TW200802163A - Integration method and system for credit risk capital charge - Google Patents
Integration method and system for credit risk capital chargeInfo
- Publication number
- TW200802163A TW200802163A TW95123332A TW95123332A TW200802163A TW 200802163 A TW200802163 A TW 200802163A TW 95123332 A TW95123332 A TW 95123332A TW 95123332 A TW95123332 A TW 95123332A TW 200802163 A TW200802163 A TW 200802163A
- Authority
- TW
- Taiwan
- Prior art keywords
- capital
- capital charge
- data
- credit risk
- integration method
- Prior art date
Links
Landscapes
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
- Management, Administration, Business Operations System, And Electronic Commerce (AREA)
Abstract
The present invention provides an integration method and system for credit risk capital charge. The method includes the following steps: (a) employing a lead data preparation processing unit to process a plurality of original transaction data of a client to obtain a plurality of capital charge request data, in which each capital charge request data is provided with at least a transaction type field; and, (b) employing a capital charge calculation unit to calculate those capital charge request data, so as to obtain a charged settlement capital value. The method can reduce the difficulty of data integration, and directly apply the calculation process of risky capital and credit risk capital charge to the original transaction data.
Priority Applications (1)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
TW95123332A TW200802163A (en) | 2006-06-28 | 2006-06-28 | Integration method and system for credit risk capital charge |
Applications Claiming Priority (1)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
TW95123332A TW200802163A (en) | 2006-06-28 | 2006-06-28 | Integration method and system for credit risk capital charge |
Publications (1)
Publication Number | Publication Date |
---|---|
TW200802163A true TW200802163A (en) | 2008-01-01 |
Family
ID=44765337
Family Applications (1)
Application Number | Title | Priority Date | Filing Date |
---|---|---|---|
TW95123332A TW200802163A (en) | 2006-06-28 | 2006-06-28 | Integration method and system for credit risk capital charge |
Country Status (1)
Country | Link |
---|---|
TW (1) | TW200802163A (en) |
Cited By (2)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
TWI650726B (en) * | 2017-08-29 | 2019-02-11 | 彰化商業銀行股份有限公司 | Customer credit depreciation warning system |
CN115018643A (en) * | 2022-06-15 | 2022-09-06 | 中银金融科技有限公司 | Method and device for checking default risk, electronic equipment and storage medium |
-
2006
- 2006-06-28 TW TW95123332A patent/TW200802163A/en unknown
Cited By (2)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
TWI650726B (en) * | 2017-08-29 | 2019-02-11 | 彰化商業銀行股份有限公司 | Customer credit depreciation warning system |
CN115018643A (en) * | 2022-06-15 | 2022-09-06 | 中银金融科技有限公司 | Method and device for checking default risk, electronic equipment and storage medium |
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