CN110348994A - A kind of credit policies assessment and selection based on Suo Tinuo ratio - Google Patents
A kind of credit policies assessment and selection based on Suo Tinuo ratio Download PDFInfo
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Abstract
The invention discloses a kind of credit policies assessment/selection method, device, electronic equipment and computer-readable medium based on Suo Tinuo ratio.Wherein, the method calculates the return of net worth historical data of the corresponding Credit Assets of credit policies, the Credit Assets are calculated into Suo Tinuo ratio according to the return of net worth historical data of the Credit Assets, and based on the Suo Tinuo ratio estimation or the selection credit policies.The present invention is by regarding credit as buy to multiple users combined type bond or fund, credit policies are assessed or are selected in proposition using Suo Tinuo ratio, so that comprehensive assessment income and risk can be come automatically according to the variation of service environment in the policy selection of credit operation, maximum gain rate while controlling risk.
Description
Technical field
The present invention relates to computer information processing fields, in particular to a kind of credit plan based on Suo Tinuo ratio
Slightly assessment and selection method, device, electronic equipment and computer-readable medium.
Background technique
Modern investment theory studies have shown that the size of risk have the function of on determining combined performance it is basic.
Earning rate after Risk Adjusted is exactly the overall target that can be taken in simultaneously to income and risk, to exclude
Adverse effect of the risk factors to performance evaluation.
However, people are still passed using overdue rate etc. in the traditional credit operation equally considered with income and risk
The risk of Credit Assets is measured and assessed to system index.Credit risk is assessed using traditional index such as overdue rates to be had centainly
Limitation can not instruct credit operation how in institute because it is difficult to provide a kind of balance in the selection of risk and return relationship between
Maximum remuneration is pursued under the risk that can be born.
Sharpe Ratio is exactly one of the three big classical indexs that can be comprehensively considered simultaneously to income and risk.
Nineteen ninety William Sharp, degree Nobel prize in economics winner (William Sharpe) is with the most important theoretical basis of Investment Principles
CAPM (Capital Asset Pricing Model, capital asset pricing model) is to set out, and develops Sharp with fame spreading far and wide
Be otherwise known as ratio (Sharpe Ratio) Sharp Ratio, to measure the performance of financial asset.
The core concept of William Sharp theory is: the investor of rationality will select and hold effective investment combination, i.e.,
Those make under given risk level the maximized investment combination of expected returns or those given Expect return rate level
On make the investment combination of risk minimization.Explain that very simply he thinks that investor is establishing risky investment combination
When, it should at least require investment repayment to reach the return of risk-free investing, or more.
Suo Tinuo ratio (Sortino Ratio) is similar with Sharpe Ratio (Sharpe Ratio), except that its area
The quality of fluctuation is divided, therefore the not instead of standard deviation used by it when calculating stability bandwidth, downlink standard deviation.Among these
Implicit Conditions are that the rise (positive return rate) of investment combination meets investment Man's Demands, it is not accrued enter Risk Adjusted.With Sharp's ratio
Rate is similar, this ratio is higher, shows that fund undertakes same units downside risks and can obtain higher excess return rate.Suo Tinuo
Ratio can regard a kind of correcting mode of the Sharpe Ratio when measuring hedge fund/privately-offered fund as.
But either Sharpe Ratio or Suo Tinuo ratio, it is general only as the income of the assets such as fund, bond,
Risk class index.
Summary of the invention
Present invention seek to address that the appraisal procedure of existing credit risk and the selection method of credit policies are dependent on exceeding
Bring risk assessment index is single when its rate index, can not comprehensively measure income and risk, to control risk
There is limitation in terms of improving income simultaneously.
In order to solve the above technical problems, first aspect present invention proposes a kind of credit policies assessment based on Suo Tinuo ratio
Method includes the following steps:
The return of net worth historical data of the corresponding Credit Assets of credit policies is calculated, the Credit Assets are directed to multiple
The fiduciary loan summation that user provides；
The Credit Assets are calculated into Suo Tinuo ratio according to the return of net worth historical data of the Credit Assets
Sortinoratio；
Based on credit policies described in the Suo Tinuo ratio estimation.
A preferred embodiment of the invention, the formula for calculating Suo Tinuo ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than nothing
Whole user's samples of risk income, RfIt is risk free return, T is total cycle length, and t is the date.
A preferred embodiment of the invention, the RfValue is MAR.
A preferred embodiment of the invention, the step of based on credit policies described in the Suo Tinuo ratio estimation
It include: using the Suo Tinuo ratio as the earning rate index evaluation Credit Assets of unit risk.
The second aspect of the present invention proposes a kind of credit policies selection method based on Suo Tinuo ratio, including walks as follows
It is rapid:
For each of multiple credit policies, the return of net worth history of the corresponding Credit Assets of credit policies is calculated
Data, the Credit Assets are directed to the fiduciary loan summation that multiple users provide；
The Credit Assets are calculated into Suo Tinuo ratio according to the return of net worth historical data of the Credit Assets
Sortinoratio；
Select at least one of the multiple credit policies as current credit using the Suo Tinuo ratio as index
Strategy.
A preferred embodiment of the invention, the formula for calculating Suo Tinuo ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than nothing
Whole user's samples of risk income, RfIt is risk free return, T is total cycle length, and t is the date.
A preferred embodiment of the invention, the RfValue is MAR.
The Suo Tinuo ratio is selected the multiple credit by a preferred embodiment of the invention
The step of at least one of strategy is as current credit policies include:
It is selected the Suo Tinuo ratio as the earning rate index of unit risk in the multiple credit policies at least
One is used as current credit policies.
The third aspect of the present invention proposes a kind of credit policies assessment device based on Suo Tinuo ratio, which is characterized in that
Include:
Return of net worth module, for calculating the return of net worth historical data of the corresponding Credit Assets of credit policies, institute
It states Credit Assets and is directed to the fiduciary loan summation that multiple users provide；
Suo Tinuo module, for calculating the Credit Assets according to the return of net worth historical data of the Credit Assets
Suo Tinuo ratio Sortinoratio；
Evaluation module, for based on credit policies described in the Suo Tinuo ratio estimation.
A preferred embodiment of the invention, the formula for calculating Suo Tinuo ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than nothing
Whole user's samples of risk income, RfIt is risk free return, T is total cycle length, and t is the date.
A preferred embodiment of the invention, the RfValue is MAR.
A preferred embodiment of the invention, the evaluation module are used for using the Suo Tinuo ratio as unit
The earning rate index evaluation Credit Assets of risk.
The fourth aspect of the present invention proposes a kind of credit policies selection device based on Suo Tinuo ratio, comprising:
Return of net worth module, for calculating the corresponding credit of credit policies for each of multiple credit policies
The return of net worth historical data of assets, the Credit Assets are directed to the fiduciary loan summation that multiple users provide；
Suo Tinuo module, for calculating the Credit Assets according to the return of net worth historical data of the Credit Assets
Suo Tinuo ratio Sortinoratio；
Selecting module, for selecting at least one of the multiple credit policies for the Suo Tinuo ratio as index
As current credit policies.
A preferred embodiment of the invention, the formula for calculating Suo Tinuo ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than nothing
Whole user's samples of risk income, RfIt is risk free return, T is total cycle length, and t is the date.
A preferred embodiment of the invention, the RfValue is MAR.
A preferred embodiment of the invention, the selecting module are used for using the Suo Tinuo ratio as unit
The earning rate index of risk selects at least one of the multiple credit policies as current credit policies.
The fifth aspect of the present invention proposes a kind of electronic equipment, wherein the electronic equipment includes:
Processor；And
The memory of computer executable instructions is stored, the executable instruction when executed executes the processor
According to method above-mentioned.
The sixth aspect of the present invention proposes a kind of computer readable storage medium, wherein the computer-readable storage medium
Matter stores one or more programs, and one or more of programs when being executed by a processor, realize method above-mentioned.
The present invention proposes to use Suo Tinuo by regarding credit as buy to multiple users combined type bond or fund
Credit policies are assessed and selected to ratio, in combination with big data and artificial intelligence technology, so that in the strategy choosing of credit operation
It can come comprehensive assessment income and risk automatically according to the variation of service environment in selecting, maximum gain while controlling risk
Rate.
Detailed description of the invention
In order to keep technical problem solved by the invention, the technological means of use and the technical effect of acquirement clearer,
Detailed description of the present invention specific embodiment below with reference to accompanying drawings.But it need to state, drawings discussed below is only this
The attached drawing of invention exemplary embodiment of the present, to those skilled in the art, before not making the creative labor
It puts, the attached drawing of other embodiments can be obtained according to these attached drawings.
Fig. 1 is a kind of flow chart of credit policies appraisal procedure based on Suo Tinuo ratio of the invention；
Fig. 2 is the curve of the Credit Assets unit net value of one embodiment of the present of invention；
Fig. 3 is a kind of flow chart of credit policies selection method based on Suo Tinuo ratio of the invention；
Fig. 4 is the module composition of one embodiment of the credit policies assessment device of the invention based on Suo Tinuo ratio
Figure；
Fig. 5 is the module composition of one embodiment of the credit policies selection device of the invention based on Suo Tinuo ratio
Figure；
Fig. 6 is the structural block diagram of the exemplary embodiment of a kind of electronic equipment according to the present invention；
Fig. 7 is the schematic diagram of a computer-readable medium of the invention.
Specific embodiment
Exemplary embodiment of the present invention is described more fully with reference to the drawings.However, exemplary embodiment can
Implement in a variety of forms, and is understood not to that present invention is limited only to embodiments set forth herein.On the contrary, it is exemplary to provide these
Embodiment enables to the present invention more full and complete, easily facilitates the technology that inventive concept is comprehensively communicated to this field
Personnel.Identical appended drawing reference indicates same or similar element, component or part in figure, thus will omit weight to them
Multiple description.
Under the premise of meeting technical concept of the invention, the feature described in some specific embodiment, structure, spy
Property or other details be not excluded for can be combined in any suitable manner in one or more other embodiments.
In the description for specific embodiment, feature, structure, characteristic or the other details that the present invention describes are to make
Those skilled in the art fully understands embodiment.But, it is not excluded that those skilled in the art can practice this hair
Bright technical solution is one or more without special characteristic, structure, characteristic or other details.
Flow chart shown in the drawings is merely illustrative, it is not necessary to including all content and operation/step,
It is not required to execute by described sequence.For example, some operation/steps can also decompose, and some operation/steps can close
And or part merge, therefore the sequence actually executed is possible to change according to the actual situation.
Block diagram shown in the drawings is only functional entity, not necessarily must be corresponding with physically separate entity.
I.e., it is possible to realize these functional entitys using software form, or realized in one or more hardware modules or integrated circuit
These functional entitys, or these functional entitys are realized in heterogeneous networks and/or processor device and/or microcontroller device.
Although it should be understood that may indicate the attribute of number using first, second, third, etc. to describe various devices herein
Part, element, component or part, but this should not be limited by these attributes.These attributes are to distinguish one and another one.Example
Such as, the first device is also referred to as the second device without departing from the technical solution of essence of the invention.
Term "and/or" or " and/or " include associated listing all of any of project and one or more
Combination.
We can compare the difference of Sharpe Ratio and Suo Tinuo ratio by a special example first, for letter
Change and calculate, risk free rate is set as 0%.
Assuming that net value of the privately-offered fund A and B beginning in 2009 is 1.00, and their net value date of publications monthly are equal
Unanimously.In 2009, the return of the every month of privately-offered fund A is respectively 3%, -5%, -2%, -2%, -2%, 2%, -2%,
5%, 5%, 3%, 10%, 9%；Privately-offered fund B monthly returns as 3% the same period in 2009, -1%, 1%, -1%, 1%, -
1%, -1%, -1%, -1%, 0%, 15%, 10%.By calculating, we obtain two privately-offered funds and return in total in 2009
Report is 25.6%, but 1.47 outline of Sharpe Ratio of privately-offered fund A is higher than the Sharpe Ratio 1.35 of the private B that raises.But if meter
Suo Tinuo ratio is calculated, we are it finds that the Suo Tinuo ratio (3.6) of the private A that raises will be far below the Suo Tinuo ratio of the private B that raise
(9.5)。
Main difference is exactly during calculating Sharpe Ratio among these, and private raises B because last bimestrial income is prominent
So sharp rise and cause stability bandwidth excessive, receives " punishment " in calculation risk adjustment；And calculating Suo Tinuo ratio mistake
Cheng Zhong, any rise higher than risk free rate will not all be included in Risk Adjusted, therefore, private raise B last two phase rise simultaneously
The reduction of Suo Tinuo ratio is not will lead to.It is compared with Sharpe Ratio, this measurement standard of Suo Tinuo ratio more meets those to money
Produce the more sensitive investor of value drop.
Suo Tinuo ratio can be described as a mutation of Sharpe Ratio.The difference of it and Sharpe Ratio is, throws calculating
When providing combined standard deviation, does not consider that uplink fluctuates, return is measured just for downlink fluctuation.This is because for fund manager
For, uplink fluctuation is a good thing, it means that fund performance is returned higher better than expection.
Summarize, measure Risk Adjusted return be substantially in order to find how to assess an investment combination, fund or
Person is the best mode of the performance of special assets classification.Although have tens kinds of different modes measure Risk Adjusted return,
The most frequently used and most widely used method is information ratio, Sharpe Ratio and Suo Tinuo ratio.Using them, you can a mesh
The performance of fund or investment combination is comprehensively understood with being clear.Therefore, they are for fund manager and client or its clothes
It is all very valuable for the potential customers of business.
Suo Tinuo ratio is a kind of method for measuring investment combination relative performance.Have with Sharpe Ratio (Sharpe Ratio)
Similarity, but Suo Tinuo ratio uses lower inclined standard deviation rather than total standard deviation, to distinguish unfavorable and advantageous fluctuation.And the summer
General ratio is similar, this ratio is higher, shows that fund undertakes same units downside risks and can obtain higher excess return rate.Rope
A kind of correcting mode of the Sharpe Ratio when measuring hedge fund/privately-offered fund can be regarded as by proposing promise ratio.
Based on above-mentioned understanding, the present invention introduce in a creative way Suo Tinuo ratio as assessment Credit Assets index,
And it is used in actual automation business platform.
Fig. 1 is a kind of flow chart of credit policies appraisal procedure based on Suo Tinuo ratio of the invention.As shown in Figure 1,
Appraisal procedure of the invention includes the following steps:
S1, the return of net worth historical data for calculating the corresponding Credit Assets of credit policies.
Electronization lending platforms on, credit provide people by electronically to credit applications people provide credit, lending,
Recycling, collection etc..It was found by the inventors of the present invention that the behavior offered loans to each Debit User can be analogous to a kind of tool
The investment behavior to bear interest offers loans for multiple users, then can be analogous to a kind of portfolio investment behavior.It provides as a result,
Loan value can be regarded as a kind of combination investment of investment, or be combination Credit Assets.That is, so-called in the present invention
Credit Assets are directed to the fiduciary loan summation that multiple users provide.
Similar with fund, bond class assets, the income and risk for combining Credit Assets are generated also with the time to be fluctuated.It is believed
The total value for borrowing assets may also increase or decrease, we can also calculate the unit net value of Credit Assets as a result,.Citing comes
It says, when to Credit Assets unit of account net value, it is assumed that possess initial capital pond 1,000,000,000,10,000,000 parts of initial share quantity, then
Unit Assets net value is；1000000000/10,000,000=100 yuan, increase as credit operation develops profit, fund pool becomes from initial 1,000,000,000
It is 1,100,000,000, net value at this time can be calculated are as follows: 1,100,000,000/10,000,000=110 yuan.When fund pool has the external receipts other than credit operation
It is fashionable, for example, bank the following one day inject fund 100,000,000 when, with the unit net value Nav on 100,000,000/same dayt, obtain increased share
Number.Then after bank's injection fund, quota becomes: 10,000,000+1 hundred million/NavtPart.
We can carry out accounting management according to assets net realizable value as a result, carry out net value management, can be maximum
The true value of the reaction Credit Assets of degree.Initial wealth (total assets-total liability) value of asset portfolio is positioned into net value
' 1 ', as the cash inflow outflow of Credit Assets, income ups and downs calculate daily net value data, obtain an initial value be 1,
The curve to float up and down.
Unit net value defined formula is as follows:
Credit Assets unit net value=(overall credit assets-overall credit is in debt)/unit sum.Here unit sum refers to
The overall loan share of Debit User, Fig. 2 shows the curves of the Credit Assets unit net value of one embodiment.
We can calculate the historical data of the return of net worth of Credit Assets corresponding with some credit policies as a result,.
Calculation formula is as follows:
RiFor the return of net worth, PtFor the unit net value on the same day, Pt-1For the unit net value of the previous day.
S2, the Credit Assets are calculated into Suo Tinuo ratio according to the return of net worth historical data of the Credit Assets
Sortinoratio。
The formula for calculating Suo Tinuo ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than nothing
Whole user's samples of risk income, RfIt is risk free return, T is total cycle length, and t is the date.
It, can be by R to reduce calculation amount in a kind of embodimentfValue is MAR.
S3, credit policies described in the Suo Tinuo ratio estimation are based on.
As previously mentioned, the earning rate of the unit risk of Suo Tinuo ratio reflection, therefore, specifically, as a kind of embodiment party
Formula, can be using the Suo Tinuo ratio as the earning rate index evaluation Credit Assets of unit risk.
For example, we can be directed to same type but take the Credit Assets of different credit policies, us are calculated in same a period of time
Between Suo Tinuo ratio in the period, and be ranked up according to the size of Suo Tinuo ratio, thus assess each credit policies in list
In the risk of position the case where earning rate.
Certainly, Suo Tinuo ratio indicator of the invention can also be in conjunction with existing risk or income class index, such as by rope
Propose promise ratio and overdue rate while the index as assessment credit policies.
Fig. 3 is a kind of flow chart of credit policies selection method based on Suo Tinuo ratio of the invention.As shown in figure 3,
Credit policies selection method of the invention is similar with appraisal procedure above-mentioned, the difference is that in step S1 and S2, for more
Each of a credit policies calculate in return of net worth historical data and Suo Tinuo ratio and last step S3,
Select at least one of the multiple credit policies as current credit policies using the Suo Tinuo ratio as index.
In the method, we in addition to using Suo Tinuo ratio as evaluation index other than, can also as adjustment or
Select a foundation of credit policies.For example, we can choose overdue rate lower than a threshold value and Suo Tinuo ratio is highest
Credit policies can either control risk as a result, and can obtain maximum value rate.It is of course also possible to select more than one
Meet the credit policies of preset condition.
As an example, following table lists four credit policies corresponding 7 days overdue rate (the overdue users more than 7 days
Ratio) and 30 day period Suo Tinuo ratio.
As it can be seen that strategy D therein can bring the smallest overdue rate, but its Suo Tinuo ratio is relatively low, i.e. its income
Rate is relatively low.For tactful A, although its Suo Tinuo ratio is the largest, it is also larger that it exceedes its rate.For this purpose, we can be with
Comprehensively consider index and is automatically selected according to set rule to make.For example, we can set lending platforms selection letter
It when borrowing strategy, excludes and exceedes the strategy that its rate is greater than 3%, and it is highest in remaining strategy to select Suo Tinuo ratio, is i.e. plan
Slightly B.
In other embodiments, corresponding rule can also be preset, tactful B and strategy D is used in combination.
It will be understood by those skilled in the art that realizing that all or part of the steps of above-described embodiment is implemented as by computer
The program (computer program) that data processing equipment executes.It is performed in the computer program, offer of the present invention is provided
The above method.Moreover, the computer program can store in computer readable storage medium, which can be with
It is the readable storage medium storing program for executing such as disk, CD, ROM, RAM, is also possible to the storage array of multiple storage medium compositions, such as disk
Or tape storage array.The storage medium is not limited to centralised storage, is also possible to distributed storage, such as based on cloud
The cloud storage of calculating.
The device of the invention embodiment is described below, which can be used for executing embodiment of the method for the invention.For
Details described in apparatus of the present invention embodiment should be regarded as the supplement for above method embodiment；For in apparatus of the present invention
Undisclosed details in embodiment is referred to above method embodiment to realize.
Fig. 4 is the module composition of one embodiment of the credit policies assessment device of the invention based on Suo Tinuo ratio
Figure.As shown in figure 4, the assessment device includes return of net worth module, Suo Tinuo module and evaluation module.
Return of net worth module is used to calculate the return of net worth historical data of the corresponding Credit Assets of credit policies.Unit
Net value defined formula is as follows:
Credit Assets unit net value=(overall credit assets-overall credit is in debt)/unit sum.Here unit sum refers to
The overall loan share of Debit User, Fig. 2 shows the curves of the Credit Assets unit net value of one embodiment.
We can calculate the historical data of the return of net worth of Credit Assets corresponding with some credit policies as a result,.
Calculation formula is as follows:
RiFor the return of net worth, PtFor the unit net value on the same day, Pt-1It is net for the unit of the previous day
Value.
Suo Tinuo module, for calculating the Credit Assets according to the return of net worth historical data of the Credit Assets
Suo Tinuo ratio Sortinoratio.The formula for calculating Suo Tinuo ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than nothing
Whole user's samples of risk income, RfIt is risk free return, T is total cycle length, and t is the date.
It, can be by R to reduce calculation amount in a kind of embodimentfValue is MAR.
Evaluation module, for based on credit policies described in the Suo Tinuo ratio estimation.It as an implementation, can be with
Using the Suo Tinuo ratio as the earning rate index evaluation Credit Assets of unit risk.Certainly, Suo Tinuo ratio of the invention
Index can also be used as assessment credit in conjunction with existing risk or income class index, such as by Suo Tinuo ratio and overdue rate simultaneously
The index of strategy.
Fig. 5 is the module composition of one embodiment of the credit policies selection device of the invention based on Suo Tinuo ratio
Figure.
The credit policies selection device of the embodiment is similar with assessment device above-mentioned, the difference is that the return of net worth
Module and Suo Tinuo module calculate return of net worth historical data and Suo Tinuo ratio for each of multiple credit policies；
And selecting module then selects at least one of the multiple credit policies as current for the Suo Tinuo ratio as index
Credit policies.
In the apparatus, in addition to using Suo Tinuo ratio as evaluation index other than, can also as adjustment or selection
One foundation of credit policies.For example, the highest credit policies of Suo Tinuo ratio that can choose overdue rate lower than a threshold value,
It can either control risk as a result, and maximum value rate can be obtained.It is of course also possible to select more than one satisfaction default
The credit policies of condition.
It will be understood by those skilled in the art that each module in above-mentioned apparatus embodiment can be distributed in device according to description
In, corresponding change can also be carried out, is distributed in one or more devices different from above-described embodiment.The mould of above-described embodiment
Block can be merged into a module, can also be further split into multiple submodule.
Electronic equipment embodiment of the invention is described below, which can be considered as the method for aforementioned present invention
With the specific entity embodiment of Installation practice.For details described in electronic equipment embodiment of the present invention, should be regarded as pair
In the above method or the supplement of Installation practice；For undisclosed details, Ke Yican in electronic equipment embodiment of the present invention
It is realized according to the above method or Installation practice.
Fig. 6 is the structural block diagram of the exemplary embodiment of a kind of electronic equipment according to the present invention.The electronics that Fig. 6 is shown is set
A standby only example, should not function to the embodiment of the present invention and use scope bring any restrictions.
As shown in fig. 6, the electronic equipment 610 of the exemplary embodiment is showed in the form of communications data processing unit.Electricity
The component of sub- equipment 310 can include but is not limited to: at least one processing unit 611, at least one storage unit 612, connection
The buses 616 of different system components (including storage unit 612 and processing unit 611), display unit 613 etc..
Wherein, the storage unit 612 is stored with computer-readable program, can be source program or all reader
Code.Described program can be executed with unit 611 processed, so that the processing unit 610 executes the various embodiments of the present invention
The step of.For example, the processing unit 611 can be executed such as Fig. 1 or step shown in Fig. 3.
The storage unit 612 may include the readable medium of volatile memory cell form, such as random access memory
Unit (RAM) 6121 and/or cache memory unit 6122 can further include read-only memory unit (ROM) 6123.
The storage unit 612 can also include program/utility 6124 with one group of (at least one) program module 6125, this
The program module 6125 of sample includes but is not limited to: operating system, one or more application program, other program modules and journey
It may include the realization of network environment in ordinal number evidence, each of these examples or certain combination.
Bus 616 can be to indicate one of a few class bus structures or a variety of, including storage unit bus or storage
Cell controller, peripheral bus, graphics acceleration port, processing unit use any bus structures in a variety of bus structures
Local bus.
Electronic equipment 610 can also be with one or more external equipments 620 (such as keyboard, display, the network equipment, indigo plant
Tooth equipment etc.) communication, it enables a user to interact via these external equipments 620 with the electronic equipment 620, and/or make the electricity
Sub- equipment 610 can be communicated with one or more of the other data processing equipment (such as router, modem etc.).This
Kind communication can be carried out by input/output (I/O) interface 614, can also pass through network adapter 615 and one or more
Network (such as local area network (LAN), wide area network (WAN) and/or public network, such as internet) carry out.Network adapter 315 can
To be communicated by bus 316 with other modules of electronic equipment 620.It should be understood that although not shown in the drawings, electronic equipment 610
In other hardware and/or software module can be used, including but not limited to: microcode, device driver, redundant processing unit, outer
Portion's disk drive array, RAID system, tape drive and data backup storage system etc..
Fig. 7 is the schematic diagram of a computer-readable medium of the invention.As shown, the computer program can be deposited
It is stored on one or more computer-readable mediums.Computer-readable medium can be readable signal medium or readable storage medium
Matter.Readable storage medium storing program for executing for example can be but be not limited to the system of electricity, magnetic, optical, electromagnetic, infrared ray or semiconductor, device or device
Part, or any above combination.The more specific example (non exhaustive list) of readable storage medium storing program for executing include: with one or
The electrical connection of multiple conducting wires, portable disc, hard disk, random access memory (RAM), read-only memory (ROM), erasable type can be compiled
Journey read-only memory (EPROM or flash memory), optical fiber, portable compact disc read only memory (CD-ROM), light storage device, magnetic are deposited
Memory device or above-mentioned any appropriate combination.
The computer readable storage medium may include in a base band or the data as the propagation of carrier wave a part are believed
Number, wherein carrying readable program code.The data-signal of this propagation can take various forms, including but not limited to electromagnetism
Signal, optical signal or above-mentioned any appropriate combination.Readable storage medium storing program for executing can also be any other than readable storage medium storing program for executing
Readable medium, the readable medium can send, propagate or transmit for by instruction execution system, device or device use or
Person's program in connection.The program code for including on readable storage medium storing program for executing can transmit with any suitable medium, packet
Include but be not limited to wireless, wired, optical cable, RF etc. or above-mentioned any appropriate combination.
The program for executing operation of the present invention can be write with any combination of one or more programming languages
Code, described program design language include object oriented program language-Java, C++ etc., further include conventional mistake
Formula programming language-such as " C " language or similar programming language.Program code can be calculated fully in user
It executes in equipment, partly execute on a user device, executing, as an independent software package partially in user calculating equipment
Upper part executes on a remote computing or executes in remote computing device or server completely.It is being related to remotely counting
In the situation for calculating equipment, remote computing device can pass through the network of any kind, including local area network (LAN) or wide area network
(WAN), it is connected to user calculating equipment, or, it may be connected to external computing device (such as utilize ISP
To be connected by internet).
In conclusion the present invention can be implemented in hardware, or the software to run on one or more processors
Module is realized, or is implemented in a combination thereof.It will be understood by those of skill in the art that micro process can be used in practice
The communications data processing units such as device or digital signal processor (DSP) come realize according to embodiments of the present invention in it is some or
The some or all functions of whole components.The present invention is also implemented as a part for executing method as described herein
Or whole device or device program (for example, computer program and computer program product).Such realization present invention
Program can store on a computer-readable medium, or may be in the form of one or more signals.Such letter
It number can be downloaded from an internet website to obtain, be perhaps provided on the carrier signal or be provided in any other form.
Particular embodiments described above has carried out further in detail the purpose of the present invention, technical scheme and beneficial effects
It describes in detail bright, it should be understood that the present invention is not inherently related to any certain computer, virtual bench or electronic equipment, various
The present invention also may be implemented in fexible unit.The above is only a specific embodiment of the present invention, is not limited to this hair
Bright, all within the spirits and principles of the present invention, any modification, equivalent substitution, improvement and etc. done should be included in the present invention
Protection scope within.
Claims (10)
1. a kind of credit policies appraisal procedure based on Suo Tinuo ratio, which comprises the steps of:
The return of net worth historical data of the corresponding Credit Assets of credit policies is calculated, the Credit Assets are directed to multiple users
The fiduciary loan summation of granting；
The Credit Assets are calculated into Suo Tinuo ratio according to the return of net worth historical data of the Credit Assets
Sortinoratio；
Based on credit policies described in the Suo Tinuo ratio estimation.
2. as described in claim 1 based on the credit policies appraisal procedure of Suo Tinuo ratio, which is characterized in that the calculating rope
Mention the formula of promise ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than devoid of risk
Whole user's samples of income, RfIt is risk free return, T is total cycle length, and t is the date.
3. as claimed in claim 2 based on the credit policies appraisal procedure of Suo Tinuo ratio, which is characterized in that the RfValue
For MAR.
4. the credit policies appraisal procedure based on Suo Tinuo ratio as described in any one of claims 1 to 3, feature exist
In including: based on the step of credit policies described in the Suo Tinuo ratio estimation
Using the Suo Tinuo ratio as the earning rate index evaluation Credit Assets of unit risk.
5. a kind of credit policies selection method based on Suo Tinuo ratio, which comprises the steps of:
For each of multiple credit policies, the return of net worth history number of the corresponding Credit Assets of credit policies is calculated
According to the Credit Assets are directed to the fiduciary loan summation that multiple users provide；
The Credit Assets are calculated into Suo Tinuo ratio according to the return of net worth historical data of the Credit Assets
Sortinoratio；
Select at least one of the multiple credit policies as current credit policies using the Suo Tinuo ratio as index.
6. as claimed in claim 5 based on the credit policies selection method of Suo Tinuo ratio, which is characterized in that the calculating rope
Mention the formula of promise ratio are as follows:
Wherein, E (Rp) be Credit Assets expected rate, MAR is acceptable minimum rate of benefit, RptIt is that income is less than devoid of risk
Whole user's samples of income, RfIt is risk free return, T is total cycle length, and t is the date.
7. a kind of credit policies based on Suo Tinuo ratio assess device characterized by comprising
Return of net worth module, for calculating the return of net worth historical data of the corresponding Credit Assets of credit policies, the letter
It borrows assets and is directed to the fiduciary loan summation that multiple users provide；
Suo Tinuo module is mentioned for the Credit Assets to be calculated rope according to the return of net worth historical data of the Credit Assets
Promise ratio Sortinoratio；
Evaluation module, for based on credit policies described in the Suo Tinuo ratio estimation.
8. a kind of credit policies selection device based on Suo Tinuo ratio, comprising:
Return of net worth module, for calculating the corresponding Credit Assets of credit policies for each of multiple credit policies
Return of net worth historical data, the Credit Assets are directed to the fiduciary loan summation that multiple users provide；
Suo Tinuo module is mentioned for the Credit Assets to be calculated rope according to the return of net worth historical data of the Credit Assets
Promise ratio Sortinoratio；
Selecting module, for using the Suo Tinuo ratio as index select at least one of the multiple credit policies as
Current credit policies.
9. a kind of electronic equipment, wherein the electronic equipment includes:
Processor；And
The memory of computer executable instructions is stored, the executable instruction makes the processor execute basis when executed
Method of any of claims 1-6.
10. a kind of computer readable storage medium, wherein the computer-readable recording medium storage one or more program,
One or more of programs when being executed by a processor, realize method of any of claims 1-6.
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Application publication date: 20191018 |