CN112581266A - Bank liquidity index determining method and device, electronic equipment and storage medium - Google Patents
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Abstract
The embodiment of the invention discloses a method and a device for determining a bank fluidity index, electronic equipment and a storage medium. The bank liquidity index determining method comprises the following steps: acquiring an adjustment configuration parameter set by a user, and determining parameter interface data according to the adjustment configuration parameter; acquiring fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data; and determining a liquidity index result according to the cash flow detail data and the parameter interface data. The method realizes timely updating of the access caliber of the product participating in liquidity index calculation by participating in the determination process of liquidity index results according to the adjustment configuration parameters set by a user, so as to improve the timeliness of determination of the liquidity indexes of the bank; and the calculation of the personalized customized liquidity index can be carried out according to the requirements of different bank users, so that the bank users can plan the asset structure scientifically, the time and the cost are saved for risk analysis, and the efficiency is improved.
Description
Technical Field
The embodiment of the invention relates to the technical field of silver-gold fusion, in particular to a method and a device for determining a bank fluidity index, electronic equipment and a storage medium.
Background
The static method for measuring liquidity risk of commercial banks is generally called liquidity index, and the liquidity index can simply and clearly reflect the liquidity level of the fund at a certain time point of the bank. The existing liquidity index calculation mode is complicated, and along with the increasingly strict supervision requirements, the liquidity high-quality assets and cash flow types which are added into the liquidity index are continuously changed. The change of the business requirement is accompanied by the modification of the index processing and storing process, and on the premise that a large-scale commercial bank has more overseas organizations and the supervision requirements of different national regions have personalized differences, a plurality of liquidity index calculation programs need to be developed to respectively meet the requirements of overseas branches, so that the method not only occupies more database cluster storage space, but also increases the difficulty of later-stage system operation and maintenance.
Moreover, at present, it cannot be satisfied that a bank user modifies a liquidity index calculation program at any time, and details of cash flow participating in liquidity index calculation cannot be changed in time according to a supervision requirement, so that the bank user has to face delayed effectiveness of a liquidity index report. If the liquidity index cannot reach the lower limit of the compliance due to poor timeliness and untimely cash flow update, the bank user even faces the risk of being punished by local supervision. Therefore, the current liquidity index calculation system has the problems that the product access caliber is not updated timely, and the personalized difference can not be distinguished according to the requirements of different bank users by using a single storage process.
Disclosure of Invention
The embodiment of the invention provides a method and a device for determining a bank fluidity index, electronic equipment and a storage medium, wherein timeliness of determining the bank fluidity index is improved by participating in a determination process of a fluidity index result according to an adjustment configuration parameter set by a user.
In a first aspect, an embodiment of the present invention provides a method for determining a bank liquidity index, including:
acquiring an adjustment configuration parameter set by a user, and determining parameter interface data according to the adjustment configuration parameter;
obtaining fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data;
and determining a liquidity index result according to the cash flow detail data and the parameter interface data.
In a second aspect, an embodiment of the present invention further provides a device for determining a bank liquidity index, including:
the parameter data determining module is used for acquiring an adjustment configuration parameter set by a user and determining parameter interface data according to the adjustment configuration parameter;
the cash flow detail determining module is used for acquiring fund data from an external component and determining cash flow detail data according to the parameter interface data and the fund data;
and the fluidity index determining module is used for determining a fluidity index result according to the cash flow detail data and the parameter interface data.
In a third aspect, an embodiment of the present invention further provides an electronic device, including:
one or more processors;
a storage device for storing one or more programs,
when executed by the one or more processors, cause the one or more processors to implement a method for determining a bank liquidity indicator as in any embodiment of the invention.
In a fourth aspect, an embodiment of the present invention further provides a computer-readable storage medium, on which a computer program is stored, where the computer program, when executed by a processor, implements a method for determining a liquidity index of a bank according to any embodiment of the present invention.
The embodiment of the invention determines parameter interface data according to the adjustment configuration parameters based on the adjustment configuration parameters set by the user; acquiring fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data; and determining a liquidity index result according to the cash flow detail data and the parameter interface data. The method realizes timely updating of the access caliber of the product participating in liquidity index calculation by participating in the determination process of liquidity index results according to the adjustment configuration parameters set by a user, so as to improve the timeliness of determination of the liquidity indexes of the bank; and the calculation of the personalized customized liquidity index can be carried out according to the requirements of different bank users, so that the bank users can plan the asset structure scientifically, the time and the cost are saved for risk analysis, and the efficiency is improved.
Drawings
Fig. 1 is a flowchart of a method for determining a liquidity indicator of a bank in a first embodiment of the invention;
fig. 2 is a schematic structural diagram of a bank liquidity index determining system according to a second embodiment of the present invention;
fig. 3 is a schematic structural diagram of a data acquisition module in the system for determining a bank liquidity index according to the second embodiment of the present invention;
fig. 4 is a schematic structural diagram of a parameter configuration module in the bank liquidity indicator determining system according to the second embodiment of the present invention;
fig. 5 is a schematic structural diagram of a pointer processing module in the bank liquidity pointer determining system according to the second embodiment of the present invention;
fig. 6 is a schematic structural diagram of a user interaction module in the bank liquidity indicator determining system in the second embodiment of the present invention;
fig. 7 is a schematic structural diagram of a bank liquidity indicator determining apparatus according to a third embodiment of the present invention;
fig. 8 is a schematic structural diagram of an electronic device in the fourth embodiment of the present invention.
Detailed Description
The present invention will be described in further detail with reference to the accompanying drawings and examples. It is to be understood that the specific embodiments described herein are merely illustrative of the invention and are not limiting of the invention. It should be further noted that, for the convenience of description, only some of the structures related to the present invention are shown in the drawings, not all of the structures.
Example one
Fig. 1 is a flowchart of a method for determining a bank liquidity index according to a first embodiment of the present invention, which is applicable to a case where a bank liquidity index is determined according to a fetch aperture adjusted in real time. The method may be performed by a bank liquidity indicator determining apparatus, which may be implemented in software and/or hardware, and may be configured in an electronic device, for example, the electronic device may be a device with communication and computing capabilities, such as a background server. As shown in fig. 1, the method specifically includes:
In the liquidity risk management approach (trial) of commercial banks issued by the committee for supervision and management of banking industries in china, liquidity risk is defined as: commercial banks cannot timely obtain sufficient funds at a reasonable cost for paying for debts due, fulfilling other payment obligations, and risking other financial requirements for normal business development. The static method for metering liquidity risk by a commercial bank is generally called liquidity index, and can simply and clearly reflect liquidity level at a certain time point of the bank.
In the calculation process of the liquidity index, the access caliber needs to be determined so as to finish access work from the bank component according to the access caliber, and the determination of the calculation parameter of the liquidity index is realized. The access aperture will change due to the change of the regulatory requirements or the difference of the areas where the banks are located, for example, for cash flow generated by the same type of products, the bank in area a can incorporate the high-quality liquidity assets, but the bank in area B cannot incorporate the high-quality liquidity assets; or the cash flow generated by the same type of product can not be included in the high-quality liquidity assets after the change of the regulatory requirements due to the change of the regulatory requirements, or the change of the weight of the high-quality liquidity assets and the like, the change can cause the change of the access aperture, otherwise, the inaccurate positioning of the asset data determined from the bank component can be caused, and the calculation of the liquidity index is wrong or delayed. The configuration parameters are adjusted to determine the access aperture, i.e., to determine the range of asset data that can be included in the calculation of the liquidity indicator.
In one possible embodiment, the adjustment configuration parameters are set for the user in accordance with changes in the regulatory policy. Specifically, after the supervision policy is changed, the user can correspondingly adjust the configuration parameters in a foreground interface of the bank liquidity index determining system, illustratively, the weight of the cash flow types participating in calculation or the type of the related cash flow types participating in calculation is adjusted according to the change content of the supervision policy, so that when the supervision policy is changed at any time point, the bank user can adjust the configuration parameters by himself, the flexible adjustment of the cash flow product range and the access aperture of the liquidity index is realized, and the system does not need to be suspended to provide external services in the adjustment process, so that the generated liquidity index is updated in real time along with the change of the supervision requirement, and the liquidity status can be timely reported to the local supervision. And the same set of liquidity indexes can be adopted to determine the storage mode for different regions, and bank users in different regions only need to configure own parameters according to own local supervision actual requirements.
Specifically, the adjustment configuration parameters set by the user are obtained, and the adjustment configuration parameters are obtained according to the adjustment configuration parameters
The banking staff can autonomously select the cash flow data type required to be displayed in the liquidity index report on the page of the system foreground, and determine parameter interface data by adding, deleting, modifying and inquiring product parameters, namely updating the fund data range participating in liquidity index calculation in real time.
In one possible embodiment, adjusting the configuration parameters includes participating in the calculation of cash flow types and type weights; wherein, the cash flow type participating in the calculation is determined through the public dimension; the common dimension includes at least one of: unique number, multi-entity identification, major class code, major class name, minor class code, minor class name, caller component number, product number, subject number, peer release code, customer type, customer code, removal type, removal code, forecast days, cycle flag, event type, whether to limit pre-interest, interest and event monetary type, monetary symbol, term type, investment type, credit type, area category identification, currency, and bond rating.
The types of products of the bank are rich, and the cash flow types and the type weights of the cash flow types participating in calculation of liquidity indexes are different from place to place due to different supervision policies. After the user adds, deletes, modifies and inquires the parameters on the foreground page, the user determines and adjusts the configuration parameters for describing the product properties to accurately position the detail of the cash flow. The common dimensions related to the parameter configuration model of the liquidity index are as follows: unique number, multi-entity identification, major class code, major class name, minor class code, minor class name, caller component number, product number, subject number, peer release code, customer type, customer code, removal type, removal code, forecast days, cycle flag, event type, whether to limit pre-interest, interest and event monetary type, monetary symbol, term type, investment type, credit type, area category identification, currency, and bond rating.
Wherein: the unique number as a main key can uniquely locate and distinguish one parameter configuration record. The multi-entity identity is used to distinguish the overseas branch to which the parameter belongs. The large class codes and the large class names are used for summarizing and displaying the large classes of products, and the type weights of different large classes are different when the different large classes participate in calculating the liquidity index, so that the different large classes can influence the index value to different degrees. The subclass code and subclass name are more finely divided on the product level. The caller component number is used to identify the data sourcing system of the upstream cash flow. And other attributes respectively describe the product characteristics from different angles, so that the fund data conforming to the requirements of the user is captured into the cash flow detail interface.
In one possible embodiment, a removal type and a removal code are used to define the filtered cash flow type.
And the two fields of the removal type and the removal code are used for filtering by defining the removal attribute of the removal type and the removal code when the cash flow generated by a certain product service should not participate in index calculation due to the special property of the cash flow.
In one possible embodiment, step 101 includes:
acquiring an adjustment configuration parameter set by a user, and transmitting the adjustment configuration parameter to an intermediate parameter interface table of an intermediate database through a network protocol;
and synchronizing the intermediate parameter interface table in the intermediate database to the target parameter interface table in the target database to obtain the parameter interface data in the target parameter interface table.
Because the method supports the user to set the adjustment configuration parameters at any time point, in order to facilitate system management, after the user sets the adjustment configuration parameters, the adjustment configuration parameters are transmitted to the intermediate parameter interface table of the intermediate data. And finally, synchronizing the intermediate parameter interface table in the intermediate database to the target parameter interface table in the target database to obtain the parameter interface data in the target parameter interface table. The synchronization time for synchronizing the intermediate parameter interface table in the intermediate data to the target parameter interface table in the target database may be determined according to the actual requirement determined by the index, which is not limited herein.
In a possible embodiment, synchronizing the intermediate parameter interface table in the intermediate database to the target parameter interface table in the target database to obtain the parameter interface data in the target parameter interface table includes:
and the scheduling server regularly triggers the copy operation for synchronizing the total parameters in the intermediate parameter interface table to the target parameter interface table to obtain the parameter interface data in the target parameter interface table, and the parameter interface data in the target parameter interface table is transmitted back to the intermediate parameter interface table for foreground report display.
Illustratively, when a bank user updates parameters on a system page, parameter change contents, that is, parameter interface data, are transmitted to a parameter interface table of an ORACLE database through a network protocol, which is equivalent to a middle parameter interface table in middle data, a scheduling server periodically triggers a copy operation, synchronizes all parameters in the parameter interface table to parameter interface tables with the same structure in a greenply database at a preset time point every day, and participates in script batch running by using the parameter interface table in the greenply database. The full parameters in the parameter interface table not only include the parameter interface data changed by the user, but also include the original parameter interface data.
And 102, acquiring fund data from the external component, and determining cash flow detail data according to the parameter interface data and the fund data.
And determining the product range participating in index calculation according to the parameter interface data provided by the user, and accessing the posting source data issued by each upstream component from the data warehouse, wherein the posting source data comprises general ledgers, account granularity data provided by a system for sharing the same credit and the like, and cash flow granularity data provided by systems for clearing the same industry, trading backstage of funds, fixed-term deposit, loan, passenger-substituting transaction and the like. And determining cash flow detail data from the posting source data according to the product range.
Optionally, after obtaining the fund data from the external component, the organization, currency and accounting codes are used as distribution keys to store the stock data in a distributed database greenplus to prepare for screening and summarizing cash flow details.
In one possible embodiment, the external components include a funds transaction background component, a valet component, a peer clearing component, a deposit component, a loan component, a credit contract component, and a general ledger component, the funds data including account granularity data and cash flow granularity data.
Aiming at the characteristics of the commercial bank stock business, the embodiment of the invention loads the upstream data through the data subscription platform, and the related components comprise a fund transaction background, a client, a peer clearing, a deposit, a loan, a credit contract, a general ledger and the like.
In one possible embodiment, the obtaining of the fund data from the external component and the determining of the cash flow detail data based on the parametric interface data and the fund data comprises:
acquiring fund data from an external component, and performing data cleaning and data preprocessing on the fund data;
and determining a drawing aperture according to the cash flow types participating in calculation in the parameter interface data, and determining cash flow detail data from the fund data according to the drawing aperture.
And processing the collected capital data, and if abnormal data exists, filtering and cleaning. Meanwhile, cash flow data selection rules including but not limited to table association conditions and record screening conditions are designed according to product ranges and service apertures in parameter interface data provided by different users. And developing a storage process, and storing the batch execution result into a physical fact table of a relational database, namely storing the cash flow detail data determined from the fund data according to the access caliber.
In one possible embodiment, determining a winning aperture from the calculated cash flow types in the parametric interface data to determine cash flow detail data from the fund data based on the winning aperture comprises:
determining a number taking range by taking the calling party component number and the multi-entity identification as association conditions according to the initial left association parameter interface data of the capital data, calculating the remaining deadline of the cash flow, determining a remaining deadline symbol according to the position of the remaining deadline on a time axis, and obtaining an initial left association capital data result according to the number taking range and the remaining deadline symbol;
and according to the primary left-associated fund data result and the secondary left-associated parameter interface data, judging whether to match the primary left-associated fund data according to the value of the removal type and the corresponding field by using the condition to remove the target fund data and obtain a secondary left-associated fund data result which is used as the cash flow detail data participating in calculation.
Firstly, determining a parameter interface table determined by primary left associated parameter interface data of a basic data table by using fund data acquired by an upstream component, and determining a data access range by taking a calling component number and a mechanism multi-entity identifier as an associated condition frame; then calculating the remaining deadline of the cash flow, for example, taking 180 days and 365 days as time nodes, and defining a symbol of the remaining deadline of the product according to the position of the remaining deadline on a time axis; finally, the special requirements in the processing rules are processed through a conditional judgment statement in Structured Query Language (SQL). CODEs 1, 2, 3, 4, 5, 6 and 7 (character types) of the removal types are respectively referred to as contract numbers, saleable product numbers, customer numbers, public customer type CODEs IS _ CODE, currency, event type numbers and account types, if the values of the removal type fields in the parameter interface table are not null, the fields indicated by the CODE values are not used as screening conditions, and the cash flow details are fully reserved on the premise of meeting other association conditions to be used as a data basis for subsequent reverse rejection. The first left correlation is to obtain a product data range that can be included in the fluidity index calculation.
And matching the primary left associated capital data result and the primary left associated capital data result according to the corresponding field and the value of the removal type by using the condition judgment statement according to the secondary left associated parameter interface data of the primary left associated capital data result. Because only the primary left associated fund data result which needs to be rejected can be secondarily associated to the screened parameter data in the parameter interface data, the target fund data record can be rejected only by setting screening conditions to ensure that the institution multi-entity field value of the secondary associated parameter table in the result table is not empty during secondary left association, and the rejected secondary left associated fund data result is used as the cash detail data participating in calculation to participate in subsequent index calculation.
And 103, determining a liquidity index result according to the cash flow detail data and the parameter interface data.
Classifying the cash flow detail data according to the dimensions of service date, currency, product category and the like, simultaneously accumulating the liquidity high-quality assets, cash inflow, cash outflow, available stable funds and stable funds required by service, and importing a liquidity index metering model to obtain the value of a liquidity index result at a target time node.
In one possible embodiment, the liquidity indicator includes a liquidity coverage ratio and a net steady capital ratio;
correspondingly, determining a liquidity index result according to the cash flow detail data and the parameter interface data comprises the following steps:
determining premium liquidity assets, net cash outflow within 30 days in the future, available stable funds, and stable funds required for the business based on the cash flow detail data and the type weights in the parametric interface data;
the liquidity coverage ratio and the net steady fund ratio are determined based on the premium liquidity assets, the net cash outflow within 30 days in the future, the available steady funds, and the steady funds required for the business.
The liquidity coverage ratio LCR is a good liquidity asset/net cash flow in the next 30 days, and is mainly used for measuring the capability of an organization to cope with liquidity risks from the short-term time perspective and ensuring that the organization has enough liquidity resources to cope with the short-term liquidity risks in the next 30 days. Regulatory requirements typically dictate a value of not less than 1. The net stable fund ratio NSFR is the Available Stable Fund (ASF)/the stable fund required by the business (RSF), and the net stable fund ratio represents that the bank still has stable fund sources for continuous operation and survival for more than 1 year under the continuous pressure situation, and aims to enable the bank to adopt a more stable and durable financing channel, improve the capacity of coping with liquidity risks in a long term, and optimize the financing structure. Regulatory requirements typically dictate a value greater than 1. For example, in order to measure the balance structure ratio of internal and external assets, the liquidity indexes of liquidity in future period are mainly liquidity coverage ratio LCR (short term, 30 days in future) and net stable fund ratio NSFR (long term, one year and more). Bank users can provide a daily end LCR/NSFR report and a daily LCR report (2 batches) for reporting local supervision in time and rapidly adjusting the scale of assets and debts and a period mismatch structure according to index results, wherein the daily end report takes effect according to local business time day T +1, and the daily report takes effect according to local business time T day 10: 30 and 14: the 30 is effective and aims to monitor the change trend of the liquidity exposure in units of days, and simultaneously, the change situation of cash flow is known on the business day.
Specifically, the cash flow detail data is summarized according to the dimensions of service date, currency, product category and the like, meanwhile, the flow high-quality assets, cash inflow, cash outflow, available stable funds and stable funds required by service are accumulated, and LCR and NSFR metering models are imported, so that the values of the flow coverage ratio LCR and the net stable fund ratio NSFR at the target time node can be obtained.
In one possible embodiment, the method further comprises:
and sending the cash flow detail data, the parameter interface data and the liquidity index result to an intermediate data table for foreground report display for a user to check, so that the user can adjust configuration parameters and automatically subsidize fund data according to the cash flow detail data, the parameter interface data and the liquidity index result.
After the script batch running operation is finished, cash flow detail data, the liquidity index result and the parameter interface data are transmitted back to the ORACLE database together for foreground report display, so that a user can receive a liquidity index query result under the latest access caliber in time.
If the fluidity index query result does not meet the user requirement, the user can continue to adjust the configuration parameters to generate new parameter interface data to obtain a new fluidity index query result until the fluidity index query result meets the user requirement.
Specifically, the embodiment of the invention provides a visual display of index calculation results for the user in a single direction, and also provides a data checking function, supports the user to download and obtain the original detail data used for calculating each index and the event amount summarized under each large item/sub item, is convenient for the user to check and verify the fluidity index report results, and can quickly locate the problem place when the index value does not meet the local supervision requirements, thereby more scientifically planning the short-term and long-term credit and debt structures.
Optionally, the query information configured by the user at the client is transmitted to the server by using a transmission mode of an HTTP protocol, the server calls an interface to receive details and indexes of cash flow under corresponding service dates and currencies in the result table, and finally, the calculation result is returned to the user in a form of a report. The embodiment of the invention provides a personalized autonomous query function for bank users through post configuration and business attributes of data date, expiration date, currency and the like selected by users in a foreground. The post configuration can enable different users to obtain reports and page function menus under the belonged jurisdiction and shield other irrelevant information, and when the liquidity indexes and the liquidity fund are displayed in detail, effective data under the selected conditions are only displayed for the users, so that the users can obtain more accurate calculation results within the authority range.
In one possible embodiment, the method further comprises: acquiring independent additional fund data input by a user;
correspondingly, the method further comprises the following steps:
and verifying the liquidity index result according to the independent additional fund data and the fund data.
If the current liquidity index result does not meet the requirements of the user, the user can independently make additional entries on the fund data according to the actual conditions of bank products. For example, in addition to the batch supply by external components on time, the embodiment of the invention supports the user to independently and additionally register the fund data in an incremental import or single input mode according to needs, and various fields in the fund data automatically and additionally registered by the user can be checked according to actual business conditions, so that the purposes of automatic configuration and acquisition of system data are achieved.
The embodiment of the invention determines parameter interface data according to the adjustment configuration parameters based on the adjustment configuration parameters set by the user; acquiring fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data; and determining a liquidity index result according to the cash flow detail data and the parameter interface data. The method realizes timely updating of the access caliber of the product participating in liquidity index calculation by participating in the determination process of liquidity index results according to the adjustment configuration parameters set by a user, so as to improve the timeliness of determination of the liquidity indexes of the bank; and the calculation of the personalized customized liquidity index can be carried out according to the requirements of different bank users, so that the bank users can plan the asset structure scientifically, the time and the cost are saved for risk analysis, and the efficiency is improved.
Example two
Fig. 2 is a schematic structural diagram of a bank liquidity index determining system in a second embodiment of the present invention, and the second embodiment is a preferred implementation of the first embodiment. As shown in fig. 2, the system includes a data collection module 210, a parameter configuration module 220, an index processing module 230, and a user interaction module 240:
fig. 3 is a schematic structural diagram of the data acquisition module.
The data collection module comprises enterprise-level account granularity and cash flow granularity data collection and data storage.
When data acquisition is carried out, aiming at the characteristics of commercial bank stock business, the system loads upstream data through a data subscription platform, and related components comprise a fund transaction background, a client, peer-to-peer settlement, deposit, loan, credit contract, general ledger and the like. Besides the external components supply data in batches on time, the method supports the user to automatically supplement and record data in an incremental import or single input mode according to needs, and various fields can be checked according to actual service conditions, so that the aim of automatically configuring and acquiring system data is fulfilled.
When data storage is carried out, the organization, currency and accounting codes are used as distribution keys to store stock data in a distributed database GreenPlum, and preparation is made for screening and summarizing cash flow details.
Fig. 4 is a schematic structural diagram of the parameter configuration module.
The parameter configuration module comprises configurable product parameters, and a user can configure the configurable product parameters according to actual requirements on a system foreground interface and transmit the configurable product parameters to a background server through a network protocol after configuration is completed.
Because commercial banks have abundant product types and different supervision policies, cash flows participating in calculation of liquidity indexes and weight ratios thereof are different from place to place. The system supports users to add, delete, modify and query related configuration parameters in LCR and NSFR in foreground pages, and is used for describing product properties so as to accurately position cash flow detail by stroke. The LCR and NSFR parameter configuration models relate to the following common dimensions: unique number, multi-entity identification, major class code, major class name, minor class code, minor class name, caller component number, product number/subject number/associate release code, customer type, customer code, removal type, removal code, forecast days, cycle flag, event type, whether to limit pre-interest, interest and event monetary type, monetary symbol, term type, investment type, credit type, regional category identification, currency, bond rating, etc.
The parameter configuration module also comprises a timed parameter replication task, which is used for transmitting parameter change contents, namely parameter interface data, to a parameter interface table of an ORACLE database through a network protocol when a bank user updates parameters on a system page, wherein the parameter change contents are equivalent to a middle parameter interface table in middle data, a scheduling server triggers a copy operation at regular time, the full parameters in the parameter interface table are synchronized to parameter interface tables with the same structure in a GreenPlum database at preset time points every day, and the parameter interface table in the GreenPlum database is used for participating in script batch running. The full parameters in the parameter interface table not only include the parameter interface data changed by the user, but also include the original parameter interface data.
Fig. 5 is a schematic structural diagram of the index processing module.
And processing the fund data acquired by the data acquisition module, if abnormal data exists, filtering and cleaning the fund data, and preprocessing the fund data according to a preset uniform format. Meanwhile, the access aperture is determined according to the parameter configuration information about the LCR and the NSFR in the parameter interface table in the configuration module, for example, the access aperture is determined according to the product number, the client type, the event type and the accounting subject in the parameter configuration table, and the cash flow fund detail is determined according to the access aperture.
Specifically, when the number is fetched according to the fetching caliber, firstly, a left correlation parameter interface table of an upstream component basic data table is used, and a calling party component number and a mechanism multi-entity identifier are used as correlation condition frames to determine the fetching range; then calculating the remaining deadline of the cash flow, taking 180 days and 365 days as time nodes, and defining a symbol of the remaining deadline of the product according to the position of the remaining deadline on a time axis; and finally, processing special requirements in the processing rules through a condition judgment statement in the SQL. CODEs 1, 2, 3, 4, 5, 6 and 7 (character Type) of the removed Type Reject _ Type are respectively referred to as a contract number, a saleable product number, a customer number, a public customer Type CODE IS _ CODE, a currency, an event Type number and an account Type, if the value of the field in the parameter interface table IS not null, the field indicated by the CODE value IS not used as a screening condition, and the cash flow details are fully reserved on the premise of meeting other relevant conditions to be used as a data basis for subsequent reverse rejection. And thirdly, left-associating the parameter interface table, and matching the conditional judgment statement with the main data table according to the value of the removal type and the corresponding field. Because only the main table records needing to be rejected can be secondarily associated with the parameter records, the target records can be rejected only by setting screening conditions to ensure that the mechanism multi-entity field values of the secondary associated parameter tables in the result table are not null, and the residual details are used for participating in index calculation.
After the fund data after data preprocessing is acquired according to the acquisition caliber, a planning detail screening and storing process is carried out, and cash flow details are generated and stored in a cash flow details physical table. And importing the cash flow data in the cash flow detail physical table into a liquidity index LCR and NSFR metering model, and obtaining a liquidity index report display result table by the model according to an index calculation formula.
Illustratively, after the index calculation task is completed, the cash flow detail table, the fluidity index result table and the parameter interface table are transmitted back to the ORACLE database together for foreground report display, so that the user can receive the fluidity index query result under the latest caliber in time.
Fig. 6 is a schematic structural diagram of the user interaction module.
And in the user interaction module, a user and a system foreground interface interactively input product parameters which are included in calculation, confirm the product range of the parameter configuration table, associate the subclass detail of the main data table, summarize the major class according to the display dimension of the report, calculate and return the liquidity index, and the user inquires the report result according to the condition.
In the user interaction module, the system provides a personalized autonomous query function for the user through post configuration and business attributes of data date, due date, currency and the like selected by the user in the foreground. The post configuration authority can enable different users to obtain reports and page function menus under the belonged jurisdiction and shield other irrelevant information, and when indexes and details are displayed, effective data under the selected condition is only presented for the users, so that the users can obtain more accurate calculation results within the authority range. Wherein the configuration of the post can be determined by the bank's unique identification.
In order to accelerate the report refreshing speed during the caliber change and improve the user experience, a data preloading unit is also arranged in the user interaction module and used for executing the scheduling script batch running operation at regular time. Namely, no matter whether the user checks the report, the system can regularly execute an Extract-Transform-Load (ETL) operation, and copy the index calculation result to an interface table corresponding to an ORACLE database for data preloading. After the parameter change content is asynchronously obtained, the parameter change content is reacted to the index processing and storing process in the GreenPlum database on the same day, so that the index value condition under the latest caliber is fed back to the user in time, and the requirement of the timeliness of the system is met.
In the user interaction module, besides providing visual display of calculation results for a user in a single direction, the data checking and checking unit is also arranged to support the user to download and obtain original detail data used for calculating each index and event amount summarized under each large item and each sub item, so that the user can conveniently check and check report results, and when the index value does not meet the local supervision requirement, the problem can be quickly positioned.
In the system for determining the bank fluidity index provided by the embodiment of the invention, the adjustment configuration parameters provided by the user can act on the index processing and storing process in time, and the counting caliber is updated, so that the requirement of report timeliness is met. And predefining data interface models in an ORACLE database and a GreenPlum database, regularly triggering ETL scheduling operation to run batch every day and copying the full data to a public access area, so that the final result can be displayed according to a predefined report form on a system foreground page, a user can conveniently adjust configuration parameters according to the report form, and the mastering degree of mobility indexes is increased.
The embodiment of the invention provides a system capable of flexibly adjusting the product range and the access aperture for calculating the liquidity index, and solves the problems that the timeliness of a report is poor and the user experience is poor due to the fact that the system needs to be suspended to provide external services and the storage process needs to be modified in the prior art. And the bank user can autonomously select the flowing cash flow data which needs to be displayed in the flowing index report at the foreground page of the system, and the data range participating in index calculation is updated in real time by adding, deleting, modifying and inquiring product parameters to generate a report which is consistent with the actual service, so that the flowing current situation is timely reported to local supervision, the short-term and long-term credit and debit structure is more scientifically planned, the time cost is saved for risk analysis, and the working efficiency is improved.
EXAMPLE III
Fig. 7 is a schematic structural diagram of a bank liquidity index determining apparatus according to a third embodiment of the present invention, which is applicable to a case where a bank liquidity index is determined according to a fetch aperture adjusted in real time. As shown in fig. 7, the apparatus includes:
a parameter data determining module 710, configured to obtain an adjustment configuration parameter set by a user, and determine parameter interface data according to the adjustment configuration parameter;
a cash flow detail determining module 720, configured to obtain fund data from an external component, and determine cash flow detail data according to the parameter interface data and the fund data;
and a liquidity index determining module 730, configured to determine a liquidity index result according to the cash flow detail data and the parameter interface data.
The embodiment of the invention determines parameter interface data according to the adjustment configuration parameters based on the adjustment configuration parameters set by the user; acquiring fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data; and determining a liquidity index result according to the cash flow detail data and the parameter interface data. The method realizes timely updating of the access caliber of the product participating in liquidity index calculation by participating in the determination process of liquidity index results according to the adjustment configuration parameters set by a user, so as to improve the timeliness of determination of the liquidity indexes of the bank; and the calculation of the personalized customized liquidity index can be carried out according to the requirements of different bank users, so that the bank users can plan the asset structure scientifically, the time and the cost are saved for risk analysis, and the efficiency is improved.
Optionally, the configuration parameters are adjusted and set for the user according to the change of the supervision policy.
Optionally, the adjusting configuration parameters include cash flow types and type weights participating in calculation; wherein, the cash flow type participating in the calculation is determined through the public dimension; the common dimension comprises at least one of: unique number, multi-entity identification, major class code, major class name, minor class code, minor class name, caller component number, product number, subject number, peer release code, customer type, customer code, removal type, removal code, forecast days, cycle flag, event type, whether to limit pre-interest, interest and event monetary type, monetary symbol, term type, investment type, credit type, area category identification, currency, and bond rating.
Optionally, the removal type and the removal code are used to define a filtered cash flow type.
Optionally, the parameter data determining module includes:
the system comprises an intermediate transmission unit, a data processing unit and an intermediate database, wherein the intermediate transmission unit is used for acquiring an adjustment configuration parameter set by a user and transmitting the adjustment configuration parameter to an intermediate parameter interface table of the intermediate database through a network protocol;
and the parameter synchronization unit is used for synchronizing the intermediate parameter interface table in the intermediate database to the target parameter interface table in the target database to obtain the parameter interface data in the target parameter interface table.
Optionally, the parameter synchronization unit is specifically configured to:
and the scheduling server regularly triggers the copy operation for synchronizing the total parameters in the intermediate parameter interface table to the target parameter interface table to obtain the parameter interface data in the target parameter interface table, and the parameter interface data in the target parameter interface table is transmitted back to the intermediate parameter interface table for foreground report display.
Optionally, the apparatus further includes a backhaul module, configured to:
and sending the cash flow detail data, the parameter interface data and the liquidity index result to an intermediate data table for foreground report display for a user to check so that the user can adjust configuration parameters and automatically re-register fund data according to the cash flow detail data, the parameter interface data and the liquidity index result.
Optionally, the external components include a funds transaction background component, a client component, a peer clearing component, a deposit component, a loan component, a credit contract component, and a general ledger component, and the funds data includes account granularity data and cash flow granularity data.
Optionally, the apparatus further includes a user fund supplementary module, configured to: acquiring independent additional fund data input by a user;
correspondingly, the device further comprises a fluidity index checking module for:
and checking the fluidity index result according to the independent additional fund data and the fund data.
Optionally, the cash flow detail determining module includes:
the fund data preprocessing unit is used for acquiring fund data from an external component and carrying out data cleaning and data preprocessing on the fund data;
and the fund data access unit is used for determining access calibers according to the cash flow types participating in calculation in the parameter interface data so as to determine cash flow detail data from the fund data according to the access calibers.
Optionally, the fund data access unit is specifically configured to:
associating the parameter interface data for the first time and the left time according to the capital data, determining an access range by taking a calling party component number and a multi-entity identifier as association conditions, calculating the remaining deadline of the cash flow, determining a remaining deadline symbol according to the position of the remaining deadline on a time axis, and obtaining a result of the capital data for the first time and the left time according to the access range and the remaining deadline symbol;
and performing secondary left correlation on the parameter interface data according to the primary left correlation fund data result, and judging whether the parameter interface data is matched with the primary left correlation fund data according to the value of the removal type and the corresponding field by using conditions so as to remove the target fund data and obtain a secondary left correlation fund data result which is used as the cash flow detail data participating in calculation.
Optionally, the liquidity indicator comprises a liquidity coverage ratio and a net stable capital ratio;
correspondingly, the fluidity index determination module is specifically configured to:
determining premium liquidity assets, net cash outflow within 30 days in the future, available stable funds, and stable funds required for the business based on the cash flow detail data and the type weights in the parametric interface data;
determining a liquidity coverage ratio and a net steady fund ratio based on the premium liquidity assets, the net cash outflow within 30 days in the future, the available steady funds, and the steady funds required for the business.
The bank liquidity index determining device provided by the embodiment of the invention can execute the bank liquidity index determining method provided by any embodiment of the invention, and has the corresponding functional modules and beneficial effects of executing the bank liquidity index determining method.
Example four
Fig. 8 is a schematic structural diagram of an electronic device according to a fourth embodiment of the present invention. FIG. 8 illustrates a block diagram of an exemplary electronic device 12 suitable for use in implementing embodiments of the present invention. The electronic device 12 shown in fig. 8 is only an example, and should not bring any limitation to the functions and the scope of use of the embodiment of the present invention.
As shown in FIG. 8, electronic device 12 is embodied in the form of a general purpose computing device. The components of electronic device 12 may include, but are not limited to: one or more processors or processing units 16, a system memory device 28, and a bus 18 that couples various system components including the system memory device 28 and the processing unit 16.
The system storage 28 may include computer system readable media in the form of volatile storage, such as Random Access Memory (RAM)30 and/or cache storage 32. The electronic device 12 may further include other removable/non-removable, volatile/nonvolatile computer system storage media. By way of example only, storage system 34 may be used to read from and write to non-removable, nonvolatile magnetic media (not shown in FIG. 8, and commonly referred to as a "hard drive"). Although not shown in FIG. 8, a magnetic disk drive for reading from and writing to a removable, nonvolatile magnetic disk (e.g., a "floppy disk") and an optical disk drive for reading from or writing to a removable, nonvolatile optical disk (e.g., a CD-ROM, DVD-ROM, or other optical media) may be provided. In these cases, each drive may be connected to bus 18 by one or more data media interfaces. Storage 28 may include at least one program product having a set (e.g., at least one) of program modules that are configured to carry out the functions of embodiments of the invention.
A program/utility 40 having a set (at least one) of program modules 42 may be stored, for example, in storage 28, such program modules 42 including, but not limited to, an operating system, one or more application programs, other program modules, and program data, each of which examples or some combination thereof may comprise an implementation of a network environment. Program modules 42 generally carry out the functions and/or methodologies of the described embodiments of the invention.
The processing unit 16 executes various functional applications and data processing by running a program stored in the system storage device 28, for example, to implement a method for determining a liquidity index of a bank provided by an embodiment of the present invention, including:
acquiring an adjustment configuration parameter set by a user, and determining parameter interface data according to the adjustment configuration parameter;
obtaining fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data;
and determining a liquidity index result according to the cash flow detail data and the parameter interface data.
EXAMPLE five
The fifth embodiment of the present invention further provides a computer-readable storage medium, on which a computer program is stored, where the computer program, when executed by a processor, implements the method for determining a bank liquidity index provided in the fifth embodiment of the present invention, where the method includes:
acquiring an adjustment configuration parameter set by a user, and determining parameter interface data according to the adjustment configuration parameter;
obtaining fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data;
and determining a liquidity index result according to the cash flow detail data and the parameter interface data.
Computer storage media for embodiments of the invention may employ any combination of one or more computer-readable media. The computer readable medium may be a computer readable signal medium or a computer readable storage medium. A computer readable storage medium may be, for example, but not limited to, an electronic, magnetic, optical, electromagnetic, infrared, or semiconductor system, apparatus, or device, or any combination of the foregoing. More specific examples (a non-exhaustive list) of the computer readable storage medium would include the following: an electrical connection having one or more wires, a portable computer diskette, a hard disk, a Random Access Memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), an optical fiber, a portable compact disc read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the foregoing. In the context of this document, a computer readable storage medium may be any tangible medium that can contain, or store a program for use by or in connection with an instruction execution system, apparatus, or device.
A computer readable signal medium may include a propagated data signal with computer readable program code embodied therein, for example, in baseband or as part of a carrier wave. Such a propagated data signal may take many forms, including, but not limited to, electro-magnetic, optical, or any suitable combination thereof. A computer readable signal medium may also be any computer readable medium that is not a computer readable storage medium and that can communicate, propagate, or transport a program for use by or in connection with an instruction execution system, apparatus, or device.
Program code embodied on a computer readable medium may be transmitted using any appropriate medium, including but not limited to wireless, wireline, optical fiber cable, RF, etc., or any suitable combination of the foregoing.
Computer program code for carrying out operations for aspects of the present invention may be written in any combination of one or more programming languages, including an object oriented programming language such as Java, Smalltalk, C + +, or the like, as well as conventional procedural programming languages, such as the "C" programming language or similar programming languages. The program code may execute entirely on the user's computer, partly on the user's computer, as a stand-alone software package, partly on the user's computer and partly on a remote computer or entirely on the remote computer or server. In the case of a remote computer, the remote computer may be connected to the user's computer through any type of network, including a Local Area Network (LAN) or a Wide Area Network (WAN), or the connection may be made to an external computer (for example, through the Internet using an Internet service provider).
It is to be noted that the foregoing is only illustrative of the preferred embodiments of the present invention and the technical principles employed. It will be understood by those skilled in the art that the present invention is not limited to the particular embodiments described herein, but is capable of various obvious changes, rearrangements and substitutions as will now become apparent to those skilled in the art without departing from the scope of the invention. Therefore, although the present invention has been described in greater detail by the above embodiments, the present invention is not limited to the above embodiments, and may include other equivalent embodiments without departing from the spirit of the present invention, and the scope of the present invention is determined by the scope of the appended claims.
Claims (15)
1. A bank liquidity index determining method is characterized by comprising the following steps:
acquiring an adjustment configuration parameter set by a user, and determining parameter interface data according to the adjustment configuration parameter;
obtaining fund data from an external component, and determining cash flow detail data according to the parameter interface data and the fund data;
and determining a liquidity index result according to the cash flow detail data and the parameter interface data.
2. The method of claim 1, wherein the adjustment configuration parameters are set by a user in response to changes in regulatory policies.
3. The method of any of claims 1-2, wherein the adjusted configuration parameters include cash flow types and type weights involved in the calculation; wherein, the cash flow type participating in the calculation is determined through the public dimension; the common dimension comprises at least one of: unique number, multi-entity identification, major class code, major class name, minor class code, minor class name, caller component number, product number, subject number, peer release code, customer type, customer code, removal type, removal code, forecast days, cycle flag, event type, whether to limit pre-interest, interest and event monetary type, monetary symbol, term type, investment type, credit type, area category identification, currency, and bond rating.
4. The method of claim 3, wherein the removal type and the removal encoding are used to define a filtered cash flow type.
5. The method of claim 1, wherein obtaining user-set adjustment configuration parameters and determining parameter interface data according to the adjustment configuration parameters comprises:
acquiring an adjustment configuration parameter set by a user, and transmitting the adjustment configuration parameter to an intermediate parameter interface table of an intermediate database through a network protocol;
and synchronizing the intermediate parameter interface table in the intermediate database to the target parameter interface table in the target database to obtain the parameter interface data in the target parameter interface table.
6. The method of claim 5, wherein synchronizing the intermediate parameter interface table in the intermediate database to the target parameter interface table in the target database to obtain the parameter interface data in the target parameter interface table comprises:
and the scheduling server regularly triggers the copy operation for synchronizing the total parameters in the intermediate parameter interface table to the target parameter interface table to obtain the parameter interface data in the target parameter interface table, and the parameter interface data in the target parameter interface table is transmitted back to the intermediate parameter interface table for foreground report display.
7. The method according to any one of claims 5-6, further comprising:
and sending the cash flow detail data, the parameter interface data and the liquidity index result to an intermediate data table for foreground report display for a user to check so that the user can adjust configuration parameters and automatically re-register fund data according to the cash flow detail data, the parameter interface data and the liquidity index result.
8. The method of claim 1, wherein the external components include a funds transaction background component, a valet component, a peer clearing component, a deposit component, a loan component, a credit contract component, and a general ledger component, and wherein the funds data includes account granularity data and cash flow granularity data.
9. The method of claim 1, further comprising: acquiring independent additional fund data input by a user;
correspondingly, the method further comprises the following steps:
and checking the fluidity index result according to the independent additional fund data and the fund data.
10. The method of claim 3, wherein obtaining fund data from an external component, determining cash flow detail data from the parametric interface data and the fund data, comprises:
acquiring fund data from an external component, and performing data cleaning and data preprocessing on the fund data;
and determining a fetching aperture according to the cash flow types participating in calculation in the parameter interface data, and determining cash flow detail data from the fund data according to the fetching aperture.
11. The method of claim 10, wherein determining a capture aperture from the type of cash flow participating in the calculation in the parametric interface data to determine cash flow detail data from the fund data based on the capture aperture comprises:
associating the parameter interface data for the first time and the left time according to the capital data, determining an access range by taking a calling party component number and a multi-entity identifier as association conditions, calculating the remaining deadline of the cash flow, determining a remaining deadline symbol according to the position of the remaining deadline on a time axis, and obtaining a result of the capital data for the first time and the left time according to the access range and the remaining deadline symbol;
and performing secondary left correlation on the parameter interface data according to the primary left correlation fund data result, and judging whether the parameter interface data is matched with the primary left correlation fund data according to the value of the removal type and the corresponding field by using conditions so as to remove the target fund data and obtain a secondary left correlation fund data result which is used as the cash flow detail data participating in calculation.
12. The method of claim 1, wherein the liquidity indicator comprises a liquidity coverage ratio and a net steady capital ratio;
correspondingly, determining a liquidity index result according to the cash flow detail data and the parameter interface data comprises the following steps:
determining premium liquidity assets, net cash outflow within 30 days in the future, available stable funds, and stable funds required for the business based on the cash flow detail data and the type weights in the parametric interface data;
determining a liquidity coverage ratio and a net steady fund ratio based on the premium liquidity assets, the net cash outflow within 30 days in the future, the available steady funds, and the steady funds required for the business.
13. A bank liquidity indicator determining apparatus, comprising:
the parameter data determining module is used for acquiring an adjustment configuration parameter set by a user and determining parameter interface data according to the adjustment configuration parameter;
the cash flow detail determining module is used for acquiring fund data from an external component and determining cash flow detail data according to the parameter interface data and the fund data;
and the fluidity index determining module is used for determining a fluidity index result according to the cash flow detail data and the parameter interface data.
14. An electronic device, comprising:
one or more processors;
a storage device for storing one or more programs,
when executed by the one or more processors, cause the one or more processors to implement the bank liquidity indicator determination method of any one of claims 1-12.
15. A computer-readable storage medium, on which a computer program is stored, which, when being executed by a processor, carries out a bank liquidity indicator determining method according to any one of claims 1 to 12.
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