CN111882423A - Deposit interest rate information pushing method and device - Google Patents

Deposit interest rate information pushing method and device Download PDF

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CN111882423A
CN111882423A CN202010696499.XA CN202010696499A CN111882423A CN 111882423 A CN111882423 A CN 111882423A CN 202010696499 A CN202010696499 A CN 202010696499A CN 111882423 A CN111882423 A CN 111882423A
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interest rate
deposit
financial institution
balance
time period
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马潇俊
翁迎旭
杨依宁
吴琼
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Industrial and Commercial Bank of China Ltd ICBC
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Abstract

The embodiment of the application provides a deposit interest rate information pushing method and device, and the method comprises the following steps: determining a deposit loss rate according to the actual deposit balance and the predicted deposit balance of the target financial institution in a preset time period, and acquiring the predicted deposit balance by applying a preset ARIMA model for predicting the deposit balance; respectively determining interest rate sensitivity values of each term product and each client group in the target institution based on the deposit loss rate, and respectively adjusting the interest rate of partial term products and the selectable interest rate range of partial client groups; and outputting interest rate updating information of the deadline products for publishing, and pushing the deadline product interest rate information which accords with the corresponding selectable interest rate range to the client group. According to the method and the device, the accuracy and the efficiency for acquiring the deposit loss rate can be effectively improved, the reliability and the efficiency of the deposit interest rate change information determined by applying the deposit loss rate can be improved, and the accuracy, the reliability and the efficiency for pushing the deposit interest rate information can be effectively improved.

Description

Deposit interest rate information pushing method and device
Technical Field
The application relates to the technical field of data processing, in particular to a deposit interest rate information pushing method and device.
Background
In a financial institution, when the deposit interest rate changes, timely pushing is needed, for example, a notice of the change of the deposit interest rate is given at a business outlet or a notification message is sent to a mobile terminal held by a user, so that a client or a potential client of the financial institution can visually acquire change information of the deposit interest rate, and thus the client of the financial institution can determine whether to deposit in a bank according to the change information of the deposit interest rate, and not only can the client of the bank know the change of the deposit interest rate conveniently, but also can help the bank to perform deposit balance risk control to a certain extent.
The existing deposit interest rate information pushing mode generally needs to manually determine interest rate updating information of a deposit-related deadline product according to market interest rate change and experience and then pushes the deposit interest rate updating information, however, due to the self characteristics of deposit behaviors of bank clients, deposit loss rate cannot be efficiently and accurately obtained, so that the interest rate updating mode manually determined has the problems of low reliability and market adaptability of an interest rate updating scheme and needing to be adjusted again in a short period, and therefore the problems of low accuracy, poor reliability and low efficiency of the deposit interest rate information pushed to the bank clients are caused.
Disclosure of Invention
Aiming at the problems in the prior art, the deposit interest rate information pushing method and device can effectively improve the accuracy and efficiency of obtaining the deposit loss rate, improve the reliability and efficiency of the deposit interest rate change information determined by applying the deposit loss rate, and further effectively improve the accuracy, reliability and efficiency of pushing the deposit interest rate information.
In order to solve the technical problem, the application provides the following technical scheme:
in a first aspect, the present application provides a deposit interest rate information pushing method, including:
determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by using a preset ARIMA model for predicting the deposit balance;
respectively determining interest rate sensitivity values of the term products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the term products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values are larger than a sensitivity threshold;
and outputting interest rate updating information of the deadline products after the interest rate adjustment for publishing, and pushing the interest rate information of the deadline products according with the corresponding selectable interest rate range to the client group after the selectable interest rate range adjustment.
Further, the determining the deposit loss rate of the target financial institution in the preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period includes:
obtaining the predicted deposit balance of the target financial institution in a preset time period based on ARIMA model fitting for predicting the deposit balance;
acquiring the actual deposit balance of the target financial institution within a preset time period;
and determining the deposit loss rate of the target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance.
Further, before determining the deposit loss rate of the target financial institution within the preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution within the preset time period, the method further includes:
acquiring a time sequence of deposit date and time point balances of the target financial institution in a preset historical time period;
carrying out differential processing on the time sequence to obtain a corresponding stable sequence;
constructing an ARIMA model aiming at the stable sequence according to a preset ARIMA model construction mode;
the ARIMA model is ordered based on the characteristic information of the deposit date and time point balance of the target financial institution in a preset historical time period, wherein the characteristic information comprises: trending feature information, seasonal feature information, and stochastic feature information.
Further, after the scaling the ARIMA model, the method further includes:
performing an independence test on statistics of the ARIMA model, and storing the ARIMA model passing the independence test for predicting deposit balance, wherein the independence test comprises: white noise test and ARCH effect test of residual terms.
Further, the adjusting the interest rate of the term product with the interest rate sensitivity value larger than the sensitivity threshold value and the selectable interest rate range of the customer group respectively comprises:
respectively determining a term product interest rate adjusting scheme and a client selectable interest rate range adjusting scheme of the target financial institution according to the current market interest rate;
adjusting interest rates of the time limit products with interest rate sensitivity values larger than a sensitivity threshold value by applying the time limit product interest rate adjustment scheme;
and applying the client selectable interest rate range adjustment scheme to adjust the selectable interest rate ranges of the client group with interest rate sensitivity values larger than the sensitivity threshold.
In a second aspect, the present application provides a deposit interest rate information pushing device, including:
the deposit loss rate determining module is used for determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by applying a preset ARIMA model for predicting the deposit balance;
the interest rate adjusting module is used for respectively determining interest rate sensitivity values of the time limit products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the time limit products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values of the time limit products are larger than a sensitivity threshold;
and the interest rate information pushing module is used for outputting the interest rate updating information of the deadline product after the adjustment of the interest rate so as to publish the interest rate updating information, and pushing the interest rate information of the deadline product according with the corresponding selectable interest rate range to the client group after the adjustment of the selectable interest rate range.
Further, the deposit loss rate determination module comprises:
the predicted deposit balance obtaining unit is used for obtaining the predicted deposit balance of the target financial institution in a preset time period based on ARIMA model fitting for predicting the deposit balance;
an actual deposit balance obtaining unit, configured to obtain an actual deposit balance of the target financial institution within a preset time period;
and the deposit loss rate determining unit is used for determining the deposit loss rate of the target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance.
Further, still include:
the time sequence acquisition module is used for acquiring a time sequence of deposit time point balances of the target financial institution in a preset historical time period;
the stable sequence acquisition module is used for carrying out differential processing on the time sequence to obtain a corresponding stable sequence;
the ARIMA model building module is used for building an ARIMA model aiming at the stable sequence according to a preset ARIMA model building mode;
the ARIMA model order fixing module is used for fixing the ARIMA model based on the pre-acquired characteristic information of the deposit date and time point balance of the target financial institution in the preset historical time period, wherein the characteristic information comprises: trending feature information, seasonal feature information, and stochastic feature information.
Further, still include:
an ARIMA model test module for performing an independence test on statistics of the ARIMA model and storing the ARIMA model passing the independence test for predicting a deposit balance, wherein the independence test comprises: white noise test and ARCH effect test of residual terms.
Further, the interest rate adjustment module comprises:
an interest rate adjustment scheme determination unit, configured to determine, according to a current market interest rate, a term product interest rate adjustment scheme and a client-selectable interest rate range adjustment scheme of the target financial institution, respectively;
the product interest rate adjusting unit is used for adjusting the interest rate of the time limit product with the interest rate sensitivity value larger than the sensitivity threshold value by applying the time limit product interest rate adjusting scheme;
and the client selectable interest rate range adjusting unit is used for applying the client selectable interest rate range adjusting scheme to adjust the selectable interest rate range of the client group with the interest rate sensitivity value larger than the sensitivity threshold.
In a third aspect, the present application provides an electronic device, including a memory, a processor, and a computer program stored on the memory and executable on the processor, where the processor implements the deposit interest rate information pushing method when executing the program.
In a fourth aspect, the present application provides a computer-readable storage medium having stored thereon a computer program which, when executed by a processor, implements the deposit interest rate information pushing method.
According to the technical scheme, the deposit interest rate information pushing method and device provided by the application comprise the following steps: determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by using a preset ARIMA model for predicting the deposit balance; respectively determining interest rate sensitivity values of the term products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the term products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values are larger than a sensitivity threshold; outputting interest rate updating information of the deadline products after the interest rate adjustment for publishing, pushing the interest rate information of the deadline products which accords with the corresponding selectable interest rate range to a client group after the interest rate range adjustment, obtaining a predicted deposit balance in advance by applying a preset ARIMA model for predicting the deposit balance, and determining the deposit loss rate of the target financial institution in a preset time period based on the predicted deposit balance and the actual deposit balance, so that the obtaining accuracy and the automation degree of the deposit loss rate can be effectively improved, and the efficiency of the deposit loss rate can be effectively improved; and respectively determining interest rate sensitivity values of the term products and the client groups in the target mechanism based on the deposit loss rate, and selecting the interest rate of the term products and the selectable interest rate range of the client group for adjustment based on the interest rate sensitivity values, so that the accuracy and efficiency of adjusting the interest rate of the term products and the selectable interest rate range of the client group can be effectively improved, and the accuracy, reliability and efficiency of pushing deposit interest rate information can be effectively improved.
Drawings
In order to more clearly illustrate the embodiments of the present application or the technical solutions in the prior art, the drawings needed to be 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 application, and it is obvious for those skilled in the art to obtain other drawings based on these drawings without creative efforts.
Fig. 1 is a schematic flow chart of a deposit interest rate information pushing method in an embodiment of the present application.
Fig. 2 is a schematic specific flowchart of step 100 in the deposit interest rate information pushing method in the embodiment of the present application.
Fig. 3 is a flowchart illustrating a deposit interest rate information pushing method including steps 010 to 040 in the embodiment of the present application.
Fig. 4 is a schematic flow chart of the deposit interest rate information pushing method including step 050 in the embodiment of the present application.
Fig. 5 is a schematic specific flowchart of step 200 in the deposit interest rate information pushing method in the embodiment of the present application.
Fig. 6 is a logic diagram of a deposit interest rate information pushing method in an application example of the application.
Fig. 7 is a first configuration diagram of a deposit interest rate information pushing device in the embodiment of the present application.
Fig. 8 is a schematic structural diagram of a deposit erosion rate determining module in the deposit interest rate information pushing device in the embodiment of the present application.
Fig. 9 is a second configuration diagram of the deposit interest rate information pushing device in the embodiment of the present application.
Fig. 10 is a third configuration diagram of the deposit interest rate information pushing device in the embodiment of the present application.
Fig. 11 is a schematic structural diagram of an interest rate adjustment module in the deposit interest rate information pushing device in the embodiment of the present application.
Fig. 12 is a schematic structural diagram of an electronic device in an embodiment of the present application.
Detailed Description
In order to make the objects, technical solutions and advantages of the embodiments of the present application clearer, the technical solutions in the embodiments of the present application will be clearly and completely described below with reference to the drawings in the embodiments of the present application, and it is obvious that the described embodiments are some embodiments of the present application, but not all 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 application.
Considering that the deposit loss rate cannot be efficiently and accurately acquired, the application starts from the perspective of how to efficiently and accurately acquire the deposit loss rate, and the liability rate sensitivity numerical analysis is a very important means in the banking risk control. In the interest rate sensitivity numerical analysis, the accurate and rapid prediction of the deposit loss rate is a very important link in the whole process. Due to the intrinsic characteristics of deposit data, it is difficult to predict deposit loss rates quickly and accurately. If a manual acquisition mode is adopted, on one hand, the method is inaccurate, on the other hand, the method cannot quickly predict deposit data of different latitudes, so that potential risks are brought to bank risk control, and meanwhile, the problems of low accuracy, poor reliability and low efficiency of deposit interest rate information pushed to bank clients are caused; respectively determining interest rate sensitivity values of the term products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the term products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values are larger than a sensitivity threshold; outputting interest rate updating information of the deadline products after the interest rate adjustment for publishing, pushing the interest rate information of the deadline products which accords with the corresponding selectable interest rate range to a client group after the interest rate range adjustment, obtaining a predicted deposit balance in advance by applying a preset ARIMA model for predicting the deposit balance, and determining the deposit loss rate of the target financial institution in a preset time period based on the predicted deposit balance and the actual deposit balance, so that the obtaining accuracy and the automation degree of the deposit loss rate can be effectively improved, and the efficiency of the deposit loss rate can be effectively improved; and respectively determining interest rate sensitivity values of the term products and the client groups in the target mechanism based on the deposit loss rate, and selecting the interest rate of the term products and the selectable interest rate range of the client group for adjustment based on the interest rate sensitivity values, so that the accuracy and efficiency of adjusting the interest rate of the term products and the selectable interest rate range of the client group can be effectively improved, and the accuracy, reliability and efficiency of pushing deposit interest rate information can be effectively improved.
In order to solve the problems of low accuracy, poor reliability and low efficiency of the deposit interest rate information pushed to the bank client, the application provides an embodiment of a deposit interest rate information pushing method, and referring to fig. 1, the deposit interest rate information pushing method specifically includes the following contents:
step 100: determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by using a preset ARIMA model for predicting the deposit balance.
It is understood that a differential integrated Moving Average autoregressive (differential integrated Moving Average) ARIMA model (also called integrated Moving Average autoregressive model) is one of the time series prediction analysis methods. In ARIMA (p, d, q), AR is "autoregressive" and p is the number of autoregressive terms; MA is "moving average", q is the number of terms of the moving average, and d is the number of differences (order) made to make it a stationary sequence.
In step 100, the preset time period may be set according to the actual application situation, for example, a time period in units of days, months or years.
Step 200: and respectively determining interest rate sensitivity values of the term products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the term products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values are larger than a sensitivity threshold.
It is understood that the interest rate sensitivity values refer to the amount of interest income of the bank assets and interest expenditure of liabilities affected by the change in market interest rate, and the speed at which they adjust to the change in market interest rate. Assets and liabilities that float in interest rate, whose interest rate changes with market interest rate, are then interest rate sensitive value assets and liabilities; conversely, assets and liabilities with fixed interest rates are not rate sensitivity values.
In step 200, a preset interest rate sensitivity value calculation formula can be applied locally, and interest rate sensitivity values of the term products and the client groups in the target institution are respectively determined based on the deposit loss rate; the deposit loss rate may also be output to a client device and the interest rate sensitivity values for each term product and each customer base in the target institution sent by the client device may be accepted.
Step 300: and outputting interest rate updating information of the deadline products after the interest rate adjustment for publishing, and pushing the interest rate information of the deadline products according with the corresponding selectable interest rate range to the client group after the selectable interest rate range adjustment.
In step 300, the interest rate update information of the deadline product after the interest rate adjustment may be sent to a display device such as a bank business office for display, or the interest rate update information of the deadline product after the interest rate adjustment may be directly sent to a mobile terminal device of a purchased customer and/or a potential customer corresponding to the deadline product, so that the customer can timely obtain accurate and reliable interest rate update information of the deadline product after the interest rate adjustment from the display device and/or the mobile terminal device; and the mobile terminal equipment of each bank client in the client group after the adjustment of the selectable interest rate range can respectively send the term product interest rate information which accords with the corresponding selectable interest rate range, so that the user experience of the bank client can be effectively improved, the purchase rate of the deposit term product of the bank can be increased to a certain extent, and the bank operation risk can be effectively reduced.
As can be seen from the above description, in the deposit interest rate information pushing method provided in the embodiment of the present application, the predicted deposit balance is obtained in advance by applying the preset ARIMA model for predicting the deposit balance, and the deposit loss rate of the target financial institution in the preset time period is determined based on the predicted deposit balance and the actual deposit balance, so that the obtaining accuracy and the automation degree of the deposit loss rate can be effectively improved, and the efficiency of the deposit loss rate can be effectively improved; and respectively determining interest rate sensitivity values of the term products and the client groups in the target mechanism based on the deposit loss rate, and selecting the interest rate of the term products and the selectable interest rate range of the client group for adjustment based on the interest rate sensitivity values, so that the accuracy and efficiency of adjusting the interest rate of the term products and the selectable interest rate range of the client group can be effectively improved, and the accuracy, reliability and efficiency of pushing deposit interest rate information can be effectively improved.
In order to provide a preferred solution for acquiring the deposit loss rate, in an embodiment of the deposit interest rate information pushing method provided by the present application, referring to fig. 2, step 100 in the deposit interest rate information pushing method specifically includes the following contents:
step 110: and fitting based on an ARIMA model for predicting deposit balance to obtain the predicted deposit balance of the target financial institution in a preset time period.
Step 120: and acquiring the actual deposit balance of the target financial institution in a preset time period.
It is understood that the execution sequence of step 110 and step 120 may be executed in parallel, or executed after one another, specifically according to the data processing capability of the server or the actual application situation.
Step 130: and determining the deposit loss rate of the target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance.
From the above description, the deposit interest rate information pushing method provided by the embodiment of the application can effectively improve the accuracy and the degree of automation of the acquisition of the deposit loss rate, and further can effectively improve the efficiency of the deposit loss rate; and the accuracy and the efficiency of respectively determining interest rate sensitivity values of products in each period and each client group in the target mechanism based on the deposit loss rate can be improved, so that the accuracy, the reliability and the efficiency of pushing deposit interest rate information are further improved.
In order to provide a model building process, in an embodiment of the deposit interest rate information pushing method provided by the present application, referring to fig. 3, the following is further specifically included before step 100 in the deposit interest rate information pushing method:
step 010: and acquiring a time sequence of the deposit date and time point balance of the target financial institution in a preset historical time period.
Specifically, a time series y of deposit time point balances of approximately N years (e.g., N-5) may be takent. For each class ytAnd respectively establishing a measuring model.
Step 020: and carrying out differential processing on the time sequence to obtain a corresponding stable sequence.
Specifically, for ytDifference to obtain a stationary sequence wt。
It will be appreciated that the time series of the point balances at the time of deposit date for the target financial institution over the predetermined historical period is a non-stationary time series which shows a certain homogeneity after elimination of its local level or trend, i.e. when some parts of the series are very similar to other parts, such a time series is a homogeneous non-stationary time series in which the number of differences is a homogeneous step. Such a non-stationary time series can be converted into a stationary time series, i.e., the stationary series described above, after being subjected to a difference process.
Step 030: and constructing an ARIMA model aiming at the stable sequence according to a preset ARIMA model construction mode.
In particular, the ARMA procedure can be used for wtAnd (5) establishing a model. If w ist＝ΔdytAnd w istIs an ARMA (p, q) process, then ytIs a (p, d, q) order synthetic autoregressive-moving average process, namely ARIMA (p, d, q), whose expression is:
Figure BDA0002591267770000091
wherein the content of the first and second substances,
Figure BDA0002591267770000092
and thetaiIs the model parameter, μ, to be determinedtAre residual terms.
Step 040: the ARIMA model is ordered based on the characteristic information of the deposit date and time point balance of the target financial institution in a preset historical time period, wherein the characteristic information comprises: trending feature information, seasonal feature information, and stochastic feature information.
Specifically, when d is 1, the time series is smooth, the trend problem of the data is analyzed, and the model adopts a first-order difference. When p is 30, autocorrelation is significant, and the autoregressive lag phase of the AR (30) process is selected as t-30 due to seasonal effects of the data. q is 2, ytThe randomness of the table is affected by the current period, the previous period and the next previous period.
It can be understood that in consideration of the obvious time series characteristics of trend, seasonality, randomness and the like of deposit data, the ARIMA model is used for predicting the deposit loss rate, and deposit fluctuation data caused by interest rate change can be effectively eliminated and left. The ARIMA model is a model established by converting a non-stationary time sequence into a stationary time sequence and then regressing a dependent variable only on a hysteresis value of the dependent variable and a current value and a hysteresis value of a random error term. The ARIMA model includes a moving average process (MA), an autoregressive process (AR), an autoregressive moving average process (ARMA), and an ARIMA process depending on whether the original sequence is stationary and the part involved in the regression.
From the above description, the deposit interest rate information pushing method provided by the embodiment of the application can effectively improve the accuracy and reliability of the ARIMA model construction, and further can effectively improve the accuracy and efficiency of obtaining the predicted deposit balance in advance by applying the ARIMA model for predicting the deposit balance, so as to further improve the accuracy, reliability and efficiency of pushing the deposit interest rate information.
In order to verify the effect of the ARIMA model, in an embodiment of the deposit interest rate information pushing method provided by the present application, referring to fig. 4, the following is further specifically included before step 040 and step 100 in the deposit interest rate information pushing method:
step 050: performing an independence test on statistics of the ARIMA model, and storing the ARIMA model passing the independence test for predicting deposit balance, wherein the independence test comprises: white noise test and ARCH effect test of residual terms.
It is to be understood that the above-described ARCH effect test refers to an autoregressive conditional anisotropic test, with autoregressive conditional anisotropic ARCH being the autoregressive process of the second moment of the error term.
From the above description, the deposit interest rate information pushing method provided in the embodiment of the application can improve the application reliability and accuracy of the ARIMA model, and further can effectively improve the reliability and accuracy of the ARIMA model for predicting the deposit balance to obtain the predicted deposit balance in advance, so as to further improve the reliability and accuracy of the deposit interest rate information pushing.
In order to provide a preferred solution for adjusting interest rate, in an embodiment of the deposit interest rate information pushing method provided by the present application, referring to fig. 5, the step 200 in the deposit interest rate information pushing method specifically includes the following contents:
step 210: and respectively determining a term product interest rate adjustment scheme and a client selectable interest rate range adjustment scheme of the target financial institution according to the current market interest rate.
Step 220: adjusting interest rates of the term products having interest rate sensitivity values greater than a sensitivity threshold using the term product interest rate adjustment scheme.
Step 230: and applying the client selectable interest rate range adjusting scheme to adjust the selectable interest rate range of the client group with the interest rate sensitivity value larger than the sensitivity threshold value.
It is understood that the execution sequence of step 220 and step 230 may be executed in parallel, or executed after one another, specifically according to the data processing capability of the server or the actual application situation.
From the above description, the deposit interest rate information pushing method provided by the embodiment of the application can effectively improve the accuracy and efficiency of adjusting the interest rate of the term product selected based on the interest rate sensitivity value and the selectable interest rate range of the customer group, and further can effectively improve the accuracy and efficiency of adjusting the interest rate of the term product and the selectable interest rate range of the customer group.
In order to further explain the scheme, the application also provides a specific application example of the deposit interest rate information pushing method, referring to fig. 6, the final deposit loss rate is measured and calculated through the processes of data selection, model establishment, model order determination, parameter estimation, deposit loss rate measurement and the like, the prediction precision is higher than that of a traditional manual mode, the deposit interest rate information pushing process is quick and effective, the scene that the deposit loss rate is difficult to predict originally is solved, the liability interest rate sensitivity can be analyzed and calculated through the deposit loss rate predicted by the model, obvious time sequence characteristics such as tendency, seasonality, randomness and the like of the deposit data are considered for the application example for controlling the interest rate risk of the bank, the deposit loss rate is predicted by using the ARIMA model, and the deposit fluctuation data only caused by interest rate change can be effectively eliminated and left. The ARIMA model is a model established by converting a non-stationary time sequence into a stationary time sequence and then regressing a dependent variable only on a hysteresis value of the dependent variable and a current value and a hysteresis value of a random error term. The ARIMA model includes a moving average process (MA), an autoregressive process (AR), an autoregressive moving average process (ARMA), and an ARIMA process depending on whether the original sequence is stationary and the part involved in the regression. The method specifically comprises the following steps:
s1, selecting data: time series y of deposit date and time point balances taken in last N years (e.g. N-5)t. For each class ytAnd respectively establishing a measuring model.
S2, establishing a model: for ytDifference to obtain a stationary sequence wtCan be paired with w using the ARMA processtAnd (5) establishing a model. If w ist＝ΔdytAnd w istIs an ARMA (p, q) process, then ytIs a (p, d, q) order synthetic autoregressive-moving average process, namely ARIMA (p, d, q), whose expression is:
Figure BDA0002591267770000111
wherein the content of the first and second substances,
Figure BDA0002591267770000112
and thetaiIs the model parameter, μ, to be determinedtAre residual terms.
S3, model order determination: when d is 1, the time sequence is stable, the trend problem of the data is analyzed, and the model adopts first-order difference. When p is 30, autocorrelation is significant, and the autoregressive lag phase of the AR (30) process is selected as t-30 due to seasonal effects of the data. q is 2, ytThe randomness of the table is affected by the current period, the previous period and the next previous period.
S4, parameter estimation: after the model form is estimated by fitting, independence tests need to be carried out on the statistic of the model, such as white noise tests of residual error terms, ARCH effects and the like, so that the rationality of model setting is explained.
S5, calculating a deposit loss rate: according to the mouldType-fitted D-day deposit balance
Figure BDA0002591267770000113
And actual D day deposit balance ytAnd calculating the deposit loss rate phiDNamely:
Figure BDA0002591267770000121
wherein the content of the first and second substances,
Figure BDA0002591267770000122
is the daily deposit balance, y, of the model fittingt,DActual daily deposit balance.
S6, interest rate adjustment: the business in bank calculates the interest rate sensitivity according to the deposit loss rate, so as to measure the amount of the bank interest rate which needs to be moved up by more than one percentage point to ensure that the deposit is not lost when the market interest rate is moved up by 1 percentage point within a certain period of time. In the market environment with variable interest rates, the core of stable deposit can be ensured only if the bank gives a certain compensation to the client. Under the background of interest rate marketization, the intra-row business classifies liabilities based on interest rate sensitivity, and the achievements are applied to the establishment of a RMB deposit quantity price coordination development strategy and an active liabilities strategy, so that interest rate floating space is provided for time limit products and client groups with higher interest rate sensitivity, and interest rate stability is maintained for time limit products and client groups with lower interest rate sensitivity, and thus the deposit marketization pricing capability and the market competitiveness of quantity price coordination are improved.
S7: and pushing deposit interest rate information.
According to the deposit interest rate information pushing method provided by the application example, the predicted deposit balance is obtained in advance by applying the preset ARIMA model for predicting the deposit balance, and the deposit loss rate of the target financial institution in the preset time period is determined based on the predicted deposit balance and the actual deposit balance, so that the obtaining accuracy and the automation degree of the deposit loss rate can be effectively improved, and the efficiency of the deposit loss rate can be effectively improved; and respectively determining interest rate sensitivity values of the term products and the client groups in the target mechanism based on the deposit loss rate, and selecting the interest rate of the term products and the selectable interest rate range of the client group for adjustment based on the interest rate sensitivity values, so that the accuracy and efficiency of adjusting the interest rate of the term products and the selectable interest rate range of the client group can be effectively improved, and the accuracy, reliability and efficiency of pushing deposit interest rate information can be effectively improved.
In terms of software, in order to solve the problems of low accuracy, poor reliability and low efficiency of the deposit interest rate information pushed to the bank client, the present application provides an embodiment of a deposit interest rate information pushing apparatus for executing all or part of the contents in the deposit interest rate information pushing method, and referring to fig. 7, the deposit interest rate information pushing apparatus specifically includes the following contents:
the deposit loss rate determining module 10 is configured to determine a deposit loss rate of a target financial institution in a preset time period according to an actual deposit balance and a predicted deposit balance of the target financial institution in the preset time period, where the predicted deposit balance is obtained by using a preset ARIMA model for predicting the deposit balance.
And the interest rate adjusting module 20 is configured to determine interest rate sensitivity values of the term products and the customer groups in the target institution based on the deposit loss rate, and adjust the interest rates of the term products and the selectable interest rate ranges of the customer groups, where the interest rate sensitivity values are greater than a sensitivity threshold.
The interest rate information pushing module 30 is configured to output the interest rate update information of the deadline product after the adjustment of the interest rate for publishing, and push the interest rate information of the deadline product meeting the corresponding selectable interest rate range to the client group after the adjustment of the selectable interest rate range.
As can be seen from the above description, the deposit interest rate information pushing device provided in the embodiment of the present application obtains the predicted deposit balance in advance by applying the preset ARIMA model for predicting the deposit balance, and determines the deposit loss rate of the target financial institution in the preset time period based on the predicted deposit balance and the actual deposit balance, so that the accuracy and the degree of automation in obtaining the deposit loss rate can be effectively improved, and the efficiency of the deposit loss rate can be effectively improved; and respectively determining interest rate sensitivity values of the term products and the client groups in the target mechanism based on the deposit loss rate, and selecting the interest rate of the term products and the selectable interest rate range of the client group for adjustment based on the interest rate sensitivity values, so that the accuracy and efficiency of adjusting the interest rate of the term products and the selectable interest rate range of the client group can be effectively improved, and the accuracy, reliability and efficiency of pushing deposit interest rate information can be effectively improved.
In order to provide a preferred solution for acquiring the deposit loss rate, in an embodiment of the deposit interest rate information pushing apparatus provided in the present application, referring to fig. 8, a deposit loss rate determining module 10 in the deposit interest rate information pushing apparatus specifically includes the following contents:
and the predicted deposit balance obtaining unit 11 is used for obtaining the predicted deposit balance of the target financial institution in a preset time period based on ARIMA model fitting for predicting the deposit balance.
An actual deposit balance acquiring unit 12 for acquiring an actual deposit balance of the target financial institution within a preset time period.
And a deposit loss rate determining unit 13, configured to determine a deposit loss rate of the target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance.
From the above description, the deposit interest rate information pushing device provided in the embodiment of the present application can effectively improve the accuracy and the degree of automation of the acquisition of the deposit loss rate, and further can effectively improve the efficiency of the deposit loss rate; and the accuracy and the efficiency of respectively determining interest rate sensitivity values of products in each period and each client group in the target mechanism based on the deposit loss rate can be improved, so that the accuracy, the reliability and the efficiency of pushing deposit interest rate information are further improved.
In order to provide a model building process, in an embodiment of the deposit interest rate information pushing apparatus provided in the present application, referring to fig. 9, the deposit interest rate information pushing apparatus further includes the following contents:
the time sequence acquisition module 01 is configured to acquire a time sequence of the deposit date and time point balance of the target financial institution in a preset historical time period.
And the stationary sequence acquisition module 02 is configured to perform differential processing on the time sequence to obtain a corresponding stationary sequence.
And the ARIMA model building module 03 is used for building an ARIMA model for the stable sequence according to a preset ARIMA model building mode.
An ARIMA model order fixing module 04, configured to fix an order of the ARIMA model based on feature information of a deposit date and time point balance of the target financial institution within a preset historical time period, where the feature information includes: trending feature information, seasonal feature information, and stochastic feature information.
From the above description, the deposit interest rate information pushing device provided in the embodiment of the application can effectively improve the accuracy and reliability of the ARIMA model construction, and further can effectively improve the accuracy and efficiency of obtaining the predicted deposit balance in advance by applying the ARIMA model for predicting the deposit balance, so as to further improve the accuracy, reliability and efficiency of pushing the deposit interest rate information.
In order to verify the effect of the ARIMA model, in an embodiment of the deposit interest rate information pushing device provided by the present application, referring to fig. 10, the following contents are further specifically included in the deposit interest rate information pushing device:
an ARIMA model test module 05 for performing an independence test on the statistics of the ARIMA model and storing the ARIMA model passing the independence test for predicting a deposit balance, wherein the independence test comprises: white noise test and ARCH effect test of residual terms.
From the above description, the deposit interest rate information pushing device provided in the embodiment of the present application can improve the application reliability and accuracy of the ARIMA model, and further can effectively improve the reliability and accuracy of the ARIMA model for predicting the deposit balance to obtain the predicted deposit balance in advance, so as to further improve the reliability and accuracy of the deposit interest rate information pushing.
In order to provide a preferred solution for interest rate adjustment, in an embodiment of the deposit interest rate information pushing apparatus provided in the present application, referring to fig. 11, an interest rate adjusting module 20 in the deposit interest rate information pushing apparatus specifically includes the following contents:
and an interest rate adjustment scheme determining unit 21, configured to determine a term product interest rate adjustment scheme and a client selectable interest rate range adjustment scheme of the target financial institution according to the current market interest rate.
And the product interest rate adjusting unit 22 is used for adjusting the interest rate of the time limit product with the interest rate sensitivity value larger than the sensitivity threshold value by applying the time limit product interest rate adjusting scheme.
And the client selectable interest rate range adjusting unit 23 is used for applying the client selectable interest rate range adjusting scheme to adjust the selectable interest rate ranges of the client groups with interest rate sensitivity values larger than the sensitivity threshold.
From the above description, the deposit interest rate information pushing device provided in the embodiment of the present application can effectively improve the accuracy and efficiency of adjusting the interest rate of the term product selected based on the interest rate sensitivity value and the selectable interest rate range of the customer group, and further can effectively improve the accuracy and efficiency of adjusting the interest rate of the term product and the selectable interest rate range of the customer group.
In terms of hardware, in order to solve the problems of low accuracy, poor reliability and low efficiency of the deposit interest rate information pushed to the bank customer, the present application provides an embodiment of an electronic device for implementing all or part of the contents in the deposit interest rate information pushing method, where the electronic device specifically includes the following contents:
fig. 12 is a schematic block diagram of a system configuration of an electronic device 9600 according to an embodiment of the present application. As shown in fig. 12, the electronic device 9600 can include a central processor 9100 and a memory 9140; the memory 9140 is coupled to the central processor 9100. Notably, this fig. 12 is exemplary; other types of structures may also be used in addition to or in place of the structure to implement telecommunications or other functions.
In one embodiment, the deposit interest rate information pushing function may be integrated into the central processor. Wherein the central processor may be configured to control:
step 100: determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by using a preset ARIMA model for predicting the deposit balance.
It is understood that a differential integrated Moving Average autoregressive (differential integrated Moving Average) ARIMA model (also called integrated Moving Average autoregressive model) is one of the time series prediction analysis methods. In ARIMA (p, d, q), AR is "autoregressive" and p is the number of autoregressive terms; MA is "moving average", q is the number of terms of the moving average, and d is the number of differences (order) made to make it a stationary sequence.
In step 100, the preset time period may be set according to the actual application situation, for example, a time period in units of days, months or years.
Step 200: and respectively determining interest rate sensitivity values of the term products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the term products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values are larger than a sensitivity threshold.
It is understood that the interest rate sensitivity values refer to the amount of interest income of the bank assets and interest expenditure of liabilities affected by the change in market interest rate, and the speed at which they adjust to the change in market interest rate. Assets and liabilities that float in interest rate, whose interest rate changes with market interest rate, are then interest rate sensitive value assets and liabilities; conversely, assets and liabilities with fixed interest rates are not rate sensitivity values.
In step 200, a preset interest rate sensitivity value calculation formula can be applied locally, and interest rate sensitivity values of the term products and the client groups in the target institution are respectively determined based on the deposit loss rate; the deposit loss rate may also be output to a client device and the interest rate sensitivity values for each term product and each customer base in the target institution sent by the client device may be accepted.
Step 300: and outputting interest rate updating information of the deadline products after the interest rate adjustment for publishing, and pushing the interest rate information of the deadline products according with the corresponding selectable interest rate range to the client group after the selectable interest rate range adjustment.
In step 300, the interest rate update information of the deadline product after the interest rate adjustment may be sent to a display device such as a bank business office for display, or the interest rate update information of the deadline product after the interest rate adjustment may be directly sent to a mobile terminal device of a purchased customer and/or a potential customer corresponding to the deadline product, so that the customer can timely obtain accurate and reliable interest rate update information of the deadline product after the interest rate adjustment from the display device and/or the mobile terminal device; and the mobile terminal equipment of each bank client in the client group after the adjustment of the selectable interest rate range can respectively send the term product interest rate information which accords with the corresponding selectable interest rate range, so that the user experience of the bank client can be effectively improved, the purchase rate of the deposit term product of the bank can be increased to a certain extent, and the bank operation risk can be effectively reduced.
As can be seen from the above description, according to the electronic device provided in the embodiment of the present application, the predicted deposit balance is obtained in advance by applying the preset ARIMA model for predicting the deposit balance, and the deposit loss rate of the target financial institution in the preset time period is determined based on the predicted deposit balance and the actual deposit balance, so that the obtaining accuracy and the automation degree of the deposit loss rate can be effectively improved, and the efficiency of the deposit loss rate can be further effectively improved; and respectively determining interest rate sensitivity values of the term products and the client groups in the target mechanism based on the deposit loss rate, and selecting the interest rate of the term products and the selectable interest rate range of the client group for adjustment based on the interest rate sensitivity values, so that the accuracy and efficiency of adjusting the interest rate of the term products and the selectable interest rate range of the client group can be effectively improved, and the accuracy, reliability and efficiency of pushing deposit interest rate information can be effectively improved.
In another embodiment, the deposit interest rate information pushing device may be configured separately from the central processor 9100, for example, the deposit interest rate information pushing device may be configured as a chip connected to the central processor 9100, and the deposit interest rate information pushing function is realized by the control of the central processor.
As shown in fig. 12, the electronic device 9600 may further include: a communication module 9110, an input unit 9120, an audio processor 9130, a display 9160, and a power supply 9170. It is noted that the electronic device 9600 also does not necessarily include all of the components shown in fig. 12; further, the electronic device 9600 may further include components not shown in fig. 12, which can be referred to in the related art.
As shown in fig. 12, a central processor 9100, sometimes referred to as a controller or operational control, can include a microprocessor or other processor device and/or logic device, which central processor 9100 receives input and controls the operation of the various components of the electronic device 9600.
The memory 9140 can be, for example, one or more of a buffer, a flash memory, a hard drive, a removable media, a volatile memory, a non-volatile memory, or other suitable device. The information relating to the failure may be stored, and a program for executing the information may be stored. And the central processing unit 9100 can execute the program stored in the memory 9140 to realize information storage or processing, or the like.
The input unit 9120 provides input to the central processor 9100. The input unit 9120 is, for example, a key or a touch input device. Power supply 9170 is used to provide power to electronic device 9600. The display 9160 is used for displaying display objects such as images and characters. The display may be, for example, an LCD display, but is not limited thereto.
The memory 9140 can be a solid state memory, e.g., Read Only Memory (ROM), Random Access Memory (RAM), a SIM card, or the like. There may also be a memory that holds information even when power is off, can be selectively erased, and is provided with more data, an example of which is sometimes called an EPROM or the like. The memory 9140 could also be some other type of device. Memory 9140 includes a buffer memory 9141 (sometimes referred to as a buffer). The memory 9140 may include an application/function storage portion 9142, the application/function storage portion 9142 being used for storing application programs and function programs or for executing a flow of operations of the electronic device 9600 by the central processor 9100.
The memory 9140 can also include a data store 9143, the data store 9143 being used to store data, such as contacts, digital data, pictures, sounds, and/or any other data used by an electronic device. The driver storage portion 9144 of the memory 9140 may include various drivers for the electronic device for communication functions and/or for performing other functions of the electronic device (e.g., messaging applications, contact book applications, etc.).
The communication module 9110 is a transmitter/receiver 9110 that transmits and receives signals via an antenna 9111. The communication module (transmitter/receiver) 9110 is coupled to the central processor 9100 to provide input signals and receive output signals, which may be the same as in the case of a conventional mobile communication terminal.
Based on different communication technologies, a plurality of communication modules 9110, such as a cellular network module, a bluetooth module, and/or a wireless local area network module, may be provided in the same electronic device. The communication module (transmitter/receiver) 9110 is also coupled to a speaker 9131 and a microphone 9132 via an audio processor 9130 to provide audio output via the speaker 9131 and receive audio input from the microphone 9132, thereby implementing ordinary telecommunications functions. The audio processor 9130 may include any suitable buffers, decoders, amplifiers and so forth. In addition, the audio processor 9130 is also coupled to the central processor 9100, thereby enabling recording locally through the microphone 9132 and enabling locally stored sounds to be played through the speaker 9131.
Embodiments of the present application further provide a computer-readable storage medium capable of implementing all the steps in the deposit interest rate information pushing method in the foregoing embodiments, where the computer-readable storage medium stores thereon a computer program, and when the computer program is executed by a processor, the computer program implements all the steps of the deposit interest rate information pushing method in the foregoing embodiments, where the execution subject is a server or a client, for example, when the processor executes the computer program, the processor implements the following steps:
step 100: determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by using a preset ARIMA model for predicting the deposit balance.
It is understood that a differential integrated Moving Average autoregressive (differential integrated Moving Average) ARIMA model (also called integrated Moving Average autoregressive model) is one of the time series prediction analysis methods. In ARIMA (p, d, q), AR is "autoregressive" and p is the number of autoregressive terms; MA is "moving average", q is the number of terms of the moving average, and d is the number of differences (order) made to make it a stationary sequence.
In step 100, the preset time period may be set according to the actual application situation, for example, a time period in units of days, months or years.
Step 200: and respectively determining interest rate sensitivity values of the term products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the term products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values are larger than a sensitivity threshold.
It is understood that the interest rate sensitivity values refer to the amount of interest income of the bank assets and interest expenditure of liabilities affected by the change in market interest rate, and the speed at which they adjust to the change in market interest rate. Assets and liabilities that float in interest rate, whose interest rate changes with market interest rate, are then interest rate sensitive value assets and liabilities; conversely, assets and liabilities with fixed interest rates are not rate sensitivity values.
In step 200, a preset interest rate sensitivity value calculation formula can be applied locally, and interest rate sensitivity values of the term products and the client groups in the target institution are respectively determined based on the deposit loss rate; the deposit loss rate may also be output to a client device and the interest rate sensitivity values for each term product and each customer base in the target institution sent by the client device may be accepted.
Step 300: and outputting interest rate updating information of the deadline products after the interest rate adjustment for publishing, and pushing the interest rate information of the deadline products according with the corresponding selectable interest rate range to the client group after the selectable interest rate range adjustment.
In step 300, the interest rate update information of the deadline product after the interest rate adjustment may be sent to a display device such as a bank business office for display, or the interest rate update information of the deadline product after the interest rate adjustment may be directly sent to a mobile terminal device of a purchased customer and/or a potential customer corresponding to the deadline product, so that the customer can timely obtain accurate and reliable interest rate update information of the deadline product after the interest rate adjustment from the display device and/or the mobile terminal device; and the mobile terminal equipment of each bank client in the client group after the adjustment of the selectable interest rate range can respectively send the term product interest rate information which accords with the corresponding selectable interest rate range, so that the user experience of the bank client can be effectively improved, the purchase rate of the deposit term product of the bank can be increased to a certain extent, and the bank operation risk can be effectively reduced.
As can be seen from the above description, the computer-readable storage medium provided in the embodiment of the present application obtains the predicted deposit balance in advance by using the preset ARIMA model for predicting the deposit balance, and determines the deposit loss rate of the target financial institution in the preset time period based on the predicted deposit balance and the actual deposit balance, so that the accuracy and the degree of automation in obtaining the deposit loss rate can be effectively improved, and the efficiency of the deposit loss rate can be effectively improved; and respectively determining interest rate sensitivity values of the term products and the client groups in the target mechanism based on the deposit loss rate, and selecting the interest rate of the term products and the selectable interest rate range of the client group for adjustment based on the interest rate sensitivity values, so that the accuracy and efficiency of adjusting the interest rate of the term products and the selectable interest rate range of the client group can be effectively improved, and the accuracy, reliability and efficiency of pushing deposit interest rate information can be effectively improved.
As will be appreciated by one skilled in the art, embodiments of the present invention may be provided as a method, apparatus, 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.
The present invention is described with reference to flowchart illustrations and/or block diagrams of methods, apparatus (devices), and computer program products according to embodiments of the invention. It will be understood that each flow and/or block of the flow diagrams and/or block diagrams, and combinations of flows and/or blocks in the flow diagrams and/or block diagrams, can be implemented by computer program instructions. These computer program instructions may be provided to a processor of a general purpose computer, special purpose computer, embedded processor, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create means for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be stored in a computer-readable memory that can direct a computer or other programmable data processing apparatus to function in a particular manner, such that the instructions stored in the computer-readable memory produce an article of manufacture including instruction means which implement the function specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be loaded onto a computer or other programmable data processing apparatus to cause a series of operational steps to be performed on the computer or other programmable apparatus to produce a computer implemented process such that the instructions which execute on the computer or other programmable apparatus provide steps for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
The principle and the implementation mode of the invention are explained by applying specific embodiments in the invention, and the description of the embodiments is only used for helping to understand the method and the core idea of the invention; meanwhile, for a person skilled in the art, according to the idea of the present invention, there may be variations in the specific embodiments and the application scope, and in summary, the content of the present specification should not be construed as a limitation to the present invention.

Claims (12)

1. A deposit interest rate information pushing method is characterized by comprising the following steps:
determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by using a preset ARIMA model for predicting the deposit balance;
respectively determining interest rate sensitivity values of the term products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the term products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values are larger than a sensitivity threshold;
and outputting interest rate updating information of the deadline products after the interest rate adjustment for publishing, and pushing the interest rate information of the deadline products according with the corresponding selectable interest rate range to the client group after the selectable interest rate range adjustment.
2. The deposit interest rate information pushing method according to claim 1, wherein the determining of the deposit loss rate of the target financial institution in the preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period comprises:
obtaining the predicted deposit balance of the target financial institution in a preset time period based on ARIMA model fitting for predicting the deposit balance;
acquiring the actual deposit balance of the target financial institution within a preset time period;
and determining the deposit loss rate of the target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance.
3. The deposit interest rate information pushing method according to claim 1, further comprising, before determining a deposit loss rate of a target financial institution within a preset time period based on an actual deposit balance and a predicted deposit balance of the target financial institution within the preset time period, the step of:
acquiring a time sequence of deposit date and time point balances of the target financial institution in a preset historical time period;
carrying out differential processing on the time sequence to obtain a corresponding stable sequence;
constructing an ARIMA model aiming at the stable sequence according to a preset ARIMA model construction mode;
the ARIMA model is ordered based on the characteristic information of the deposit date and time point balance of the target financial institution in a preset historical time period, wherein the characteristic information comprises: trending feature information, seasonal feature information, and stochastic feature information.
4. The deposit interest rate information pushing method according to claim 3, further comprising, after the scaling the ARIMA model:
performing an independence test on statistics of the ARIMA model, and storing the ARIMA model passing the independence test for predicting deposit balance, wherein the independence test comprises: white noise test and ARCH effect test of residual terms.
5. The deposit interest rate information pushing method according to claim 1, wherein the adjusting of the interest rate of the term product having the interest rate sensitivity value larger than the sensitivity threshold and the selectable interest rate range of the customer group respectively comprises:
respectively determining a term product interest rate adjusting scheme and a client selectable interest rate range adjusting scheme of the target financial institution according to the current market interest rate;
adjusting interest rates of the time limit products with interest rate sensitivity values larger than a sensitivity threshold value by applying the time limit product interest rate adjustment scheme;
and applying the client selectable interest rate range adjustment scheme to adjust the selectable interest rate ranges of the client group with interest rate sensitivity values larger than the sensitivity threshold.
6. A deposit interest rate information pushing apparatus, comprising:
the deposit loss rate determining module is used for determining the deposit loss rate of a target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance of the target financial institution in the preset time period, wherein the predicted deposit balance is obtained by applying a preset ARIMA model for predicting the deposit balance;
the interest rate adjusting module is used for respectively determining interest rate sensitivity values of the time limit products and the client groups in the target institution based on the deposit loss rate, and respectively adjusting the interest rates of the time limit products and the selectable interest rate ranges of the client groups, wherein the interest rate sensitivity values of the time limit products are larger than a sensitivity threshold;
and the interest rate information pushing module is used for outputting the interest rate updating information of the deadline product after the adjustment of the interest rate so as to publish the interest rate updating information, and pushing the interest rate information of the deadline product according with the corresponding selectable interest rate range to the client group after the adjustment of the selectable interest rate range.
7. The deposit interest rate information pushing device according to claim 6, wherein the deposit loss rate determining module includes:
the predicted deposit balance obtaining unit is used for obtaining the predicted deposit balance of the target financial institution in a preset time period based on ARIMA model fitting for predicting the deposit balance;
an actual deposit balance obtaining unit, configured to obtain an actual deposit balance of the target financial institution within a preset time period;
and the deposit loss rate determining unit is used for determining the deposit loss rate of the target financial institution in a preset time period according to the actual deposit balance and the predicted deposit balance.
8. The deposit interest rate information pushing apparatus according to claim 6, further comprising:
the time sequence acquisition module is used for acquiring a time sequence of deposit time point balances of the target financial institution in a preset historical time period;
the stable sequence acquisition module is used for carrying out differential processing on the time sequence to obtain a corresponding stable sequence;
the ARIMA model building module is used for building an ARIMA model aiming at the stable sequence according to a preset ARIMA model building mode;
the ARIMA model order fixing module is used for fixing the ARIMA model based on the pre-acquired characteristic information of the deposit date and time point balance of the target financial institution in the preset historical time period, wherein the characteristic information comprises: trending feature information, seasonal feature information, and stochastic feature information.
9. The deposit interest rate information pushing apparatus according to claim 8, further comprising:
an ARIMA model test module for performing an independence test on statistics of the ARIMA model and storing the ARIMA model passing the independence test for predicting a deposit balance, wherein the independence test comprises: white noise test and ARCH effect test of residual terms.
10. The deposit interest rate information pushing device according to claim 6, wherein the interest rate adjusting module includes:
an interest rate adjustment scheme determination unit, configured to determine, according to a current market interest rate, a term product interest rate adjustment scheme and a client-selectable interest rate range adjustment scheme of the target financial institution, respectively;
the product interest rate adjusting unit is used for adjusting the interest rate of the time limit product with the interest rate sensitivity value larger than the sensitivity threshold value by applying the time limit product interest rate adjusting scheme;
and the client selectable interest rate range adjusting unit is used for applying the client selectable interest rate range adjusting scheme to adjust the selectable interest rate range of the client group with the interest rate sensitivity value larger than the sensitivity threshold.
11. An electronic device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, wherein the processor implements the deposit interest rate information pushing method according to any one of claims 1 to 5 when executing the program.
12. A computer-readable storage medium on which a computer program is stored, the computer program being characterized by implementing the deposit interest rate information pushing method according to any one of claims 1 to 5 when executed by a processor.
CN202010696499.XA 2020-07-20 2020-07-20 Deposit interest rate information pushing method and device Pending CN111882423A (en)

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Cited By (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20220309525A1 (en) * 2021-03-29 2022-09-29 Mckinsey & Company, Inc. Machine learning model for predicting client sensitivity to rate changes in commercial deposit products
CN115994821A (en) * 2023-01-09 2023-04-21 中云融拓数据科技发展(深圳)有限公司 Method for establishing financial wind control system based on industrial chain digital scene financial model

Cited By (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20220309525A1 (en) * 2021-03-29 2022-09-29 Mckinsey & Company, Inc. Machine learning model for predicting client sensitivity to rate changes in commercial deposit products
CN115994821A (en) * 2023-01-09 2023-04-21 中云融拓数据科技发展(深圳)有限公司 Method for establishing financial wind control system based on industrial chain digital scene financial model

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