TW202319979A - Decentralized clearing method and system thereof capable of reducing the liquidity risk during clearance - Google Patents

Abstract

The present invention discloses a decentralized clearing method and a system thereof, which check a first transaction order and a second transaction order obtained sequentially during a period of non-business hours by setting a retaining balance value, and rejects the second transaction order when a net value is accumulated to be greater than the retaining balance value so as to control the scale of the accumulated net value during the period of non-business hours and reduce the liquidity risk during clearance. In addition, a threshold-included clearing method and a system thereof are also disclosed, which check a plurality of transaction orders received during a clearing period by setting the clearing period and a clearing threshold, when the sum of the plurality of transaction values contained in it is greater than the clearing threshold, a clearance procedure is carried out in advance, so that the scale of the transaction order for this clearance is controlled, thereby limiting the liquidity risk at the time of clearance to a certain range.

Description

The method and system of non-centralized liquidation and the method and system of liquidation with threshold

The present invention relates to a liquidation method and its system, in particular to a non-business time interval, and uses the retained balance system to regulate the transaction amount in the interval to reduce the transaction risk, so as to achieve non-business hours. A centralized liquidation method and system, and a liquidation method and system with a threshold that regulates the total amount of transactions through the liquidation total threshold system so that the liquidation unit can control the risk.

In modern economic society, various transactions related to commodities, labor services or financial investment must use various payment tools (such as cash, paper type, card type, electronic type, etc.) to carry out the transfer of monetary value, except for cash transactions. , the use of other payment tools must go through the process of transmission, exchange, processing and liquidation of payment instructions to complete the receipt and payment of the price and dissolve the creditor-debtor relationship between the two parties.

The Payment and Settlement System (PSS) can be divided into the payment system for fund transfer and the securities clearing system for securities delivery. If it involves cross-border payment, it can be classified as cross-border system ), since the fund transfer payment system and securities clearing system are important financial infrastructures of a country, their smooth operation is related to the effectiveness of a country's implementation of monetary policy and financial stability policy goals. To avoid systemic risks, central banks must effectively regulate the payment system. The following describes the funds transfer payment system:

Fund transfer payment system: refers to the system that deals with the transfer of currency value, and its components include: payment tools, network agreements and other infrastructure, system participants, as well as laws, regulations, regulations, standards, market practices and contractual agreements, etc. According to the nature and amount of transactions processed by the system, it can be further divided into large-value payment systems and retail payment systems. The present invention is applied in a large-amount payment system, so only the large-amount payment system will be introduced below.

Large Value Payment System (LVPS): It mainly deals with payments related to financial market activities, and the amount is usually large and time-sensitive, such as payments related to money market, securities market or foreign exchange market transactions. In order to avoid liquidation risks, most of the large-value payment systems in various countries today adopt the RTGS system, and continue to improve the efficiency and improvement of their large-value payment systems. Among them, the hybrid liquidation model that introduces liquidity-saving mechanisms is the transformation of large-value payment systems in recent years trend.

Large-value payment systems can be roughly divided into four types according to the settlement mechanism they adopt: fixed-time net settlement system, real-time gross settlement system, hybrid settlement mode and large-value net settlement mode. It is described as follows:

1. Deferred Net Settlement System (DNS): It is the main type of large-value settlement system in the 1980s. Payment instructions are first accumulated in the system during the day until the end of the business day or a specified time in the business day , and then perform net settlement in the form of a batch operation. For system participants, liquidation funds can be saved, but during the delayed liquidation period, they will be exposed to financial (credit and liquidity) risks. If some participants fail to fulfill their liquidation obligations, other participants may be unable to pay their liquidation debts.

2. Real Time Gross Settlement System (Real Time Gross Settlement System, RTGS): Based on the total amount, the payment instructions entered into the system are settled one by one in real time, but the party paying the payment must have sufficient account balance, or available Credit line, which requires more liquidity. Once the payment instruction entering the system is accepted by the system, it will be liquidated one by one; and after the liquidation is completed, it will be final and irrevocable immediately. Therefore, there is no credit risk for the remitting bank; however, there is still liquidity risk for payment instructions that are not accepted by the system.

3. Hybrid-Settlement Models: It is an improved version of the RTGS system and the DNS system. It combines the advantages of the real-time final settlement of the RTGS system and the liquidity-saving advantages of the DNS system. It uses a complex queue and settlement mechanism to enter into the operation during the day. The system's payment instructions perform frequent bilateral or multilateral mutual offsetting functions. Such systems are designed to save intraday liquidity and achieve intraday finality of payment orders. When a general planning system receives a payment instruction, it first checks whether there is any payment available for mutual offset in the queue. At present, the RTGS systems of most advanced countries have changed to adopt this clearing mechanism; countries in the Asia-Pacific region, including South Korea, Thailand, Singapore, Japan, etc., have changed to adopt a hybrid clearing mechanism; Indonesia also plans to upgrade to the Hybrid RTGS system in 2012.

4. High-Value Settlement Models: It is also one of the improved versions of the RTGS system and the DNS system. It is a combination of the real-time settlement function and the offsetting mechanism, and the settlement of payment orders is mainly based on the total amount. When a payment instruction enters the system, it will first undergo an instant total settlement. However, if there is insufficient clearing balance to complete the clearing, the system will simultaneously check whether there is one or more payment instructions, which can be offset bilaterally or multilaterally.

Among them, in order to ensure the security of the payment and settlement system, most payment systems at home and abroad adopt the real-time gross settlement system (RTGS), but this mechanism relatively increases the liquidity requirements of the payer, so a liquidity saving mechanism is introduced - The mutual offsetting mechanism retains the advantages of RTGS settlement and settlement, and also reduces the liquidity requirements of foreign currency positions of participating units, such as the aforementioned mixed settlement mode and large net settlement mode.

Liquidity refers to an indicator of whether an asset is easy to trade. In short, the asset can be traded more quickly and easily converted into cash, which means that the liquidity is high, otherwise, the liquidity is low. In addition, the trading process The lower the transaction cost of payment required by both parties, the higher the liquidity, and vice versa.

The liquidity risk (Liquidity Risk) represents the ease of trading assets. When an asset is more liquid, it is easier to find a ready buyer to trade it, which means that the liquidity risk is low; while the lack of liquidity assets , it takes more time to find buyers, which means higher liquidity risk.

Compared with the domestic currency, the liquidity of foreign currency is poor. In addition, because the frequency of transactions is low, the liquidity during non-business hours is also worse than that during business hours. Therefore, facing higher liquidity risks, financial institutions have little incentive to open foreign currency trading services outside of business hours. The payment systems currently used in such low-liquidity currencies only operate during business hours on business days, which hinders the operation of foreign currency transactions.

In order to solve the above-mentioned lack of trading motivation, reducing liquidity risk is an urgent problem to be solved. The intuitive and effective method is to increase the trading frequency and liquidity by prolonging the original operating time. How to increase the liquidity without extending the original operating time? It is also a very challenging issue to handle liquidation operations for such low-liquidity currencies and reduce liquidity risks.

Therefore, the present invention provides a method and system for non-centralized liquidation. By setting the value of the retained balance, the sequentially obtained transaction orders are checked during non-business hours. When the accumulated transaction amount is greater than the value of the retained balance, subsequent transactions are rejected. Orders, until the opening of business hours to liquidate the acquired trading orders. This method uses the retention balance mechanism to limit the cumulative transaction amount and reduce liquidity risk, so as to achieve the possibility of trading during this time period.

In addition, since the timed net settlement system (DNS) and its follow-up technologies such as the mixed settlement model or the large net settlement model all adopt a fixed time for liquidation of batch transactions, it is still impossible for the unit undertaking the liquidation work to fully control all transactions. Liquidity risk due to the workload that may be faced.

Therefore, the present invention provides a liquidation method and system with a threshold, which is applied to a timed liquidation system. By setting the liquidation threshold, the transaction order is checked. When the accumulated transaction amount is greater than the liquidation threshold, the liquidation will be carried out in advance. Procedures, this method uses the clearing threshold mechanism to control the liquidity risk of the fixed clearing system, thereby indirectly improving the transaction security.

The main purpose of the present invention is to provide a method and system for non-centralized liquidation. By setting the value of the remaining balance of the financial server device, the liquidation server device can sequentially obtain the first transaction order and the second transaction order during non-business hours. 2. Transaction order inspection. When the accumulated first transaction amount and second transaction amount are greater than the remaining balance value, the subsequent transaction order is rejected, so as to control the transaction volume of the financial server device during non-business hours and achieve the purpose of risk control.

Another main purpose of the present invention is to provide a liquidation method and system with a threshold. By setting the liquidation threshold value of the liquidation server device, the liquidation server device can check the transaction order obtained within the liquidation time. When the accumulated transaction When the amount is greater than the value of the retained balance, it is deemed that the liquidation time has been reached and the liquidation procedure is immediately executed to control the transaction volume within the liquidation time and achieve the purpose of risk control.

In order to achieve the above-mentioned purpose and effect, the present invention provides a non-centralized clearing method, which is applied to a first financial server device and a clearing server device, which includes a non-business hour interval and a business hour interval on a business day , the steps include: storing a retained balance value of the first financial server device in the clearing server device, and during non-business hours, ordering a first transaction for a first transaction order of the first financial server device obtained sequentially Amount and a second transaction amount check of a second transaction order. When the accumulated first transaction amount and the net amount of the second transaction amount are greater than the remaining balance value, the clearing server rejects the second transaction order, and finally, executes a liquidation process. Thereby, the settlement server can control the accumulative first transaction amount and the second transaction amount of the first financial server during non-business hours within the remaining balance value, and realize the passive control of liquidity risk by the settlement server.

The present invention provides an embodiment, wherein in the step of storing the retained balance value of the first financial server device in the clearing server device, all or part of the total amount of one of the plurality of accounts of the first financial server device is obtained as the retained balance value.

The present invention provides an embodiment, wherein in the step of executing a liquidation procedure, the liquidation procedure is executed after a non-business hours interval.

The present invention provides an embodiment, wherein when the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server device is greater than the retained balance value, after the step of rejecting the second transaction command by the clearing server device, it further includes: the clearing server The device sends a result of rejecting the second transaction order to the first financial server device; the first financial server device executes an event to obtain an increased balance value; and the clearing server device accumulates a net amount of the first transaction amount and the second transaction amount When it is greater than the sum of the reserved balance value and the increased balance value, the clearing server rejects the second transaction command.

The present invention provides an embodiment, wherein in the step of obtaining an increased balance value by executing an event in the first financial server device, the event includes notifying the settlement server of the increased balance value.

The present invention provides an embodiment, wherein in the step of executing a liquidation procedure, it also includes: the liquidation server device judges whether the first transaction amount is greater than the first amount set in the first account of the liquidation server device by the first financial server device ; When the first transaction amount is less than or equal to the first amount, the clearing server deducts the first amount from the first account according to the first transaction amount; when the first transaction amount is greater than the first amount, the clearing server sends the first transaction order Store in an insufficient balance queue; the clearing server deposits the second transaction amount of the second transaction order into the first account; and the clearing server takes out the first transaction order from the insufficient balance queue, and performs Amount minus the first amount.

Moreover, the present invention discloses a non-centralized liquidation system, which includes: a liquidation server device and a first financial server device, wherein, when the first financial server device and the liquidation server device are executed, it includes a business day One non-business hours interval and one business hours interval, the settlement server device stores one of the remaining balance values of the first financial server device, and during the non-business hours interval, the settlement server device sequentially obtains the first one of the first financial server device A transaction order and a second transaction order, the first transaction order includes a first transaction amount, the second transaction order includes a second transaction amount, when the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server is greater than When the balance value is reserved, the clearing server rejects the second transaction command and executes a clearing procedure.

The present invention provides an embodiment, which is a non-centralized liquidation system, wherein the liquidation server device obtains all or part of the total amount of one of the plurality of accounts of the first financial server device as the retained balance value.

The present invention provides an embodiment, which is a non-centralized clearing system, wherein the clearing server executes the clearing procedure after non-business hours.

The present invention provides an embodiment, the content of which is a non-centralized clearing system, wherein, after the clearing server rejects the second transaction order, it sends a result of rejecting the second transaction order to the first financial server, and the first financial server The device executes an event to obtain an increased balance value. When the clearing server device accumulates a net amount of the first transaction amount and the second transaction amount greater than the sum of the remaining balance value and the increased balance value, the clearing server device rejects the second transaction command.

The present invention provides an embodiment of a decentralized clearing system in which an event includes notification of an increased balance value to the clearing server.

The present invention provides an embodiment, which is a non-centralized liquidation system, wherein the liquidation server device judges whether the first transaction amount is greater than the first transaction amount set in the liquidation server device by the first financial server device during the execution of the liquidation program. The first amount of one account, when the first transaction amount is less than or equal to the first amount, the clearing server deducts the first amount from the first account according to the first transaction amount, and when the first transaction amount is greater than the first amount, the clearing server The device stores the first transaction order in an insufficient balance queue, the settlement server deposits the second transaction amount of the second transaction order into the first account, and the settlement server takes out the first transaction order from the insufficient balance queue, And deduct the first amount according to the first transaction amount.

The present invention provides an embodiment, which is a non-centralized liquidation system, wherein, after the liquidation server device takes out the first transaction order from the insufficient balance queue, when the first amount is greater than or equal to the first transaction amount, the liquidation The server device deducts the first amount from the first account from the first transaction amount according to the first transaction command.

In order to achieve the purpose and effect mentioned above, the present invention also provides a liquidation method with a threshold, which consists of setting a liquidation time value and a liquidation threshold value in a liquidation server device, and calculating the received value within the liquidation time value A plurality of transaction orders, and the transaction order includes a plurality of transaction amounts, and when the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is immediately executed. In this way, the clearing server can control the sum of the transaction amount received within the clearing time value to be less than or equal to the clearing threshold, and realize the active control of liquidity risk by the clearing server.

The present invention provides another embodiment, wherein in the step of executing a liquidation procedure when the sum of the transaction amount is greater than the liquidation threshold value, it also includes: the liquidation server device takes out the transaction command corresponding to a first financial server device and sets it in the liquidation server device Multiple collection orders or/and multiple payment orders of a first account; the settlement server deposits the transaction amount corresponding to the collection order into the first account; the settlement server stores the payment order in an insufficient balance queue and the clearing server device sequentially takes out payment commands from the insufficient balance queue and deducts a first amount from the first account according to the transaction amount corresponding to the payment command.

The present invention provides another embodiment, wherein in the step of sequentially taking out the payment commands from the insufficient balance queue and deducting the first amount from the first account according to the transaction amount corresponding to the payment command, the settlement server further includes: when When the first amount is greater than or equal to the transaction amount, the clearing server deducts the first amount from the first account from the transaction amount corresponding to the payment command.

The present invention provides another embodiment in which the clearing procedure is performed after clearing the time value.

In addition, the present invention discloses a liquidation system with a threshold, which includes: a liquidation server device; wherein, when the liquidation server device is executed, a liquidation time value and a liquidation threshold value are set, and within the liquidation time value, the liquidation server device calculates A plurality of transaction orders are received, and the transaction orders include a plurality of transaction amounts. When the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is executed.

The present invention provides yet another embodiment, the content of which is a clearing system with a threshold, wherein, during the execution of the clearing procedure, the clearing server device fetches a transaction order corresponding to a first account set by a first financial server device in the clearing server device , the transaction command includes multiple collection commands or/and multiple payment commands, the settlement server deposits the transaction amount corresponding to the collection command into the first account, and the settlement server stores the payment command in an insufficient balance queue, The settlement server device sequentially takes out the payment commands from the insufficient balance queue and deducts a first amount from the first account according to the transaction amount corresponding to the payment commands.

The present invention provides yet another embodiment, the content of which is a clearing system with a threshold, wherein the clearing server device sequentially takes out the payment orders from the insufficient balance queue and deducts the first account from the first account according to the transaction amount corresponding to the payment order. For an amount, when the first amount is greater than or equal to the transaction amount, the settlement server deducts the first amount from the first account from the transaction amount corresponding to the payment command.

In order to enable your review committee members to have a further understanding and understanding of the characteristics of the present invention and the achieved effects, the following examples and accompanying descriptions are hereby provided:

Hereinafter, the present invention will be described in detail by illustrating various embodiments of the present invention by means of the accompanying drawings. Inventive concepts may, however, be embodied in many different forms and should not be construed as limited to the illustrative embodiments set forth herein.

In view of the existing clearing system, there is a lack of means to control liquidity risk for transactions during non-business hours. Accordingly, the present invention proposes a method and system for non-centralized liquidation to solve the problem that conventional technology cannot control liquidity risk and provide services without extending business hours.

In the following, the present invention discloses a non-centralized liquidation method and the characteristics provided by the system and the matching system will be further explained:

First of all, please refer to FIG. 1 , which is a flow chart of a method of an embodiment of the present invention. As shown in the figure, the non-centralized clearing method of the present invention is applied to a first financial server device and a clearing server device, which includes a non-business hour interval and a business hour interval on a business day, and the steps include :

Step S110: storing a retained balance value of the first financial server device in the clearing server device;

Step S120: During non-business hours, the settlement server device sequentially obtains a first transaction command and a second transaction command from the first financial server device, the first transaction command includes a first transaction amount, and the second transaction command includes 1. the second transaction amount;

Step S130: When the net amount of one of the first transaction amount and the second transaction amount accumulated by the clearing server is greater than the remaining balance value, the clearing server rejects the second transaction command; and

Step S140: Execute a liquidation procedure.

Then explain the system required to achieve the method of non-centralized clearing in this embodiment, please refer to the second figure, which is a block diagram of an embodiment of the present invention, as shown in the second figure, the non-centralized clearing system of the present invention The system of the liquidation method can include the liquidation server device 10 and a plurality of financial server devices 20, but in this embodiment, the first financial server device 22 among the liquidation server device 10 and the financial server device 20 is used for illustration; The device 10 is also provided with a business day 12 , and the business day 12 is further provided with a non-business time interval 122 and a business time interval 124 . For example, the non-holiday business day 12 of the Bank of my country, and the business time interval 124 of the settlement server 10 is usually set at 9 o'clock to 15 o'clock, and the non-business time interval 122 is outside the business time interval 124, and the holiday Then the whole day belongs to the non-business time interval 122 and is included in the non-business time interval 122 of the business day 12, but it is not limited thereto.

Please refer to FIG. 3, which is a schematic diagram of an embodiment of the present invention. The clearing server device 10 includes a storage unit 102. The storage unit 102 can be a hard disk, a floppy disk, a solid state disk, or a flash memory ( Flash Memory), Read-Only Memory (Read-Only Memory), tapes, CDs, databases that can be accessed from the Internet, cloud storage space, or other storage devices that can store data. The clearing server device 10 is connected with the first financial server device 22 through a communication unit 104 , for example, through a network connection, but not limited thereto.

Please refer to Fig. 2, as shown in step S110, the liquidation server 10 stores a retained balance value 222 of the first financial server 22 at the beginning of the non-business hours interval 122, which may be provided by the first financial server 22 to the liquidation Server device 10; here, the remaining balance value 222 is determined according to a total amount 240 included in the plurality of accounts 24 of the first financial server device 22, which may be all or part of the total amount 240, but is not limited thereto. For example: 15% of the total amount 240 is used to determine the retained balance value 222 according to the required reserve ratio (Required Reserve Ratio), but it is not limited thereto.

As shown in step S120, the settlement server 10 sequentially obtains the first transaction command 224 and the second transaction command 226 of the first financial server 22 during the non-business hours interval 122, and the first transaction command 224 includes the first transaction amount 228. The second transaction command 226 includes a second transaction amount 230.

The details are as follows, the clearing server device 10 can sequentially obtain a plurality of transaction commands 202 of the financial server device 20, and in this embodiment, the clearing server device 10 sequentially obtains the transaction commands 202 of the first financial server device 20 of the financial server device 20 The first transaction order 224 and the second transaction order 226 are explained; the sequence here refers to first-in first-out, that is, the transaction order 202 obtained by the clearing server device 10 at the latest is the second transaction order 226, and the transaction order 202 obtained earlier is the first transaction command 224, here, it can be established for two or more than two transaction commands 202, but not limited thereto.

As shown in step S130, if the net amount 246 of the first transaction amount 228 and the second transaction amount 230 is greater than the retained balance value 222, then the settlement server 10 rejects the second transaction order 226; When the second transaction order 226 is to pay the first transaction amount 228 and deposit the second transaction amount 230 respectively, the first transaction amount 228 and the second transaction amount 230 will offset each other into a net amount 246, but not limited thereto; after step S130 , in the non-business hours interval 122, return to step S120.

As shown in step S140, after the non-business hours interval 122, the liquidation program 14 is executed. If the liquidation server 10 rejects the second transaction order 226 in step S130, then the liquidation program 14 is executed according to the first transaction order 224, and if the liquidation server If the device 10 does not reject the second transaction command 226 at step S130 , then execute the liquidation procedure 14 according to the first transaction command 224 and the second transaction command 226 .

Please refer to Fig. 4, step S130 further includes:

Step S132: the settlement server sends a result of rejecting one of the second transaction commands to the first financial server;

Step S134: the first financial server executes an event to obtain an increased balance value; and

Step S136: When the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server is greater than the sum of the remaining balance value and the added balance value, the clearing server device rejects the second transaction command.

As shown in step S132 , referring to FIG. 5 , the clearing server 10 notifies the first financial server 22 of the result 236 of rejecting the second transaction order 226 .

As shown in step S134, the first financial server device 22 executes the event 232 to obtain the increased balance value 234, and the first financial server device 22 notifies the settlement server 10 of the increased balance value 234; here, the event 232 is for example: an event of increased balance , the first financial server device 22 adds collateral to the settlement server device 10, but not limited thereto.

As shown in step S136, when the settlement server 10 checks that the net amount 246 of the first transaction amount 228 and the second transaction amount 230 is greater than the sum of the remaining balance value 222 and the increase balance value 234, the settlement server device 10 rejects the second transaction command 226 ; However, when the sum of the first transaction amount 228 and the second transaction amount 230 is still less than or equal to the sum of the retained balance value 222 and the increased balance value 234, step S136 is skipped. After step S136, and within the non-business hours interval 122, return to step S120.

For example, the rejected second transaction order 226 is regarded as invalid, and the settlement server 10 should obtain the second transaction order 226 before step S136, but it is not limited thereto.

Please refer to Fig. 6, step S140 further comprises:

Step S142: the settlement server determines whether the first transaction amount is greater than a first amount set in a first account of the settlement server by the first financial server;

Step S144: When the first transaction amount is less than or equal to the first amount, the settlement server deducts the first amount from the first account according to the first transaction amount;

Step S146: when the first transaction amount is greater than the first amount, the clearing server stores the first transaction command into an insufficient balance queue;

Step S148: the settlement server deposits the second transaction amount of the second transaction command into the first account; and

Step S150: The settlement server takes out the first transaction command from the insufficient balance queue, and deducts the first amount according to the first transaction amount.

The following describes the detailed steps of the liquidation procedure 14, and refer to Figure 7:

As shown in step S142, the settlement server device 10 sequentially judges whether the first transaction amount 228 is greater than the first amount 244 set in the first account 242 of the settlement server device 10 by the first financial server device 22, if the first transaction amount 228 is less than or equal to the first amount 244, execute step S1404; if the first transaction amount 228 is greater than the first amount 244, execute step S1406. Here, if the first transaction command 224 is to deposit into the first account 242, then deposit the first transaction amount 228 into the first account 242, and then return to step S142. Here, the first amount 244 is not necessarily equal to the total amount 240, but only corresponds to the first account 242 set in the settlement server 10 by the first financial server 22, but is not limited thereto.

As shown in step S144, if the first transaction amount 228 is less than or equal to the first amount 244, the settlement server 10 deducts the first amount 244 of the first account 242 according to the first transaction amount 228, and then returns to step S142.

As shown in step S146 , if the first transaction amount 228 is greater than the first amount 244 , the settlement server 10 stores the first transaction command 224 in the insufficient balance queue 204 .

In step S148 , the settlement server device 10 deposits the second transaction amount 230 of the second transaction command 226 into the first account 242 .

As shown in step S150, the settlement server 10 takes out the first transaction order 224 from the insufficient balance queue 204, and when the first amount 244 of the first account 242 is greater than or equal to the first transaction amount 228, according to the first transaction amount 228 The first amount 244 is deducted.

A specific example is provided here to illustrate that the current clearing server 10 has a non-business hour interval 122 from 3:00 pm to 9:00 am the next day, and the first financial server 22 has 30% of the total amount 240 of the account 24 totaling NT$900 *30%=270 is the retained balance value 222, the settlement server device 10 obtains the first transaction order 224 at 6:00 pm: the first financial server device 22 pays NT$200, and obtains the second transaction order 226 at 7:00 pm: the first Financial server 22 payment amount NT$100, accumulative net amount 246 of the first transaction amount 228 and second transaction amount 230: NT$300 has exceeded the remaining balance value 222, the second transaction order 226 is rejected and the first financial server 22 is notified At 8:00 p.m., the first financial server device 22 deposits a margin amount of NT$200 (event 232) to increase the balance value 234. At 9:00 p.m., the clearing server device 10 obtains the second transaction order 226 (the previously rejected one is invalid. ): NT$150 received by the first financial server device 22, at this time, the accumulated net amount 246 of the first transaction amount 228 and the second transaction amount 230: NT$50 does not exceed the retained balance value 222+increased balance value 234=NT$470, Therefore, the second transaction order 226 will not be rejected. At 9 o'clock in the morning of the next day, the non-business hours interval 122 ends, and the clearing server device 10 executes the clearing procedure 14 according to the first transaction order 224 and the second transaction order 226, and the first financial server device 22 The first account 242 set in the settlement server 10 has a first amount 244: NT$100, first, execute the first transaction order 224: payment amount NT$200, the first transaction amount 228 is greater than the first amount 244 and the first transaction order 224 advances to the insufficient balance queue 204, next, the second transaction command 226: the collection amount is NT$150, then deposits the first amount 244 as NT$250, and then, the clearing server 10 takes out the first amount from the insufficient balance queue 204 A transaction order 224 and according to the first transaction amount 228: NT$200 deducts the first amount 244 to NT$50.

Since the present invention establishes a non-centralized liquidation method and system applied to non-business hours, and adds the remaining balance as the threshold of the total value of transactions, the scale of the total value of transactions is controlled, which also means that the scale of liquidity risk is controlled. It provides a service that does not need to extend the original operating time, but provides a service that completes the transaction first and then clears the currency with insufficient liquidity. Therefore, the non-centralized liquidation method and system of the present invention have the advantages of controlling liquidity risk and providing transaction services during non-business hours, and are especially helpful for foreign currency transaction services.

The present invention also provides a method and system for liquidation with a threshold. In view of the fact that the current technology does not provide transaction volume restrictions for timed liquidation, and it also causes the liquidation institution to be unable to control possible liquidity risks, the present invention provides a liquidation method with a threshold. The method and system thereof enable the liquidation server to perform liquidation according to thresholds.

The flow of the liquidation method with a threshold in another embodiment of the present invention will be described below. Please refer to Figure 8. The steps of this embodiment include the following:

Step S210: the liquidation server device sets a liquidation time value and a liquidation threshold;

Step S220: within the clearing time value, the clearing server device calculates the received transaction order, the transaction order includes multiple transaction amounts; and

Step S230: When the sum of the transaction amount is greater than the liquidation threshold, execute the liquidation procedure.

Then explain the system required to achieve the liquidation method with a threshold in this embodiment, please refer to Figure 9, which is a block diagram of another embodiment of the present invention, the system of the liquidation method with a threshold in the present invention, It includes: a clearing server device 10 , and a financial server device 20 including a first financial server device 22 . Please refer to FIG. 3 , the liquidation server 10 is connected with the financial server 20 through the communication unit 104 , for example, by network connection, but not limited thereto.

As shown in step S210, the settlement server 10 is set with a settlement time value 106 and a settlement threshold value 108, where the settlement time value 106 refers to a time interval, for example: 3 hours, and the settlement threshold value 108 refers to an amount, for example: NT$500 million, but not limited to this.

As shown in step S220, within the clearing time value 106, the clearing server device 10 receives the transaction command 202. Here, the clearing server device 10 may receive the transaction command 202 of the financial server device 20, but is not limited thereto; each transaction The commands 202 each include a transaction amount 206 .

As shown in step S230, still within the settlement time value 106, the settlement server 10 calculates the sum of the transaction amount 206 of the transaction command 202, and compares the sum of the transaction amount 206 with the settlement threshold 108, when the sum of the transaction amount 206 is greater than the settlement threshold At 108, the settlement server 10 immediately executes the settlement procedure 14 according to the transaction command 202; when the sum of the transaction amount 206 is not greater than the settlement threshold 108, return to step S220. Here, the sum of the transaction amount 206 refers to the sum of the absolute value of the amount, and the transaction orders 202 without payment or deposit are mutually offset. The liquidation threshold 108 thus represents a limit on the aggregate size of all transaction orders 202 . In addition, after clearing the time value 106, the clearing procedure 14 is also executed.

Please refer to Fig. 10, step S230 further includes:

Step S232: The clearing server takes out the transaction order corresponding to the first account set in the clearing server by the first financial server, and the transaction order includes a plurality of collection commands or/and a plurality of payment commands;

Step S234: The settlement server deposits the transaction amount corresponding to the collection command into the first account;

Step S236: the settlement server stores the payment command in the insufficient balance queue; and

Step S238: The clearing server device sequentially takes out the payment commands from the insufficient balance queue and deducts the first amount from the first account according to the transaction amount corresponding to the payment commands.

The following describes the detailed steps of the liquidation procedure 14, and refer to Figure 11:

As shown in step S232, the clearing server device 10 retrieves the transaction command 202 corresponding to the first account 242 set by the first financial server device 22 in the clearing server device 10, and the transaction command 202 includes a collection command 208 or/and a payment command 210. Here, taking the first account 242 as an example, the transaction order 202 has only two possibilities, the non-first account 242 payment transaction amount 206 (payment order 210), that is, the first account 242 collection transaction amount 206 (receipt order 208) .

As shown in step S234 , the settlement server device 10 deposits the transaction amount 206 corresponding to the payment collection command 208 into the first account 242 .

As shown in step S236, the settlement server 10 sequentially stores the payment commands 210 in the insufficient balance queue 204; the sequence here refers to the first-in-first-out principle.

As shown in step S238, the settlement server 10 sequentially takes out the payment order 210 from the insufficient balance queue 204 and deducts the first amount 244 of the first account 242 from the transaction amount 206 corresponding to the payment order 210, and the settlement server 10 will When the first amount 244 is greater than or equal to the transaction amount 206 , the first amount 244 is deducted from the transaction amount 206 .

After step S238 is executed, the payment order 210 that cannot be used to debit the first account 242 is stored in the insufficient balance queue 204 .

A specific example is provided here. Currently, the settlement server 10 has a settlement time value of 106: 3 hours, a settlement threshold value of 108: an amount of NT$2000, and the settlement server 10 obtains transaction orders from the financial server 20 in sequence within 3 hours. 202 are: first account 242 payment amount NT$200, receipt amount NT$100, payment amount NT$300, payment amount NT$100, receipt amount NT$400, payment amount NT$200, payment amount NT$500, payment amount NT$300, After the sum of the transaction amount 206 and NT$2100 is greater than the liquidation threshold 108NT$2000, the liquidation procedure 14 starts immediately. The first account 242 has the original first amount 244: NT$100, and deposits the collection order 208 (the amounts are NT$100 and NT$400 respectively) into The first account 242 is now the first amount 244: NT$600, the payment order 210 (the amount is respectively NT$200, NT$300, NT$200, NT$100, NT$500, NT$300) is stored in the insufficient balance queue 204, from Insufficient balance queue 204 sequentially withdraw payment order 210: the amount is NT$200, deduct the first amount 244 to NT$400, and then sequentially withdraw those who are less than the first amount 244: payment amount NT$300, deduct the first amount 244 to be NT$100 , and then take out those less than the first amount 244 in sequence: the payment amount is NT$100, the first amount 244 is deducted to NT$0, and there will be payment commands 210 that cannot be used to deduct the first account 242 in the insufficient balance queue 204 : The payment amounts are NT$200, NT$500 and NT$300 respectively.

By setting the liquidation threshold value in this embodiment, when the sum of the transaction amounts of the received transaction orders is greater than the liquidation threshold value within the liquidation time value, the liquidation will be deemed to have reached the liquidation time value in advance and the liquidation will start. This invention makes the liquidation process more efficient , and enable the liquidation server device to grasp the accumulated transaction amount, that is, the liquidity risk scale, and further improve the applicability and competitiveness of the present invention in the liquidation system.

To sum up, the present invention is a method and system of non-centralized liquidation and a method and system of liquidation with a threshold. It regulates the total value of transactions during non-business hours through the retained balance mechanism, and achieves the goal of not extending business hours. , when the liquidity is insufficient, it can not only complete the transaction but also passively control the liquidity risk, and also achieve the effect of actively controlling the liquidity risk by setting the liquidation threshold mechanism to regulate the scale of the transaction order received within the liquidation time.

Therefore, the present invention is novel, progressive and can be used in the industry. It should meet the patent application requirements of my country's patent law. I file an invention patent application in accordance with the law. I pray that the bureau will grant the patent as soon as possible. I sincerely pray.

However, the above-mentioned ones are only preferred embodiments of the present invention, and are not used to limit the scope of the present invention. For example, all equal changes and modifications are made according to the shape, structure, characteristics and spirit described in the scope of the patent application of the present invention. , should be included in the patent application scope of the present invention.

10: Liquidation Servo 102: storage unit 104: Communication unit 106: liquidation time value 108: Liquidation threshold 12: business day 122: Non-business hours interval 124:Business time interval 14: liquidation procedures 20: Financial Servo 202: Transaction order 204: Insufficient balance queue 206: transaction amount 208: Collection command 210: Payment order 22: The first financial server 222: retained balance value 224: The first transaction order 226: Second transaction order 228: The first transaction amount 230: Second transaction amount 232:Increase balance event 234:Increase balance value 236: result 24: account 240: total amount 242: first account 244: The first amount 246: net S110 to S238: Steps

Figure 1: It is a flow chart of the method of one embodiment of the present invention; Fig. 2: it is a block diagram of an embodiment of the present invention; Figure 3: It is a schematic diagram of an embodiment of the present invention; Fig. 4: It is a method flow chart of one embodiment of the present invention; Fig. 5: it is a block diagram of an embodiment of the present invention; Fig. 6: It is a method flow chart of one embodiment of the present invention; Fig. 7: it is a block diagram of an embodiment of the present invention; Fig. 8: It is a method flow chart of another embodiment of the present invention; Fig. 9: it is a block diagram of another embodiment of the present invention; Fig. 10: It is a method flowchart of another embodiment of the present invention; and Fig. 11: It is a block diagram of another embodiment of the present invention.

S110-S140: Steps

Claims (20)

A method of non-centralized clearing, which is applied to a first financial server device and a clearing server device, which includes a non-business hour interval and a business hour interval on a business day, and the steps include: storing a retained balance value of the first financial server device in the clearing server device; During the non-business hours, the settlement server device sequentially obtains a first transaction order and a second transaction order of the first financial server device, the first transaction order includes a first transaction amount, and the second transaction order Including a second transaction amount; When the net of the first transaction amount and the second transaction amount accumulated by the settlement server is greater than the remaining balance value, the settlement server rejects the second transaction order; and A liquidation procedure is performed. The non-centralized liquidation method as described in claim 1, wherein in the step of storing the remaining balance value of the first financial server device in the liquidation server device, the sum of a plurality of accounts of the first financial server device is obtained All or part of the amount is the retained balance value. The non-centralized liquidation method as described in Claim 1, wherein in the step of executing a liquidation procedure, the liquidation procedure is executed after the non-business hours. The non-centralized clearing method as described in Claim 1, wherein when the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server is greater than the retained balance value, the clearing server rejects the After the step of the second transaction command, it also includes: The clearing server sends a result of rejecting the second transaction order to the first financial server; the first financial server executes an event to obtain an incremental balance value; and When the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server is greater than the sum of the retained balance and the increased balance, the cleared server rejects the second transaction command. The non-centralized settlement method as described in Claim 1, wherein in the step of obtaining an increased balance value by executing an event on the first financial server device, the event includes notifying the settlement server of the increased balance value. The method of non-centralized liquidation as described in Claim 1, wherein the step of executing a liquidation procedure further includes: The settlement server determines whether the first transaction amount is greater than a first amount set in a first account of the settlement server by the first financial server; When the first transaction amount is less than or equal to the first amount, the settlement server device deducts the first amount from the first account according to the first transaction amount; When the first transaction amount is greater than the first amount, the clearing server device stores the first transaction order in an insufficient balance queue; the settlement server deposits the second transaction amount of the second transaction order into the first account; and The clearing server takes out the first transaction command from the insufficient balance queue, and deducts the first amount according to the first transaction amount. The non-centralized clearing method as described in Claim 1, wherein in the step of taking out the first transaction order from the insufficient balance queue by the clearing server device, and deducting the first amount from the first transaction amount, When the first amount is greater than or equal to the first transaction amount, the settlement server deducts the first amount from the first account from the first transaction amount according to the first transaction command. A decentralized clearing system comprising: a clearing server; and 1. The first financial server device; Wherein, when the first financial server device and the settlement server device are executed, it includes a non-business hour interval and a business hour interval on a business day, and a retained balance of the first financial server device is stored in the settlement server device value, during the non-business hours interval, the clearing server device sequentially obtains a first transaction command and a second transaction command of the first financial server device, the first transaction command includes a first transaction amount, and the second The transaction command includes a second transaction amount. When the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server is greater than the retained balance value, the clearing server rejects the second transaction order and executes a liquidation process. The non-centralized liquidation system as described in claim 8, wherein the settlement server device obtains all or part of the total amount of a plurality of accounts of the first financial server device as the retained balance value. The non-centralized clearing system as described in Claim 8, wherein the clearing server executes the clearing procedure after the non-business hours. The non-centralized clearing system as described in claim 8, wherein, after the clearing server rejects the second transaction order, it sends a result of rejecting the second transaction order to the first financial server, and the first financial The server device executes an event to obtain an increased balance value. When the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server device is greater than the sum of the retained balance value and the increased balance value, the clearing server device refuses The second transaction order. The non-centralized clearing system as described in Claim 11, wherein the event includes notifying the clearing server of the increased balance value. The non-centralized clearing system as described in Claim 8, wherein the clearing server device judges whether the first transaction amount is greater than the first transaction amount set on the clearing server device by the first financial server device during the execution of the clearing program. A first amount in an account, when the first transaction amount is less than or equal to the first amount, the settlement server deducts the first amount from the first account according to the first transaction amount, when the first transaction amount When it is greater than the first amount, the settlement server device stores the first transaction order in an insufficient balance queue, and the settlement server device deposits the second transaction amount of the second transaction order into the first account, The clearing server takes out the first transaction command from the insufficient balance queue, and deducts the first amount according to the first transaction amount. The non-centralized settlement system as described in Claim 13, wherein, after the settlement server device takes out the first transaction order from the insufficient balance queue, when the first amount is greater than or equal to the first transaction amount, The settlement server device deducts the first amount from the first account from the first transaction amount according to the first transaction order. A liquidation method with a threshold, the steps of which include: A clearing server device sets a clearing time value and a clearing threshold value; Within the clearing time value, the clearing server calculates and receives multiple transaction orders, and these transaction commands include multiple transaction amounts; and When the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is executed. The liquidation method with a threshold as described in Claim 15, wherein when the sum of the transaction amounts is greater than the liquidation threshold, the step of executing a liquidation procedure further includes: The clearing server device retrieves the transaction orders corresponding to a first financial server device set in a first account of the clearing server device, and the transaction orders include multiple collection commands or/and multiple payment commands; The settlement server device deposits the transaction amounts corresponding to the collection orders into the first account; the clearing server stores the payment commands in an insufficient balance queue; and The settlement server device sequentially takes out the payment commands from the insufficient balance queue and deducts a first amount from the first account according to the transaction amounts corresponding to the payment commands. The method of settlement with a threshold as described in claim 15, wherein the settlement server device sequentially takes out the payment commands from the insufficient balance queue and based on the transaction amounts corresponding to the payment commands The step of debiting a first amount from the first account further includes: When the first amount is greater than or equal to the transaction amounts, the settlement server deducts the first amount from the first account according to the transaction amounts corresponding to the payment commands. A liquidation system with a threshold, which includes: a clearing server; Wherein, when the clearing server is executed, a clearing time value and a clearing threshold value are set, and within the clearing time value, the clearing server calculates and receives a plurality of transaction orders, and these transaction orders include a plurality of transaction amounts, when When the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is executed. The liquidation system with a threshold as described in Claim 18, wherein, during the execution of the liquidation procedure, the liquidation server device takes out the number of the first account corresponding to a first financial server device set in the liquidation server device Transaction commands, these transaction commands include multiple collection commands or/and multiple payment commands, the clearing server device deposits the first account according to the transaction amounts corresponding to the collection commands, the clearing The server device stores the payment commands in an insufficient balance queue, and the clearing server device sequentially takes out the payment commands from the insufficient balance queue and uses the transactions corresponding to the payment commands A first amount is deducted from one of the first accounts. The threshold clearing system as described in Claim 18, wherein the clearing server device sequentially takes out the payment commands from the insufficient balance queue and uses the transaction amounts corresponding to the payment commands When deducting a first amount from the first account, when the first amount is greater than or equal to the transaction amounts, the settlement server will deduct the first account according to the transaction amounts corresponding to the payment commands the first amount.

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