly of this specification embodiment or technical solution in the prior art, below will to embodiment or Attached drawing needed to be used in the description of the prior art is briefly described, it should be apparent that, the accompanying drawings in the following description is only The some embodiments recorded in this specification, for those of ordinary skill in the art, in not making the creative labor property Under the premise of, it is also possible to obtain other drawings based on these drawings.

Fig. 1 is in a Sample Scenario, using the determination side for the mobility time limit notch that this specification embodiment provides The schematic diagram of the one embodiment for the financing map that method obtains；

Fig. 2 is in a Sample Scenario, using the determination side for the mobility time limit notch that this specification embodiment provides The schematic diagram of the one embodiment for the asset-liabilities sequencing table that method obtains；

Fig. 3 is in a Sample Scenario, using the determination side for the mobility time limit notch that this specification embodiment provides Method carries out the schematic diagram of one embodiment of asset-liabilities fractionation；

Fig. 4 is a kind of flow diagram of the determination method for the mobility time limit notch that this specification embodiment provides；

Fig. 5 is a kind of flow diagram for the data processing method that this specification embodiment provides；

Fig. 6 is a kind of schematic diagram of embodiment of the structure for the server that this specification embodiment provides；

Fig. 7 is a kind of embodiment of the structure of the determining device for the mobility time limit notch that this specification embodiment provides Schematic diagram.

Specific embodiment

In order to make those skilled in the art more fully understand the technical solution in this specification, below in conjunction with this explanation Attached drawing in book embodiment is clearly and completely described the technical solution in this specification embodiment, it is clear that described Embodiment be only this specification a part of the embodiment, instead of all the embodiments.The embodiment of base in this manual, Every other embodiment obtained by those of ordinary skill in the art without making creative efforts, all should belong to The range of this specification protection.

In view of the determination method based on existing mobility time limit notch is in the stream for determining the target objects such as including bank When dynamic property time limit notch, often without distinguishing the specific function and business characteristic of different kinds of business in target object, but cage According to a certain unalterable rules, the fund for mechanically calculating certain several specified asset item and debt project is flowed into, is provided on system ground Mobility time limit notch of the difference of gold outflow as target object, to predict the liquidity risk situation of target object.

However, bank and other financial mechanism is often related to, there are many different types of business.For example, credit operation, treasurer Business and financial market business.Function that different types of business often relates to, business objective, and internal asset-liabilities The rule of correspondence or processing mode of project are different.For example, treasurer's business is often partial to be responsible in target object The capital management and risk control in portion, business objective is the cash flow for balancing the project of each business, to reduce as much as possible The liquidity risk of target object.And financial market business is then biased into the investment and financing management (example external in responsible target object Such as same trade financing, same trade investment), business objective is that higher profit is got for target object, and risk is relatively high.Credit Business is then partial to more traditional debt-credit management, and business objective is also that profit is got for target object, but relative to finance The market business is more likely to pursue more steady income, and risk is relatively low.Since above-mentioned type of service is different, business mesh Mark is different, the rule of correspondence or processing mode of involved specific asset-liabilities project and asset-liabilities project not phase Together, cause to the method for determination of the mobility notch of different types of business and identified mobility notch in evaluation mesh Reference value when marking the liquidity risk of object is not also identical.

Further, it is contemplated that in bank and other financial mechanism, by the adjustment of treasurer's business, tend to credit operation A relatively stable state is adjusted to the mobility of treasurer's business.At this moment, the mobility notch of the market business more can relatively Reflect liquidity risk existing for target object, i.e., the mobility time limit notch of the market business is relative to true based on existing method The mobility time limit notch of fixed general target object is determining target pair due to having removed the interference of other types business Has higher reference value when the liquidity risk of elephant.In addition, it is further contemplated that often not having for financial structures such as Small-Medium Banks It individually sets up special treasurer, when processing, treasurer's business and financial market mix of traffic can be led to different types of industry mostly Relative difficult of being engaged in removing.

Based on the above situation, this specification proposition can be right according to the specific feature and business objective of different service types The mobility time limit notch of different types of business is separated.Specifically, can be flowed to by comprehensive characterization project funds It finances map, and the obtained fitting relation of durability of the cashability based on asset item and debt project, from cash flow To, and the adaptation mechanism of " stronger be in debt of durability supports the weaker assets of cashability " sets out, and determines different type industry The corresponding relationship of asset item and debt project in business included asset item and debt project and same type business, To separate the asset-liabilities project of different types of business, and then it can subtly determine the higher finance of reference value Mobility time limit notch of the mobility time limit notch of the market business as target object, to determine the mobility wind of target object Danger, to improve the accuracy and reliability of the liquidity risk of determining target object.

This specification embodiment provides a kind of determination method of mobility time limit notch, and this method can specifically be applied In the background server of bank and other financial mechanism, for predicting the liquidity risk situation of bank and other financial mechanism.

Specifically, server can according to the asset item and debt project of the financial structures such as acquired bank, and Asset-liabilities rule, establishes the financing map of financial institution, wherein the financing map is for characterizing asset column in financial institution The corresponding type of service of mesh, the corresponding type of service of debt project, the fund of the funds source of asset item and debt project are gone To；According to the cashability parameter of asset item, the durability parameter of debt project, the suitable of asset item and debt project is determined With relationship；According to the asset item and the fitting relation of debt project, the financing map, financial market business is determined Mobility time limit notch of the mobility notch as financial institution.And then it can be according to the mobility phase of identified financial institution The mobility time limit risk of financial institution is more accurately predicted in limit, and more efficiently measure is taken to be handled.

In the present embodiment, the service implement body can be can financial financial data to bank it is (such as various Financial statement etc.) the Batch Processing server that is analyzed and processed.The server be specifically as follows one have data operation, The electronic equipment of store function and network interaction function；Or run in the electronic equipment, it is data processing, storage The software supported is provided with network interaction.Do not limit the quantity of the server specifically in the present embodiment.The service Device can be a server, can also be several servers, alternatively, the server cluster that several servers are formed.

In a Sample Scenario, the determination method for the mobility time limit notch that can be provided using this specification embodiment To determine the flowing time limit notch of NB bank.

In this Sample Scenario, above-mentioned NB bank is one middle-size and small-size (business) bank, is not provided with independent treasurer It is responsible for the Asset/liability management of bank specially, but there is the financial market portion of the bank to have both profit and the dual function of treasurer. That is, treasurer's business is mixed in the business of financial market for the bank.For example, in the financial market business of the bank The bond held in, the purpose (or business objective) of some bond held is to get a profit, this partial debenture can be with The asset item being not understood as in the business of financial market；Another was held for the considerations of liquidity risk management (for example, the main purpose held is not configured to get a profit, but in order to adjust the internal finance stream of bank), this partial debenture then may be used With the asset item being not understood as in four library business.For NB bank, due to no independent treasurer, treasurer's business and other classes The mix of traffic of type can not be directly isolated to obtain treasurer's business and other kinds of business.It therefore, can be first according to assets Features and the asset items such as project, the funds flow of debt project and debt project are obtained based on cashability, durability Fitting relation, the asset item of multiple business type involved in NB bank and debt project are separated, and then calculate tool The mobility time limit notch of body.

Specifically, the asset item of the available bank of the background server of NB bank, debt project and the money of bank Rule of being in debt is produced, and then NB silver can be established according to the asset item of bank, debt project and the asset-liabilities rule of bank Capable financing map.

Wherein, above-mentioned asset item specifically can be understood as bank's investments abroad, the business item for causing fund to flow out.Example Such as, above-mentioned asset item can specifically include: loan, reserve requirements on deposit, excess excess reserve, blend-out, bond investment of the same trade or business Deng.Certainly, above-mentioned cited asset item is intended merely to that this specification embodiment is better described.For asset item Concrete type, this specification are not construed as limiting.

Above-mentioned debt project specifically can be understood as bank and externally absorb fund, the business item for causing fund to flow into.Example Such as, above-mentioned debt project can specifically include: depositing, issues bond, the same trade incorporates, issues deposit receipt of the same trade or business etc..Certainly, above-mentioned institute The debt project enumerated is intended merely to that this specification embodiment is better described.For the concrete type of debt project, this theory Bright book is not construed as limiting.

The asset-liabilities rule of above-mentioned bank is referred to as asset-liabilities planning.Specifically, bank establish one it is right Outer asset column is currently, generally require first to formulate an asset-liabilities planning；It is determined according to asset-liabilities planning matched negative Liability mesh is supported asset item by the fund of the debt project, and then could establish above-mentioned asset item.For example, NB is silver-colored When row is want to offer a loan to certain factory, need to take out the deposit of corresponding a part according to asset-liabilities planning to support, Cai Nengwei Certain factory provides above-mentioned loan.

In this Sample Scenario, above-mentioned financing map (MFDR) specifically can be understood as a kind of asset column according to bank The data such as the asset-liabilities planning of mesh, debt project and bank, based on different types of service, business characteristic, and flowing The considerations of property risk, the data map established.It can be shown refering to fig. 1.By map of financing, can it is intuitive, understand earth's surface The type of service and asset item that asset item is generally corresponding in Zheng Chu bank type of service, debt project are generally corresponding to Funds source and debt project fund whereabouts.For example, loan is the asset item of credit operation, instability deposit in figure It is the debt project of credit operation with stable deposit.In addition, the funds source of loan is unstable deposit, stablize the fund of deposit Whereabouts includes supporting loan, and supporting treasurer's business etc..

It is regular according to the asset item of the target object and debt project and asset-liabilities in this Sample Scenario, The financing map for establishing NB bank, can specifically include: according to default rule, such as can be according to for middle-size and small-size bank It finances atlas calculation (MFDR of Small-and-Median Commercial Bank, MFDR-SMCB), substantially marks off not The asset item and debt project for including with type of service；It is planned according to the asset-liabilities of bank, determines the fund of asset item The fund whereabouts in source and debt project；The asset item and debt project for being included further according to above-mentioned different service types, with And asset item funds source and debt project fund whereabouts, establish the financing map of above-mentioned bank.

Further, it is also contemplated that, in order to reduce the liquidity risk of bank, can according to the cashability of asset item, The durability of debt project matches asset item and debt project.Specifically, can be joined according to the cashability of asset item The durability parameter of number, debt project, determines the fitting relation of asset item and debt project.

Wherein, above-mentioned cashability parameter specifically can be understood as characterizing whether asset item is easy to cash recycling money The instruction parameter of golden (such as selling withdrawal fund).Usual cashability parameter values are bigger, and corresponding cashability is stronger；Instead Cashability parameter values it is smaller, corresponding cashability is weaker.

Whether above-mentioned durability (or persistence) parameter specifically can be understood as the fund for characterizing debt project steady Fixed, permanent instruction parameter.Usual durability parameter values are bigger, and corresponding durability is stronger；Otherwise durability parameter values Smaller, corresponding durability is weaker.

In this Sample Scenario, the fitting relation of above-mentioned asset item and debt project specifically can be understood as asset item With the suitable matching relationship of debt project.For example, the outflow of fund caused by W asset item is suitble to the money using Y debt project Gold flows into supplement, to keep the balance of cash flow.

Specifically, it is above-mentioned according to the cashability parameter of asset item and the durability parameter of debt project, determine assets The fitting relation of project and debt project, may include the following contents: according to agreement investment time, the asset item of asset item Realization expend the time, determine the cashability parameter of asset item；It is refunded time, debt project according to the agreement of debt project It is required the probability parameter of payment beforehand, determines the durability parameter of debt project；By asset item according to cashability parameter It is descending to be ranked up, the asset item after being sorted；Debt project is arranged according to durability parameter is ascending Sequence, the debt project after being sorted；According to the asset item after the sequence and the debt project after the sequence, institute is determined State the fitting relation of asset item and debt project.

Wherein, above-mentioned asset item realization expend the time specifically can be understood as recycling asset item capital fund it is pre- The duration of survey.Specifically, the realization of above-mentioned asset item expend the time specifically can item types according to asset item, assets The specific market of the total capital quantity of the type of industry, asset item involved in project and Vehicles Collected from Market determine.

Above-mentioned debt project is required what the probability parameter of payment beforehand specifically can be understood as introducing by debt project Fund is required the probability drawn back in advance before agreement refunds the time.Specifically, above-mentioned debt project is required payment beforehand Probability parameter can be required according to the funds source side of the historical behavior data of the funds source side of debt project, debt project The agreement that payment beforehand to be born is lost and the determinations such as debt project pacta conventa.

In this Sample Scenario, specifically can with as shown in fig.2, by different asset items according to cashability parameter by Arrive greatly it is small be ranked up, the asset item after being sorted；By different debt projects according to the ascending progress of durability parameter Sequence, the debt project after being sorted；To obtain it is as shown in Figure 2 include asset item and sequence after sequence after The asset-liabilities sequencing table of debt project.And then it is based on above-mentioned asset-liabilities sequencing table, according to the asset item after the sequence Come true with the debt project after the sequence according to the mechanism of the stronger weaker assets of matching cashability of being in debt of durability The fitting relation of the fixed asset item and debt project.

In the financing map for having obtained NB bank, and the asset item and debt determining based on durability and cashability After the fitting relation of project, fitting relation, the financing map of the asset item and debt project can be integrated, is determined Asset item and debt project in the asset item and debt project and each type service that different kinds of business is included Corresponding relationship, and then can determine that the mobility time limit notch of the target object more accurate, reference value is relatively high.

Specifically, business can be adjusted according to the asset item and the fitting relation of debt project, the financing map The corresponding relationship of asset item, debt project and asset item and debt project in type；According to service class adjusted The corresponding relationship of asset item, debt project and asset item and debt project in type splits financing map, It specifically can be refering to shown in Fig. 3.In figure, the money of the corresponding split correspondence different service types out of the visuals of different labeled Production project and debt project.It is split by asset-liabilities, can establish to obtain the balance sheet of multiple types of service respectively.Its In, the balance sheet of type of service is corresponding with the fund of debt project for characterizing the fund of asset item in type of service Relationship；According to the balance sheet of the multiple type of service, the mobility time limit notch of target object is determined.

In this Sample Scenario, the balance sheet of above-mentioned type of service specifically can be understood as a kind of reflection bank etc. The accounting statement of mechanism assets, debt and owner's equity situation in sometime corresponding type of service.Specifically, passing through The balance sheet of above-mentioned type of service can determine the specific asset item and debt project that type of service is included, and Corresponding relationship between asset item and debt project.For example, the fund of B debt project half is for supporting A asset item.

Above-mentioned multiple types of service can specifically include: credit operation, treasurer's business and financial market business etc..Accordingly , the balance sheet of above-mentioned multiple types of service includes: the balance sheet of the balance sheet of credit operation, treasurer's business With the balance sheet of financial market business.Certainly, it should be noted that above-mentioned cited type of service and corresponding industry The balance sheet of service type is intended merely to that this specification embodiment is better described.When it is implemented, as the case may be, It may be incorporated into other types of service, and the balance sheet of corresponding type of service.In this regard, this specification does not limit It is fixed.

Specifically, can determine the asset item tool in credit operation by the balance sheet of above-mentioned credit operation Body may include loan project (for example including short term loan, medium-term and long-term credit etc.) etc., and the debt project in credit operation is specific It may include deposit items (for example including deposit, unstable deposit etc. is stablized) etc..And the part fund in deposit items and borrow Fund mesh is corresponding, and another part fund (can be denoted as the first fund) of deposit items is corresponding with the asset item in treasurer's business (can certainly be corresponding with the asset item in the business of financial market, for supporting financial market business) be used for support department Library business.Certainly, it should be noted that asset item and debt project that above-mentioned cited credit operation is included are one Kind schematically illustrates, and should not constitute the improper restriction to this specification.

By the balance sheet of above-mentioned treasurer's business, it can determine that the asset item in treasurer's business specifically can wrap It includes: being used for project, the excess excess reserve, legal reserve reserve fund of management of liquidity in the blend-out project of first same trade, target object It may include: the first involvement project of the same trade or business, first issue deposit receipt project of the same trade or business, the first hair Deng, the debt project in treasurer's business Row bond project etc..And the remaining fund of part fund, credit operation of multiple debt projects in above-mentioned treasurer's business and money Production project is corresponding, and another part fund (can be denoted as the second fund) is corresponding with the asset item in the business of financial market, that is, uses In support financial market business.Certainly, it should be noted that asset item that above-mentioned cited treasurer's business is included and negative Liability mesh is that one kind schematically illustrates, and should not constitute the improper restriction to this specification.

By the balance sheet of above-mentioned financial market business, the asset item tool in the business of financial market can be determined Body may include: the second blend-out project of the same trade, the investment project of bill and account receivable class, bond investment project, securities lent project etc., Debt project in the business of financial market can specifically include: the second same trade involvement project, second issue same trade deposit receipt project, borrow Enter security project etc..And fund, the remaining fund of treasurer's business and the money of multiple debt projects in above-mentioned financial market business Production project is corresponding.Certainly, it should be noted that asset item and debt project that above-mentioned cited treasurer's business is included It is that one kind schematically illustrates, the improper restriction to this specification should not be constituted.

Also you need to add is that, as treasurer's business and the difference of business objective involved in the business of financial market, take charge of The project that library business is included: the first of the same trade or business involvement project, first issue deposit receipt project of the same trade or business, first issue bond project, the One blend-out project of the same trade etc. be with managed fund stream, controlling risk is arranged for target, included different from financial market business Project: the second of the same trade or business involvement project, second issue deposit receipt project of the same trade or business, second blend-out project of the same trade etc..Above-mentioned second same trade It is that target is arranged that involvement project, the second distribution deposit receipt project of the same trade or business, second blend-out project of the same trade etc., which are to get a profit,.Two kinds of differences Although the asset-liabilities project formal approximation of type of service, since the business objective of setting is different, project itself is not led to also not It is identical.When dividing type of service corresponding to asset item and debt project, it is also combined with asset item and debt project Business objective divide corresponding type of service.

In this Sample Scenario, it is contemplated that for bank and other financial mechanism, the business objective of different kinds of business is not Together, corresponding liquidity risk is different, causes the reference value when evaluating the liquidity risk of the mechanisms such as bank different.Specifically , treasurer's business is often to be partial to be responsible for the capital management and risk control inside target object, and business objective is balance The cash flow of the project of each business, to reduce the liquidity risk of target object as much as possible.And financial market business is then It is partial to be responsible for the external investment and financing management of target object, business objective is to get higher profit, risk for target object It is relatively high.Credit operation is then partial to more traditional debt-credit management, and business objective is also to get profit for target object, But relative to financial market business, it is more likely to pursue more steady income, risk is relatively low.Therefore Duo Zhongye Influence of the mobility time limit notch of financial market business to bank and other financial mechanism is relatively large in service type, in evaluation bank With relatively higher reference value when the mobility wind direction of equal financial institutions.It therefore, can be according to above-mentioned a plurality of types of moneys Liability account is produced, the asset-liabilities of different service types are separated, and then determine the mobility time limit notch of financial market business Mobility time limit notch as NB bank.

When it is implemented, the credit industry in the default time limit can be calculated first according to the balance sheet of the credit operation In the case that the mobility notch of business is 0, the surplus capital in credit operation is as the first fund；Further according to treasurer's business Balance sheet, first fund, calculate in the case where the mobility notch of treasurer's business in default time limit is 0, department Surplus capital in the business of library is as the second fund；Finally according to the balance sheet of the financial market business, described second Fund calculates the mobility notch of the financial market business in default time limit, the mobility time limit notch as the target object.

Wherein, above-mentioned default time limit specifically can be understood as asset item, debt project expires the remaining time limit.Specifically , the above-mentioned default time limit may include next day, 2 to 7,8 to 30,31 to 90,91 days to 1 year, be greater than 1 year Deng.Certainly, it should be noted that the above-mentioned cited default time limit is intended merely to that this specification embodiment is better described.Tool When body is implemented, other default time limits can also be determined according to specific application scenarios.In this regard, this specification is not construed as limiting.

When specifically being calculated according to the balance sheet of credit operation, it is contemplated that for credit operation, owner's equity can Think 0, therefore, according to the balance sheet of the credit operation when specific implementation, is unfolded according to the time limit, by the letter in default time limit The fund of loan project in loan business and, subtract the deposit items in credit operation fund and, obtained funding gap is made For first fund.Wherein, above-mentioned first fund can be 0.It should be noted that above-mentioned first fund can be used for supporting Treasurer's business can be used for supporting financial market business.

When specifically being calculated according to the balance sheet of treasurer's business, it is contemplated that for treasurer's business, owner's equity can Not for 0.Therefore, other business are different from, treasurer's business may include two parts, the mobility of the corresponding treasurer's business of a part Notch (is referred to as not strippable treasurer's notch), and another then corresponds to owner's equity and (be properly termed as strippable department Library notch).When it is implemented, can be unfolded by the time limit, according to the balance sheet of treasurer's business by the department in default time limit Sum in the fund of the first blend-out project of the same trade in the business of library, target object for the project funds of management of liquidity, subtracts The fund of the first involvement project of the same trade or business in treasurer's business, first issue the fund of deposit receipt project of the same trade or business, first issue bond item Purpose fund, first fund, obtained funding gap is as second fund, for supporting financial market business.Its In, above-mentioned second fund can be 0.Further, it is also possible to be unfolded according to the balance sheet of treasurer's business by the time limit, it will The fund of excess excess reserve in treasurer's business in default time limit, in short term matched same trade involvement (can be described as just buying back) fund, The sum of reserve requirements on deposit subtracts the fund issued bond for supporting treasurer, and obtained funding gap is as above-mentioned institute The person's of having equity.

When specifically being calculated according to the balance sheet of financial market business, it is contemplated that for financial market business, own Person's equity can be 0, therefore, according to the balance sheet of the financial market business when specific implementation, be unfolded according to the time limit, will The fund of the second blend-out project of the same trade in the financial market business in default time limit, the fund of the investment project of bill and account receivable class, Fund, the sum of the fund of securities lent project of bond investment project, second same trade subtracted in the business of financial market incorporate item Fund, the fund of borrowed stock project, second fund of purpose fund, the second distribution deposit receipt project of the same trade or business, obtained money Mobility notch of the golden difference as the financial market business in the default time limit.

In the manner described above, can preparatively coincide the business processing logic of NB bank, and different types of business is separated, So that it is determined that (i.e. the time limit mobility of financial market business lacks the mobility notch of the financial market business in each default time limit out Mouthful) mobility time limit notch as NB bank.And then this can be predicted according to the mobility time limit notch of above-mentioned NB bank The specific liquidity risk situation of bank, and corresponding measure is taken as reference frame using above-mentioned mobility time limit notch in time Liquidity risk is reduced, guarantees health, the stabilization of bank.

By above-mentioned Sample Scenario as it can be seen that this specification provide mobility time limit notch determination method, due to consideration that The specific feature and business objective of different service types involved by bank and other financial mechanism, by comprehensively utilizing characterization project The financing map of funds flow, and the adaptation determined based on the cashability of asset item and the durability of debt project are closed System separates the asset-liabilities of different types of service, so as to subtly determine the higher financial market of reference value Mobility time limit notch of the mobility time limit notch of business as target object, improves the mobility wind of determining target object The accuracy and reliability of danger.

As shown in fig.4, this specification embodiment provides a kind of determination method of mobility time limit notch, wherein should Method is applied particularly to server-side.When it is implemented, this method may include the following contents.

S41: obtain target object asset item and debt project and the asset-liabilities of target object rule.

In the present embodiment, above-mentioned target object is specifically understood that the object of mobility time limit notch to be determined.Tool Body, above-mentioned target object can be middle-size and small-size bank, can also be with large bank, or other financial institutions.For above-mentioned The particular content of target object, this specification are not construed as limiting.

In the present embodiment, above-mentioned asset item specifically can be understood as bank's investments abroad, and fund is caused to flow out Business item.For example, above-mentioned asset item can specifically include: loan, reserve requirements on deposit, excess excess reserve, the same trade are melted Out, bond investment etc..

In the present embodiment, above-mentioned debt project specifically can be understood as bank and externally absorb fund, lead to cash flow The business item entered.For example, above-mentioned debt project can specifically include: depositing, issue bond, the same trade incorporates, the distribution same trade is deposited It is single etc..

In the present embodiment, above-mentioned asset-liabilities rule is referred to as being asset-liabilities planning.Specifically, above-mentioned money Produce the data information be in debt and recorded in planning with the matched debt project of asset item established.

S43: it is advised according to the asset item of the target object and debt project and the asset-liabilities of the target object Then, the financing map of target object is established, wherein the financing map is for characterizing the corresponding industry of asset item in target object Service type, the corresponding type of service of debt project, the fund whereabouts of the funds source of asset item and debt project.

In the present embodiment, above-mentioned financing map (MFDR) specifically can be understood as a kind of asset column according to bank The data such as the asset-liabilities planning of mesh, debt project and bank, based on different types of service, business characteristic, and flowing The considerations of property risk, the data map established.By map of financing, asset column in bank can intuitively, be clearly symbolized The funds source and debt of type of service, the type of service that debt project is generally corresponding to and asset item that mesh is generally corresponding to The fund whereabouts of project.

In the present embodiment, when it is implemented, can be marked off not according to default rule relevant to financing map The asset item and debt project for being included with type of service；According to the asset-liabilities of target object rule, asset item is determined Funds source and debt project fund whereabouts；The asset item and debt for being included according to stroke separated different service types The fund whereabouts of the funds source and debt project of project and asset item, establishes the financing map of above-mentioned target object.

S45: it according to the cashability parameter of asset item, the durability parameter of debt project, determines asset item and bears Liability purpose fitting relation.

In the present embodiment, above-mentioned cashability parameter specifically can be understood as characterizing whether asset item is easy Cash the instruction parameter of recycling fund (such as selling withdrawal fund).Usual cashability parameter values are bigger, corresponding realization Ability is stronger；Otherwise cashability parameter values are smaller, and corresponding cashability is weaker.

In the present embodiment, above-mentioned durability (or persistence) parameter specifically can be understood as characterizing debt item Whether stable, the permanent instruction parameter of purpose fund.Usual durability parameter values are bigger, and corresponding durability is stronger；It is on the contrary Durability parameter values are smaller, and corresponding durability is weaker.

In the present embodiment, above-mentioned asset item and the fitting relation of debt project specifically can be understood as asset item With the suitable matching relationship of debt project.

In the present embodiment, the above-mentioned cashability parameter according to asset item, the durability parameter of debt project, really The fitting relation of asset item and debt project is determined, when it is implemented, may comprise steps of: according to the agreement of asset item The realization of investment time, asset item expends the time, determines the cashability parameter of asset item；According to the agreement of debt project Refund time, debt project are required the probability parameter of payment beforehand, determine the durability parameter of debt project；By asset item It is ranked up according to cashability parameter is descending, the asset item after being sorted；Debt project is joined according to durability Number is ascending to be ranked up, the debt project after being sorted；According to after the sequence asset item and the sequence after Debt project, determine the fitting relation of the asset item and debt project.

S47: according to the asset item and the fitting relation of debt project, the financing map, target object is determined Mobility time limit notch.

In the present embodiment, the mobility time limit notch of target object specifically can be understood as the default time limit (such as certain One period) target object fund flow into fund outflow difference.The mobility time limit of usual above-mentioned target object lacks Mouth can be used for evaluating the corresponding mobility of determining target (or liquidity risk).

In the present embodiment, when it is implemented, the asset column based on determined by durability and cashability can be integrated The fitting relation of mesh and debt project, and can characterize project in type of service, in type of service asset item fund The data such as fund whereabouts of debt project in source, type of service can separate the asset-liabilities of different service types, thus Determine mobility time limit notch of the reference value with respect to better services type, the mobility time limit as target object lacks Mouthful.

In the present embodiment, above-mentioned type of service can specifically include: credit operation, treasurer's business and financial market industry Business etc..Correspondingly, the balance sheet of the multiple type of service includes: the balance sheet of credit operation, treasurer's business Balance sheet and the balance sheet of financial market business etc..Certainly, it should be noted that above-mentioned cited type of service, And the balance sheet of corresponding type of service is that one kind schematically illustrates, and should not constitute the improper limit to this specification It is fixed.

In the present embodiment, different types of service is further contemplated, business characteristic is different, and business objective is different, Corresponding processing logic is not also identical.Specifically, treasurer's business is often to be partial to be responsible for the capital management inside target object And risk control, business objective is the cash flow for balancing the project of each business, to reduce the stream of target object as much as possible Dynamic property risk.And financial market business be then biased into it is (such as same trade financing, same in being responsible for the external investment and financing management of target object Industry investment etc.), business objective is that higher profit is got for target object, and risk is relatively high.Credit operation is then partial to More traditional debt-credit management, business objective are also profit to be got for target object, but relative to financial market business, more incline To in pursuing more steady income, risk is relatively low.Therefore, opposite, the risk of financial market business is relatively high, and Target object will also tend to the flowing implementations for relatively paying close attention to financial market business, can be by the financial market of target object Mobility time limit notch of the mobility time limit notch of business as target object, so that the mobility time limit determined by improving lacks The reference value of mouth.

In the present embodiment, you need to add is that, above-mentioned financial market business can specifically include the financial city of narrow sense Field business, i.e., business of the same trade or business.Specifically can be understood as carrying out between financial institution to invest and finance as every traffic item of core Mesh (including same trade financing, same trade investment etc.).For example, may include: inter-bank lending and borrowing, banker's deposit, same trade loaning bill, generation of the same trade or business It pays, buy in return and sell, sell repurchase etc..

In the present embodiment, the mobility time limit notch of target object can be calculated in the following way: according to described The balance sheet of credit operation is calculated in the case where the mobility notch of the credit operation in default time limit is 0, credit operation In surplus capital as the first fund；According to the balance sheet of treasurer's business, first fund, calculate default In the case that the mobility notch of treasurer's business in time limit is 0, the surplus capital in treasurer's business is as the second fund；According to institute The balance sheet of financial market business, second fund are stated, the mobility for calculating the financial market business in default time limit lacks Mouthful, the mobility time limit notch as the target object.

After the mobility time limit notch of target object has been calculated in the manner described above, and then can be according to target pair The mobility time limit notch of elephant evaluates the flowing implementations of target object, can also be according to the mobility phase of target object Limit notch takes suitable measure to reduce liquidity risk, and the operation to guarantee target object is stable, safe.

Therefore the determination method of the mobility time limit notch of this specification offer, due to consideration that the finance such as bank The specific feature and business objective of different service types involved by mechanism pass through comprehensive utilization characterization project funds flow direction Financing map, and based on the fitting relation that the cashability of asset item and the durability of debt project determine, it will be different The asset-liabilities of type of service separate, so as to subtly determine the mobility of the higher financial market business of reference value Mobility time limit notch of the time limit notch as target object, improve the liquidity risk of determining target object accuracy and Reliability.

In one embodiment, above-mentioned to be joined according to the cashability parameter of asset item and the durability of debt project Number, determines the fitting relation of asset item and debt project, when it is implemented, may include the following contents:

S1: the time is expended according to the realization of the agreement investment time, asset item of asset item, determines the change of asset item Existing ability parameter；

S2: being required the probability parameter of payment beforehand according to the agreement refund time of debt project, debt project, determines negative Liability purpose durability parameter；

S3: asset item is ranked up according to cashability parameter is descending, the asset item after being sorted；

S4: debt project is ranked up according to durability parameter is ascending, the debt project after being sorted；

S5: according to the asset item after the sequence and the debt project after the sequence, determine the asset item and The fitting relation of debt project.

In the present embodiment, it should be noted that the above-mentioned cited agreement investment time according to asset item, money The realization of production project expends the time, when determining the cashability parameter of asset item, and being refunded according to the agreement of debt project Between, debt project be required the probability parameter of payment beforehand, determine the durability parameter of debt project, it is only a kind of schematically to say It is bright.When it is implemented, according to specific application scenarios, can also according to other data of asset item, debt project other Data determine corresponding cashability parameter, durability parameter respectively.In this regard, this specification is not construed as limiting.

In the present embodiment, the asset item after above-mentioned sequence be according to asset item cashability parameter by greatly to What small sequence arranged, the debt project after above-mentioned sequence be have according to the durability parameter of debt project it is small to big suitable What sequence arranged.Therefore, the asset item after above-mentioned sequence and the debt project after sequence is corresponding, it can to determine Asset item and the fitting relation of debt project be to meet mechanism below, it may be assumed that with the stronger debt project matching of durability The weaker asset item of cashability, and then can guarantee the mobility of the target object based on above-mentioned fitting relation relatively more Stablize, safety, reduces the liquidity risk of target object.

In one embodiment, above-mentioned to be schemed according to the asset item and the fitting relation of debt project, the financing Spectrum, determines the mobility time limit notch of target object, when it is implemented, may include the following contents: according to the asset item Fitting relation, the financing map with debt project adjust asset item, debt project and assets in type of service The corresponding relationship of project and debt project；According to asset item, debt project and the asset column in type of service adjusted The corresponding relationship of mesh and debt project establishes the balance sheet of multiple types of service respectively, wherein the assets of type of service are negative Debt table is used to characterize the corresponding relationship of the fund of the fund of asset item and debt project in type of service；According to the multiple industry The balance sheet of service type determines the mobility time limit notch of target object.

In the present embodiment, above-mentioned asset item and the corresponding relationship of debt project can specifically include same service class The funds flow relationship of asset item and debt project in type also may include asset item and debt item between different service types Purpose funds flow relationship.For example, the loan project in credit operation in a part of funds flow credit operation of deposit items, For supporting loan project；In addition, the asset item in another funds flow treasurer's business deposited in credit operation, is used for Support treasurer's business.

In the present embodiment, the balance sheet of above-mentioned type of service specifically can be understood as a kind of reflection bank etc. The accounting statement of mechanism assets, debt and owner's equity situation in sometime corresponding type of service.Specifically, passing through The balance sheet of above-mentioned type of service can determine the specific asset item and debt project that type of service is included, and Corresponding relationship between asset item and debt project.

In the present embodiment, the above-mentioned balance sheet according to the multiple type of service, determines the stream of target object Dynamic property time limit notch, when it is implemented, may include: according to the balance sheet of multiple types of service, by different service types Asset-liabilities separation, and then can be calculated separately out according to the asset-liabilities after separation each type of service mobility lack Mouthful.

In one embodiment, the multiple type of service can specifically include: credit operation, treasurer's business and finance Market business etc.；Correspondingly, the balance sheet of the multiple type of service can specifically include: the asset-liabilities of credit operation Table, the balance sheet of treasurer's business and balance sheet of financial market business etc..

Certainly, it should be noted that above-mentioned cited type of service, and the balance sheet of corresponding type of service It is intended merely to that this specification embodiment is better described.When it is implemented, as the case may be and scene, may be incorporated into it His type of service, and the balance sheet of corresponding type of service.In this regard, this specification is not construed as limiting.

In one embodiment, the business objective for further contemplating treasurer's business is to balance the project of each business Cash flow, to reduce the liquidity risk of target object as much as possible, the business objective of credit operation is steadily to obtain income, The business objective of financial market business is to get a profit as far as possible.As it can be seen that the wind direction of financial market business is relatively high, to target pair The influence of elephant is relatively large, mobility of the mobility time limit notch of corresponding financial market business relative to other types business Time limit notch has higher reference value.It therefore, can be using the mobility time limit notch of financial market business as target pair The mobility time limit notch of elephant determines the flowing implementations of target object.

In the present embodiment, target is determined according to the balance sheet of the multiple type of service based on above-mentioned consideration The mobility time limit notch of object, when it is implemented, may comprise steps of:

S1: according to the balance sheet of the credit operation, the mobility notch in the credit operation in default time limit is calculated In the case where 0, the surplus capital in credit operation is as the first fund；

S2: according to the balance sheet of treasurer's business, first fund, treasurer's business in the default time limit is calculated Mobility notch be 0 in the case where, the surplus capital in treasurer's business is as the second fund；

S3: according to the balance sheet of the financial market business, second fund, the financial city in default time limit is calculated The mobility notch of field business, the mobility time limit notch as the target object.

In the present embodiment, the above-mentioned default time limit specifically can be understood as the residue that expires of asset item, debt project Time limit.Specifically, the above-mentioned default time limit may include next day, 2 to 7,8 to 30,31 to 90,91 days to 1 year, Greater than 1 year etc..Certainly, it should be noted that the above-mentioned cited default time limit is intended merely to that this specification implementation is better described Mode.When it is implemented, other default time limits can also be determined according to specific application scenarios.In this regard, this specification is not made It limits.

In the present embodiment, according to the balance sheet of the credit operation, the credit operation in the default time limit is calculated Mobility notch, specifically it is to be understood that being deployed in the credit in same default time limit according to the balance sheet of credit operation The asset item and debt project of business, and determine the fund of the asset item in the default time limit and the fund of debt project, According to above-mentioned data, the difference conduct of the fund of the fund and debt project of asset item in the credit operation in default time limit is calculated The mobility notch (or mobility time limit notch of default time limit credit operation) of default time limit credit operation；And by adjusting So that the mobility notch of the credit operation in above-mentioned default time limit is 0, the remaining fund of credit operation is calculated for supporting it The fund of his business (such as treasurer's business or financial market business), obtains the first fund.

In the present embodiment, it according to the balance sheet of treasurer's business, first fund, calculates in the default phase The mobility notch of treasurer's business of limit, it is specific it is to be understood that being unfolded same default according to the balance sheet of treasurer's business The asset item and debt project of treasurer's business in time limit, and determine the fund and debt item of the asset item in the default time limit Purpose fund calculates assets in treasurer's business in default time limit in conjunction with remaining first fund of credit operation according to above-mentioned data Mobility notch (or default phase department of the difference of the fund of the fund and debt project of project as default time limit treasurer business The mobility time limit notch of library loan business)；And the mobility notch by adjusting the treasurer's business for making the above-mentioned default time limit is 0, the remaining fund of treasurer's business is calculated for supporting the fund of other business (such as financial market business), obtains the second money Gold.

In the present embodiment, the balance sheet of the financial market business, second fund calculate the default time limit Financial market business mobility notch, specifically it is to be understood that being deployed according to the balance sheet of financial market business The asset item and debt project of the financial market business in same default time limit, and determine the asset item in the default time limit The fund of fund and debt project calculates the fund of asset item in the financial market business in default time limit according to above-mentioned data Mobility notch (or default time limit finance city with the difference of the fund of debt project as default time limit financial market business The mobility time limit notch of field business), and then the notch can be determined to the target of the flowing implementations of evaluation goal object The mobility time limit notch of object.

In one embodiment, the above-mentioned balance sheet according to the credit operation calculates the letter in the default time limit In the case that the mobility notch of loan business is 0, the surplus capital in credit operation is as the first fund, when it is implemented, can With include: according to the balance sheet of the credit operation, by the fund of the loan project in the credit operation in default time limit and, Subtract the deposit items in credit operation fund and, obtained funding gap is as first fund；Wherein, the credit Asset item in business can specifically include loan project etc., and the debt project in the credit operation, which can specifically include, deposits Fund mesh etc..

In the present embodiment, the asset item of the credit operation in above-mentioned default time limit and debt project and default phase The fund of the asset item of the credit operation of limit and the fund of debt project can be according to the balance sheets of above-mentioned credit operation It is unfolded to obtain according to the default time limit.It should be noted that specific asset item and debt in above-mentioned cited credit operation Project is that one kind schematically illustrates, and should not constitute the improper restriction to this specification.

In this real-time mode, when specifically being calculated according to the balance sheet of credit operation, it is contemplated that for credit industry Business, owner's equity can be 0, therefore, according to the balance sheet of the credit operation when specific implementation, according to time limit exhibition Open, by the fund of the loan project in the credit operation in default time limit and, subtract the deposit items in credit operation fund and, Obtained funding gap is as first fund.Wherein, above-mentioned first fund can be 0.It should be noted that above-mentioned first Fund can be used for supporting treasurer's business, can be used for supporting financial market business.

In one embodiment, the above-mentioned balance sheet according to treasurer's business, first fund calculate In the case that the mobility notch of treasurer's business in default time limit is 0, the surplus capital in treasurer's business is as the second fund, tool It may include: according to the balance sheet of treasurer's business, together by first in treasurer's business in default time limit when body is implemented Sum in the fund of the blend-out project of industry, target object for the project funds of management of liquidity, subtracts first in treasurer's business The fund of involvement project of the same trade or business, first issue the fund of deposit receipt project of the same trade or business, first issue bond project fund, described first Fund, obtained funding gap is as second fund；Wherein, the asset item in treasurer's business specifically can wrap It includes: the project etc. in the blend-out project of first same trade, target object for management of liquidity, the debt project in treasurer's business Can specifically include: the first of the same trade or business involvement project, first issue deposit receipt project of the same trade or business, first issue bond project etc..

In the present embodiment, the asset item of treasurer's business in above-mentioned default time limit and debt project and default phase The fund of the asset item of treasurer's business of limit and the fund of debt project can be according to the balance sheets of above-mentioned treasurer's business It is unfolded to obtain according to the default time limit.It should be noted that specific asset item and debt in above-mentioned cited treasurer's business Project is that one kind schematically illustrates, and should not constitute the improper restriction to this specification.

In the present embodiment, when specifically being calculated according to the balance sheet of treasurer's business, it is contemplated that for treasurer's industry Business, owner's equity can not be 0.Therefore, other business are different from, treasurer's business may include two parts, and a part is corresponding The mobility notch (being referred to as not strippable treasurer's notch) of treasurer's business, another then correspond to owner's equity (can To be known as strippable treasurer's notch).When it is implemented, can be according to the balance sheet of treasurer's business, by time limit exhibition It opens, management of liquidity will be used in the fund of the first blend-out project of the same trade in treasurer's business in default time limit, target object The sum of project funds subtracts the fund of the first involvement project of the same trade or business in treasurer's business, the money of the first distribution deposit receipt project of the same trade or business Fund, first fund that gold, first issue bond project, obtained funding gap is as second fund, for branch Hold financial market business.Wherein, above-mentioned second fund can be 0.Further, it is also possible to according to the asset-liabilities of treasurer's business Table is unfolded by the time limit, and by the fund of the excess excess reserve in treasurer's business in default time limit, matched same trade involvement (can in short term Referred to as positive repurchase) fund, the sum of reserve requirements on deposit, subtract the fund issued bond for supporting treasurer, obtained money Golden difference is as above-mentioned owner's equity.

In one embodiment, the above-mentioned balance sheet according to the financial market business, second fund, meter The mobility notch for calculating the financial market business in default time limit, when it is implemented, may include: according to the financial market business Balance sheet, by the fund of the second blend-out project of the same trade in the financial market business in default time limit, bill and account receivable class The fund of investment project, the fund of bond investment project, the sum of the fund of securities lent project, subtract in the business of financial market Fund, fund, the fund of borrowed stock project, described second of the second distribution deposit receipt project of the same trade or business of second involvement project of the same trade or business Fund, mobility notch of the obtained funding gap as the financial market business in the default time limit, wherein the finance city Asset item in the business of field can specifically include: the blend-out project of second same trade, the investment project of bill and account receivable class, bond investment Project, securities lent project etc., the debt project in the financial market business can specifically include: second same trade incorporates item Mesh, second issue same trade deposit receipt project, borrowed stock project etc..

In the present embodiment, the asset item and debt project of the financial market business in above-mentioned default time limit, and it is pre- If the fund of the asset item of the financial market business in time limit and the fund of debt project can be according to above-mentioned financial market business Balance sheet be unfolded to obtain according to the default time limit.It should be noted that specific in above-mentioned cited financial market business Asset item and debt project be that one kind schematically illustrates, the improper restriction to this specification should not be constituted.

In the present embodiment, when specifically being calculated according to the balance sheet of financial market business, it is contemplated that for gold Melt the market business, owner's equity can be 0, therefore, according to the balance sheet of the financial market business when specific implementation, It is unfolded according to the time limit, by the fund of the second blend-out project of the same trade in the financial market business in default time limit, bill and account receivable class The fund of investment project, the fund of bond investment project, the sum of the fund of securities lent project, subtract in the business of financial market Fund, fund, the fund of borrowed stock project, described second of the second distribution deposit receipt project of the same trade or business of second involvement project of the same trade or business Fund, mobility notch of the obtained funding gap as the financial market business in the default time limit.

In the present embodiment, it should be noted that asset item and debt project that financial market business is included, department Asset item and debt project that library business is included allow the identical project of present pattern (such as all to include in two kinds of business Involvement project of the same trade or business etc.), but the business objective or purpose of the asset item and debt project in different business are different.Business Target is the asset item that the asset item or debt project for maintaining the fund of target object stable may be considered treasurer's business Or debt project, such as the first involvement project of the same trade or business can be denoted as.Business objective is that the asset item of profit or debt project can To be considered the asset item or debt project of financial market business, such as it can be denoted as the second involvement project of the same trade or business, with difference The involvement project of the same trade or business of treasurer's business.

In one embodiment, according to the asset item and the fitting relation of debt project, the financing map, After the mobility time limit notch for determining target object, when it is implemented, the method can also include the following contents: described in relatively The mobility time limit notch of target object and the threshold value of preset mobility time limit notch, obtain comparison result；According to the ratio Compared with as a result, determining the liquidity risk of target object.

It in the present embodiment, when it is implemented, can be by the financial market business in reference value higher default time limit Mobility notch as evaluation goal object flowing implementations target object mobility time limit notch.Specifically, can The absolute value of the mobility time limit notch of target object to be compared with the threshold value of preset mobility time limit notch, if Comparison result is that the absolute value of the mobility time limit notch of target object is greater than the threshold value of preset mobility time limit notch, then may be used To judge target object, there are higher liquidity risks, need timely adjustment to handle, to reduce liquidity risk.If compared The result is that the absolute value of the mobility time limit notch of target object is less than or equal to the threshold value of preset mobility time limit notch, then may be used Liquidity risk to judge target object is lower, and target object is in safer, stable operation state.

It in the present embodiment, further can also be using the flowing time limit notch of the target object in default time limit as reference Foundation takes suitable processing mode to be adjusted processing to target object, is full of so that target object can preferably be taken into account Benefit is safe and stable with mobility.

Therefore the determination method of the mobility time limit notch of this specification embodiment offer, due to consideration that bank The specific feature and business objective of different service types involved by equal financial institutions characterize project funds by comprehensive utilization The financing map of flow direction, and based on the fitting relation that the cashability of asset item and the durability of debt project determine, it will The asset-liabilities of different types of service separate, so as to subtly determine the higher financial market business of reference value Mobility time limit notch of the mobility time limit notch as target object, improves the standard of the liquidity risk of determining target object Exactness and reliability；Also pass through the threshold of mobility time limit notch and preset mobility time limit notch using financial market business Value is compared, and the flowing implementations of target object is determined according to comparison result, and using comparison result as reference frame to mesh Mark object carries out corresponding adjustment, and the effect of the liquidity risk of target object is efficiently and accurately controlled to Danone.

As shown in fig.5, this specification embodiment additionally provides a kind of data processing method, to different types of data Carry out accurate and effective data processing.Wherein, this method is when it is implemented, may include the following contents:

S51: the forward data of target object and the data rule of negative sense data and target object are obtained.

In the present embodiment, above-mentioned target object can specifically include bank and other financial mechanism.Certainly, above-mentioned cited Bank be that one kind schematically illustrates, when it is implemented, above-mentioned target object may be used also according to specific application scenarios and requirement To be the other kinds of financial institution such as securities broker company, insurance company, trust and investment corporation and fund management company.In addition, this Data processing method provided by specification can also promote the use of in addition to financial institution, the object machine of other field industry Structure.In this regard, this specification is not construed as limiting.

In the present embodiment, above-mentioned forward data and negative sense data are a kind of opposite concepts, specifically be can be understood as Two kinds of data of target object flow contrary data.Specifically, above-mentioned forward data can refer to from target object stream Data out.For example, it may be the data of characterization bank and other financial mechanism asset item.Opposite, above-mentioned negative sense data can be with It is directed to the data of target object inflow.For example, it may be the data of characterization bank and other financial mechanism debt project.Certainly, on Forward data, negative sense data cited by stating are that one kind schematically illustrates, and should not constitute the improper restriction to this specification.

In the present embodiment, the data rule of above-mentioned target object specifically can be understood as previously given or planning For characterizing the information data of forward data and negative sense Data Matching relationship in target object.For example, asset-liabilities are planned.

S53: according to the data rule of the forward data of the target object and negative sense data and the target object, Establish the data map of target object, wherein the data map is for characterizing the corresponding data of forward data in target object Type, the corresponding data type of negative sense data, the data whereabouts of the data source of forward data and negative sense data.

In the present embodiment, the data map of above-mentioned target object specifically can be understood as a kind of according to target object Forward data, negative sense data and target object data rule, based on difference corresponding to forward data, negative sense data Data type, and specific data flow feature, the data map established.It, can intuitively, clearly by the data map Symbolize the data type that each forward data is generally corresponding in target object, the data type that negative sense data are generally corresponding to, with And forward data data source and negative sense data data whereabouts.

In the present embodiment, when it is implemented, can be marked off not according to default rule relevant to data map The forward data and negative sense data for being included with data type；According to the data rule of target object, the number of forward data is determined According to the data whereabouts in source and negative sense data；The forward data and negative sense number for being included according to the different types of data marked off According to and forward data data source and negative sense data data whereabouts, establish the data map of above-mentioned target object.

S55: according to the fisrt feature parameter of forward data, the second feature parameter of negative sense data, determine forward data and The fitting relation of negative sense data.

In the present embodiment, above-mentioned fisrt feature parameter specifically can be understood as certain attribute spy of characterization forward data The supplemental characteristic of sign.For example, specifically can be the characteristic parameter of the cashability of characterization asset item.Above-mentioned second feature parameter It specifically can be understood as the supplemental characteristic of certain attributive character of characterization negative sense data.For example, specifically can be characterization negative sense number According to persistent parameter.Certainly it should be noted that above-mentioned cited fisrt feature parameter, second feature parameter are one Kind schematically illustrates.Particular content this specification of fisrt feature parameter and second feature parameter is not construed as limiting.

In the present embodiment, the attributive character that above-mentioned fisrt feature parameter and second feature parameter are characterized is mutual With certain relevance.Therefore, can be joined by fisrt feature parameter, the second feature of negative sense data using forward data Number, redefines the fitting relation of forward data and negative sense data, i.e., according to fisrt feature parameter and second feature parameter, selection Suitable forward data cooperates, supports corresponding negative sense data, to complete subsequent data processing.

S57: according to the fitting relation of the forward data and negative sense data, the data map, target object is determined Data processed result.

In the present embodiment, the data processed result of above-mentioned target object specifically can be understood as reflection target object The supplemental characteristic of kind situation feature.For example, it may be the liquidity risk of reflection target object, or reflection target object are strong The data of Kang Chengdu.When it is implemented, ginseng corresponding to the data processed result of target object can be determined as the case may be Number data.For the particular content of the data processed result of target object, this specification is not construed as limiting.

In the present embodiment, when it is implemented, can integrate true based on fisrt feature parameter and second feature parameter institute What each forward data that the fitting relation and data map of fixed forward data and negative sense data are symbolized was generally corresponding to The data of data type, the data source of the data type that negative sense data are generally corresponding to and forward data and negative sense data are gone To etc., it is relatively higher not can be determined out reference value for the forward data of different types of data, negative sense data separating Data processed result with the data flow difference of forward data in data type and negative sense data as target object.

In one embodiment, above-mentioned to be joined according to fisrt feature parameter, the second feature of negative sense data of forward data Number, determines the fitting relation of forward data and negative sense data, when it is implemented, may include the following contents:

S1: by forward data according to forward data fisrt feature parameter it is descending be ranked up, after being sorted Forward data；

S2: by negative sense data according to negative sense data second feature parameter it is ascending be ranked up, after being sorted Negative sense data；

S3: according to the negative sense data after the forward data and the sequence after the sequence, determine the forward data and The fitting relation of negative sense data.

In the present embodiment, the negative sense data after the forward data and sequence after being sorted, can be accurately By the biggish forward data of fisrt feature parameter (sort forward forward data) and the lesser negative sense number of second feature parameter Cooperated according to (the negative sense data for sorting forward), corresponded to；The lesser forward data of fisrt feature parameter (is sorted rearward Negative sense data) cooperated, corresponding with the biggish negative sense data of second feature parameter (the negative sense data to sort rearward), from And determine the fitting relation of forward data and negative sense data.

In one embodiment, above-mentioned according to the fitting relation of the forward data and negative sense data, the datagram Spectrum, determines the data processed result of target object, when it is implemented, may include the following contents: according to the forward data and The fitting relation of negative sense data, the data map adjust forward data, negative sense data in data type, and positive number According to the corresponding relationship with negative sense data；According to forward data, negative sense data and the forward data in data type adjusted With the corresponding relationship of negative sense data, the positive negative sense tables of data of multiple data types is established respectively, wherein the positive negative sense of data type Tables of data is used to characterize the corresponding relationship of forward data and negative sense data in same data type；According to the multiple data type Positive negative sense tables of data, determine the data processed result of target object.

In the present embodiment, the corresponding relationship of above-mentioned forward data and negative sense data can specifically include same data class Data flow relationship in type between forward data and negative sense data also may include the data flow between different types of data Relationship.

In the present embodiment, the positive negative sense of each data type in the positive negative sense tables of data of above-mentioned multiple data types Tables of data respectively corresponds a kind of data type.Specifically, passing through the positive negative sense tables of data of some data type, can understand, directly Determine each forward data and negative sense data that the data type is included with seeing, and each is being just in the data type To which certainly specific negative sense data of data source of data.It, can be with for example, by the positive negative sense tables of data of some data type Determine in the data type data flow of negative sense data A forward data B.

In the present embodiment, the above-mentioned positive negative sense tables of data according to the multiple data type, determines target object Data processed result determines each data when it is implemented, may include: the positive negative sense tables of data according to multiple data types The forward data and negative sense data that type is included, and then can be by the forward data of different types of data, negative sense data separating； Again respectively according to the positive negative sense tables of data of each data type, forward data in corresponding each data type is calculated and bears To the difference of the data flow of data, as target object data processing result.

In one embodiment, the target object can specifically include bank and other financial mechanism.Certainly, above-mentioned target Object also may include the mechanism in the other types field in addition to financial institution.For the particular content of above-mentioned target object, originally Specification is not construed as limiting.

In one embodiment, according to the fitting relation of the forward data and negative sense data, the data map, After the data processed result for determining target object, the method specific implementation can also include the following contents: the target The data processed result of object and preset processing result threshold value, obtain comparison result；According to the comparison result, target is determined The evaluation parameter of object.

In the present embodiment, above-mentioned evaluation parameter can specifically be determined according to the data processed result of target object.Example Such as, if the data processed result of target object is to reflect the liquidity risk data of target object, when determining target object When data processed result is greater than preset processing result threshold value, it can determine that the evaluation parameter of target object is super for liquidity risk Safe range out；When the data processed result for determining target object is less than or equal to preset processing result threshold value, can determine The evaluation parameter of target object be liquidity risk in safe range.If the data processed result of target object is reflection mesh The data for marking the health degree of object, when the data processed result for determining target object is greater than preset processing result threshold value, The evaluation parameter of target object can be determined for health；When the data processed result for determining target object is less than or equal to preset place When managing result threshold value, it can determine that the evaluation parameter of target object is unhealthy etc..Certainly, above-mentioned lifted example is intended merely to This specification embodiment is better described, the improper restriction to this specification should not be constituted.

From the foregoing, it will be observed that the data processing method that this specification embodiment provides, due to passing through comprehensive utilization characterize data stream To data map, and based on the fitting relation that fisrt feature parameter and second feature parameter determine, by different types of data Forward data, negative sense data separating, so as to subtly determine the higher data processed result of reference value, be used for mesh The data processing for marking object, to improve the accuracy and reliability of the data processing to target object.

This specification embodiment additionally provides a kind of server, including processor and refers to for storage processor to be executable The memory of order, the processor can be according to instruction execution following steps when being embodied: obtaining the asset column of target object Mesh and debt project and the asset-liabilities of target object rule；According to the asset item of the target object and debt project, And the asset-liabilities rule of the target object, establish the financing map of target object, wherein the financing map is used for table Levy target object in the corresponding type of service of asset item, the corresponding type of service of debt project, asset item funds source With the fund whereabouts of debt project；According to the cashability parameter of asset item, the durability parameter of debt project, assets are determined The fitting relation of project and debt project；According to the asset item and the fitting relation of debt project, the financing map, really Set the goal the mobility time limit notch of object.

In order to more accurately complete above-metioned instruction, as shown in fig.6, this specification additionally provides another kind specifically Server, wherein the server includes network communications port 601, processor 602 and memory 603, and above structure is logical It crosses Internal cable to be connected, so that each structure can carry out specific data interaction.

Wherein, the network communications port 601 specifically can be used for obtaining the asset item and debt item of target object The asset-liabilities of mesh and target object rule.

The processor 602 specifically can be used for asset item and debt project according to the target object, Yi Jisuo The asset-liabilities rule for stating target object, establishes the financing map of target object, wherein the financing map is for characterizing target The corresponding type of service of asset item in object, the corresponding type of service of debt project, asset item funds source and debt The fund whereabouts of project；According to the cashability parameter of asset item, the durability parameter of debt project, determine asset item and The fitting relation of debt project；According to the asset item and the fitting relation of debt project, the financing map, target is determined The mobility time limit notch of object.

The memory 603, specifically can be used for storing the asset column of target object acquired in network communications port 601 Mesh and debt project, the asset-liabilities rule for the intermediate data and target object that processor 602 generates, and storage are corresponding Instruction repertorie.

In the present embodiment, the network communications port 601 can be is bound from different communication protocol, thus The virtual port of different data can be sent or received.Lead to for example, the network communications port can be responsible for progress web data No. 80 ports of letter are also possible to No. 21 ports for being responsible for carrying out FTP data communication, can also be that responsible progress mail data is logical No. 25 ports of letter.In addition, the network communications port can also be the communication interface or communication chip of entity.For example, its It can be mobile radio network communication chip, such as GSM, CDMA；It can also be Wifi chip；It can also be bluetooth core Piece.

In the present embodiment, the processor 602 can be implemented in any suitable manner.For example, processor can be with Take such as microprocessor or processor and storage can by (micro-) processor execute computer readable program code (such as Software or firmware) computer-readable medium, logic gate, switch, specific integrated circuit (Application Specific Integrated Circuit, ASIC), programmable logic controller (PLC) and the form etc. for being embedded in microcontroller.This specification is simultaneously It is not construed as limiting.

In the present embodiment, the memory 603 may include many levels, in digital display circuit, as long as can save Binary data can be memory；In integrated circuits, the circuit with store function of a not no physical form Also memory, such as RAM, FIFO are；In systems, the storage equipment with physical form is also memory, such as memory bar, TF Card etc..

The computer that this specification embodiment additionally provides a kind of determination method based on above-mentioned mobility time limit notch is deposited Storage media, the computer storage medium are stored with computer program instructions, are performed reality in the computer program instructions It is existing: to obtain the asset item and debt project and the asset-liabilities of target object rule of target object；According to the target pair Asset item and debt project and the asset-liabilities of the target object rule of elephant, establish the financing map of target object, Wherein, the financing map is for characterizing the corresponding type of service of asset item in target object, the corresponding business of debt project The fund whereabouts of type, the funds source of asset item and debt project；According to the cashability parameter of asset item, debt item Purpose durability parameter, determines the fitting relation of asset item and debt project；According to the asset item and debt project Fitting relation, the financing map determine the mobility time limit notch of target object.

In the present embodiment, above-mentioned storage medium includes but is not limited to random access memory (Random Access Memory, RAM), read-only memory (Read-Only Memory, ROM), caching (Cache), hard disk (Hard Disk Drive, HDD) or storage card (Memory Card).The memory can be used for storing computer program instructions.Network is logical Letter unit can be according to standard setting as defined in communication protocol, for carrying out the interface of network connection communication.

In the present embodiment, the function and effect of the program instruction specific implementation of computer storage medium storage, can To compare explanation with other embodiment, details are not described herein.

As shown in fig.7, on software view, this specification embodiment additionally provides a kind of mobility time limit notch really Determine device, which can specifically include construction module below:

Module 701 is obtained, specifically can be used for obtaining the asset item and debt project and target object of target object Asset-liabilities rule；

Module 702 is established, specifically can be used for according to the asset item and debt project of the target object and described The asset-liabilities rule of target object, establishes the financing map of target object, wherein the financing map is for characterizing target pair As the corresponding type of service of middle asset item, the corresponding type of service of debt project, asset item funds source and debt item Purpose fund whereabouts；

First determining module 703, specifically can be used for the cashability parameter according to asset item, debt project it is durable Property parameter, determines the fitting relation of asset item and debt project；

Second determining module 704 specifically can be used for according to the asset item and the fitting relation of debt project, described Financing map, determines the mobility time limit notch of target object.

In one embodiment, first determining module 703 can specifically include following structural unit:

First determination unit specifically can be used for being consumed according to the realization of the agreement investment time, asset item of asset item It is time-consuming, determine the cashability parameter of asset item；

Second determination unit, the time that specifically can be used for being refunded according to the agreement of debt project, debt project are required to mention The probability parameter of preceding refund determines the durability parameter of debt project；

First sequencing unit specifically can be used for for asset item being ranked up according to cashability parameter is descending, Asset item after being sorted；

Second sequencing unit specifically can be used for for debt project being ranked up according to durability parameter is ascending, obtain Debt project after to sequence；

Third determination unit specifically can be used for according to the asset item after the sequence and the debt item after the sequence Mesh determines the fitting relation of the asset item and debt project.

In one embodiment, second determining module 704 can specifically include following structural unit:

Adjustment unit specifically can be used for according to the asset item and the fitting relation of debt project, the financing figure It composes, the corresponding relationship of asset item, debt project and asset item and debt project in adjustment type of service；

Unit is established, specifically can be used for according to the asset item in type of service adjusted, debt project, Yi Jizi The corresponding relationship of production project and debt project establishes the balance sheet of multiple types of service respectively, wherein the money of type of service Produce the corresponding relationship that liability account is used to characterize the fund of the fund of asset item and debt project in type of service；

4th determination unit specifically can be used for determining target pair according to the balance sheet of the multiple type of service The mobility time limit notch of elephant.

In one embodiment, the multiple type of service can specifically include: credit operation, treasurer's business and finance The market business；Correspondingly, the balance sheet of the multiple type of service includes: the balance sheet of credit operation, Si Kuye Balance sheet and the balance sheet of financial market business of business etc..Certainly, above-mentioned cited type of service, and it is corresponding The balance sheet of type of service be that one kind schematically illustrates, the improper restriction to this specification should not be constituted.

In one embodiment, the 4th determination unit includes:

First computation subunit specifically can be used for the balance sheet according to the credit operation, calculate in the default phase In the case that the mobility notch of the credit operation of limit is 0, the surplus capital in credit operation is as the first fund；

Second computation subunit specifically can be used for the balance sheet according to treasurer's business, first fund, The surplus capital in the case where the mobility notch of treasurer's business in default time limit is 0, in treasurer's business is calculated as second Fund；

Third computation subunit specifically can be used for the balance sheet according to the financial market business, described second Fund calculates the mobility notch of the financial market business in default time limit, the mobility time limit notch as the target object.

In one embodiment, first computation subunit specifically can be used for the assets according to the credit operation The fund of loan project in the credit operation in default time limit and, is subtracted the money of the deposit items in credit operation by liability account Jin He, obtained funding gap is as first fund；Wherein, the asset item in the credit operation includes loan item Mesh, the debt project in the credit operation includes deposit items.

In one embodiment, second computation subunit specifically can be used for the assets according to treasurer's business Liability account will be used for mobility pipe in the fund of the first blend-out project of the same trade in treasurer's business in default time limit, target object The sum of the project funds of reason subtracts fund, the first distribution deposit receipt project of the same trade or business of the first involvement project of the same trade or business in treasurer's business Fund, the first fund, first fund for issuing bond project, obtained funding gap is as second fund；Its In, the asset item in treasurer's business includes: the first blend-out project of the same trade, the item that management of liquidity is used in target object Mesh, the debt project in treasurer's business include: the first involvement project of the same trade or business, first issue deposit receipt project of the same trade or business, the first hair Row bond project.

In one embodiment, the third computation subunit specifically can be used for according to the financial market business Balance sheet, by the throwing of the fund, bill and account receivable class of the second blend-out project of the same trade in the financial market business in default time limit The fund of money project, the fund of bond investment project, the sum of the fund of securities lent project subtract in the business of financial market The fund of two involvement projects of the same trade or business, the fund of the second distribution deposit receipt project of the same trade or business, the fund of borrowed stock project, second money Gold, mobility notch of the obtained funding gap as the financial market business in the default time limit, wherein the financial market Asset item in business includes: the blend-out project of second same trade, the investment project of bill and account receivable class, bond investment project, lending Security project, the debt project in the financial market business include: the second involvement project of the same trade or business, second issue deposit receipt item of the same trade or business Mesh, borrowed stock project.

In one embodiment, described device can also include specifically processing module, specifically can be used for described in comparison The mobility time limit notch of target object and the threshold value of preset mobility time limit notch, obtain comparison result；And according to described Comparison result determines the liquidity risk of target object.

It should be noted that unit, device or module etc. that above-described embodiment illustrates, specifically can by computer chip or Entity is realized, or is realized by the product with certain function.For convenience of description, it describes to divide when apparatus above with function It is described respectively for various modules.It certainly, can be the function of each module in same or multiple softwares when implementing this specification And/or realized in hardware, the module for realizing same function can also be realized by the combination of multiple submodule or subelement etc..With Upper described Installation practice is only schematical, for example, the division of the unit, only a kind of logic function is drawn Point, there may be another division manner in actual implementation, such as multiple units or components may be combined or can be integrated into separately One system, or some features can be ignored or not executed.Another point, shown or discussed mutual coupling or straight Connecing coupling or communication connection can be through some interfaces, and the indirect coupling or communication connection of device or unit can be electrical property, Mechanical or other forms.

Therefore the determining device of the mobility time limit notch of this specification embodiment offer, pass through second and determines mould The financing map of block comprehensive utilization characterization project funds flow direction, and the cashability based on asset item and debt project are resistance to The fitting relation that long property determines, the asset-liabilities of different types of service is separated, so as to subtly determine reference price It is worth mobility time limit notch of the mobility time limit notch as target object of higher financial market business, improves determining mesh Mark the accuracy and reliability of the liquidity risk of object.

Although being based on routine or nothing present description provides the method operating procedure as described in embodiment or flow chart Creative means may include more or less operating procedure.The step of enumerating in embodiment sequence is only numerous steps One of rapid execution sequence mode does not represent and unique executes sequence.When device or client production in practice executes, Can be executed according to embodiment or the execution of method shown in the drawings sequence or parallel (such as parallel processor or multithreading The environment of processing, even distributed data processing environment).The terms "include", "comprise" or its any other variant are intended to Cover non-exclusive inclusion, so that the process, method, product or the equipment that include a series of elements not only include those Element, but also including other elements that are not explicitly listed, or further include for this process, method, product or setting Standby intrinsic element.In the absence of more restrictions, being not precluded is including process, method, the product of the element Or there is also other identical or equivalent elements in equipment.The first, the second equal words are used to indicate names, and are not offered as appointing What specific sequence.

It is also known in the art that other than realizing controller in a manner of pure computer readable program code, it is complete Entirely can by by method and step carry out programming in logic come so that controller with logic gate, switch, specific integrated circuit, programmable Logic controller realizes identical function with the form for being embedded in microcontroller etc..Therefore this controller is considered one kind Hardware component, and the structure that the device for realizing various functions that its inside includes can also be considered as in hardware component.Or Person even, can will be considered as realizing the device of various functions either the software module of implementation method can be hardware again Structure in component.

This specification can describe in the general context of computer-executable instructions executed by a computer, such as journey Sequence module.Generally, program module include routines performing specific tasks or implementing specific abstract data types, programs, objects, Component, data structure, class etc..This specification can also be practiced in a distributed computing environment, in these distributed computing rings In border, by executing task by the connected remote processing devices of communication network.In a distributed computing environment, program mould Block can be located in the local and remote computer storage media including storage equipment.

As seen through the above description of the embodiments, those skilled in the art can be understood that this specification It can realize by means of software and necessary general hardware platform.Based on this understanding, the technical solution of this specification Substantially the part that contributes to existing technology can be embodied in the form of software products in other words, the computer software Product can store in storage medium, such as ROM/RAM, magnetic disk, CD, including some instructions are used so that a computer Equipment (can be personal computer, mobile terminal, server or the network equipment etc.) execute each embodiment of this specification or Method described in certain parts of person's embodiment.

Each embodiment in this specification is described in a progressive manner, the same or similar portion between each embodiment Dividing may refer to each other, and each embodiment focuses on the differences from other embodiments.This specification can be used for In numerous general or special purpose computing system environments or configuration.Such as: personal computer, server computer, handheld device Or portable device, laptop device, multicomputer system, microprocessor-based system, set top box, programmable electronics set Standby, network PC, minicomputer, mainframe computer, distributed computing environment including any of the above system or equipment etc..

Although depicting this specification by embodiment, it will be appreciated by the skilled addressee that there are many become for this specification Shape and the spirit changed without departing from this specification, it is desirable to which the attached claims include these deformations and change without departing from this The spirit of specification.

Claims

1. a kind of data processing method, comprising:

Obtain the forward data of target object and the data rule of negative sense data and target object；

According to the data rule of the forward data of the target object and negative sense data and the target object, target is established The data map of object, wherein the data map is for characterizing the corresponding data type of forward data in target object, negative sense The data whereabouts of the corresponding data type of data, the data source of forward data and negative sense data；

According to the fisrt feature parameter of forward data, the second feature parameter of negative sense data, forward data and negative sense data are determined Fitting relation；

According to the fitting relation of the forward data and negative sense data, the data map, the data processing of target object is determined As a result.

2. according to the method described in claim 1, being joined according to the fisrt feature parameter of forward data, the second feature of negative sense data Number, determines the fitting relation of forward data and negative sense data, comprising:

By forward data according to forward data fisrt feature parameter it is descending be ranked up, the positive number after being sorted According to；

By negative sense data according to negative sense data second feature parameter it is ascending be ranked up, the negative sense number after being sorted According to；

According to the negative sense data after the forward data and the sequence after the sequence, the suitable of forward data and negative sense data is determined With relationship.

3. according to the method described in claim 1, according to the fitting relation of the forward data and negative sense data, the datagram Spectrum, determines the data processed result of target object, comprising:

According to the fitting relation of the forward data and negative sense data, the data map, the positive number in data type is adjusted According to, the corresponding relationship of negative sense data and forward data and negative sense data；

According to the corresponding pass of forward data, negative sense data and forward data and negative sense data in data type adjusted System, establishes the positive negative sense tables of data of multiple data types respectively, wherein the positive negative sense tables of data of data type is same for characterizing The corresponding relationship of forward data and negative sense data in data type；

According to the positive negative sense tables of data of the multiple data type, the data processed result of target object is determined.

4. according to the method described in claim 1, according to the fitting relation of the forward data and negative sense data, the data Map, after the data processed result for determining target object, the method also includes:

The data processed result and preset processing result threshold value for comparing the target object, obtain comparison result；

According to the comparison result, the evaluation parameter of target object is determined.

5. a kind of determination method of mobility time limit notch, comprising:

The asset item and debt project and the asset-liabilities of target object rule of acquisition target object；

According to the asset item of the target object and debt project and the asset-liabilities of the target object rule, establish The financing map of target object, wherein the financing map for characterize the corresponding type of service of asset item in target object, The fund whereabouts of the corresponding type of service of debt project, the funds source of asset item and debt project；

According to the cashability parameter of asset item, the durability parameter of debt project, asset item and debt project are determined Fitting relation；

According to the asset item and the fitting relation of debt project, the financing map, the mobility phase of target object is determined Limit notch.

6. according to the method described in claim 5, being joined according to the durability of the cashability parameter of asset item and debt project Number, determines the fitting relation of asset item and debt project, comprising:

The time is expended according to the realization of the agreement investment time, asset item of asset item, determines the cashability of asset item Parameter；

It is required the probability parameter of payment beforehand according to the agreement refund time of debt project, debt project, determines debt project Durability parameter；

Asset item is ranked up according to cashability parameter is descending, the asset item after being sorted；

Debt project is ranked up according to durability parameter is ascending, the debt project after being sorted；

According to the asset item after the sequence and the debt project after the sequence, the asset item and debt project are determined Fitting relation.

7. according to the method described in claim 5, being schemed according to the asset item and the fitting relation of debt project, the financing Spectrum, determines the mobility time limit notch of target object, comprising:

According to the asset item and the fitting relation of debt project, the financing map, the asset column in type of service is adjusted The corresponding relationship of mesh, debt project and asset item and debt project；

According to the corresponding pass of asset item, debt project and asset item and debt project in type of service adjusted System, establishes the balance sheet of multiple types of service respectively, wherein the balance sheet of type of service is for characterizing type of service The corresponding relationship of the fund of the fund and debt project of middle asset item；

According to the balance sheet of the multiple type of service, the mobility time limit notch of target object is determined.

8. according to the method described in claim 7, the multiple type of service includes: credit operation, treasurer's business and financial city Field business；Correspondingly, the balance sheet of the multiple type of service includes: the balance sheet of credit operation, treasurer's business Balance sheet and financial market business balance sheet.

9. according to the method described in claim 8, determining target object according to the balance sheet of the multiple type of service Mobility time limit notch, comprising:

According to the balance sheet of the credit operation, the feelings for being 0 in the mobility notch for presetting the credit operation in time limit are calculated Under condition, the surplus capital in credit operation is as the first fund；

According to the balance sheet of treasurer's business, first fund, the flowing in treasurer's business in default time limit is calculated Property notch be 0 in the case where, the surplus capital in treasurer's business is as the second fund；

According to the balance sheet of the financial market business, second fund, the financial market business in default time limit is calculated Mobility notch, the mobility time limit notch as the target object.

10. according to the method described in claim 9, being calculated according to the balance sheet of the credit operation in the default time limit In the case that the mobility notch of credit operation is 0, the surplus capital in credit operation is as the first fund, comprising:

According to the balance sheet of the credit operation, the fund of the loan project in the credit operation in default time limit and, is subtracted It goes the fund of the deposit items in credit operation and obtained funding gap is as first fund；Wherein, the credit industry Asset item in business includes loan project, and the debt project in the credit operation includes deposit items.

11. according to the method described in claim 9, being calculated according to the balance sheet of treasurer's business, first fund In the case where the mobility notch of treasurer's business in default time limit is 0, surplus capital in treasurer's business as the second fund, Include:

According to the balance sheet of treasurer's business, by the money of the first blend-out project of the same trade in treasurer's business in default time limit Sum in gold, target object for the project funds of management of liquidity subtracts the first involvement project of the same trade or business in treasurer's business Fund, first issue the fund of deposit receipt project of the same trade or business, the first fund, first fund for issuing bond project, obtained money Golden difference is as second fund；Wherein, the asset item in treasurer's business includes: the blend-out project of first same trade, mesh Mark the project that management of liquidity is used in object, the debt project in treasurer's business includes: the first involvement project of the same trade or business, the One issues of the same trade or business deposit receipt project, first issues bond project.

12. according to the method described in claim 9, according to the balance sheet of the financial market business, second fund, Calculate the mobility notch of the financial market business in default time limit, comprising:

It is according to the balance sheet of the financial market business, second same trade in the financial market business in default time limit is blend-out The fund of project, the fund of investment project of bill and account receivable class, the fund of bond investment project, the fund of securities lent project With subtract the fund of the in the business of financial market second involvement project of the same trade or business, second issue the fund of deposit receipt project of the same trade or business, borrowing The fund of security project, second fund, stream of the obtained funding gap as the financial market business in the default time limit Dynamic property notch, wherein the asset item in the financial market business includes: the blend-out project of second same trade, bill and account receivable class Investment project, bond investment project, securities lent project, the debt project in the financial market business include: second same trade Involvement project, second issue same trade deposit receipt project, borrowed stock project.

13. according to the method described in claim 5, according to the asset item and the fitting relation of debt project, described melt Map is provided, after the mobility time limit notch for determining target object, the method also includes:

Compare the mobility time limit notch of the target object and the threshold value of preset mobility time limit notch, obtains comparing knot Fruit；

According to the comparison result, the liquidity risk of target object is determined.

14. a kind of determining device of mobility time limit notch, comprising:

Obtain module, for obtain target object asset item and debt project and the asset-liabilities of target object rule；

Module is established, for according to the asset item of the target object and the assets of debt project and the target object It is in debt regular, establishes the financing map of target object, wherein the financing map is for characterizing asset item pair in target object Type of service, the corresponding type of service of debt project, the fund whereabouts of the funds source of asset item and debt project answered；

First determining module determines assets for cashability parameter, the durability parameter of debt project according to asset item The fitting relation of project and debt project；

Second determining module, for determining mesh according to the asset item and the fitting relation of debt project, the financing map Mark the mobility time limit notch of object.

15. device according to claim 14, first determining module include:

First determination unit, the realization for agreement investment time, asset item according to asset item expend the time, determine money The cashability parameter of production project；

Second determination unit, for being required the probability of payment beforehand according to the agreement refund time of debt project, debt project Parameter determines the durability parameter of debt project；

First sequencing unit, for asset item to be ranked up according to cashability parameter is descending, after being sorted Asset item；

Second sequencing unit, it is negative after being sorted for debt project to be ranked up according to durability parameter is ascending Liability mesh；

Third determination unit, described in determining according to the asset item after the sequence and the debt project after the sequence The fitting relation of asset item and debt project.

16. device according to claim 14, second determining module include:

Adjustment unit, for adjusting service class according to the asset item and the fitting relation of debt project, the financing map The corresponding relationship of asset item, debt project and asset item and debt project in type；

Unit is established, for according to asset item, debt project and the asset item and debt in type of service adjusted The corresponding relationship of project establishes the balance sheet of multiple types of service respectively, wherein the balance sheet of type of service is used for Characterize the corresponding relationship of the fund of the fund and debt project of asset item in type of service；

4th determination unit determines the mobility phase of target object for the balance sheet according to the multiple type of service Limit notch.

17. device according to claim 16, the multiple type of service includes: credit operation, treasurer's business and finance The market business；Correspondingly, the balance sheet of the multiple type of service includes: the balance sheet of credit operation, Si Kuye The balance sheet of business and the balance sheet of financial market business.

18. a kind of server, including processor and for the memory of storage processor executable instruction, the processor is held The step of any one of claim 5 to 13 the method is realized when row described instruction.

19. a kind of computer readable storage medium is stored thereon with computer instruction, described instruction, which is performed, realizes that right is wanted The step of seeking any one of 5 to 13 the method.