CN114998022A - Compliance wind control method and system - Google Patents

Compliance wind control method and system Download PDF

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Publication number
CN114998022A
CN114998022A CN202210503897.4A CN202210503897A CN114998022A CN 114998022 A CN114998022 A CN 114998022A CN 202210503897 A CN202210503897 A CN 202210503897A CN 114998022 A CN114998022 A CN 114998022A
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index
wind control
module
parameters
transaction
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李学鹏
李红玥
张围
周启华
邵德鑫
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Industrial Bank Co Ltd
CIB Fintech Services Shanghai Co Ltd
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Industrial Bank Co Ltd
CIB Fintech Services Shanghai Co Ltd
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06Asset management; Financial planning or analysis
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00Administration; Management
    • G06Q10/06Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • G06Q10/063Operations research, analysis or management
    • G06Q10/0639Performance analysis of employees; Performance analysis of enterprise or organisation operations
    • G06Q10/06393Score-carding, benchmarking or key performance indicator [KPI] analysis
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Abstract

The invention provides a compliance wind control method and a system, comprising the following steps: step S1: establishing a product end data model and an asset end data model; step S2: determining an index calculation rule according to a supervision regulation and an internal control requirement, splitting the index calculation rule into index parameters, and configuring a corresponding relation between the index parameters and characteristic values in advance; step S3: establishing an index expression according to the split index parameters, and determining an illegal threshold value and an early warning threshold value of the index; step S4: establishing an incidence relation between the product and the index; step S5: initializing at the beginning of the day according to the statistical logic of the index parameters; step S6: judging whether the wind control verification passes or not according to the wind control verification result; step S7: and regulating and controlling the efficiency of the subsequent wind control batch based on the established wind control verification model at the end of the day according to the daytime redis cache data. The invention can realize the full-process monitoring of the asset management investment business of the financial products before, during and after the assets management investment business.

Description

Compliance wind control method and system
Technical Field
The invention relates to the technical field of internet finance, in particular to a compliance wind control method and a compliance wind control system.
Background
Along with the enhancement of the financial consciousness of social residents, the scale of the financial management service is rapidly increased, the financial service is increasingly complex, various new supervision rules and internal control requirements are issued, and the wind control rules are often required to be changed according to the service requirements so as to adapt to various risk requirements of the market. The existing compliance wind control system depends on a bottom database table structure, and can be accurately developed only after a wind control index developer is familiar with business rules and fully knows the structural design of a database, so that the development efficiency is low, and the business personnel can not configure independently; according to the architecture design scheme based on the database table structure, the execution efficiency of the wind control verification is low, and the requirements of continuous business volume increase and quotation splitting cannot be met; there may be invalid checks for concurrency; and for the data with the excessive wind control, the specific statistical detail cannot be provided due to the performance problem.
The term is to be interpreted: the beginning of the day means before the market is opened every day; the term "daytime" refers to daytime transactions; the end of the day means after receiving the market. The prior refers to the time before the investment of the investment business is placed; in fact, the order placement is initiated and the process is in progress; afterwards, the service is completed.
The invention patent with publication number CN110288462A discloses a wind control system, a wind control method, a computer readable storage medium and a computing device, which includes: the system comprises a wind control scene configuration module, a wind control model, a data center and a wind control decision engine, wherein the wind control scene configuration module is used for sending a request to the wind control model according to a service scene provided by a service system so as to judge whether a corresponding wind control rule exists; if the attribute options do not exist in the visual configuration interface, the wind control scene configuration module responds to the operation of an operator, adds a corresponding wind control scene card in the visual configuration interface, adds an attribute option in the wind control scene card, configures a wind control rule corresponding to the attribute option, and requests to add the rule into the wind control model; and calling a corresponding wind control rule in the wind control model by the wind control decision engine, acquiring a value corresponding to the attribute from the data center according to the attribute of the wind control rule, and forming a wind control decision according to the comparison between the value and a preset value.
Disclosure of Invention
Aiming at the defects in the prior art, the invention provides a compliance wind control method and a compliance wind control system.
According to the compliance wind control method and the compliance wind control system provided by the invention, the scheme is as follows:
in a first aspect, a compliance wind control method is provided, the method comprising:
step S1: combing product attributes, asset attributes and transaction attributes according to the existing checking scenes and checking rules of supervision indexes, internal control indexes and contract indexes;
step S2: determining an index calculation rule according to a supervision regulation and an internal control requirement, splitting the index calculation rule into index parameters, and configuring a corresponding relation between the index parameters and characteristic values in advance;
step S3: establishing an index expression according to the split index parameters, and determining an illegal threshold value and an early warning threshold value of the index;
step S4: establishing an incidence relation between the product and the index;
step S5: initializing at the beginning of the day according to the statistical logic of the index parameters;
during daily transaction, updating corresponding index parameter data according to the characteristic value and balance change of the transaction, and asynchronously warehousing position updating details;
calculating the wind control verification result of the transaction according to the index range required to be verified by the product and the corresponding relation between the index and the index parameter;
step S6: judging whether the wind control verification passes or not according to the wind control verification result; if the wind control verification is passed, newly adding position updating details;
step S7: and regulating and controlling the post-event wind control batch efficiency based on the established wind control verification model at the end of the day and according to the daytime redis cache data.
Preferably, the step S1 further includes:
step S1.1: combing all product attributes and asset attributes to establish a broad table according to the existing supervision regulations and internal control requirements, and initializing the broad table into a redis cache database;
step S1.2: and if the product and asset attributes are changed, synchronously refreshing the redis cache data.
Preferably, the step S2 includes:
step S2.1: establishing a calculation rule of the index according to a supervision regulation and an internal control requirement, splitting the calculation rule into index parameters, and further splitting the content with the same statistics for different index parameters;
step S2.2: aiming at the split index parameters, determining the relationship between the characteristic value and the specific updating numerical value and the transaction according to the statistical logic of the index parameters, and establishing the corresponding relationship between the characteristic value and the index parameters;
step S2.3: and presetting a bottom layer parameter interface for related attributes including products, assets and transactions, and supporting the service to carry out personalized parameter configuration.
Preferably, the step S5 includes:
step S5.1: performing initialization assignment based on basic data at the beginning of the day according to the statistical logic of the index parameters;
step S5.2: in daily transaction, matching the wind control items by using the transaction characteristic values, matching all index parameters influenced by the transaction and updating;
step S5.3: matching all index lists needing to be checked according to the traded products, then calculating an index monitoring value based on the corresponding relation between the indexes and the parameters, judging whether the indexes violate rules or not according to a monitoring threshold set by the indexes, and making a corresponding prompt; if the underlying data is missing, a prompt is made to skip.
Preferably, the step S5.3 of determining whether the index is violated, and making a corresponding prompt specifically includes: calculating and summarizing index results, and if the index results exceed the standard, prompting the standard to exceed the standard; if the number of the jumping points is not beyond the standard, jumping is prompted; if the number of the detected signals is normal, the normal is prompted.
In a second aspect, there is provided a compliant wind control system, the system comprising:
module M1: combing product attributes, asset attributes and transaction attributes according to the checking scenes and checking rules of the existing supervision indexes, internal control indexes and contract indexes;
module M2: determining an index calculation rule according to supervision regulations and internal control requirements, splitting the index calculation rule into index parameters, and configuring the corresponding relation between the index parameters and the characteristic values in advance;
module M3: establishing an index expression according to the split index parameters, and determining an illegal threshold and an early warning threshold of the index;
module M4: establishing an incidence relation between the product and the index;
module M5: initializing at the beginning of the day according to the statistical logic of the index parameters;
during daily transaction, according to the characteristic value and balance change of the transaction, updating corresponding index parameter data, and asynchronously warehousing position updating details;
calculating the wind control verification result of the transaction according to the index range required to be verified by the product and the corresponding relation between the index and the index parameter;
module M6: judging whether the wind control verification passes or not according to the wind control verification result; if the wind control verification is passed, newly adding position updating details;
module M7: and regulating and controlling the post-event wind control batch efficiency based on the established wind control verification model at the end of the day and according to the daytime redis cache data.
Preferably, the module M1 further includes:
module M1.1: combing all product attributes and asset attributes to establish a broad table according to the existing supervision regulations and internal control requirements, and initializing the broad table into a redis cache database;
module M1.2: and if the product and asset attributes are changed, refreshing the redis cache data synchronously.
Preferably, said module M2 comprises:
module M2.1: establishing a calculation rule of the index according to a supervision regulation and an internal control requirement, splitting the calculation rule into index parameters, and further splitting the content with the same statistics for different index parameters;
module M2.2: aiming at the split index parameters, determining the relationship between the characteristic values and specific updated values and transactions according to the statistical logic of the index parameters, and establishing the corresponding relationship between the characteristic values and the index parameters;
module M2.3: and presetting a bottom layer parameter interface for related attributes including products, assets and transactions, and supporting the service to carry out personalized parameter configuration.
Preferably, said module M5 comprises:
module M5.1: performing initialization assignment based on basic data at the beginning of the day according to the statistical logic of the index parameters;
module M5.2: in daily transaction, matching the wind control items by using the transaction characteristic values, matching all index parameters influenced by the transaction and updating;
module M5.3: matching all index lists needing to be checked according to the traded products, then calculating an index monitoring value based on the corresponding relation between the indexes and the parameters, judging whether the indexes violate rules or not according to a monitoring threshold set by the indexes, and making a corresponding prompt; if the underlying data is missing, a prompt is made to skip.
Preferably, the module M5.3 determines whether the index is violated, and making a corresponding prompt specifically includes: calculating and summarizing index results, and if the index results exceed the standard, prompting the standard to exceed the standard; if the number of the jumping points is not beyond the standard, jumping is prompted; if the data are normal, the normal is prompted.
Compared with the prior art, the invention has the following beneficial effects:
by adopting the wind control verification method based on the redis cache database, the real-time requirements of different service varieties are met, and the full-process monitoring of the asset management investment service of the financial products in advance, in the middle and after the investment service is realized.
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Other features, objects and advantages of the invention will become more apparent upon reading of the detailed description of non-limiting embodiments with reference to the following drawings:
FIG. 1 is a schematic view of the overall process of the present invention.
Detailed Description
The present invention will be described in detail with reference to specific examples. The following examples will assist those skilled in the art in further understanding the invention, but are not intended to limit the invention in any way. It should be noted that it would be obvious to those skilled in the art that various changes and modifications can be made without departing from the spirit of the invention. All falling within the scope of the present invention.
The embodiment of the invention provides a compliance wind control method, which specifically comprises the following steps of:
step S1: and combing all used and possible future used product attributes, asset attributes and transaction attributes according to the existing checking scenes and checking rules of supervision indexes, internal control indexes and contract indexes, and establishing a product end data model and an asset end data model.
The step S1 specifically includes:
step S1.1: because wind control relates to a plurality of data sources, according to the existing supervision regulations and internal control requirements, all product attributes and asset attributes are combed to establish a broad table and initialized into a redis cache database.
Step S1.2: and if the product and asset attributes are changed, synchronously refreshing the redis cache data.
Step S2: according to the guidance suggestions of people banks, reform committees, bank insurance guild and certificate guild, supervision management methods, implementation rules, notification and other supervision regulations, such as the qualification rules of non-standardized assets, the limitation of the liquidity proportion of financial products, the long-term limitation of product investment asset combinations and other supervision regulations, and the internal control requirements set inside financial institutions, such as the requirement of limiting the investment concentration of assets, dispersing the investment risk of a single institution, the requirement of potential illegal marketing risk and the like, the index calculation rules are determined and split into index parameters, and the corresponding relation between the index parameters and the characteristic values is configured in advance.
The step S2 specifically includes:
step S2.1: and establishing a calculation rule of the index according to the supervision regulation and the internal control requirement, splitting the calculation rule into index parameters, and further splitting the content with the same statistics for different index parameters.
Step S2.2: and aiming at the split index parameters, determining the relationship between the characteristic value and the specific updating numerical value and the transaction according to the statistical logic of the index parameters, wherein the characteristic value refers to the product attribute, the asset attribute, the transaction type and the like of the transaction, and the corresponding relationship between the characteristic value and the index parameters is established.
Step S2.3: and presetting a bottom layer parameter interface for the attributes of products, assets, transactions and the like which are possibly used subsequently, for example, the transaction amount distinguishes full-price total and net-price total, and supporting the service to carry out personalized parameter configuration.
Step S3: establishing an index expression according to the split index parameters, determining an illegal threshold and an early warning threshold of the index, wherein the illegal threshold is obtained according to a supervision rule or an internal control requirement, and prompting violation if the result of index calculation exceeds the illegal threshold during wind control verification; an early warning threshold is set when the illegal threshold is not reached in the normal range, and if the illegal threshold is not reached but the early warning threshold is exceeded, early warning prompt is carried out (for example, eighteenth item 'liquidity risk management method for financing company financing products (China Bank insurance supervision and management Committee (2021) No. 14)' a single open type public financing product and a private financing product opened on each transaction day are directly invested in the market value of liquidity-limited assets and cannot exceed 15% of the net value of the assets of the product on an open day ', namely' the illegal threshold is set to be more than or equal to 15% and the early warning threshold is more than or equal to 13%).
Step S4: and establishing the association relationship between the product and the index.
Step S5: initializing at the beginning of the day according to the statistical logic of the index parameters; during daily transaction, updating corresponding index parameter data according to the characteristic value and balance change of the transaction, and asynchronously warehousing position updating details; and calculating the wind control verification result of the transaction according to the index range required to be verified by the product and the corresponding relation between the index and the index parameter.
The step S5 specifically includes:
step S5.1: and performing initialization assignment based on basic data at the beginning of the day according to the statistical logic of the index parameters.
Step S5.2: and in daily transaction, the transaction characteristic values are used for matching wind control matters such as transaction directions, business varieties and the like, and matching all index parameters influenced by the transaction are updated.
Step S5.3: matching all index lists needing to be checked according to the traded products, then calculating an index monitoring value based on the corresponding relation between the indexes and the parameters, judging whether the indexes violate rules or not according to a monitoring threshold set by the indexes, and making a corresponding prompt; if the underlying data is missing, a prompt is made to skip.
Judging whether the indexes are illegal, and making corresponding prompts specifically comprises the following steps: calculating and summarizing index results, and if the index results exceed the standard, prompting the standard to exceed the standard; if the number of the jumping points is not over the standard, the jumping is prompted; if the number of the detected signals is normal, the normal is prompted.
Step S6: judging whether the wind control verification passes or not according to the wind control verification result; and if the wind control verification is passed, newly adding position updating detail, generating a large amount of position updating data due to larger traffic data in the daytime, realizing decoupling with transaction data by using a distributed message queue, realizing rapid asynchronous warehousing, realizing recovery of position data at any time point, and further inquiring the statistical detail data of each parameter at any time point.
Step S7: and regulating and controlling the post-event wind control batch efficiency based on the established wind control verification model at the end of the day and according to the daytime redis cache data.
The invention also provides a compliance wind control system, which specifically comprises:
module M1: and combing the product attribute, the asset attribute and the transaction attribute according to the checking scenes and the checking rules of the existing supervision indexes, internal control indexes and contract indexes.
Module M2: and determining an index calculation rule according to the supervision regulation and the internal control requirement, splitting the index calculation rule into index parameters, and configuring the corresponding relation between the index parameters and the characteristic values in advance.
Module M3: and establishing an index expression according to the split index parameters, and determining an illegal threshold value and an early warning threshold value of the index.
Module M4: and establishing the association relationship between the product and the index.
Module M5: and initializing the data at the beginning of the day according to the statistical logic of the index parameters. During daily transaction, updating corresponding index parameter data according to the characteristic value and balance change of the transaction, and asynchronously warehousing position updating details; and calculating the wind control verification result of the transaction according to the index range required to be verified by the product and the corresponding relation between the index and the index parameter.
Module M6: judging whether the wind control verification passes or not according to the wind control verification result; and if the wind control verification is passed, newly adding position updating detail, and generating a large amount of position updating data due to large traffic data in the daytime, so that decoupling with transaction data can be realized by using a distributed message queue, quick asynchronous warehousing is realized, position data at any time point can be recovered, and further statistical detail data of each parameter at any time point can be inquired.
Module M7: and regulating and controlling the post-event wind control batch efficiency based on the established wind control verification model at the end of the day and according to the daytime redis cache data.
Specifically, the module M1 includes:
module M1.1: and (4) combing all product attributes and asset attributes to establish a wide table according to the existing supervision regulations and internal control requirements, and initializing the wide table into a redis cache database.
Module M1.2: and if the product and asset attributes are changed, synchronously refreshing the redis cache data.
The module M2 includes:
module M2.1: and establishing a calculation rule of the index according to the supervision regulation and the internal control requirement, splitting the calculation rule into index parameters, and further splitting the content with the same statistics for different index parameters.
Module M2.2: and aiming at the split index parameters, determining the relationship between the characteristic values and the specific updated numerical values and the transaction according to the statistical logic of the index parameters, and establishing the corresponding relationship between the characteristic values and the index parameters.
Module M2.3: and presetting a bottom layer parameter interface for related attributes including products, assets and transactions, and supporting the service to carry out personalized parameter configuration.
The module M5 includes:
module M5.1: and performing initialization assignment based on basic data at the beginning of the day according to the statistical logic of the index parameters.
Module M5.2: and in the daily transaction, the transaction characteristic value is matched with the wind control items, and all index parameters influenced by the transaction are matched and updated.
Module M5.3: matching all index lists needing to be checked according to the traded products, then calculating an index monitoring value based on the corresponding relation between the indexes and the parameters, judging whether the indexes violate rules or not according to a monitoring threshold set by the indexes, and making a corresponding prompt; if the underlying data is missing, a prompt is made to skip.
Judging whether the indexes are illegal in the module M5.3, and making a corresponding prompt specifically comprises the following steps: calculating and summarizing index results, and if the index results exceed the standard, prompting the standard to exceed the standard; if the number of the jumping points is not beyond the standard, jumping is prompted; if the data are normal, the normal is prompted.
The embodiment of the invention provides a compliance wind control method and a compliance wind control system, which reduce data association by using asset end and product end data interfaces designed by a wind control model. Product package information is predefined, and association between products and indexes is established quickly. And (3) performing data preprocessing by using an initialized statistical logic at the beginning of the day, calculating the latest parameter result according to balance change in the day, and meeting the real-time requirements of different service varieties by utilizing the efficient query and operation performance of redi s. And the Redis affair lock is used to enable the wind control parameter updating to be executed in series, so that invalid wind control verification caused by concurrency is avoided, and meanwhile, the position updating detail is asynchronously warehoused for providing wind control statistics detail and conveniently and quickly positioning. And the bottom layer parameters are combed, parameter interfaces of different business varieties are provided, personalized parameter configuration of the business is facilitated, and the market risk requirement is quickly responded. And data are cached by using redis at the end of the day based on the established wind control model, so that the efficiency of the subsequent wind control batch is improved. The full-process monitoring of the asset management investment business of the financial products before, during and after the investment business is realized.
By adopting the wind control verification method based on the redis cache database, the real-time requirements of different service varieties are met, and the full-process monitoring of the asset management investment service of the financial products in advance, in the middle and after the investment service is realized.
Those skilled in the art will appreciate that, in addition to implementing the system and its various devices, modules, units provided by the present invention as pure computer readable program code, the system and its various devices, modules, units provided by the present invention can be fully implemented by logically programming method steps in the form of logic gates, switches, application specific integrated circuits, programmable logic controllers, embedded microcontrollers and the like. Therefore, the system and various devices, modules and units thereof provided by the invention can be regarded as a hardware component, and the devices, modules and units included in the system for realizing various functions can also be regarded as structures in the hardware component; means, modules, units for performing the various functions may also be regarded as structures within both software modules and hardware components for performing the method.
The foregoing description of specific embodiments of the present invention has been presented. It is to be understood that the present invention is not limited to the specific embodiments described above, and that various changes or modifications may be made by one skilled in the art within the scope of the appended claims without departing from the spirit of the invention. The embodiments and features of the embodiments of the present application may be combined with each other arbitrarily without conflict.

Claims (10)

1. A method of compliant wind control, comprising:
step S1: combing product attributes, asset attributes and transaction attributes according to the existing checking scenes and checking rules of supervision indexes, internal control indexes and contract indexes;
step S2: determining an index calculation rule according to supervision regulations and internal control requirements, splitting the index calculation rule into index parameters, and configuring the corresponding relation between the index parameters and the characteristic values in advance;
step S3: establishing an index expression according to the split index parameters, and determining an illegal threshold value and an early warning threshold value of the index;
step S4: establishing an incidence relation between the product and the index;
step S5: initializing according to the statistical logic of the index parameters at the beginning of the day;
during daily transaction, updating corresponding index parameter data according to the characteristic value and balance change of the transaction, and asynchronously warehousing position updating details;
calculating the wind control verification result of the transaction according to the index range required to be verified by the product and the corresponding relation between the index and the index parameter;
step S6: judging whether the wind control verification passes or not according to the wind control verification result; if the wind control verification is passed, newly adding position updating details;
step S7: and regulating and controlling the post-event wind control batch efficiency based on the established wind control verification model at the end of the day and according to the daytime redis cache data.
2. The compliance wind control method according to claim 1, wherein the step S1 further comprises:
step S1.1: combing all product attributes and asset attributes to establish a broad table according to the existing supervision regulations and internal control requirements, and initializing the broad table into a redis cache database;
step S1.2: and if the product and asset attributes are changed, synchronously refreshing the redis cache data.
3. The compliance wind control method according to claim 1, wherein the step S2 includes:
step S2.1: establishing a calculation rule of the index according to a supervision regulation and an internal control requirement, splitting the calculation rule into index parameters, and further splitting the content with the same statistics for different index parameters;
step S2.2: aiming at the split index parameters, determining the relationship between the characteristic values and specific updated values and transactions according to the statistical logic of the index parameters, and establishing the corresponding relationship between the characteristic values and the index parameters;
step S2.3: and presetting a bottom layer parameter interface for related attributes including products, assets and transactions, and supporting the service to carry out personalized parameter configuration.
4. The compliance wind control method according to claim 1, wherein the step S5 includes:
step S5.1: performing initialization assignment based on basic data at the beginning of the day according to the statistical logic of the index parameters;
step S5.2: in daily transaction, matching the wind control items by using the transaction characteristic values, matching all index parameters influenced by the transaction and updating;
step S5.3: matching all index lists needing to be checked according to the traded products, then calculating an index monitoring value based on the corresponding relation between the indexes and the parameters, judging whether the indexes violate rules or not according to a monitoring threshold set by the indexes, and making a corresponding prompt; if the underlying data is missing, a prompt is made to skip.
5. The compliance wind control method according to claim 4, wherein the step S5.3 of determining whether the index is violated includes: calculating and summarizing index results, and if the index results exceed the standard, prompting the standard to exceed the standard; if the number of the jumping points is not over the standard, the jumping is prompted; if the data are normal, the normal is prompted.
6. A compliant wind control system, comprising:
module M1: combing product attributes, asset attributes and transaction attributes according to the existing checking scenes and checking rules of supervision indexes, internal control indexes and contract indexes;
module M2: determining an index calculation rule according to a supervision regulation and an internal control requirement, splitting the index calculation rule into index parameters, and configuring a corresponding relation between the index parameters and characteristic values in advance;
module M3: establishing an index expression according to the split index parameters, and determining an illegal threshold value and an early warning threshold value of the index;
module M4: establishing an incidence relation between the product and the index;
module M5: initializing at the beginning of the day according to the statistical logic of the index parameters;
during daily transaction, updating corresponding index parameter data according to the characteristic value and balance change of the transaction, and asynchronously warehousing position updating details;
calculating the wind control verification result of the transaction according to the index range required to be verified by the product and the corresponding relation between the index and the index parameter;
module M6: judging whether the wind control verification passes or not according to the wind control verification result; if the wind control verification is passed, newly adding position updating details;
module M7: and regulating and controlling the post-event wind control batch efficiency based on the established wind control verification model at the end of the day and according to the daytime redis cache data.
7. The compliance wind control system of claim 6, wherein the module M1 further comprises:
module M1.1: combing all product attributes and asset attributes to establish a wide table according to the existing supervision regulations and internal control requirements, and initializing the wide table into a redis cache database;
module M1.2: and if the product and asset attributes are changed, synchronously refreshing the redis cache data.
8. The compliance wind control system of claim 6, wherein the module M2 includes:
module M2.1: establishing a calculation rule of the index according to a supervision regulation and an internal control requirement, splitting the calculation rule into index parameters, and further splitting the content with the same statistics for different index parameters;
module M2.2: aiming at the split index parameters, determining the relationship between the characteristic values and specific updated values and transactions according to the statistical logic of the index parameters, and establishing the corresponding relationship between the characteristic values and the index parameters;
module M2.3: and presetting a bottom layer parameter interface for relevant attributes including products, assets and transactions, and supporting the service to carry out personalized parameter configuration.
9. The compliance wind control system of claim 6, wherein the module M5 includes:
module M5.1: performing initialization assignment based on basic data at the beginning of the day according to the statistical logic of the index parameters;
module M5.2: in daily transaction, matching the wind control items by using the transaction characteristic values, matching all index parameters influenced by the transaction and updating;
module M5.3: matching all index lists needing to be checked according to the traded products, then calculating an index monitoring value based on the corresponding relation between the indexes and the parameters, judging whether the indexes violate rules or not according to a monitoring threshold set by the indexes, and making a corresponding prompt; if the underlying data is missing, a prompt is made to skip.
10. The compliance wind control system according to claim 9, wherein the module M5.3 determines whether the index is violated, and making the corresponding prompt specifically includes: calculating and summarizing index results, and if the index results exceed the standard, prompting the standard to exceed the standard; if the number of the jumping points is not beyond the standard, jumping is prompted; if the data are normal, the normal is prompted.
CN202210503897.4A 2022-05-10 2022-05-10 Compliance wind control method and system Pending CN114998022A (en)

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Cited By (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN116681532A (en) * 2023-08-03 2023-09-01 云账户技术(天津)有限公司 Method and device for determining wind control rule, electronic equipment and storage medium

Cited By (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN116681532A (en) * 2023-08-03 2023-09-01 云账户技术(天津)有限公司 Method and device for determining wind control rule, electronic equipment and storage medium
CN116681532B (en) * 2023-08-03 2023-11-07 云账户技术(天津)有限公司 Method and device for determining wind control rule, electronic equipment and storage medium

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