CN109934701A - A kind of methods of risk assessment and device of equity pledge - Google Patents
A kind of methods of risk assessment and device of equity pledge Download PDFInfo
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Abstract
The present invention relates to investment and financing fields, and in particular to a kind of methods of risk assessment and device of equity pledge, wherein method includes: that basic primary data is synchronized in kudu database by Binlog process；Multilist association is carried out to the initial data in kudu database by Impala SQL to calculate, and obtains intermediate result table；The intermediate result table in kudu database is read by TAF process, carries out risk assessment operation according to the equity pledge data in table, and risk evaluation result is stored in Redis；Equity pledge service content is provided by the external interface of TAF frame, so that user obtains risk evaluation result.The present invention is synchronous using kudu, multilist association is carried out using the distributed computing characteristic of big data platform to calculate, it is serviced again by TAF and carries out complicated risk assessment operation, obtained assessment result can help stock invester to understand the risk of company's equity pledge, have biggish reference value.
Description
[technical field]
The present invention relates to investment and financing fields, and in particular to a kind of methods of risk assessment and device of equity pledge.
[background technique]
In recent years, under the background that macroeconomy removes lever, the situation of Corporate finance difficulty occurs often, and equity matter
It gives as security and is used as a kind of financing means, be used as the means of supplement company mobility by enterprise big shareholder often.The equity pledge
It specifically refers to, it is substantially a kind of financing behavior that pledge of shares is obtained financing fund behavior to stock trader by shareholder, and stock is
Guaranty, stock trader collect finance charge, release and pledge after expiring, and stock Ren Rangui shareholder is all.If pawned stock account
Market value is lower than early warning line, may require that variation call；If pawned stock account market value has the right directly to sell stock lower than line of closing a position, stock trader
Ticket is to ensure oneself fund security.
Since A-share is chattered, more company's share prices are cut in half, many share prices occur and touch to pledge early warning valence, exit price
The case where, and a large amount of stocks that big shareholder pledges once occur and touch exit price, if variation call not in time, just have by strong flat
Risk, such case can bring two great influences: first is that financial institution's a large amount of jettisoning corporate shares on secondary market, more
Further stock price is promoted to drop；Second is that strong flat expection makes secondary market stock invester generate panic mood, thus a large amount of jettisonings
Corporate share.In this case, it if stock invester cannot understand company in time and pledge situation, is just difficult to company's equity pledge
Risk is effectively assessed, and investment risk can be further brought.Although currently existing the products such as the relevant APP of some stocks
Stock invester can be helped to understand company and pledge situation, but mostly in the presence of time-consuming in terms of data storage, data synchronization, data
The problem of, stability is poor, also for pledge risk carry out comprehensively, the assessment of system anticipation so that stock invester can not be timely
The risk of Xie company equity pledge；Relevant equity pledge data source can not be presented to stock invester, trace back so that stock invester can not get to the bottom of it
Source carries out information return visit, it is also difficult to judge the confidence level of related data；And external interface is transferred slowly, poor user experience.
In consideration of it, overcoming defect present in the above-mentioned prior art is the art urgent problem to be solved.
[summary of the invention]
The technical problem to be solved in the invention is:
When company is there are when equity pledge, conventional method data store, data are synchronous, data in terms of time-consuming
It is long, for pledge risk carry out comprehensively, the assessment of system anticipation, stock invester can not understand the risk of company's equity pledge in time；
Relevant equity pledge data source can not be presented to stock invester, can not trace to its source and carry out information return visit, it is also difficult to which judgement is related
The confidence level of data；External interface is transferred slowly, poor user experience.
The present invention reaches above-mentioned purpose by following technical solution:
In a first aspect, the present invention provides a kind of methods of risk assessment of equity pledge, comprising:
The relevant various initial data of equity pledge in underlying database are synchronized to kudu data by Binlog process
In library；
Multilist association is carried out to the various initial data in kudu database by Impala SQL to calculate, and is obtained corresponding
Equity pledge intermediate result table；
The intermediate result table in kudu database is read by TAF process, according to the equity pledge number in intermediate result table
Redis is stored according to progress risk assessment operation, and by finally obtained risk evaluation result；
Equity pledge service content is provided by the external interface of TAF frame, so that user obtains corresponding risk assessment
As a result.
Preferably, the risk assessment operation specifically includes:
Based on the equity pledge data estimation exit price in the intermediate result table, and the share price pledged according to every is away from institute
The distance of exit price is stated, every risk score pledged is calculated；
The number of share of stock Zhan that every is pledged always is pledged into the ratio of number of share of stock as weight, by adding to the risk score that every is pledged
Power calculates, and obtains all the first integrated risk scorings pledged, determines stock so that user scores according to first integrated risk
Power pledges risk.
Preferably, in the risk score weighted calculation by pledging to every, all the first synthesis pledged are obtained
After risk score, the method also includes:
According to always pledging the corresponding risk factor of the ratio-dependent for accounting for shareholding equity, and score in conjunction with first integrated risk
With the risk factor, the scoring of the second integrated risk is obtained；
Confirmation form shareholder, which pledges, accounts for its ratio for holding capital stock, when pledging ratio more than preset ratio there are sub-thread east,
Increase preset value on the basis of the scoring of the second integrated risk and obtain the scoring of third integrated risk, so that user is according to the third
Integrated risk, which scores, determines equity pledge risk.
Preferably, the interface modes of the TAF frame external interface specifically:
TAF Protocol transfers interface；Alternatively, interface is transferred in HTTP post request.
Preferably, the initial data includes that listed company pledges bulletin content, equity pledge associated statistical information, listing
It is one or more in each shareholder's information of company, listed company's historical stock price and history suspension information；Wherein, the initial data
Data source include one or more in finance data, market data and crawler data.
Preferably, before carrying out risk assessment operation, the method also includes:
According to the corresponding data source location of various initial data, corresponding access link is established respectively, and be based on data source
Confidence level scoring is carried out to various initial data；
Then after carrying out risk assessment operation, the corresponding data source access link of each initial data and confidence level are scored
As a result, Redis is stored in the risk evaluation result, so as to user's acquisition.
Preferably, it is described based on data source to various initial data carry out confidence level scoring after, by various original numbers
According to confidence level appraisal result be compared with default score value, to judge the confidence level of various initial data；
Then when carrying out risk assessment operation, the initial data that confidence level scoring is less than default score value is abandoned, only root
It is calculated according to the initial data that confidence level scoring is more than or equal to default score value.
Preferably, before carrying out risk assessment operation, the method also includes:
The matching of data content is carried out to the same initial data from different data sources；If data content matching is different
It causes, then the corresponding information issuing time node of the same initial data by described from different data sources is compared, to sentence
Disconnected timing node it is successive；
Then when carrying out risk assessment operation, data of the timing node after of being subject to are calculated；Alternatively, continuing to sentence
The corresponding confidence level scoring of data of the timing node after of breaking, if the scoring of corresponding confidence level is more than or equal to default score value,
Data of the timing node after of being then subject to are calculated.
Preferably, when carrying out risk assessment operation, the risk evaluation result is arranged according to the timing node of operation
Time tag, and time tag is corresponded into the risk evaluation result and is stored in Redis together, so that the wind that user finally gets
Corresponding time tag is carried in dangerous assessment result.
Second aspect, the present invention also provides a kind of risk assessment devices of equity pledge, including at least one processor
And memory, it is connected between at least one described processor and memory by data/address bus, the memory is stored with can quilt
The instruction that at least one described processor executes, described instruction by the processor after being executed, for completing above-mentioned first party
The methods of risk assessment of equity pledge described in face.
Compared with prior art, the beneficial effects of the present invention are:
Equity pledge methods of risk assessment provided by the invention is synchronous using kudu, and basic primary data is passed through Binlog
Process Synchronization is handled up, distributed computing characteristic carries out multilist association and is calculated pair into kudu using the height of big data platform
The intermediate result table answered, then serviced by TAF and carry out complicated risk assessment operation, data processing time-consuming is short, obtained assessment
As a result stock invester can be helped to understand the risk of company's equity pledge, find the light of the beacon in chaos market；Meanwhile stock invester can also be straight
It obtains and relevant data source and confidence level is taken to score, be conducive to the confidence level for carrying out information return visit and judging data of tracing to its source,
Improve user experience.
[Detailed description of the invention]
In order to illustrate the technical solution of the embodiments of the present invention more clearly, will make below to required in the embodiment of the present invention
Attached drawing is briefly described.It should be evident that drawings described below is only some embodiments of the present invention, for
For those of ordinary skill in the art, without creative efforts, it can also be obtained according to these attached drawings other
Attached drawing.
Fig. 1 is a kind of flow chart of the methods of risk assessment of equity pledge provided in an embodiment of the present invention；
Fig. 2 is a kind of risk assessment calculation process flow chart of equity pledge provided in an embodiment of the present invention；
Fig. 3 is a kind of the framework hierarchic design and data flow figure of equity pledge product provided in an embodiment of the present invention；
Fig. 4 is a kind of schematic diagram that assessment result is obtained by HTTP request provided in an embodiment of the present invention；
Fig. 5 is a kind of flow chart of risk assessment operation provided in an embodiment of the present invention；
Fig. 6 is a kind of service logic block diagram of risk assessment operation provided in an embodiment of the present invention；
Fig. 7 is a kind of effect display diagram of equity pledge ratio tendency provided in an embodiment of the present invention；
Fig. 8 is a kind of effect display diagram of equity pledge statistics provided in an embodiment of the present invention；
Fig. 9 is a kind of effect display diagram of equity pledge risk class provided in an embodiment of the present invention；
Figure 10 is a kind of risk assessment device architecture figure of equity pledge provided in an embodiment of the present invention.
[specific embodiment]
In order to make the objectives, technical solutions, and advantages of the present invention clearer, with reference to the accompanying drawings and embodiments, right
The present invention is further elaborated.It should be appreciated that the specific embodiments described herein are merely illustrative of the present invention, and
It is not used in the restriction present invention.
The intelligent terminal of each embodiment of the present invention can exist in a variety of forms, which includes but is not limited to:
(1) mobile communication equipment: the characteristics of this kind of equipment is that have mobile communication function, and to provide speech, data
Communication is main target.This Terminal Type includes: smart phone (such as iPhone), multimedia handset and functional mobile phone etc..
(2) super mobile personal computer equipment: this kind of equipment belongs to the scope of personal computer, there is calculating and processing function
Can, generally also have mobile Internet access characteristic.This Terminal Type includes: PDA, MID and UMPC equipment etc., such as iPad.
(3) portable entertainment device: this kind of equipment can show and play video content, generally also have mobile Internet access spy
Property.Such equipment includes: video player, handheld device and intelligent toy and portable car-mounted navigation equipment.
Meanwhile the basis definition that can be used when estimating exit price in embodiment 1 and formula are introduced:
(1) finance costs: stock trader's fee charged when equity pledge is financed, general 8%~10%；
(2) stock benchmark price: using pledge a few days ago 20 the day of trade arithmetic average as benchmark price；
(3) pledge rate: stock object as security is needed multiplied by a coefficient as value reference, which is to pledge
Rate；
(4) initial transaction price (pledging valence): stock benchmark price * pledges rate；
(5) total financing: initial transaction price * pledges number of share of stock；
(6) it finances every year interest: total financing * finance costs；
(7) it finances daily interest: interest/365 of financing every year；
(8) it closes a position line ratio: generally taking 140%；Early warning line ratio: 160% is generally taken.
In addition, as long as technical characteristic involved in the various embodiments of the present invention described below is each other not
Constituting conflict can be combined with each other.Just with reference to drawings and examples, in conjunction with coming, the present invention will be described in detail below.
Embodiment 1:
The embodiment of the present invention is based on equity pledge product development and goes out corresponding equity pledge function, provides a kind of equity matter
The methods of risk assessment of signature can help stock invester to understand company and pledge situation, forecasting risk.Wherein, equity pledge product here
The APP with correlation function is typically referred to, when user uses APP by intelligent terminal, the risk of equity pledge can be obtained
Assessment result.
As shown in Figure 1, methods of risk assessment provided in an embodiment of the present invention includes:
Step 10, the relevant various initial data of equity pledge in underlying database are synchronized to by Binlog process
In kudu database.
Data flow in equity pledge calculation process process as shown in connection with fig. 2 and equity pledge product shown in Fig. 3, bottom
Layer data library (MySQL database i.e. in figure) is mainly used to store the relevant various data of equity pledge of most original, referred to as
Initial data.The initial data includes that pledge bulletin content, equity pledge associated statistical information, listed company each for listed company
It is one or more in the data such as shareholder's information, listed company's historical stock price and history suspension information.The number of the initial data
It mainly include three aspect of finance data, market data and crawler data according to source；Wherein, finance data refers to that financial service quotient mentions
The data of confession, market data refer to that the data provided by market center, crawler data refer to the number of the offers such as each media, website
According to.
Herein, equity pledge storage calculate rely on big data platform can be used Hadoop, HDFS, ZOOKEEPER,
The associated components such as kudu and SPARK, combined data real-time synchronization component Binlog, by big data platform, face is carried out in use
Dimension degrades, convenient for developer's understanding and business development.Wherein, the embodiment of the present invention passes through in such a way that kudu is synchronous
Monitor the variation of MySQL database in real time, the various initial data of bottom can service same by MySQL Binlog process by TAF
It walks in kudu database, the kudu database is middle layer big data platform.
Step 20, multilist association is carried out to the various initial data in kudu database by Impala SQL to calculate, obtain
To corresponding equity pledge intermediate result table；
Wherein, the max calculation advantage of middle layer big data platform is that distributed computation ability and MapReduce are special
Property, can make it have quick reading mass data, carry out multilist correlation data query ability.Continuing with Fig. 2 and Fig. 3,
In middle layer big data platform, according to business demand, is handled up, distributed computing characteristic, passed through using the height of big data platform
The multilist that Impala SQL carries out mass data, which is associated with, to be calculated, and the information relevant to equity pledge being distributed in various tables is joined
Table checks out, and is stored in multiple new equity pledge product middle tables, obtains corresponding equity pledge intermediate result table, at data
Reason is rapid, time-consuming short.
Step 30, the intermediate result table in kudu database is read by TAF process, according to the equity in intermediate result table
It pledges data and carries out risk assessment operation, and finally obtained risk evaluation result is stored in Redis.
In embodiments of the present invention, for the part of complex logic operation in equity pledge, the later period by TAF service is needed
Processing.With continued reference to Fig. 2 and Fig. 3, after intermediate layer data connection table processing calculates, analyzed into middle layer TAF data, at this
In layer, TAF process will be exported the equity pledge data in intermediate result table from big data platform kudu database, and according to
Equity pledge data carry out complex logic operation, including risk assessment operation, early warning valence calculate, exit price calculates etc., and then will
In the risk evaluation result deposit Redis finally obtained, Convenient interface layer is read out.Complex logic in the embodiment of the present invention
Operation is mainly risk assessment operation, i.e., makees corresponding risk score according to the equity pledge situation of listed company, for user
With reference to.
Step 40, equity pledge service content is provided by the external interface of TAF frame, so that user obtains corresponding wind
Dangerous assessment result.
In embodiments of the present invention, by the stable high concurrent of external interface service offer of TAF Development of Framework to external
Mouthful, interface modes can be used TAF Protocol and transfer interface, i.e. TAF client call TAF services end interface；It can also make
Interface is transferred with HTTP post request, i.e. external service accesses result data collection by HTTP POST request, obtains Jason lattice
The risk evaluation result of formula, as shown in figure 4, more convenient, flexible, efficient to make user obtain data.In order to client deployment and
The convenience used, usually can externally provide equity pledge service content by HTTP interface, externally only need provide at this time only
One authentication service of Single port, with jason format returned data.
Wherein, the result data collection in Fig. 4 is exactly the data set of risk evaluation result, that is, corresponding equity pledge
APP product is capable of providing to the data of user, mainly includes listed company's stock code, current share prices, this listed company stock
Power pledges the scoring of situation overall risk, the nearest 1 year equity pledge stock quantity tendency of this listed company and every and weighs matter in option share
Give as security transaction data etc., described every phase equity pledge transaction data include again this pen pledges the shareholder that trades, this pen pledges number of share of stock,
This pen pledges that number of share of stock accounts for shareholder's shareholding ratio, this pen pledges early warning valence, this pen pledges exit price, each total matter of big shareholder's equity pledge
Give as security shareholding ratio shared by number of share of stock and each big shareholder's totality equity pledge etc..Therefore, pass through the external interface of TAF frame, Yong Huke
Any one of the above results data set equity pledge data are obtained, rather than just risk score；Specific to corresponding equity
It pledges on APP product, user can realize the switching of the display page by the movements such as clicking, sliding, thus browsable corresponding
Risk evaluation result.
Equity pledge methods of risk assessment provided in an embodiment of the present invention is in such a way that kudu is synchronous, the various originals of bottom
Beginning data, into kudu, carry out multilist association meter using the distributed computing characteristic of big data platform by Binlog Process Synchronization
Calculation obtains intermediate result table, then is serviced by TAF and carry out risk assessment operation, and data source is wide, calculates accurate quick, obtains
Assessment result can help stock invester to understand the risk of company's equity pledge, find the light of the beacon in chaos market；And pass through TAF
The external interface service of Development of Framework can provide the external interface of stable high concurrent, improve user experience.
In step 30, the process of the risk assessment operation can refer to Fig. 5, specifically include:
Step 301, based on the equity pledge data estimation exit price in the intermediate result table, and pledged according to every
Distance of the share price away from the exit price calculates every risk score pledged.
The step pledges carry out risk score to every, wherein the estimation of exit price is as follows: exit price=line/matter of closing a position
Give as security number of share of stock；=(total financing+financing interest * 30 daily assuming that being calculated according to 30 days primary pay interest, line of closing a position) * closes a position line ratio
Rate, line ratio of closing a position here generally take 140%.After determining exit price, each pen is pledged and calculates separately a risk
Scoring, such as: assuming that current share prices drop t% reach exit price, then when t >=50 when, scoring x be 0 point；As 0 < t < 50, comment
Dividing x is 100-2*t；As t≤0, scoring x is 100.Certainly, specific score value can flexible setting according to the actual situation, not only
One limits.
Step 302, the ratio for the number of share of stock Zhan that every is pledged always being pledged number of share of stock passes through the wind pledged to every as weight
Scoring weighted calculation in danger obtains all the first integrated risk scorings pledged, so that user comments according to first integrated risk
Divide and determines equity pledge risk.
The risk score x pledged in the step according to every carries out integrated risk scoring to all pledge.For any pen
For pledging, it is assumed that pledging number of share of stock is m strand, it is current it is all pledging number of share of stock be n strands, then the weight that this pledges is y=m/n*
100%.After determining the weighted value that every is pledged, all the first integrated risk scoring p pledged are every the sum of x*y pledged.
Wherein, mainly start with from price dimension in conjunction with Fig. 6, the step 301 and step 302, value-at-risk is counted
It calculates, the equity pledge data pledging basic data and being extracted from the intermediate result table in figure.In general, price factor is
The most important factor for influencing risk assessment can be directly stored in Redis after obtaining the first integrated risk scoring p by price, so as to
User obtains the first integrated risk scoring p by corresponding APP product, and then primarily determines equity matter according to scoring p
Give as security risk.
Step 303, according to always pledging the corresponding risk factor of the ratio-dependent for accounting for shareholding equity, and it is comprehensive in conjunction with described first
Risk score and the risk factor obtain the scoring of the second integrated risk.
In actual assessment, always the ratio of pledging is also an important concern index, when always pledging the total stock of number of share of stock Zhan
This ratio is excessive, once pledge risk, it will generate very serious consequence.Therefore, in addition to considering price factor, the step
Suddenly further start with from always pledging ratio dimension, value-at-risk is calculated.Ratio will always be pledged as a coefficient, i.e. risk
Coefficient g then considers after always pledging ratio that final score is the second integrated risk scoring F=p*g.
Further, since the total ratio of pledging is an important concern index, except being commented for calculation risk
Exceptionally, the equity pledge ratio trend graph in certain time dimension can be showed in a manner of curve graph herein, as shown in fig. 7,
When user obtains corresponding risk evaluation result, corresponding equity pledge ratio trend graph can be got simultaneously, help stock invester
Concern is overall to pledge risk.Wherein, the time dimension can flexible setting, such as settable nearest 1 year；If listing date
Not year and a day, then the time started can be counted from Time To Market.
Step 304, confirmation form shareholder, which pledges, accounts for its ratio for holding capital stock, is more than default when pledging ratio there are sub-thread east
When ratio, the second integrated risk scoring on the basis of increase preset value obtain third integrated risk scoring, so as to user according to
The third integrated risk, which scores, determines equity pledge risk.
In actual assessment, it also can be bigger risk that it is excessive, which to pledge ratio, for sub-thread east, therefore in this step into one
Step, which from sub-thread east pledges ratio dimension and starts with, to be carried out pledging statistics, is calculated value-at-risk；Scope of statistics is at present also in matter
Stock in signature is counted by shareholder, counts pledging for each shareholder and account for the shareholder institute share-holding ticket ratio.Wherein, the default ratio
Example and the preset value can flexible settings according to the actual situation, it is assumed that preset value a, when ratio is pledged in sub-thread east in the present embodiment
It is high risk when more than 50%, 20%~50% is risk, and 20% the following are low-risk, then preset ratio desirable 50%.Such as
Fruit has shareholder to pledge number of share of stock to account for its share-holding ticket ratio greater than 50%, then risk class needs to improve, can be by the second integrated risk
The F that scores increases a, obtains third integrated risk scoring F '=F+a；It can not adjust, can also increase when risk on the basis of former F
Add a value for being less than a, herein without limitation.
Meanwhile sub-thread east is pledged the data of ratio and can be also presented to the user, as shown in figure 8, when user obtains corresponding wind
When dangerous assessment result, corresponding sub-thread east can be got simultaneously and pledges ratio situation, stock invester can be helped to find out the ratio of pledging at a glance
Higher shareholder, knows risk in time.
In conjunction with Fig. 6 it is found that the embodiment of the present invention pledges ratio from price, always respectively and three dimensions of ratio are pledged in sub-thread east
Start with, comprehensively considered and pledge related many factors, using complicated logical algorithm calculate one it is simple as a result,
I.e. final risk score F ', and then help what stock invester understood the said firm at a glance to pledge risk.
Further, for risk evaluation result is more intuitively presented to stock invester, final third integrated risk can be commented
The division for dividing F ' to carry out risk class, F ' is smaller, and risk class is lower, and F ' is bigger, and risk class is higher.By taking Fig. 9 as an example, pledge
Risk is divided into five grades by low-risk to high risk, and currently pledging risk class is high risk.Wherein, different risk etc.
Grade can be indicated in figure with different colors, for example, can gradually deepen from low-risk to high risk color, until high risk Shi Weishen
Red, then pass through the gradual change and comparison of color, and visual effect further enhances, stock invester can be made more intuitively to recognize and pledge wind
Danger.
In conclusion methods of risk assessment through the embodiment of the present invention, corresponding equity pledge APP can be used to produce for user
Product get required risk evaluation result of pledging, corresponding risk score and risk class be presented on the display page for
Family browsing.Meanwhile corresponding equity pledge ratio trend graph can be also browsed by page switching, ratio data is pledged in sub-thread east
And other relevant equity pledge initial data etc., obtain various information.
With continued reference to Fig. 2 it is found that data source comes from tripartite, then out one may further be fed back for the respective source of data
The confidence level of a channel scores, and especially for crawler data, acquisition modes are from each online media sites, and data really have
There are biggish uncertainties for effect property.Therefore, before carrying out risk assessment operation, the method also includes:
According to the corresponding data source location of various initial data, corresponding access link is established respectively, and be based on data source
Confidence level scoring is carried out to various initial data.Wherein, it establishes access link and is easy for user's subsequent access；Confidence level scoring can
It is carried out according to the accuracy of the historical data in corresponding data source, for example, for the data that some websites in crawler data provide,
Learn that the information accuracy rate of the website is higher according to historical statistics, then corresponding initial data can give higher confidence level and comment
Point, it is on the contrary then give lower confidence level and score；Market data and finance data can also be used similar means and carry out.
Then after carrying out risk assessment operation, can directly by each initial data and corresponding data source access link and
Confidence level appraisal result is stored in Redis with the risk evaluation result.Therefore, when the subsequent browsing risk assessment knot of user
When fruit, data source location and its confidence level scoring can be obtained to a deep level.For example, when user is to the risk assessment knot of presentation
When fruit interface carries out single-click operation, it may occur that the content that the switching at interface forms data source is presented, and gives corresponding data source
Access link and confidence level appraisal result allow user not only to obtain finally to give the return visit function of user's corresponding informance
Risk evaluation result also can be traced to source and obtain corresponding data source.Further, after carrying out risk assessment operation,
It can also be scored based on the confidence level of various initial data, confidence level comprehensive score be carried out to obtained risk evaluation result, and deposit
Enter Redis, so as to user's acquisition.
Wherein, for the lower initial data of confidence level scoring, if continuing on for subsequent risk assessment operation, undoubtedly
It will affect the accuracy of ultimate risk assessment result.Therefore, a score value can be preset according to the actual situation as reference, i.e.,
Default score value；It is generally believed that the initial data confidence level that confidence level scoring is more than or equal to default score value is higher, confidence level is commented
Divide the initial data confidence level for being less than default score value lower.Various initial data are carried out based on data source described as a result,
After confidence level scoring, the confidence level appraisal result of various initial data can be compared with default score value, it is each to judge
The confidence level of kind initial data；Then when carrying out risk assessment operation, confidence level scoring is less than to the original number of default score value
According to discarding, the initial data for being more than or equal to default score value according only to confidence level scoring is calculated, to ensure final result
Accuracy.
Further, since the data of stock market update comparatively fast, for same data, newest data are more practical
Property.Accordingly, it is considered to the matter of time of data is arrived, before carrying out risk assessment operation, the method also includes:
The matching of data content is carried out to the same initial data from different data sources；If data content matching is different
It causes, then the corresponding information issuing time node of the same initial data by described from different data sources is compared, to sentence
Disconnected timing node it is successive.Then when carrying out risk assessment operation, data of the timing node after of being subject to are calculated.Example
Such as, each shareholder's information of company A can be obtained from three data sources (i.e. market data, finance data and crawler data), then will
The information under three data sources carries out the matching of data content, if matching is consistent, i.e. A of the explanation from different data sources is public
Take charge of each shareholder's information be all it is identical, then illustrate that the accuracy of the information is higher, can be directly used for subsequent risk assessment operation；And
If matching is inconsistent, the issuing time node of the information in further relatively three data sources is needed, if market data
Issuing time is later than finance data and is later than crawler data, then it is newest to can determine whether that each shareholder's information of the company A in market data belongs to
Data, accuracy is higher, therefore each shareholder's information of company A in market data is used for subsequent risk assessment operation.
Wherein, it is the accuracy for further ensuring that data, can also increases confidence level on the basis of timing node judges and comment
Sentence, i.e., after the timing node of completeer each data, continue to judge the corresponding confidence level scoring of data of the timing node after,
If corresponding confidence level scoring is more than or equal to default score value, data of the timing node after of being subject to are calculated；
If corresponding confidence level scoring is not (being less than default score value) up to standard, even if timing node also not uses rearward.For example,
After the above-mentioned each shareholder's information for judging company A in market data belongs to latest data, further compare the credible of the data
The size of degree scoring and default score value；If confidence level scoring is more than or equal to default score value, can continue to use the data
Carry out operation；If confidence level scoring is less than default score value, the accuracy of the data decreases, can have to take the second best,
The data of timing node time rearward are selected, and repeat above-mentioned Appraisal process.
Except above by comparing under different data sources in addition to the information issuing time node of initial data of the same race, in optional side
In case, a preset time point can be also directly taken according to demand, when carrying out risk assessment operation, by the information issuing time described
Data filtering before preset time point falls, and chooses data of the information issuing time after the preset time point and is counted
It calculates, it is ensured that the actual effect of data.For example, the data that can be chosen within nearly one month are calculated, pervious data are temporary within one month
Do not consider.
It being updated comparatively fast accordingly, due to the data of stock market, various initial data may constantly updated, therefore for
The risk assessment operation of equity pledge is also to regularly update, for example updated once per several hours, or update daily primary；
Newer assessment result, it is believed that effective stronger, reference significance is bigger.It therefore, can root when carrying out risk assessment operation
Time tag is arranged to the risk evaluation result according to the timing node of operation, and time tag is corresponded into the risk assessment knot
Fruit is stored in Redis together, so that carrying corresponding time tag in the risk evaluation result that user finally gets.Namely
It says, when user passes through APP products browse risk evaluation result, corresponding assessment result can be presented simultaneously by showing on the page is generated
Time, for example, the page shows that corresponding assessment result is according to the data statistics before 1 hour, user can determine whether the assessment knot
Fruit is relatively new, therefore has biggish reference value.
By the above method, stock invester can directly acquire relevant data source and confidence level scoring according to risk evaluation result,
The return visit function of giving user's corresponding informance, is conducive to user and traces to its source, and more intuitively judges the confidence level of data, avoids touching
Thunder risk.Meanwhile increasing the judgement of timing node and the setting of time tag, it can be ensured that the actual effect of data, and then ensure to comment
Estimate the actual effect of result, increases reference value.
Embodiment 2:
On the basis of the methods of risk assessment for the equity pledge that above-described embodiment 1 and embodiment 2 provide, the present invention is also mentioned
Having supplied a kind of equity pledge risk assessment device that can be used for realizing the above method is as shown in Figure 10 the embodiment of the present invention
Device architecture schematic diagram.The risk assessment device of the equity pledge of the present embodiment includes one or more processors 21 and storage
Device 22.Wherein, in Figure 10 by taking a processor 21 as an example.
The processor 21 can be connected with the memory 22 by bus or other modes, by total in Figure 10
For line connection.
A kind of methods of risk assessment non-volatile computer readable storage medium storing program for executing of the memory 22 as equity pledge,
It can be used for storing non-volatile software program, non-volatile computer executable program and module, such as the equity in embodiment 1
The methods of risk assessment pledged.The non-volatile software journey that the processor 21 is stored in the memory 22 by operation
Sequence, instruction and module, thereby executing the various function application and data processing of the risk assessment device of equity pledge, i.e., in fact
The methods of risk assessment of the equity pledge of current embodiment 1.
The memory 22 may include high-speed random access memory, can also include nonvolatile memory, such as
At least one disk memory, flush memory device or other non-volatile solid state memory parts.In some embodiments, described
Optional memory 22 includes the memory remotely located relative to the processor 21, these remote memories can pass through network
It is connected to the processor 21.The example of above-mentioned network includes but is not limited to internet, intranet, local area network, moves and lead to
Letter net and combinations thereof.
Described program instruction/module is stored in the memory 22, is held when by one or more of processors 21
When row, the methods of risk assessment of the equity pledge in above-described embodiment 1 is executed, for example, executing Fig. 1 and Fig. 5 institute described above
The each step shown.
Those of ordinary skill in the art will appreciate that all or part of the steps in the various methods of embodiment is can to lead to
Program is crossed to instruct relevant hardware and complete, which can be stored in a computer readable storage medium, storage medium
It may include: read-only memory (ROM, Read Only Memory), random access memory (RAM, Random Access
Memory), disk or CD etc..
The foregoing is merely illustrative of the preferred embodiments of the present invention, is not intended to limit the invention, all in essence of the invention
Made any modifications, equivalent replacements, and improvements etc., should all be included in the protection scope of the present invention within mind and principle.
Claims (10)
1. a kind of methods of risk assessment of equity pledge characterized by comprising
The relevant various initial data of equity pledge in underlying database are synchronized in kudu database by Binlog process；
Multilist association is carried out to the various initial data in kudu database by Impala SQL to calculate, and obtains corresponding equity
Pledge intermediate result table；
By TAF process read kudu database in intermediate result table, according to the equity pledge data in intermediate result table into
Row risk assessment operation, and finally obtained risk evaluation result is stored in Redis；
Equity pledge service content is provided by the external interface of TAF frame, so that user obtains corresponding risk evaluation result.
2. the methods of risk assessment of equity pledge according to claim 1, which is characterized in that the risk assessment operation tool
Body includes:
Based on the equity pledge data estimation exit price in the intermediate result table, and the share price pledged according to every is away from described flat
The distance of storehouse valence calculates every risk score pledged；
The ratio that the number of share of stock Zhan that every is pledged always is pledged number of share of stock is counted as weight by weighting to every risk score pledged
It calculates, obtains all the first integrated risk scorings pledged, determine equity matter so that user scores according to first integrated risk
Give as security risk.
3. the methods of risk assessment of equity pledge according to claim 2, which is characterized in that described by every matter
The risk score weighted calculation of signature, after obtaining all the first integrated risk scorings pledged, the method also includes:
According to always pledging the corresponding risk factor of the ratio-dependent for accounting for shareholding equity, and in conjunction with first integrated risk scoring and institute
Risk factor is stated, the scoring of the second integrated risk is obtained；
Confirmation form shareholder, which pledges, accounts for its ratio for holding capital stock, when pledging ratio more than preset ratio there are sub-thread east, the
Increase preset value on the basis of the scoring of two integrated risks and obtain the scoring of third integrated risk, so that user is comprehensive according to the third
Risk score determines equity pledge risk.
4. the methods of risk assessment of equity pledge according to claim 1, which is characterized in that the TAF frame is to external
The interface modes of mouth specifically:
TAF Protocol transfers interface；Alternatively, interface is transferred in HTTP post request.
5. the methods of risk assessment of equity pledge according to claim 1, which is characterized in that the initial data includes upper
Company, city pledge bulletin content, equity pledge associated statistical information, each shareholder's information of listed company, listed company's historical stock price and
It is one or more in history suspension information；Wherein, the data source of the initial data includes finance data, market data and climbs
Borer population is one or more in.
6. the methods of risk assessment of equity pledge according to claim 5, which is characterized in that carrying out risk assessment operation
Before, the method also includes:
According to the corresponding data source location of various initial data, corresponding access link is established respectively, and based on data source to each
Kind initial data carries out confidence level scoring；
Then after carrying out risk assessment operation, by the corresponding data source access link of each initial data and confidence level scoring knot
Fruit is stored in Redis with the risk evaluation result, so as to user's acquisition.
7. the methods of risk assessment of equity pledge according to claim 6, which is characterized in that be based on data source pair described
After various initial data carry out confidence level scoring, the confidence level appraisal result of various initial data and default score value are carried out
Compare, to judge the confidence level of various initial data；
Then when carrying out risk assessment operation, the initial data that confidence level scoring is less than default score value is abandoned, according only to can
The initial data that confidence score is more than or equal to default score value is calculated.
8. the methods of risk assessment of equity pledge according to claim 6, which is characterized in that carrying out risk assessment operation
Before, the method also includes:
The matching of data content is carried out to the same initial data from different data sources；If data content matching is inconsistent,
The corresponding information issuing time node of same initial data then by described from different data sources is compared, when judging
Intermediate node it is successive；
Then when carrying out risk assessment operation, data of the timing node after of being subject to are calculated；Alternatively, when continuing to judge
The corresponding confidence level scoring of data of the intermediate node after, if the scoring of corresponding confidence level is more than or equal to default score value, with
Timing node is calculated subject to the data after.
9. the methods of risk assessment of equity pledge according to claim 1, which is characterized in that carrying out risk assessment operation
When, time tag is arranged to the risk evaluation result according to the timing node of operation, and time tag is corresponded into the risk
Assessment result is stored in Redis together, so that carrying corresponding time tag in the risk evaluation result that user finally gets.
10. a kind of risk assessment device of equity pledge, which is characterized in that described including at least one processor and memory
It is connected between at least one processor and memory by data/address bus, the memory is stored with can be by described at least one
The instruction that device executes is managed, described instruction by the processor after being executed, for completing any equity of claim 1-9
The methods of risk assessment pledged.
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| CN112150283A (en) * | 2020-08-26 | 2020-12-29 | 深圳区块大陆科技有限公司 | Method for performing on-chain accumulation and proportion calculation by using residual area calculation method |
| CN113436014A (en) * | 2021-06-25 | 2021-09-24 | 平安科技（深圳）有限公司 | Data analysis method, device and equipment based on pledge information and storage medium |
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