KR102560160B1 - Method, system and non-transitory computer-readable recording medium for monitoring abnormal transactions - Google Patents

Abstract

According to one aspect of the present invention, a method for monitoring an abnormal transaction is provided, which includes obtaining details of a loan transaction concluded between a borrower node and a lender node or between the borrower node and an intermediary node as a borrowing ground of the borrower node, and verifying validity of an asset transaction executed by the borrower node by referring to the borrowing ground.

Description

METHOD, SYSTEM AND NON-TRANSITORY COMPUTER-READABLE RECORDING MEDIUM FOR MONITORING ABNORMAL TRANSACTIONS}

The present invention relates to a method, system, and non-transitory computer readable recording medium for monitoring anomalous transactions.

A typical example of an abnormal transaction that can occur in the process of trading an asset is naked short selling. Non-borrowed short selling is the sale of assets without borrowing, and is prohibited in most countries, including Korea.

All abnormal transactions, including non-borrowed short selling, need to be monitored during the asset transaction process. Currently, there is a problem in that supervisory authorities are unable to detect abnormal transactions by constantly monitoring investors' balances.

The object of the present invention is to solve all the problems of the prior art described above.

In addition, another object of the present invention is to quickly and accurately monitor whether a borrower node has an abnormal transaction by referring to a borrowing ground of a borrower node that executed a short sale order.

In addition, another object of the present invention is to more accurately monitor whether or not there is an abnormal transaction through a parallel verification process based on a borrowing basis and a net balance.

Representative configurations of the present invention for achieving the above object are as follows.

According to one aspect of the present invention, a method for monitoring an abnormal transaction is provided, which includes obtaining details of a loan transaction concluded between a borrower node and a lender node or between the borrower node and an intermediary node as a borrowing ground of the borrower node, and verifying validity of an asset transaction executed by the borrower node by referring to the borrowing ground.

According to another aspect of the present invention, a system for monitoring abnormal transactions is provided, including an acquisition unit that obtains details of a loan transaction entered into between a borrower node and a lender node or between the borrower node and an intermediary node as a basis for borrowing of the borrower node, and a verification unit that verifies the validity of an asset transaction executed by the borrower node by referring to the basis for borrowing.

In addition to this, another method for implementing the present invention, another system, and a non-transitory computer readable recording medium recording a computer program for executing the method are further provided.

According to the present invention, it is possible to quickly and accurately monitor whether a borrower node has an abnormal transaction by referring to the borrowing ground of the borrower node that executed the short sale order.

In addition, according to the present invention, it is possible to more accurately monitor whether or not an abnormal transaction is present through a parallel verification process based on the basis of borrowing and the net balance.

1 is a diagram showing a schematic configuration of an entire system for monitoring abnormal transactions according to an embodiment of the present invention.
2 is a diagram showing in detail the internal configuration of a monitoring system according to an embodiment of the present invention.

DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS The detailed description of the present invention which follows refers to the accompanying drawings which illustrate, by way of illustration, specific embodiments in which the present invention may be practiced. These embodiments are described in sufficient detail to enable any person skilled in the art to practice the present invention. It should be understood that the various embodiments of the present invention are different from each other but are not necessarily mutually exclusive. For example, specific shapes, structures, and characteristics described herein may be implemented from one embodiment to another without departing from the spirit and scope of the present invention. It should also be understood that the location or arrangement of individual components within each embodiment may be changed without departing from the spirit and scope of the present invention. Therefore, the detailed description to be described later is not performed in a limiting sense, and the scope of the present invention should be taken as encompassing the scope claimed by the claims and all scopes equivalent thereto. Like reference numbers in the drawings indicate the same or similar elements throughout the various aspects.

Assets as used herein are a concept that collectively refers to financial assets (eg, securities), non-financial assets (eg, real estate), other assets (eg, virtual currency, points, mileage, etc.), etc. It should be understood in the broadest sense that covers all objects with economic value.

Hereinafter, various preferred embodiments of the present invention will be described in detail with reference to the accompanying drawings in order to enable those skilled in the art to easily practice the present invention.

Composition of the entire system

1 is a diagram showing a schematic configuration of an entire system for monitoring abnormal transactions according to an embodiment of the present invention.

As shown in FIG. 1 , the entire system according to an embodiment of the present invention may include a communication network 100 , a monitoring system 200 and a device 300 .

First, the communication network 100 according to an embodiment of the present invention may be configured regardless of communication aspects such as wired communication or wireless communication, and may be configured with various communication networks such as a local area network (LAN), a metropolitan area network (MAN), and a wide area network (WAN). Preferably, the communication network 100 referred to in this specification may be the well-known Internet or the World Wide Web (WWW). However, the communication network 100 may include, at least in part, a known wired/wireless data communication network, a known telephone network, or a known wire/wireless television communication network without being limited thereto.

For example, the communication network 100 is a wireless data communication network, and may implement, at least in part, conventional communication methods such as WiFi communication, WiFi-Direct communication, Long Term Evolution (LTE) communication, 5G communication, Bluetooth communication (including Bluetooth Low Energy (BLE) communication), infrared communication, and ultrasonic communication. For another example, the communication network 100 is an optical communication network, and may implement a conventional communication method such as LiFi (Light Fidelity) in at least a part thereof.

Next, the monitoring system 200 according to an embodiment of the present invention may perform communication with the device 300 to be described later through the communication network 100, obtain details of a loan transaction entered into between a borrower node and a lender node or between a borrower node and an intermediary node as a borrowing basis of the borrower node, and perform a function of verifying the validity of the asset transaction executed by the borrower node by referring to the above borrowing grounds. Meanwhile, the monitoring system 200 may be a digital device equipped with a memory unit and a microprocessor equipped with an arithmetic capability, and may be, for example, a server system operated on the communication network 100 .

The configuration and functions of the monitoring system 200 according to an embodiment of the present invention will be described in detail through the following detailed description.

Next, the device 300 according to an embodiment of the present invention is a digital device having a function of communicating after being connected to the monitoring system 200, and any digital device having a memory means such as a smart phone, tablet, smart watch, smart band, smart glasses, desktop computer, notebook computer, workstation, PDA, web pad, or mobile phone equipped with a microprocessor and having arithmetic capability can be adopted as the device 300 according to the present invention.

Also, according to an embodiment of the present invention, the device 300 may further include an application program for performing functions according to the present invention. Such an application may exist in the form of a program module within the corresponding device 300 . Characteristics of these program modules may be generally similar to those of the acquisition unit 210, the verification unit 220, the communication unit 230, and the control unit 240 of the monitoring system 200, which will be described later. Here, at least a part of the application may be replaced with a hardware device or a firmware device capable of performing substantially the same or equivalent functions as necessary.

Composition of monitoring system

Hereinafter, the internal configuration of the monitoring system 200 that performs important functions for the implementation of the present invention and the functions of each component will be reviewed.

Figure 2 is a diagram showing in detail the internal configuration of the monitoring system 200 according to an embodiment of the present invention.

As shown in FIG. 2 , the monitoring system 200 according to an embodiment of the present invention may include an acquisition unit 210 , a verification unit 220 , a communication unit 230 and a control unit 240 . According to an embodiment of the present invention, at least some of the acquisition unit 210, verification unit 220, communication unit 230, and control unit 240 of the monitoring system 200 communicate with an external system (not shown) It may be a program module. These program modules may be included in the monitoring system 200 in the form of an operating system, application program modules, or other program modules, and may be physically stored in various well-known storage devices. Also, these program modules may be stored in a remote storage device capable of communicating with the monitoring system 200 . Meanwhile, these program modules include routines, subroutines, programs, objects, components, data structures, etc. that perform specific tasks or execute specific abstract data types according to the present invention, but are not limited thereto.

On the other hand, although the monitoring system 200 has been described as above, this description is exemplary, and at least some of the components or functions of the monitoring system 200 are implemented in the device 300 or server (not shown) as needed. It is obvious to those skilled in the art that it may be implemented or included in an external system (not shown).

First, the acquisition unit 210 according to an embodiment of the present invention may obtain details of a loan transaction concluded between a borrower node and a lender node or between a borrower node and an intermediary node as a basis for borrowing of a borrower node.

According to an embodiment of the present invention, a borrower node may execute a short sale order. Selling an asset while borrowing is referred to as borrowed short selling, and selling an asset without borrowing is referred to as non-borrowed short selling. Here, since non-borrowed short selling is included in an irregular transaction and is prohibited in most countries including Korea, only borrowed short selling is permitted in the present invention, and non-borrowed short selling is deemed not to be permitted as an irregular transaction.

According to an embodiment of the present invention, in order to verify whether the short sale order executed by the borrower node is valid, that is, whether the corresponding short sale order corresponds to a borrowed short sale, it is necessary for the borrower node to obtain (or secure) borrowing grounds that can prove that the asset was borrowed through a lending transaction prior to executing the short sale order.

According to an embodiment of the present invention, the borrowing basis may be details of a loan transaction entered into between a borrower node and a lender node or between a borrower node and an intermediary node.

Here, according to an embodiment of the present invention, the other party of the borrower node's lending transaction may generally correspond to the lender node, but in a special case, the other party may correspond to the broker node. For example, if a borrower node corresponds to an institution's operation department (e.g., a securities company's prop desk, swap desk, etc.), the counterparty to the lending transaction is a lender node and may correspond to the institution's lending brokerage department (e.g., a securities company's SBL desk).

That is, the acquisition unit 210 according to an embodiment of the present invention may acquire the details of the loan transaction entered into between the borrower node and the lender node or between the borrower node and the intermediary node as a basis for borrowing the borrower node as described above, and may have the verification unit 220, which will be described below, use this as a basis for verifying whether the short sale order executed by the borrower node is valid, that is, whether the corresponding short sale order corresponds to borrowed short sale.

Meanwhile, according to an embodiment of the present invention, as described above, a borrower node may conclude a lending transaction with an intermediary node belonging to the same institution. In this case, the intermediary node may be recorded as the counterparty of the SLB transaction in the borrowing grounds, but the intermediary node is not recorded as the counterparty of the SLB transaction and there is no counterparty to the SLB transaction, or the lender node that lent the amount of the loan to be loaned to the borrower node to the intermediary node (i.e., the borrower node and the lender node outside the institution that does not belong to the same institution as the intermediary node) may be recorded as the counterparty of the SLB transaction. That is, according to an embodiment of the present invention, in the details of a SLB transaction entered into between a borrower node and an intermediary node belonging to the same institution, the counterparty of the borrower node's SLB transaction must be recorded, or the counterparty It is not necessarily recorded as an intermediary node.

On the other hand, according to an embodiment of the present invention, after the borrower node borrows an asset from the lender node and executes a short sale order, a recall of the asset may occur from the lender node. In this case, the amount of borrowed assets may be corrected (or canceled) and recorded in the basis for borrowing, and the reason for the correction may be recorded together with recall.

On the other hand, according to an embodiment of the present invention, after a borrower node borrows an asset from an intermediary node and executes a short sale order, a recall may occur from the intermediary node (or a lender node outside the institution) for the asset. In this case, the basis for the borrowing may not correct (or cancel) the amount of the borrowed asset, provided that the borrower is able to replace the borrowed asset with another volume within the institution. However, if it is not possible for the borrower to replace the borrowed asset with another volume within the institution, the amount of the borrowed asset may be corrected (or canceled) and recorded in the grounds for borrowing, together with the fact that the reason for the correction is recall.

Next, the verification unit 220 according to an embodiment of the present invention may verify the validity of the asset transaction executed by the borrower node by referring to the borrowing basis obtained as above.

That is, the verification unit 220 according to an embodiment of the present invention may verify whether the short sale order executed by the borrower node is valid, that is, whether the corresponding short sale order corresponds to borrowed short sale by referring to the borrowing basis of the borrower node.

Specifically, the verification unit 220 according to an embodiment of the present invention, in order to verify whether the short sale order executed by the borrower node corresponds to borrowed short sale, the total amount of assets borrowed by the borrower node (the total amount of assets borrowed by the borrower node can be found from the borrowing ground of the borrower node). It can include borrowable internal balances or firm availability based on exclusive agreements, and is also referred to as 'short sell capacity' in the sense of the total amount that can be sold short.

More specifically, referring to Equation 1, the verifier 220 according to an embodiment of the present invention may determine that the short sale order newly executed by the borrower node corresponds to non-borrowed short sale in response to the fact that the short sale order quantity N newly executed by the borrower node exceeds the result obtained by subtracting the cumulative daily unit cumulative order quantity B of short sale executed by the borrower node from the total daily unit quantity A of assets borrowed by the borrower node.

[Equation 1]

N > (A - B)

That is, the verification unit 220 according to an embodiment of the present invention may determine in real time whether a short sale order newly executed by a borrower node corresponds to a non-borrowed short sale with reference to Equation 1 above, and accordingly, the validity of the short sale order executed by the borrower node can be verified.

Meanwhile, according to an embodiment of the present invention, when verifying the validity of a short sale order in the above manner, an error may occur in verification due to an act of falsely generating a borrowing basis by a borrower node. In this case, the verification unit 220 according to an embodiment of the present invention can determine the authenticity of the basis for borrowing by verifying the effective balance of the borrower at the time when the basis for borrowing was created based on the net holding balance of the borrower node (here, the net holding balance is the number of assets minus the number of liabilities, and if the asset is sold in a state where the net holding balance is 0 or less).

That is, after verifying the validity of the short selling order executed by the borrower node based on the borrowing grounds, the verification unit 220 according to an embodiment of the present invention may verify the borrowing grounds based on the net holding balance ex post facto. According to an embodiment of the present invention, more accurate real-time monitoring of non-leveraged short selling is possible by going through such a parallel verification process.

Next, the communication unit 230 according to an embodiment of the present invention may perform a function of enabling data transmission/reception from/to the acquisition unit 210 and the verification unit 220 .

Finally, the control unit 240 according to an embodiment of the present invention may perform a function of controlling the flow of data between the acquisition unit 210 , the verification unit 220 and the communication unit 230 . That is, the control unit 240 according to an embodiment of the present invention controls the data flow from/to the outside of the monitoring system 200 or the data flow between each component of the monitoring system 200, so that the acquisition unit 210, the verification unit 220, and the communication unit 230 can be controlled to perform unique functions, respectively.

Embodiments according to the present invention described above may be implemented in the form of program instructions that can be executed through various computer components and recorded on a computer-readable recording medium. The computer readable recording medium may include program instructions, data files, data structures, etc. alone or in combination. Program instructions recorded on the computer-readable recording medium may be specially designed and configured for the present invention, or may be known and usable to those skilled in the art of computer software. Examples of computer-readable recording media include magnetic media such as hard disks, floppy disks and magnetic tapes, optical recording media such as CD-ROMs and DVDs, magneto-optical media such as floptical disks, and hardware devices specially configured to store and execute program instructions, such as ROM, RAM, flash memory, and the like. Examples of program instructions include high-level language codes that can be executed by a computer using an interpreter or the like as well as machine language codes generated by a compiler. A hardware device may be modified with one or more software modules to perform processing according to the present invention and vice versa.

Although the present invention has been described above with specific details such as specific components and limited embodiments and drawings, this is only provided to help a more general understanding of the present invention, and the present invention is not limited to the above embodiments. Those skilled in the art can make various modifications and changes from these descriptions.

Therefore, the spirit of the present invention should not be limited to the above-described embodiments, and not only the claims described later, but also all ranges equivalent to or equivalently modified from these claims belong to the scope of the present invention.

100: communication network
200: monitoring system
210: acquisition unit
220: verification unit
230: communication department
240: control unit
300: device

Claims (11)

As a method for monitoring abnormal transactions,
Obtaining details of a loan transaction concluded between a borrower node and a lender node or between the borrower node and an intermediary node as a basis for borrowing of the borrower node; and
Verifying the validity of the asset transaction executed by the borrower node by referring to the borrowing ground;
The asset transaction executed by the borrower node includes short selling;
In the verification step, after verifying the validity of the asset transaction executed by the borrower node by referring to the borrowing grounds, verifying the actual balance of the borrower node at the time the borrowing grounds were generated by referring to the net holding balance of the borrower node ex post facto
method. According to claim 1,
In the verification step, determining whether the asset transaction executed by the borrower node corresponds to an abnormal transaction
method. According to claim 2,
The above-mentioned abnormal transaction includes non-borrowed short selling
method. According to claim 1,
In the verification step, the total amount of assets borrowed by the borrower node and the short sale order quantity executed by the borrower node are compared to determine whether the short sale executed by the borrower node corresponds to a non-borrowed short sale.
method. According to claim 1,
In the verification step, in response to the fact that the newly executed short sale order quantity by the borrower node exceeds the result obtained by subtracting the cumulative daily unit cumulative order quantity of short sale executed by the borrower node from the daily total amount of assets borrowed by the borrower node, it is determined that the newly executed short sale corresponds to non-borrowed short sale;
method. A non-temporary computer readable recording medium storing a computer program for executing the method according to claim 1. As a system for monitoring abnormal transactions,
An acquisition unit that obtains details of a loan transaction concluded between a borrower node and a lender node or between the borrower node and an intermediary node as a basis for borrowing of the borrower node; and
A verification unit verifying the validity of the asset transaction executed by the borrower node by referring to the borrowing ground;
The asset transaction executed by the borrower node includes short selling;
The verification unit, after verifying the validity of the asset transaction executed by the borrower node with reference to the borrowing grounds, verifies the actual balance of the borrower node at the time the borrowing grounds were generated by referring to the net holding balance of the borrower node ex post facto
system. According to claim 7,
The verification unit determines whether the asset transaction executed by the borrower node corresponds to an abnormal transaction.
system. According to claim 8,
The above-mentioned abnormal transaction includes non-borrowed short selling
system. According to claim 7,
The verification unit compares the total amount of assets borrowed by the borrower node with the quantity of short sale orders executed by the borrower node to determine whether the short sale executed by the borrower node corresponds to non-borrowed short sale.
system. According to claim 7,
The verification unit determines that the newly executed short sale corresponds to non-borrowed short sale in response to the fact that the number of short sale orders newly executed by the borrower node exceeds the result obtained by subtracting the cumulative daily unit cumulative order quantity of short sale executed by the borrower node from the daily total amount of assets borrowed by the borrower node.
system.

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