CN114693443A - Data processing method and device based on combination of bond and CRMW - Google Patents

Data processing method and device based on combination of bond and CRMW Download PDF

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CN114693443A
CN114693443A CN202011588659.5A CN202011588659A CN114693443A CN 114693443 A CN114693443 A CN 114693443A CN 202011588659 A CN202011588659 A CN 202011588659A CN 114693443 A CN114693443 A CN 114693443A
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bond
crmw
combination
calculating
profit
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徐叶润
戴伟
黄树林
宋鹏程
吴锦伟
刘佩金
万自强
张利平
齐晓磊
赵珠慧
陈思华
常玉
佘志典
王林
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Beijing Tongbang Zhuoyi Technology Co ltd
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Beijing Tongbang Zhuoyi Technology Co ltd
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Abstract

The invention provides a data processing method and device based on combination of bonds and CRMW, belonging to the technical field of data processing, wherein a user is a credit protection buyer or/and a credit protection seller, and a cash settlement service request is initiated by the credit protection buyer or/and the credit protection seller; calling a first parameter related to the cash settlement service in a background database or/and acquiring a second parameter configured by a user operation page aiming at the cash settlement service request, wherein the second parameter comprises a parameter of paying a premium year by year in a payment mode; inputting the first parameter or/and the second parameter into a financial calculation model, the financial calculation model comprising a plurality of calculation functions based on the combination of the bond and the CRMW; and processing the cash settlement service request by adopting a calculation function, generating a processing result and feeding back the processing result of the cash settlement service request to the user. The invention realizes the high efficiency of data processing based on the combination of bond and CRMW.

Description

Data processing method and device based on combination of bond and CRMW
Technical Field
The invention relates to the technical field of data processing, in particular to a data processing method and device based on combination of bonds and CRMW.
Background
With the development of the internet financial industry, various financial platforms appear, and the financial platforms apply computer technology to the financial field, so that the development of the financial field is promoted.
CRMW (English: Credit Risk differentiation Warrant, Chinese: Credit Risk Slow Release voucher) and bonds are financial businesses. CRMW is a negotiable, value document created by an institution other than the target entity, providing credit risk protection for the credential holder regarding the target debt. While the financial business is frequently exchanged, a large amount of data needs to be accurately and quickly processed. Therefore, it is necessary to provide a data processing method based on the combination of bonds and CRMW to improve the work efficiency of the whole financial system.
Disclosure of Invention
The invention provides a data processing method and device based on combination of bonds and CRMW (critical dimension), which are used for solving the problem that a large amount of financial data needs to be accurately and quickly processed in the prior art and realizing high efficiency of data processing based on combination of bonds and CRMW.
The invention provides a data processing method based on combination of bonds and CRMW, which comprises the following steps:
receiving a cash settlement service request initiated by a user in a financial transaction terminal, wherein the user is a credit protection buyer or/and a credit protection seller;
calling a first parameter related to the cash settlement service in a background database or/and acquiring a second parameter configured by a user operation page aiming at the cash settlement service request, wherein the second parameter comprises a parameter of paying a premium according to the year in a payment mode;
inputting the first parameter or/and the second parameter into a financial computing model comprising a plurality of computing functions based on a combination of bonds and CRMW;
and processing the cash settlement service request by adopting the calculation function, generating a processing result and feeding back the processing result of the cash settlement service request to the user.
According to the data processing method based on the combination of the bond and the CRMW, before the cash settlement service request initiated by the user in the financial transaction terminal is received, the method comprises the following steps:
acquiring bond information and CRMW information of a user;
storing the bond information and the CRMW information;
wherein the bond information comprises one or more of the following combinations:
bond code, debtor, creditor, bond denomination, nominal interest rate, payoff period, bond full price, bond net price, interest received during;
wherein the CRMW information comprises one or more of the following combinations:
the system comprises a payment system, a payment system and a payment method, wherein the payment system comprises a payment system and a payment method, and the payment system comprises a payment system and a payment method, wherein the payment system comprises a payment agency name, a CRMW code, a target bond, a credit protection buyer, a credit protection seller, a certificate allotment amount, a certificate starting date, a certificate expiration date, a payment establishment price, a certificate purchase date, a certificate purchase price, an actual issuing amount, a certificate valuation, a holding period to date, a default recovery rate, a period paid premium, a payment method and a settlement method, the payment method is front-end one-time premium payment or annual premium payment, and the settlement method is cash settlement or material settlement.
According to the data processing method based on the combination of the bond and the CRMW, the method for calling the first parameter related to the cash settlement service in the background database comprises the following steps:
acquiring a data table corresponding to the cash settlement service from the background database, wherein the data table has fields required by calculation of the calculation function;
and querying the data table through data association to obtain the first parameter of the field corresponding to the calculation function.
According to the data processing method based on the combination of the bond and the CRMW, aiming at the condition that a requester is a credit protection buyer, the calculation function is adopted to process the cash settlement service request, and the data processing method comprises the following steps:
determining a voucher purchase cost according to the market type of CRMW purchase;
calculating the cost of purchasing the bonds according to the full price of the bonds and the distribution amount of the certificates;
calculating CRMW income and bond income according to bond default state information;
calculating the investment profit and investment profit of the combination of the bonds and the CRMW based on the CRMW profit and the bond profit;
and calculating the investment yield according to the investment profit and loss of the bond and the CRMW combination.
According to the data processing method based on the combination of the bond and the CRMW, aiming at the condition that a requesting party is a credit protection seller, the calculation function is adopted to process the cash settlement service request, and the data processing method comprises the following steps:
calculating the accumulated premium income between the created price and the holding period to the date according to the created price and the holding period to the date;
calculating CRMW income and bond income according to bond default state information;
calculating the investment profit and investment profit of the combination of the bonds and the CRMW based on the CRMW profit and the bond profit;
and calculating the investment earning rate according to the investment profit and loss of the bond and the CRMW combination.
According to the data processing method based on the combination of the bond and the CRMW, the voucher purchase cost is determined according to whether the purchase market is a primary market or a secondary market, and the method comprises the following steps:
if the voucher purchase date is less than or equal to the voucher start date, the voucher purchase date is purchased in a first-class market, and the voucher purchase cost is 0;
if the voucher purchase date is larger than the voucher start date, the voucher purchase cost is calculated for secondary market purchase according to the voucher purchase price and the voucher distribution amount.
According to the data processing method based on the combination of the bond and the CRMW, the CRMW profit is calculated according to whether the bond is default, and the method comprises the following steps:
if the bond is determined to be default according to the period from the holding period to the date, calculating CRMW profit according to the voucher purchase cost, the paid premium in the period and the cash settlement amount, wherein the cash settlement amount is voucher distribution amount (1-default recovery rate), the paid premium in the period is k creation price voucher distribution amount/100, k represents the number of times of paying the premium of the voucher from the purchase date to the holding period to the date, if the voucher is purchased in a secondary market, k > is 0, and if the voucher is purchased in a primary market, k > is 1;
and judging that the bond is not default according to the holding period to the date, and calculating the CRMW benefit according to the certificate evaluation value, the certificate distribution amount, the certificate purchase cost and the paid premium in the period.
According to the data processing method based on the combination of the bond and the CRMW, the bond profit is calculated according to whether the bond is default, and the method comprises the following steps:
judging that the bond is default according to the holding period to the date, and calculating bond profit according to the net price of the bond, the voucher distribution amount, the cost for purchasing the bond and interest received in the period;
and judging that the bond is not default according to the holding period to the date, and calculating bond profit according to the net price of the bond, interest accrued, certificate distribution amount, cost for purchasing the bond and the paid premium in the period.
According to the data processing method based on the combination of the bond and the CRMW, the method for calculating the return on investment according to the profit and loss of the bond and the CRMW combination comprises the following steps:
calculating the investment earning rate according to the ratio of the investment profit and loss of the bond and CRMW combination to the certificate distribution and sale amount; or
And calculating the investment earning rate according to the ratio of the investment profit and the investment profit of the combination of the bond and the CRMW to the sum of the voucher purchasing cost and the bond purchasing cost.
According to the data processing method based on the combination of the bond and the CRMW, the CRMW profit is calculated according to whether the bond is default, and the method comprises the following steps:
judging whether the bond is default according to the period from the holding period to the date, and calculating CRMW income according to the premium income and the cash settlement amount accumulated between the established price and the period from the holding period to the date, wherein the cash settlement amount is the actual issuing amount (1-default recovery rate);
and judging that the bond is not default according to the holding period to the date, and calculating CRMW income according to the initial price, the accumulated premium income between the holding period and the date, the certificate valuation and the actual issuing amount.
According to the data processing method based on the combination of the bond and the CRMW, the bond profit is calculated according to whether the bond is default, and the method comprises the following steps:
judging that the bond is default according to the holding period to the date, and then calculating the bond profit to be 0;
and judging that the bond does not have default according to the holding period to the date, and calculating the bond profit to be 0.
According to the data processing method based on the combination of the bond and the CRMW, the method for calculating the return on investment according to the profit and loss of the bond and the CRMW combination comprises the following steps:
calculating the investment earning rate according to the ratio of the investment profit and loss of the bond and CRMW combination to the certificate distribution and sale amount; or
And calculating the investment earning rate according to the ratio of the investment profit and the investment profit of the combination of the bond and the CRMW to the sum of the voucher purchasing cost and the bond purchasing cost.
The invention also provides a data processing device based on the combination of the bond and the CRMW, which comprises:
the system comprises a receiving module, a processing module and a processing module, wherein the receiving module is used for receiving a cash settlement service request initiated by a user in a financial transaction terminal, and the user is a credit protection buyer or/and a credit protection seller;
the calling module is used for calling a first parameter related to the cash settlement service in a background database or/and obtaining a second parameter configured by a user operation page aiming at the cash settlement service request, wherein the second parameter comprises a parameter of paying a premium according to the annual payment mode;
an input module to input the first parameter or/and the second parameter into a financial computing model comprising a plurality of computing functions based on a combination of bonds and CRMW;
and the processing module is used for processing the cash settlement service request by adopting the calculation function.
The invention also provides a financial transaction terminal, which comprises a memory, a processor and a computer program stored on the memory and capable of running on the processor, wherein the processor executes the program to realize the steps of the data processing method based on the combination of the bond and the CRMW.
The invention also provides a non-transitory computer readable storage medium having stored thereon a computer program which, when executed by a processor, implements the steps of the data processing method based on a combination of bonds and CRMW as described in any of the above.
According to the data processing method and device based on the combination of the bond and the CRMW, provided by the invention, the financial calculation model based on the combination of the bond and the CRMW is provided, and the correlation function in the financial calculation model is combined with the computer technology, so that the problem that a large amount of financial data needs to be accurately and quickly processed in the prior art is solved, and the high efficiency of data processing based on the combination of the bond and the CRMW is realized.
Drawings
In order to more clearly illustrate the technical solutions of the present invention or the prior art, the drawings needed for the description of the embodiments or the prior art will be briefly described below, and it is obvious that the drawings in the following description are some embodiments of the present invention, and those skilled in the art can also obtain other drawings according to the drawings without creative efforts.
FIG. 1 is an architectural diagram of the data processing provided by the present invention;
fig. 2 is a schematic flow chart of a processing method based on combination of bonds and CRMW provided by the present invention;
FIG. 3 is a schematic flow chart of receiving a user request provided by the present invention;
FIG. 4 is a schematic flow chart of retrieving a first parameter according to the present invention;
FIG. 5 is a flow chart illustrating the credit buyer-based calculation function process provided by the present invention;
FIG. 6 is a flow diagram of a credit seller-based calculation function process provided by the present invention;
fig. 7 is a schematic diagram of a data processing device based on combination of bonds and CRMW provided by the present invention;
fig. 8 is a schematic structural diagram of a financial transaction terminal provided by the present invention.
Detailed Description
In order to make the objects, technical solutions and advantages of the present invention more apparent, the technical solutions of the present invention will be clearly and completely described below with reference to the accompanying drawings, and it is obvious that the described embodiments are some, but not all embodiments of the present invention. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
The following description will be made based on the terms mentioned in the data processing method and apparatus combining bond and CRMW of the present invention:
bond/debt is a financial contract issued to investors when governments, financial institutions, industrial and commercial enterprises and the like directly borrow funds from social debts, and promises to pay interest at a certain interest rate and pay back principal under agreed conditions. The nature of a bond is a certificate of the bond, with legal force. Between the bond buyer or investor and the issuer is a bond-debt relationship, the bond issuer is the debtor, and the investor (bond buyer) is the creditor. The issuer of the bond (government, financial institution, enterprise, etc.) is the borrower of the funds, the investor who purchases the bond is the lender of the funds, and the issuer (borrower) needs to pay for the funds at a certain period.
Basic elements of bonds include: bond face value, payback period, payoff period, nominal interest rate, and issuer name. The bond face value refers to the face value of the bond, is the principal amount which the issuer should pay for the bond holder after the bond is expired, and is also the calculation basis for the enterprises to pay interest to the bond holder according to time. The bond repayment date refers to the period of time that the bond principal is paid down as stated on the bond of the enterprise, namely the time interval between the release date and the due date of the bond. The payoff period of a bond refers to the time of interest payment after the bond is issued by the business. It may be a payment due, or a payment 1 year, half year, or 3 months. The nominal interest rate of the bond is the ratio of the interest of the bond to the nominal value of the bond, and is a calculation standard of the payment paid to the bond holder in a certain period after the acceptance of the issuer. The issuer name indicates the debt subject of the bond and provides a basis for the creditor to return principal and interest due.
The CRMW is a negotiable and negotiable valuable certificate which is created by an organization other than the target entity and provides credit risk protection for the certificate holder about the target debt, and belongs to a certificate type credit risk slow release tool. CRMW is a certificate class, negotiable. The CRMW certificate triggers the credit event condition to be that the reference entity is bankruptcy or the target debt is subject to payment default and the like.
The credit protection buyer pays the seller a "credit protection fee," which may be a fixed amount or a floating amount calculated in some way. The front end may pay a premium once when purchasing the CRMW voucher, or may pay a premium annually. The credit protection seller answers the compensating buyer's principal as "nominal principal" corresponding to the buyer's purchase of the bond principal. Generally, the credit protection fee is a proportion of the nominal principal, which may be 0. X% or X%, depending on the credit rating of the debtor, the higher the credit rating, the lower the credit protection fee.
If the debtor triggers a credit event, i.e. bankruptcy or default payment of the subject debt occurs, both physical settlement and cash settlement are generally used. The physical settlement amount is the sum of the total value of the face value of the certificate held by the credit protection buyer and the outstanding interest due to the face value corresponding to the debt of the physical settlement daily standard; the cash settlement is a settlement amount which is a difference between a face value of the bond before the bond is defaulted and a market value of the bond after the bond is defaulted.
Both credit protected buyers and credit protected sellers need to calculate investment profit and loss. Investment profit and loss refers to the loss of capital from successful achievement of the desired economic benefit and from failure of the investment. Generally, before investment, investment prediction is needed to be carried out on the invested project, except that visual judgment is carried out by depending on personal knowledge and skills and rich experience of investors, more important is that scientific analysis, prediction, feasibility inference and a plurality of schemes are completely and deeply carried out according to statistical data analysis and mathematical methods of mathematical models, factors related to the invested project are integrated, existing investment conditions and economic benefit prospects of the invested project, so that risk loss of the invested project is reduced, and expected economic benefit is achieved to a greater extent or is completely guaranteed to be achieved.
The data processing method and device based on the combination of the bond and the CRMW are used as a payment mode of a credit protection buyer for paying premium per year and as a settlement mode of a credit protection seller for settling cash. The credit protection buyer and the credit protection seller adopt a financial calculation model to calculate the investment profit and loss.
The data processing method and apparatus based on combination of bond and CRMW according to the present invention will be described with reference to fig. 1-8.
FIG. 1 is an architectural diagram of the data processing provided by the present invention, as shown. The user can be a credit protection buyer or a user seller, a service request is initiated at the financial transaction terminal or related parameters are input, the background server responds to the service request initiated by the financial transaction terminal and feeds back a processing result to the financial transaction terminal, and the financial transaction terminal is displayed to the user in an interface mode.
The financial transaction terminal is based on a client/server architecture to provide services, and needs to be supported by a background server or a cloud platform. The financial transaction terminal comprises a user operation interface, and a user can initiate various business processing requests through the operation interface. For example, when a user performs an investment business operation on a financial transaction terminal, the user first needs to input corresponding information according to an instruction on a terminal interface, and then can receive a processing result fed back by the terminal after the terminal performs processing. When the financial transaction terminal performs the service processing, the information input by the user needs to be sent to the background server, and the service module configured in the background server is used for completing corresponding service operation. And the background server feeds back the processing result to the financial transaction terminal, and the financial transaction terminal informs the user.
In the whole data processing process, the financial transaction terminal is responsible for inputting and outputting data, and the data processing is completed in a background server or a cloud platform. The background server comprises a financial calculation model which is provided with calculation functions corresponding to various financial services and can be used for related calculation of financial products.
Fig. 2 is a schematic flow chart of a processing method based on combination of bonds and CRMW provided by the present invention, as shown in the figure. A data processing method based on bond and CRMW combination, comprising:
step 200, receiving a cash settlement service request initiated by a user in a financial transaction terminal, wherein the user is a credit protection buyer or/and a credit protection seller.
Optionally, the cash settlement service request may be an investment profit or investment yield request for calculating a combination of bonds and CRMW.
Step 201, for the cash settlement service request, calling a first parameter related to the cash settlement service in a background database or/and obtaining a second parameter configured by a user operation page, where the second parameter includes a parameter of paying a premium per year in a payment mode.
The terms "first," "second," and the like in the description and in the claims, and in the drawings described above, are used for distinguishing between similar elements and not necessarily for describing a particular sequential or chronological order. It will be appreciated that the data so used may be interchanged under appropriate circumstances such that the embodiments described herein may be practiced otherwise than as specifically illustrated or described herein. For example, a first parameter may be termed a second parameter, and, similarly, a second parameter may be termed a first parameter, without departing from the scope of the present application.
Optionally, the first parameter is a parameter required for calculating the investment profit and loss or the investment profit rate of the combination of the bond and the CRMW, and the first parameter may be directly obtained from a background database.
Optionally, the second parameter is a parameter input by a user on an operation page of the financial transaction terminal, and the second parameter is a parameter required for calculating the investment profit and loss or the investment profit rate of the combination of the bond and the CRMW.
Step 202, inputting the first parameter or/and the second parameter into a financial calculation model, wherein the financial calculation model comprises a plurality of calculation functions based on the combination of bonds and CRMW.
Alternatively, the calculation function is a calculation logic set for each financial product, and can calculate the investment profit and the investment profit rate based on the combination of the bond and the CRMW.
Step 203, processing the cash settlement service request by using the calculation function, generating a processing result and feeding back the processing result of the cash settlement service request to the user.
It should be noted that the CRMW of the present invention is a voucher purchased based on a bond having a mark, and is used for hedge risk.
Fig. 3 is a schematic flow chart of receiving a user request provided by the present invention, as shown in the figure. The receiving the cash settlement service request initiated by the user in the financial transaction terminal comprises the following steps:
and step 300, acquiring bond information and CRMW information of the user.
And 301, storing the bond information and the CRMW information.
Wherein the bond information comprises one or more of the following combinations:
bond code, debtor, creditor, bond denomination, face interest rate, interest due, payment period, bond full price, bond net price, interest received during the period;
wherein the CRMW information comprises one or more of the following combinations:
the system comprises a payment system, a payment system and a payment method, wherein the payment system comprises a payment system and a payment method, and the payment system comprises a payment system and a payment method, wherein the payment system comprises a payment agency name, a CRMW code, a target bond, a credit protection buyer, a credit protection seller, a certificate allotment amount, a certificate starting date, a certificate expiration date, a payment establishment price, a certificate purchase date, a certificate purchase price, an actual issuing amount, a certificate valuation, a holding period to date, a default recovery rate, a period paid premium, a payment method and a settlement method, the payment method is front-end one-time premium payment or annual premium payment, and the settlement method is cash settlement or material settlement.
Fig. 4 is a schematic flow chart of retrieving a first parameter according to the present invention, as shown in the figure. The calling of the first parameter related to the cash settlement service in the background database comprises the following steps:
step 400, obtaining a data table corresponding to the cash settlement service from the background database, where the data table includes fields required by calculation of the calculation function.
Optionally, the background database defines fields associated with various financial products, and the fields required by the calculation function can be obtained through related association query of the financial products.
Step 401, querying the data table through data association, and obtaining the first parameter of the field corresponding to the computation function.
Optionally, the data management query refers to that one financial product has a plurality of data tables, such as a basic information table, a market quotation table of the financial product, a contract clause table, and the like. By setting the associated unified contract code of the financial product, the required fields can be queried by performing the associated query. The contract code is a uniform code that gives each financial product in the background database.
For example, if the field of "daily closing price" needs to be queried, the data table related to the field includes the basic information table and the market information table of the financial product. The transaction code of one financial product of the user, such as 120306.IB, is obtained on a page of the financial transaction terminal, then the internal code corresponding to 12306.IB, such as 123456, is inquired from the basic data table, and then the closing price of the financial product in the daily quotation table is inquired according to 123456.
FIG. 5 is a flow chart of the credit buyer-based calculation function process provided by the present invention, as shown. For a credit protection buyer as a requesting party, the processing the cash settlement service request by using the calculation function includes:
step 501, determining voucher purchase cost according to market type of CRMW purchase. The market types for the CRMW include a primary market and a secondary market.
Alternatively, if the voucher purchase date is less than or equal to the voucher start date, the voucher purchase date is a first-class market purchase, and the voucher purchase Cost is 0, that is, Cost is 0.
If the voucher purchase date is larger than the voucher start date, calculating voucher purchase cost for secondary market purchase according to the voucher purchase price and the voucher distribution amount, wherein the calculation function of the voucher purchase cost is as follows:
Cost＝BuyPrice*AllotmentAmount/100；
wherein Cost represents the voucher purchase Cost, BuyPrice represents the voucher purchase price, and allomentAmount represents the voucher distribution amount.
The voucher purchase price, creation price and voucher distribution amount are information for purchasing the CRMW voucher, namely the CRMW information.
Step 502, calculating the cost of purchasing the bond according to the bond full price and the certificate allotment.
Optionally, the calculation function for calculating the cost of purchasing bonds is as follows:
BondPayment＝DirtyPrice*AllotmentAmount/100；
where BondPayment represents the cost of purchasing the bond, DirtyPrice represents the bond's full price, and AllotmentAmount represents the voucher allotment. The full price of the bond is the full price paid by the bond on the purchase day of the CRMW certificate, and the full price is the information for purchasing the CRMW certificate, namely the CRMW information.
Step 503, calculating CRMW profit according to whether the bond defaults.
Optionally, if the bond is determined to be defaulted according to the holding period to the date, calculating the CRMW benefit according to the voucher purchase cost, the paid premium in the period and the cash settlement amount, wherein the cash settlement amount is voucher distribution amount (1-default recovery rate), the paid premium in the period is k creation price voucher distribution amount/100, where k represents the number of times of voucher premium payment occurring during the period from the purchase date to the holding period to the date, if the voucher is purchased in the secondary market, k > is 0, if the voucher is purchased in the primary market, k > is 1, and the calculation function of calculating the CRMW benefit is as follows:
PLCRMW＝-(Cost+PremiumPaid)+SettlementAmount；
SettlementAmount＝AllotmentAmount(1-R)；
Figure BDA0002867914220000131
wherein PL isCRMWRepresenting CRMW revenue, Cost representing voucher purchase Cost, PremiumPaid representing period paidPremium, Settlement account represents cash settlement amount, AllomentAmount represents voucher distribution amount, R represents default recovery rate, SetPrice represents creation price, k represents number of times of premium payment of voucher from purchase date to holding period to date, if k is purchased in secondary market>0, if it is a first-class market purchase, k>＝1。
Suppose the actual payment date of the premium is t1、t2、…、tnAnd if k premium payment days are larger than the purchase day, the subsequent premium payment times are k.
Optionally, if it is determined that the bond is not violated according to the holding period and the date, calculating the CRMW benefit according to the voucher evaluation value, the voucher distribution amount, the voucher purchase cost and the paid premium during the period, where the calculation function for calculating the CRMW benefit is:
Figure BDA0002867914220000132
wherein PLCRMWRepresenting CRMW revenue, CVPrice representing credential evaluation, AllotmentAmount representing credential distribution, Cost representing credential purchase Cost, and premiumpad representing a premium paid during the period.
And step 504, calculating bond profit according to whether the bond is default.
Optionally, if the bond is determined to be default according to the holding period to the date, calculating the bond profit according to the net price of the bond, the voucher distribution amount, the cost for purchasing the bond and interest received in the period, where the calculation function for calculating the bond profit is:
PLBond＝(BVPrice+AccrualInterest)*AllotmentAmount/100-BondPayment+ReceivedInterest；
wherein PLBondRepresenting bond profit, BVPrice representing bond net, acculalnterest representing interest accrued, AllotmentAmount representing voucher allotment, bondpayent representing cost of purchasing bonds, ReceivedInterest representing interest received during. The bond net price is the bond valuation net price from the holding period to the date, if no data exists, the valuation of the last transaction date is selectedNet price.
Optionally, if it is determined that the bond does not default according to the holding period to the date, calculating the bond profit according to the net price of the bond, the interest due to the bond, the voucher distribution amount, the cost for purchasing the bond and the interest received during the period, where the calculation function for calculating the bond profit is as follows:
PLBond＝(BVPrice+AccrualInterest)*AllotmentAmount/100-BondPayment+ReceivedInterest；
wherein PLBondRepresenting bond profit, BVPrice representing bond net, accualtterest representing interest accrued, AllotmentAmout representing voucher allotment, bondPayment representing cost of purchasing bonds, receivedInterest representing interest received during. Wherein the interest received in the period refers to the interest received on the day of paying the bonds from the purchase date to the holding period to the date.
Step 505, calculating the investment profit and loss of the combination of the bond and the CRMW based on the CRMW profit and the bond profit, wherein the calculation function of the investment profit and loss of the combination of the bond and the CRMW is as follows:
PLTotal＝PLCRMW+PLBond；
wherein PLTotalRepresenting investment profit and loss for bond and CRMW combination, PLCRMWRepresenting CRMW benefit, PLBondRepresenting bond profit.
And step 506, calculating the investment earning rate according to the investment profit and loss of the bond and the CRMW combination.
Optionally, the investment earning rate is calculated according to the ratio of the investment profit and loss of the bond and the CRMW combination to the voucher distribution amount, and the calculation function for calculating the investment earning rate is as follows:
Figure BDA0002867914220000141
wherein Yield on investment, PLTotalRepresenting the investment profit and loss of the bond and CRMW portfolio, and allotmentarnount representing the voucher allotment.
Optionally, the investment earning rate is calculated according to the ratio of the investment profit and the investment profit of the combination of the bond and the CRMW to the sum of the voucher purchase cost and the bond purchase cost, and the calculation function of the investment earning rate is:
Figure BDA0002867914220000151
wherein Yield on investment, PLTotalRepresents the investment profit and loss of the combination of bond and CRMW, Cost represents the voucher purchase Cost, and BondPayment represents the Cost of purchasing the bond.
FIG. 6 is a flow diagram of the credit seller-based calculation function process provided by the present invention, as shown. For a requesting party being a credit protection seller, said processing the cash settlement service request using the calculation function includes:
step 601, calculating the accumulated premium income between the initial price and the holding period to the date according to the initial price and the holding period to the date.
Optionally, the calculation function for calculating the initial premium revenue of the voucher issuing period is as follows:
Figure BDA0002867914220000152
wherein premiumIncome represents initial warrant fee of certificate issue period, SetPoint represents establishment price, IssueAmount represents actual issue amount, and the actual issue amount represents amount actually issued when CRMW certificate is established. Suppose the actual payment day of the premium is t1、t2、…、tnIf k premium payment days are greater than or equal to the voucher starting day, the subsequent premium payment times are k.
Step 602, calculating CRMW profit according to whether the bond is defaulted.
Optionally, the bond default is determined according to the period from the holding period to the date, and then the CRMW profit is calculated according to the premium income and the cash settlement amount accumulated between the established price and the period from the holding period to the date, wherein the cash settlement amount is the actual issuing amount (1-default recovery rate), and the calculation function for calculating the CRMW profit is as follows:
PLCRMW＝PremiumIncome-SettlementAmount；
SettlementAmount＝IssueAmount*(1-R)。
wherein PLCRMWRepresenting CRMW benefit, premiumIncome representing the creation price and the accumulated premium revenue between the holding period and the date, SettlementAmount representing the cash settlement amount, IssueAmount representing the actual issuing amount, and R representing the default recovery rate.
Optionally, if it is determined that the bond is not default according to the holding period to the date, calculating the CRMW benefit according to the initial price, the accumulated premium income between the holding period and the date, the voucher evaluation value and the actual release amount, where the calculation function of the CRMW benefit is:
Figure BDA0002867914220000161
wherein PLCRMWRepresenting CRMW revenue, premiuminclusion representing initial warranty for certificate issuance, CVPrice representing certificate evaluation, and IssueAmount representing actual issuance amount. The credential valuation is a credential valuation of a holding period to a date.
Step 603, calculating bond profit according to whether the bond is default.
Optionally, the bond default is determined according to the holding period to the date, and then the bond profit is calculated to be 0, that is:
PLBond＝0。
optionally, judging that the bond does not default according to the holding period to the date, and then calculating the bond profit to be 0.
PLBond＝0。
Since the institution (i.e., the credit protection seller) does not hold the bond, only the profit and loss of the CRMW, the profit and loss of the bond is 0.
Step 604, calculating the investment profit and loss of the combination of the bond and the CRMW based on the CRMW profit and the bond profit, wherein the calculation function of the investment profit and loss of the combination of the bond and the CRMW is as follows:
PLTotal＝PLCRMW+PLBond。
wherein PLTotalRepresenting investment profit and loss, PL, of bond and CRMW combinationsCRMWRepresenting CRMW benefit, PLBondRepresenting bond profit.
And step 605, calculating the investment earning rate according to the investment profit and loss of the bond and the CRMW combination.
Optionally, the investment earning rate is calculated according to the ratio of the investment profit and loss of the bond and the CRMW combination to the voucher distribution amount, and the calculation function of the investment earning rate is as follows:
Figure BDA0002867914220000171
wherein Yield on investment, PLTotalRepresenting the investment profit and loss of the bond and CRMW portfolio, and allotmentarnount representing the voucher allotment.
Optionally, the investment earning rate is calculated according to the ratio of the investment profit and the investment profit of the combination of the bond and the CRMW to the sum of the voucher purchase cost and the bond purchase cost, and the calculation function of the investment earning rate is:
Figure BDA0002867914220000172
wherein Yield on investment, PLTotalRepresents the investment profit and loss of the combination of bond and CRMW, Cost represents the voucher purchase Cost, and BondPayment represents the Cost of purchasing the bond.
In summary, the invention provides a data processing method for the combination of bonds and CRMW, which solves the risk problem of bond investment in the prior art, and realizes the investment profit and loss with lower risk preference through the combination of bonds and CRMW.
The data processing device based on the combination of the bond and the CRMW provided by the present invention is described below, and the data processing device based on the combination of the bond and the CRMW described below and the data processing method based on the combination of the bond and the CRMW described above may be referred to correspondingly.
Fig. 7 is a schematic diagram of a data processing device based on combination of bonds and CRMW provided by the present invention, as shown in the figure. A data processing device 700 based on combination of bond and CRMW comprises a receiving module 701, a calling module 702, an input module 703 and a processing module 704.
The receiving module 701 is configured to receive a cash settlement service request initiated by a user in a financial transaction terminal, where the user is a credit protection buyer or/and a credit protection seller.
The invoking module 702 is configured to invoke, for the cash settlement service request, a first parameter related to the cash settlement service in a background database or/and a second parameter configured on an operation page of the user, where the second parameter includes a parameter for paying a premium per year in a payment manner.
Wherein the input module 703 is configured to input the first parameter or/and the second parameter into a financial calculation model, and the financial calculation model includes a plurality of calculation functions based on a combination of bonds and CRMW.
The processing module 704 is configured to process the cash settlement service request by using the computing function, generate a processing result, and feed back the processing result of the cash settlement service request to the user.
Fig. 8 illustrates a physical structure diagram of a financial transaction terminal, which may include, as shown in fig. 8: a processor (processor)810, a communication Interface 820, a memory 830 and a communication bus 840, wherein the processor 810, the communication Interface 820 and the memory 830 communicate with each other via the communication bus 840. Processor 810 may invoke logic instructions in memory 830 to perform the steps of the processing method described above based on the combination of bonds and CRMW.
In addition, the logic instructions in the memory 830 can be implemented in the form of software functional units and stored in a computer readable storage medium when the software functional units are sold or used as independent products. Based on such understanding, the technical solution of the present invention may be embodied in the form of a software product, which is stored in a storage medium and includes instructions for causing a computer device (which may be a personal computer, a server, or a network device) to execute all or part of the steps of the method according to the embodiments of the present invention. And the aforementioned storage medium includes: a U-disk, a removable hard disk, a Read-Only Memory (ROM), a Random Access Memory (RAM), a magnetic disk, or an optical disk, and various media capable of storing program codes.
In another aspect, the present invention also provides a computer program product comprising a computer program stored on a non-transitory computer readable storage medium, the computer program comprising program instructions, which when executed by a computer, enable the computer to perform the processing method based on the combination of bonds and CRMW provided by the above methods.
In yet another aspect, the present invention further provides a non-transitory computer readable storage medium, on which a computer program is stored, the computer program being implemented by a processor to execute the processing method based on the combination of bonds and CRMW provided above.
The above-described embodiments of the apparatus are merely illustrative, and the units described as separate parts may or may not be physically separate, and parts displayed as units may or may not be physical units, may be located in one place, or may be distributed on a plurality of network units. Some or all of the modules may be selected according to actual needs to achieve the purpose of the solution of the present embodiment. One of ordinary skill in the art can understand and implement it without inventive effort.
Through the above description of the embodiments, those skilled in the art will clearly understand that each embodiment can be implemented by software plus a necessary general hardware platform, and certainly can also be implemented by hardware. With this understanding in mind, the above-described technical solutions may be embodied in the form of a software product, which can be stored in a computer-readable storage medium such as ROM/RAM, magnetic disk, optical disk, etc., and includes instructions for causing a computer device (which may be a personal computer, a server, or a network device, etc.) to execute the methods described in the embodiments or some parts of the embodiments.
Finally, it should be noted that: the above examples are only intended to illustrate the technical solution of the present invention, and not to limit it; although the present invention has been described in detail with reference to the foregoing embodiments, it will be understood by those of ordinary skill in the art that: the technical solutions described in the foregoing embodiments may still be modified, or some technical features may be equivalently replaced; and such modifications or substitutions do not depart from the spirit and scope of the corresponding technical solutions of the embodiments of the present invention.

Claims (15)

1. A data processing method based on combination of bonds and CRMW is characterized by comprising the following steps:
receiving a cash settlement service request initiated by a user in a financial transaction terminal, wherein the user is a credit protection buyer or/and a credit protection seller;
calling a first parameter related to the cash settlement service in a background database or/and acquiring a second parameter configured by a user operation page aiming at the cash settlement service request, wherein the second parameter comprises a parameter that a payment mode is a pay-per-year premium payment mode;
inputting the first parameter or/and the second parameter into a financial computing model comprising a plurality of computing functions based on a combination of bonds and CRMW;
and processing the cash settlement service request by adopting the calculation function to generate a processing result.
2. The combination bond and CRMW data processing method according to claim 1, wherein the receiving a cash settlement service request initiated by a user in a financial transaction terminal is preceded by:
acquiring bond information and CRMW information of a user;
storing the bond information and the CRMW information;
wherein the bond information comprises one or more of the following combinations:
bond code, debtor, creditor, bond denomination, nominal interest rate, payoff period, bond full price, bond net price, interest received during;
wherein the CRMW information comprises one or more of the following combinations:
the system comprises a payment system, a payment system and a payment method, wherein the payment system comprises a payment system and a payment method, and the payment system comprises a payment system and a payment method, wherein the payment system comprises a payment agency name, a CRMW code, a target bond, a credit protection buyer, a credit protection seller, a certificate allotment amount, a certificate starting date, a certificate expiration date, a payment establishment price, a certificate purchase date, a certificate purchase price, an actual issuing amount, a certificate valuation, a holding period to date, a default recovery rate, a period paid premium, a payment method and a settlement method, the payment method is front-end one-time premium payment or annual premium payment, and the settlement method is cash settlement or material settlement.
3. The combination bond and CRMW data processing method according to claim 1, wherein the invoking of the first parameter related to the cash settlement service in the background database comprises:
acquiring a data table corresponding to the cash settlement service from the background database, wherein the data table has fields required by calculation of the calculation function;
and querying the data table through data association to obtain the first parameter of the field corresponding to the calculation function.
4. The combination bond and CRMW-based data processing method according to claim 2, wherein the processing the cash settlement service request with the computing function for the requesting party being a credit protected buyer comprises:
determining a voucher purchase cost according to the market type of CRMW purchase;
calculating the cost of purchasing the bonds according to the full price of the bonds and the distribution amount of the certificates;
calculating CRMW income and bond income according to bond default state information;
calculating the investment profit and investment profit of the combination of the bonds and the CRMW based on the CRMW profit and the bond profit;
and calculating the investment earning rate according to the investment profit and loss of the bond and the CRMW combination.
5. The combined bond and CRMW data processing method according to claim 2, wherein said processing the cash settlement service request using the computing function for the requesting party being a credit protection seller comprises:
calculating the accumulated premium income between the created price and the holding period to the date according to the created price and the holding period to the date;
calculating CRMW income and bond income according to bond default state information;
calculating the investment profit and investment profit of the combination of the bonds and the CRMW based on the CRMW profit and the bond profit;
and calculating the investment earning rate according to the investment profit and loss of the bond and the CRMW combination.
6. The combination bond and CRMW data processing method according to claim 4, wherein determining a voucher purchase cost based on whether the market of purchase is a primary market or a secondary market comprises:
if the voucher purchase date is less than or equal to the voucher start date, the voucher purchase date is purchased in a first-class market, and the voucher purchase cost is 0;
if the voucher purchase date is larger than the voucher start date, the voucher purchase cost is calculated for secondary market purchase according to the voucher purchase price and the voucher distribution amount.
7. The combination bond and CRMW data processing method according to claim 4, wherein calculating CRMW returns according to bond default includes:
if the bond is determined to be default according to the period from the holding period to the date, calculating CRMW profit according to the voucher purchase cost, the paid premium in the period and the cash settlement amount, wherein the cash settlement amount is voucher distribution amount (1-default recovery rate), the paid premium in the period is k creation price voucher distribution amount/100, k represents the number of times of paying the premium of the voucher from the purchase date to the holding period to the date, if the voucher is purchased in a secondary market, k > is 0, and if the voucher is purchased in a primary market, k > is 1;
and if the bond is judged not to be defaulted according to the holding period to the date, calculating CRMW profit according to the certificate evaluation value, the certificate distribution amount, the certificate purchase cost and the paid premium in the period.
8. The combined bond and CRMW data processing method according to claim 4, wherein calculating bond profit based on bond default comprises:
judging that the bond is default according to the holding period to the date, and calculating bond profit and cash settlement amount according to net price of the bond, interest accrued, certificate distribution amount, cost for purchasing the bond and interest received in the period;
and judging that the bond is not default according to the holding period to the date, and calculating bond profit according to the net price of the bond, interest accrued, certificate distribution amount, cost for purchasing the bond and interest received in the period.
9. The method for processing data based on a combination of bonds and CRMW as claimed in claim 4, wherein said calculating an investment profitability based on the investment profit and loss of the combination of bonds and CRMW comprises:
calculating the investment earning rate according to the ratio of the investment profit and loss of the bond and CRMW combination to the certificate distribution and sale amount; or
And calculating the investment earning rate according to the ratio of the investment profit and the investment profit of the combination of the bond and the CRMW to the sum of the voucher purchasing cost and the bond purchasing cost.
10. The combination bond and CRMW data processing method according to claim 5, wherein calculating CRMW returns according to bond default includes:
judging whether the bond is default according to the period from the holding period to the date, and calculating CRMW income according to the premium income and the cash settlement amount accumulated between the established price and the period from the holding period to the date, wherein the cash settlement amount is the actual issuing amount (1-default recovery rate);
and judging that the bond is not default according to the holding period to the date, and calculating CRMW income according to the initial price, the accumulated premium income between the holding period and the date, the certificate valuation and the actual issuing amount.
11. The combined bond and CRMW data processing method according to claim 5, wherein calculating bond profit based on bond default comprises:
judging that the bond is default according to the holding period to the date, and then calculating the bond profit to be 0;
and judging that the bond does not have default according to the holding period to the date, and calculating the bond profit to be 0.
12. The method for processing data based on a combination of bonds and CRMW as claimed in claim 5, wherein said calculating an investment profitability based on the investment profit and loss of the combination of bonds and CRMW comprises:
calculating the investment earning rate according to the ratio of the investment profit and loss of the bond and CRMW combination to the certificate distribution and sale amount; or
And calculating the investment earning rate according to the ratio of the investment profit and the investment profit of the combination of the bond and the CRMW to the sum of the voucher purchasing cost and the bond purchasing cost.
13. A data processing apparatus based on a combination of bonds and CRMW, comprising:
the system comprises a receiving module, a processing module and a processing module, wherein the receiving module is used for receiving a cash settlement service request initiated by a user in a financial transaction terminal, and the user is a credit protection buyer or/and a credit protection seller;
the calling module is used for calling a first parameter related to the cash settlement service in a background database or/and obtaining a second parameter configured by a user operation page aiming at the cash settlement service request, wherein the second parameter comprises a parameter of paying a premium according to the annual payment mode;
an input module to input the first parameter or/and the second parameter into a financial computing model comprising a plurality of computing functions based on a combination of bonds and CRMW;
and the processing module is used for processing the cash settlement service request by adopting the calculation function.
14. A financial transaction terminal comprising a memory, a processor and a computer program stored on the memory and operable on the processor, wherein the processor when executing the program implements the steps of the data processing method according to any one of claims 1 to 12 based on a combination of bonds and CRMW.
15. A non-transitory computer readable storage medium, having stored thereon a computer program, wherein the computer program, when being executed by a processor, implements the steps of the data processing method according to any one of claims 1 to 12 based on a combination of bonds and CRMW.
CN202011588659.5A 2020-12-29 2020-12-29 Data processing method and device based on combination of bond and CRMW Withdrawn CN114693443A (en)

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