CN111369331A - Cross risk prevention and control method and device - Google Patents
Cross risk prevention and control method and device Download PDFInfo
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Abstract
The invention discloses a method and a device for preventing and controlling cross risks, wherein the method comprises the following steps: acquiring financial relation information of each financial node, and establishing a cross risk map according to the financial relation information of each financial node, wherein the financial relation information of each financial node is shown in the cross risk map in the form of entering and exiting; determining important financial nodes for risk prevention and control by calculating the Pagerank value, the centrality and the entrance and exit degree of each financial node; and performing cross risk prevention and control according to the determined important financial nodes in the cross risk map. The method provided by the invention is used for mining and discovering the financial nodes with potential risks, and is beneficial to improving the prevention and control level of the cross risks.
Description
Technical Field
The invention relates to the field of finance, in particular to a method and a device for preventing and controlling cross risks.
Background
The cross risk of the bank refers to the risk generated by financial activities of the bank in the financial market through various financial instruments (including financing, bond, fund, same industry, bills and the like), and is characterized by more investment levels and complex relationship. In miscellaneous products and relationships, how to timely and comprehensively identify the cross risks and prevent and control the cross risks is very difficult. At present, for a large bank, the number of financial products and clients involved in investment is millions, and the judgment basis of cross risks which are not important for a plurality of clients or financial products is not favorable for making risk prevention and management in advance.
Disclosure of Invention
In order to solve at least one technical problem in the background art, the invention provides a cross risk prevention and control method and a cross risk prevention and control device.
In order to achieve the above object, according to one aspect of the present invention, there is provided a cross risk prevention and control method including:
acquiring financial relation information of each financial node, and establishing a cross risk map according to the financial relation information of each financial node, wherein the financial relation information of each financial node is shown in the cross risk map in the form of entering and exiting;
calculating the Pagerank value of each financial node in the cross risk graph by adopting a webpage ranking algorithm;
and determining the financial nodes focused on in the cross risk map according to the Pagerank values of the financial nodes, so as to perform cross risk prevention and control according to the financial nodes focused on.
Optionally, the method for cross risk prevention and control further includes:
determining shortest path distances among financial nodes in the cross risk graph, and calculating the centrality of each financial node according to the shortest path distances among the financial nodes;
and determining the financial nodes with the key risk propagation paths in the cross risk map according to the centrality of each financial node, so as to perform cross risk prevention and control according to the financial nodes with the key risk propagation paths and the financial nodes with the key focus.
Optionally, the method for cross risk prevention and control further includes:
determining the entrance and exit degree of each financial node according to the exit number and the entrance number of each financial node in the cross risk map;
and determining the financial nodes with high relevance in the cross risk map according to the entrance and exit degrees among the financial nodes, and performing cross risk prevention and control according to the financial nodes with high relevance, the financial nodes with important attention and the financial nodes with critical risk propagation paths.
Optionally, the method for cross risk prevention and control further includes:
acquiring the determined risk financial nodes in the cross risk map;
and determining the infection risk financial nodes corresponding to the determined risk financial nodes according to the cross risk map so as to perform cross risk prevention and control on the infection risk financial nodes.
Optionally, the method for cross risk prevention and control further includes:
acquiring determined risk financial nodes in the cross risk map and target infection node types concerned by the user;
and determining the shortest infection path corresponding to the type of the target infection node according to the cross risk map and the determined risk financial node, and performing cross risk prevention and control according to the shortest infection path.
Optionally, the calculating the Pagerank value of each financial node in the cross risk graph by using a web page ranking algorithm includes:
counting the outgoing edge number of each financial node pointing to the target computing financial node;
and calculating the Pagerank value of the target calculation financial node according to the outgoing edge number of each financial node pointing to the target calculation financial node.
In order to achieve the above object, according to another aspect of the present invention, there is provided a crossability risk prevention and control apparatus including:
the system comprises a cross risk map construction unit, a cross risk map construction unit and a cross risk map construction unit, wherein the cross risk map construction unit is used for acquiring financial relationship information of each financial node and establishing a cross risk map according to the financial relationship information of each financial node, and the financial relationship information of each financial node is shown in the cross risk map in the form of entering and exiting;
the Pagerank value calculating unit is used for calculating the Pagerank value of each financial node in the cross risk graph by adopting a webpage ranking algorithm;
and the important concerned node determining unit is used for determining the important concerned financial nodes in the cross risk map according to the Pagerank values of the financial nodes so as to perform cross risk prevention and control according to the important concerned financial nodes.
Optionally, the cross risk prevention and control device further includes:
the centrality calculating unit is used for determining the shortest path distance between the financial nodes in the cross risk map and calculating the centrality of each financial node according to the shortest path distance between the financial nodes;
and the risk propagation path key node determining unit is used for determining the financial nodes of which the risk propagation paths are critical in the cross risk map according to the centrality of each financial node so as to perform cross risk prevention and control according to the financial nodes of which the risk propagation paths are critical and the financial nodes of which the key points concern.
Optionally, the cross risk prevention and control device further includes:
the node entrance and exit degree calculation unit is used for determining the entrance and exit degree of each financial node according to the exit amount and the entrance amount of each financial node in the cross risk map;
and the high-relevance node determining unit is used for determining the high-relevance financial nodes in the cross risk map according to the entrance and exit degrees among the financial nodes so as to perform cross risk prevention and control according to the high-relevance financial nodes, the key financial nodes and the critical financial nodes of the risk propagation path.
Optionally, the cross risk prevention and control device further includes:
a determined risk node obtaining unit, configured to obtain a determined risk financial node in the cross risk graph;
and the infection risk financial node determining unit is used for determining the infection risk financial node corresponding to the determined risk financial node according to the cross risk map so as to perform cross risk prevention and control on the infection risk financial node.
Optionally, the cross risk prevention and control device further includes:
an infection target acquisition unit concerned by the user, which is used for acquiring the determined risk financial nodes in the cross risk map and the types of target infection nodes concerned by the user;
and the shortest infection path determining unit is used for determining the shortest infection path corresponding to the type of the target infection node according to the cross risk map and the determined risk financial node so as to perform cross risk prevention and control according to the shortest infection path.
Optionally, the Pagerank value calculating unit includes:
the node outgoing edge number counting module is used for counting the outgoing edge number of each financial node pointing to the target computing financial node;
and the calculation module is used for calculating the Pagerank value of the target calculation financial node according to the outgoing edge number of each financial node pointing to the target calculation financial node.
In order to achieve the above object, according to another aspect of the present invention, there is also provided a computer device, including a memory, a processor, and a computer program stored on the memory and executable on the processor, the processor implementing the steps in the cross risk prevention and control method when executing the computer program.
In order to achieve the above object, according to another aspect of the present invention, there is also provided a computer-readable storage medium storing a computer program which, when executed in a computer processor, implements the steps in the above described cross risk prevention and control method.
The invention has the beneficial effects that: according to the method, the financial nodes with potential risks are mined and discovered in a mode of establishing the cross risk map, and the prevention and control level of the cross risks is improved.
Drawings
In order to more clearly illustrate the embodiments of the present invention or the technical solutions in the prior art, the drawings used in the description of the embodiments or the prior art will be briefly introduced below, and it is obvious that the drawings in the following description are some embodiments of the present invention, and for those skilled in the art, other drawings can be obtained according to these drawings without creative efforts. In the drawings:
FIG. 1 is a flow chart of a cross-risk prevention and control method according to an embodiment of the present invention;
FIG. 2 is a flow diagram of the determination of a propagation path critical financial node according to an embodiment of the present invention;
FIG. 3 is a flow chart of an embodiment of the present invention for determining a high relevance financial node;
FIG. 4 is a flow chart of cross risk prevention and control when risk finance nodes are known according to an embodiment of the invention;
FIG. 5 is a schematic flow chart of a cross-risk prevention and control method according to an embodiment of the present invention;
FIG. 6 is a schematic cross-risk profile of an embodiment of the present invention;
FIG. 7 is a first schematic composition diagram of a cross-risk prevention and control device in accordance with an embodiment of the present invention;
FIG. 8 is a second schematic component diagram of a cross-risk prevention and control apparatus in accordance with an embodiment of the present invention;
FIG. 9 is a third schematic composition diagram of a cross-risk prevention and control device in accordance with an embodiment of the present invention;
FIG. 10 is a fourth compositional schematic of a cross-risk prevention and control device according to an embodiment of the present invention;
FIG. 11 is a fifth schematic component view of a cross-risk prevention and control device in accordance with an embodiment of the present invention;
FIG. 12 is a schematic diagram of the composition of a Pagerank value calculation unit according to an embodiment of the present invention;
FIG. 13 is a schematic diagram of a computer apparatus according to an embodiment of the present invention.
Detailed Description
In order to make the technical solutions of the present invention better understood, the technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the drawings in the embodiments of the present invention, and it is obvious that the described embodiments are only a part of the embodiments of the present invention, and not all of the embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
As will be appreciated by one skilled in the art, embodiments of the present invention may be provided as a method, system, or computer program product. Accordingly, the present invention may take the form of an entirely hardware embodiment, an entirely software embodiment or an embodiment combining software and hardware aspects. Furthermore, the present invention may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, and the like) having computer-usable program code embodied therein.
It should be noted that the terms "comprises" and "comprising," and any variations thereof, in the description and claims of the present invention and the above-described drawings, are intended to cover a non-exclusive inclusion, such that a process, method, system, article, or apparatus that comprises a list of steps or elements is not necessarily limited to those steps or elements expressly listed, but may include other steps or elements not expressly listed or inherent to such process, method, article, or apparatus.
It should be noted that the embodiments and features of the embodiments may be combined with each other without conflict. The present invention will be described in detail below with reference to the embodiments with reference to the attached drawings.
The method for preventing and controlling the cross risk comprises two parts, namely performing cross risk prevention and control under the condition that no determined risk financial node exists, and performing cross risk prevention and control under the condition that a known risk financial node exists. The description will be directed to these two sections separately.
First, a method of cross risk prevention and control in the absence of a certain risky financial node according to the present invention will be described. Fig. 1 is a flowchart of a cross risk prevention and control method according to an embodiment of the present invention, and as shown in fig. 1, the cross risk prevention and control method according to the embodiment includes steps S101 to S103.
Step S101, acquiring financial relation information of each financial node, and establishing a cross risk map according to the financial relation information of each financial node.
In the embodiment of the invention, all financial nodes involved in the cross risk scenario are determined in the step. This financial node includes: financial products and customers. Wherein the financial product includes: financial products, funds, bonds, stocks, equities, credits, notes, portfolios, trusts, non-standard investments, and the like. The customers include individual customers and legal customers. And then, acquiring financial relationship information of each financial node in the step, wherein the financial relationship information comprises: basic information and position taken information of the financial nodes, investment relation information, invested relation information, financing relation information and the like of the financial nodes and other financial nodes.
Further, the financial node data and the financial relation information data are loaded into a preset database for storage, and a cross risk map is generated. In the specific implementation process, a graph database such as janus graph and Neo4j can be used for storage, or data can be stored in a relational database such as ORACLE and MySQL and stored according to data dates, so as to support retrieval and query of data at different historical time points.
In the embodiment of the invention, the financial relationship information of each financial node is shown in the form of in-edge and out-edge in the cross risk map. The out-edge refers to a financial relationship initiated by the financial node, such as investment, financing and the like, and the in-edge refers to a financial relationship with the financial node as a receiver, such as being invested. Fig. 6 is a schematic diagram of a cross-risk graph according to an embodiment of the present invention, as shown in fig. 6, the financial node stock 1 has 500 ten thousand financing to legal customers 3 at the outgoing side, 500 ten thousand receiving trust 2 investment and 1 hundred million receiving trust 3 investment at the incoming side.
The invention stores and displays the multilayer investment relation in the form of a map, so that the cross risk is more comprehensively and visually checked.
And S102, calculating the Pagerank value of each financial node in the cross risk graph by adopting a webpage ranking algorithm.
The web page ranking algorithm, also called Pagerank algorithm, is a link analysis algorithm based on two assumptions: 1) the more the number of the edges of one financial node is, the higher the importance degree is; 2) the high quality financial node takes more weight for the financial node it points to. The Pagerank value of a financial node reflects the importance of the financial node. The higher the Pagerank value of the financial node is, the higher the concentration of the investment amount of the financial node is, and the higher the concentration risk is.
In the embodiment of the present invention, the process of calculating the pageank value of each financial node in the cross risk graph according to the web page ranking algorithm specifically includes: counting the outgoing edge number of each financial node pointing to the target computing financial node; and calculating the Pagerank value of the target calculation financial node according to the outgoing edge number of each financial node pointing to the target calculation financial node.
In other alternative embodiments of the present invention, the pageank value of each financial node in the cross risk graph may be calculated specifically by the following formula:
PR(A)＝(1-d)+d(PR(T1)/C(T1)+...+PR(Tn)/C(Tn))
pr (a) is the Pagerank value of financial node a, pr (Ti) is the Pagerank value of financial node Ti, where node Ti is one of all financial nodes pointing to a, c (Ti) is the degree of departure (i.e., the number of edges) of financial node Ti, that is, the number of edges where Ti points to other nodes, d is the damping coefficient, and d is usually 0.85. During calculation, a preset initial value is given to the Pagerank value of each financial node, the initial value can be 1, then the formula is calculated in an iteration mode, after the iteration is carried out for n times, the Pagerank value of each financial node tends to converge, and finally PR (A) during convergence is the Pagerank value of the financial node A. The invention can artificially set the value of n of the iteration times. The invention can also set a preset value, if the error between PR (A) of the last iteration result and PR (A) of the current iteration result is less than the preset value, the iteration is stopped, and PR (A) of the current iteration result is used as the Pagerank value of the financial node A.
And step S103, determining the financial nodes which are focused in the cross risk map according to the Pagerank values of the financial nodes.
In the embodiment of the invention, in this step, the financial node with the highest Pagerank value may be used as the financial node focused on in the cross risk map, and all the financial nodes with Pagerank values larger than a preset value may also be used as the financial nodes focused on in the cross risk map. Furthermore, the invention can carry out cross risk prevention and control according to the key concerned financial node. Specifically, the cross risk prevention and control according to the financial nodes concerned mainly can be implemented by mining the association relationship of the financial nodes concerned mainly, searching all financial nodes associated with the financial nodes concerned mainly in the cross risk map, and also can be implemented by searching the shortest infection path from the cross risk map according to the type of the target infection node concerned by the user, so as to take corresponding risk prevention and control measures on all financial nodes on the shortest infection path.
Besides the financial nodes with important attention, the key nodes of the propagation paths in the cross risk map play a key role in risk prevention and control. Fig. 2 is a flowchart of determining a propagation path critical financial node according to an embodiment of the present invention, and as shown in fig. 2, the flow of determining a propagation path critical financial node according to an embodiment of the present invention includes step S201 and step S202.
Step S201, determining shortest path distances among financial nodes in the cross risk graph, and calculating the centrality of each financial node according to the shortest path distances among the financial nodes.
The centrality is an index used for calculating the effectiveness of the information transmitted by a certain financial node, the centrality measures the distance between one financial node and all other financial nodes, the higher the centrality, the shorter the distance between the financial node and other financial nodes is, the easier the centrality is to transmit during risk transmission, the node with the high centrality is found, and the centrality is more meaningful for blocking risk transmission. The formula for calculating the centrality is as follows:
where u is a financial node, C (u) is the centrality of financial node u, n is the total number of financial nodes in the cross-risk graph, and d (u, v) is the shortest path distance between another financial node v and financial node u.
Step S202, determining the financial nodes with critical risk propagation paths in the cross risk graph according to the centrality of each financial node.
In an optional embodiment of the present invention, in this step, the financial node with the largest centrality may be used as the financial node that is critical to the risk propagation path in the cross risk map, or all the financial nodes with centrality greater than a preset value may be used as the financial nodes that are critical to the risk propagation path in the cross risk map. Furthermore, the invention can carry out cross risk prevention and control according to the financial nodes of which the risk propagation path is critical and the financial nodes which are concerned mainly.
In addition to the financial nodes with important attention and the financial nodes with critical risk propagation paths, the financial nodes with high relevance in the cross risk map are also the important attention objects for risk prevention and control. Fig. 3 is a flowchart of determining a financial node with high relevance according to an embodiment of the present invention, and as shown in fig. 3, the flowchart of determining a financial node with high relevance according to an embodiment of the present invention includes step S301 and step S302.
Step S301, determining the entrance and exit degree of each financial node according to the exit amount and the entrance amount of each financial node in the cross risk map.
In the embodiment of the invention, the step is to count the number of outgoing edges (namely, outgoing degree) and the number of incoming edges (namely, incoming degree) of each financial node, wherein the incoming degree is the sum of the outgoing degree and the incoming degree. The financial nodes with high access degree have more association relations, represent complex investment relations in the cross risk field, and are worthy of higher attention.
Step S302, determining the financial nodes with high relevance in the cross risk map according to the entrance and exit degrees among the financial nodes.
In an optional embodiment of the present invention, in this step, the financial node with the largest access degree may be used as the financial node with high relevance in the cross risk graph, or all the financial nodes with access degrees greater than a preset value may be used as the financial nodes with high relevance in the cross risk graph. Furthermore, the invention can comprehensively carry out cross risk prevention and control according to the financial nodes with high relevance, the financial nodes with the critical risk propagation path and the financial nodes with important attention.
In an alternative embodiment of the present invention, in the cross risk graph shown in fig. 6, it can be found that the pageank value of the financial node stock 3 is higher through pageank calculation, and the financial node stock is listed as a financial node with a high focus. The trust 2 node has high centrality and is a key node of a risk propagation path. The higher out-degree of the investment portfolio 1 node represents that the investment is more dispersed, while the higher in-degree of the stock 1 node and the trust 2 node represents that the node is an investment hotspot and is worth improving attention.
In the embodiment of the invention, after discovering the financial nodes needing attention, such as the financial nodes with high relevance, the financial nodes with critical risk propagation paths, the financial nodes with important attention and the like, the association relationship mining and risk infection path searching can be further carried out on the financial nodes, all the financial nodes needing attention in the cross risk map are determined, and then the user can take corresponding risk prevention and control measures aiming at the nodes.
The method of cross risk prevention and control in the presence of known risky financial nodes of the present invention is described below. Fig. 4 is a flowchart of performing cross risk prevention and control when a risk financial node is known according to an embodiment of the present invention, and as shown in fig. 4, the flowchart of performing cross risk prevention and control when a risk financial node is known according to an embodiment of the present invention includes steps S401 to S403.
Step S401, acquiring the determined risk financial nodes in the cross risk map.
In the embodiment of the invention, whether the determined risk financial node exists in the cross risk map can be judged according to the business scene, the formation reason of the risk financial node can be an external risk event, for example, a bond breaks away, or the price of a stock is greatly reduced, and the bond or the stock is the risk financial node.
Step S402, determining infection risk financial nodes corresponding to the determined risk financial nodes according to the cross risk map so as to perform cross risk prevention and control on the infection risk financial nodes.
In the embodiment of the present invention, if the determined risk financial node exists in the cross risk graph, the association relationship of the risk financial node needs to be further mined. For example, if the stock 1 node in fig. 6 is risky, it can be found through relationship mining that its stock issuing company, legal clients 3, invested trusts 2, and trusts 3 are all risky, and it is necessary to list them as infection risk financial nodes for focus attention and investigation.
Step S403, obtaining a target infection node type concerned by the user in the cross risk map, and determining a shortest infection path corresponding to the target infection node type according to the cross risk map and the determined risk financial node, so as to perform cross risk prevention and control according to the shortest infection path.
The invention can also realize the query of the shortest infection path according to the type of the target infection node concerned by the user. For example, in fig. 6, if a stock 1 node is risky, and a user wants to know which financing products are infected most quickly, the financing product 3 on the shortest infection path can be found through the cross risk map, and other nodes on the shortest infection path can be seen, and the investment portfolio 3 and the trust 3 are risk financial nodes that need to be concerned. And then the user can analyze and investigate the financial nodes on the shortest infection path, and can further mine the association relationship of the financial nodes and perform cross risk prevention and control.
Fig. 5 is a flowchart illustrating a cross risk prevention and control method according to an embodiment of the present invention, and as shown in fig. 5, the cross risk prevention and control method according to the embodiment includes steps S501 to S510.
Step S501, acquiring business data related to cross risk, including basic information of customers and products, position information, investment information and the like, and processing the data
Step S502, a cross risk map is established according to the business model, for example, as shown in fig. 6. It can be seen that there are financial products, portfolios, bonds, funds, stocks, trusts, non-standard investments, corporate client nodes, and investment and financing relationships among them. Wherein, the relationship of multi-layer investment exists from the financing products to the bottom investment products such as bonds, funds, stocks and the like.
And S503, carrying out graph calculation according to the graph, including calculation of Pagerank, centrality and access, and sequencing calculation results to finally obtain the financial nodes with high relevance, the financial nodes with critical risk propagation path and the financial nodes with important attention in the cross risk graph.
Step S504, determining whether there is a risk financial node according to the business scenario, where the cause of the risk financial node may be an external risk event, such as a bond breaking default or a stock price greatly decreasing, and the bond or the stock is a risk node. Different application methods are corresponded to according to the situation.
Step S505, if a risk node is known, further mining the association relationship of the risk node.
Step S506, further, the shortest infection route is queried according to the target of interest of the user. For example, in fig. 4, the stock 1 node is risky, and the user wants to know which financing products are infected most quickly, so that the financing product 3 can be obtained on the shortest infection path, and other nodes on the shortest infection path can be seen, and the investment portfolio 3 and the trust portfolio 3 are risky financial nodes which need to be concerned.
Step S507, according to the result obtained in step S506, the user can analyze and investigate the financial node on the shortest infection path, further mine the association relationship, and also take corresponding prevention and control measures.
Step S508, if no risk event occurs and the user has no known risk node temporarily, the nodes of major concern, that is, the financial nodes with high relevance, the financial nodes with critical risk propagation path, and the financial nodes of major concern in the cross risk map may be searched according to the graph calculation result.
After finding out the key risk node, step S509 may further perform association relation mining and risk infection path searching, and implement method synchronization steps S505 and S506.
In step S510, after all risk nodes needing attention are found, the user may take corresponding risk prevention and control measures.
As can be seen from the above embodiments, the cross risk prevention and control method of the present invention at least achieves the following beneficial effects:
1. the multi-layer investment relations related to business scenes such as financing, bond, fund, peer, bill and the like can be stored and displayed in the form of a map, so that the cross risk is more comprehensively and visually checked;
2. the method for searching and discovering the risk infection path is provided, and the shortest path of risk infection can be discovered when a single product/customer has risk;
3. important financial nodes for risk prevention and control are determined by calculating the Pagerank value, the centrality and the entrance and exit degree of each financial node, and then the cross risk prevention and control are performed according to the determined important financial nodes in the cross risk map, so that the risk prevention and control level is improved.
It should be noted that the steps illustrated in the flowcharts of the figures may be performed in a computer system such as a set of computer-executable instructions and that, although a logical order is illustrated in the flowcharts, in some cases, the steps illustrated or described may be performed in an order different than presented herein.
Based on the same inventive concept, the embodiment of the present invention further provides a cross risk prevention and control device, which can be used to implement the cross risk prevention and control method described in the above embodiment, as described in the following embodiments. Because the principle of the cross risk prevention and control device for solving the problem is similar to that of the cross risk prevention and control method, the embodiments of the cross risk prevention and control device can be referred to the embodiments of the cross risk prevention and control method, and repeated parts are not described again. As used hereinafter, the term "unit" or "module" may be a combination of software and/or hardware that implements a predetermined function. Although the means described in the embodiments below are preferably implemented in software, an implementation in hardware, or a combination of software and hardware is also possible and contemplated.
Fig. 7 is a first structural block diagram of a cross risk prevention and control device according to an embodiment of the present invention, and as shown in fig. 7, the cross risk prevention and control device according to the embodiment of the present invention includes: the system comprises a cross risk map construction unit 1, a Pagerank value calculation unit 2 and a focus attention node determination unit 3.
The cross risk map building unit 1 is configured to obtain financial relationship information of each financial node, and build a cross risk map according to the financial relationship information of each financial node, where the financial relationship information of each financial node is shown in the cross risk map in the form of an entry and an exit.
And the Pagerank value calculating unit 2 is used for calculating the Pagerank value of each financial node in the cross risk graph by adopting a webpage ranking algorithm.
And the important attention node determining unit 3 is used for determining the important attention financial nodes in the cross risk map according to the Pagerank values of the financial nodes. Furthermore, the invention can carry out cross risk prevention and control according to the key concerned financial nodes.
Fig. 8 is a second schematic composition diagram of a cross risk prevention and control device according to an embodiment of the present invention, and as shown in fig. 8, the cross risk prevention and control device according to the embodiment of the present invention further includes: a centrality calculation unit 4 and a risk propagation path key node determination unit 5.
And the centrality calculating unit 4 is used for determining the shortest path distance between the financial nodes in the cross risk graph and calculating the centrality of each financial node according to the shortest path distance between the financial nodes.
And the risk propagation path key node determining unit 5 is used for determining the financial nodes of which the risk propagation paths are critical in the cross risk map according to the centrality of each financial node. Furthermore, the method can perform cross risk prevention and control according to the financial nodes of which the risk propagation paths are critical and the financial nodes of which the key points concern.
Fig. 9 is a third schematic composition diagram of a cross risk prevention and control device according to an embodiment of the present invention, and as shown in fig. 9, the cross risk prevention and control device according to the embodiment of the present invention further includes: a node entry and exit degree calculation unit 6 and a high relevance node determination unit 7.
And the node access degree calculation unit 6 is used for determining the access degree of each financial node according to the access amount and the access amount of each financial node in the cross risk map.
And the high-relevance node determining unit 7 is used for determining the financial nodes with high relevance in the cross risk map according to the entrance and exit degrees among the financial nodes. Furthermore, the method can perform cross risk prevention and control according to the financial nodes with high relevance, the financial nodes with important concern and the financial nodes with critical risk propagation paths.
Fig. 10 is a fourth schematic diagram of a cross risk prevention and control device according to an embodiment of the present invention, and as shown in fig. 10, the cross risk prevention and control device according to the embodiment of the present invention further includes: a determined risk node acquisition unit 8 and an infection risk financial node determination unit 9.
And the determined risk node acquisition unit 8 is used for acquiring the determined risk financial nodes in the cross risk graph.
And the infection risk financial node determining unit 9 is configured to determine an infection risk financial node corresponding to the determined risk financial node according to the cross risk map. Furthermore, the invention can carry out cross risk prevention and control on the infection risk financial nodes.
Fig. 11 is a fifth schematic composition diagram of a cross risk prevention and control device according to an embodiment of the present invention, and as shown in fig. 11, the cross risk prevention and control device according to the embodiment of the present invention further includes: an infection target acquisition unit 10 and a shortest infection route determination unit 11, which the user pays attention to.
And the infection target acquisition unit 10 concerned by the user is used for acquiring the determined risk financial nodes in the cross risk map and the target infection node types concerned by the user.
And a shortest infection path determining unit 11, configured to determine, according to the cross risk graph and the determined risk financial node, a shortest infection path corresponding to the target infection node type, so as to perform cross risk prevention and control according to the shortest infection path.
Fig. 12 is a schematic composition diagram of a pageank value calculating unit according to an embodiment of the present invention, and as shown in fig. 12, the pageank value calculating unit 2 specifically includes: a node outgoing edge number counting module 201 and a calculating module 202.
The node outgoing edge number counting module 201 is configured to count outgoing edge numbers of financial nodes pointing to the target computing financial node.
And the calculating module 202 is used for calculating the Pagerank value of the target computing financial node according to the outgoing edge number of each financial node pointing to the target computing financial node.
To achieve the above object, according to another aspect of the present application, there is also provided a computer apparatus. As shown in fig. 13, the computer device comprises a memory, a processor, a communication interface and a communication bus, wherein a computer program that can be run on the processor is stored in the memory, and the steps of the method of the embodiment are realized when the processor executes the computer program.
The processor may be a Central Processing Unit (CPU). The Processor may also be other general purpose processors, Digital Signal Processors (DSPs), Application Specific Integrated Circuits (ASICs), Field Programmable Gate Arrays (FPGAs) or other Programmable logic devices, discrete Gate or transistor logic devices, discrete hardware components, or a combination thereof.
The memory, which is a non-transitory computer readable storage medium, may be used to store non-transitory software programs, non-transitory computer executable programs, and units, such as the corresponding program units in the above-described method embodiments of the present invention. The processor executes various functional applications of the processor and the processing of the work data by executing the non-transitory software programs, instructions and modules stored in the memory, that is, the method in the above method embodiment is realized.
The memory may include a storage program area and a storage data area, wherein the storage program area may store an operating system, an application program required for at least one function; the storage data area may store data created by the processor, and the like. Further, the memory may include high speed random access memory, and may also include non-transitory memory, such as at least one disk storage device, flash memory device, or other non-transitory solid state storage device. In some embodiments, the memory optionally includes memory located remotely from the processor, and such remote memory may be coupled to the processor via a network. Examples of such networks include, but are not limited to, the internet, intranets, local area networks, mobile communication networks, and combinations thereof.
The one or more units are stored in the memory and when executed by the processor perform the method of the above embodiments.
The specific details of the computer device may be understood by referring to the corresponding related descriptions and effects in the above embodiments, and are not described herein again.
In order to achieve the above object, according to another aspect of the present application, there is also provided a computer-readable storage medium storing a computer program which, when executed in a computer processor, implements the steps in the above described cross risk prevention and control method. It will be understood by those skilled in the art that all or part of the processes of the methods of the embodiments described above can be implemented by a computer program, which can be stored in a computer-readable storage medium, and when executed, can include the processes of the embodiments of the methods described above. The storage medium may be a magnetic Disk, an optical Disk, a Read-Only Memory (ROM), a Random Access Memory (RAM), a Flash Memory (Flash Memory), a Hard Disk (Hard Disk Drive, abbreviated as HDD) or a Solid State Drive (SSD), etc.; the storage medium may also comprise a combination of memories of the kind described above.
It will be apparent to those skilled in the art that the modules or steps of the present invention described above may be implemented by a general purpose computing device, they may be centralized on a single computing device or distributed across a network of multiple computing devices, and they may alternatively be implemented by program code executable by a computing device, such that they may be stored in a storage device and executed by a computing device, or fabricated separately as individual integrated circuit modules, or fabricated as a single integrated circuit module from multiple modules or steps. Thus, the present invention is not limited to any specific combination of hardware and software.
The above description is only a preferred embodiment of the present invention and is not intended to limit the present invention, and various modifications and changes may be made by those skilled in the art. Any modification, equivalent replacement, or improvement made within the spirit and principle of the present invention should be included in the protection scope of the present invention.
Claims (14)
1. A method for cross risk prevention and control, comprising:
acquiring financial relation information of each financial node, and establishing a cross risk map according to the financial relation information of each financial node, wherein the financial relation information of each financial node is shown in the cross risk map in the form of entering and exiting;
calculating the Pagerank value of each financial node in the cross risk graph by adopting a webpage ranking algorithm;
and determining the financial nodes focused on in the cross risk map according to the Pagerank values of the financial nodes, so as to perform cross risk prevention and control according to the financial nodes focused on.
2. The cross-risk prevention and control method of claim 1, further comprising:
determining shortest path distances among financial nodes in the cross risk graph, and calculating the centrality of each financial node according to the shortest path distances among the financial nodes;
and determining the financial nodes with the key risk propagation paths in the cross risk map according to the centrality of each financial node, so as to perform cross risk prevention and control according to the financial nodes with the key risk propagation paths and the financial nodes with the key focus.
3. The cross-risk prevention and control method of claim 2, further comprising:
determining the entrance and exit degree of each financial node according to the exit number and the entrance number of each financial node in the cross risk map;
and determining the financial nodes with high relevance in the cross risk map according to the entrance and exit degrees among the financial nodes, and performing cross risk prevention and control according to the financial nodes with high relevance, the financial nodes with important attention and the financial nodes with critical risk propagation paths.
4. The cross-risk prevention and control method of claim 1, further comprising:
acquiring the determined risk financial nodes in the cross risk map;
and determining the infection risk financial nodes corresponding to the determined risk financial nodes according to the cross risk map so as to perform cross risk prevention and control on the infection risk financial nodes.
5. The cross-risk prevention and control method of claim 1, further comprising:
acquiring determined risk financial nodes in the cross risk map and target infection node types concerned by the user;
and determining the shortest infection path corresponding to the type of the target infection node according to the cross risk map and the determined risk financial node, and performing cross risk prevention and control according to the shortest infection path.
6. The method according to claim 1, wherein the calculating the Pagerank value of each financial node in the cross risk graph by using a web page ranking algorithm comprises:
counting the outgoing edge number of each financial node pointing to the target computing financial node;
and calculating the Pagerank value of the target calculation financial node according to the outgoing edge number of each financial node pointing to the target calculation financial node.
7. A cross-risk prevention and control device, comprising:
the system comprises a cross risk map construction unit, a cross risk map construction unit and a cross risk map construction unit, wherein the cross risk map construction unit is used for acquiring financial relationship information of each financial node and establishing a cross risk map according to the financial relationship information of each financial node, and the financial relationship information of each financial node is shown in the cross risk map in the form of entering and exiting;
the Pagerank value calculating unit is used for calculating the Pagerank value of each financial node in the cross risk graph by adopting a webpage ranking algorithm;
and the important concerned node determining unit is used for determining the important concerned financial nodes in the cross risk map according to the Pagerank values of the financial nodes so as to perform cross risk prevention and control according to the important concerned financial nodes.
8. The cross-risk prevention and control device of claim 7, further comprising:
the centrality calculating unit is used for determining the shortest path distance between the financial nodes in the cross risk map and calculating the centrality of each financial node according to the shortest path distance between the financial nodes;
and the risk propagation path key node determining unit is used for determining the financial nodes of which the risk propagation paths are critical in the cross risk map according to the centrality of each financial node so as to perform cross risk prevention and control according to the financial nodes of which the risk propagation paths are critical and the financial nodes of which the key points concern.
9. The cross-risk prevention and control device of claim 8, further comprising:
the node entrance and exit degree calculation unit is used for determining the entrance and exit degree of each financial node according to the exit amount and the entrance amount of each financial node in the cross risk map;
and the high-relevance node determining unit is used for determining the high-relevance financial nodes in the cross risk map according to the entrance and exit degrees among the financial nodes so as to perform cross risk prevention and control according to the high-relevance financial nodes, the key financial nodes and the critical financial nodes of the risk propagation path.
10. The cross-risk prevention and control device of claim 7, further comprising:
a determined risk node obtaining unit, configured to obtain a determined risk financial node in the cross risk graph;
and the infection risk financial node determining unit is used for determining the infection risk financial node corresponding to the determined risk financial node according to the cross risk map so as to perform cross risk prevention and control on the infection risk financial node.
11. The cross-risk prevention and control device of claim 7, further comprising:
an infection target acquisition unit concerned by the user, which is used for acquiring the determined risk financial nodes in the cross risk map and the types of target infection nodes concerned by the user;
and the shortest infection path determining unit is used for determining the shortest infection path corresponding to the type of the target infection node according to the cross risk map and the determined risk financial node so as to perform cross risk prevention and control according to the shortest infection path.
12. The cross risk prevention and control device according to claim 7, wherein the Pagerank value calculation unit comprises:
the node outgoing edge number counting module is used for counting the outgoing edge number of each financial node pointing to the target computing financial node;
and the calculation module is used for calculating the Pagerank value of the target calculation financial node according to the outgoing edge number of each financial node pointing to the target calculation financial node.
13. A computer device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, characterized in that the processor implements the method of any of claims 1 to 6 when executing the computer program.
14. A computer-readable storage medium, in which a computer program is stored which, when executed in a computer processor, implements the method of any one of claims 1 to 6.
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