TW202334874A - Method for liquidation with threshold and system therefor capable of limiting a liquidity risk during liquidation to be within a certain range - Google Patents
Method for liquidation with threshold and system therefor capable of limiting a liquidity risk during liquidation to be within a certain range Download PDFInfo
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本發明係關於一種透過清算總額門檻制度規範交易金額總額,以便執行清算單位掌握風險之具門檻之清算之方法及其系統。The present invention relates to a method and system for regulating the total amount of transactions through a total amount of liquidation threshold system, so that the executing liquidation unit can grasp the risk of clearing with a threshold.
現代經濟社會中,有關商品、勞務或金融投資等種種交易,均須藉由各種支付工具(例如現金、紙本型式、卡片型式、電子型式等)來進行貨幣價值之移轉,除了現金交易以外,使用其餘的支付工具須經由支付指令的傳遞、交換、處理與清算過程,完成價款之收付,解除交易雙方之債權債務關係。In modern economic society, various transactions related to goods, services or financial investments require the transfer of monetary value through various payment instruments (such as cash, paper forms, cards, electronic forms, etc.). In addition to cash transactions, , the use of other payment instruments must go through the process of transmission, exchange, processing and settlement of payment instructions to complete the collection and payment of the price and relieve the creditor's rights and debt relationships between the parties to the transaction.
支付及清算系統(Payment and Settlement System, PSS)可分為辦理資金移轉的支付系統與辦理證券交割的證券清算系統,若涉及跨國支付,則可再歸類於跨國支付系統(cross-border system),由於資金移轉支付系統與證券清算系統係一國重要的金融基礎設施,其運作順暢與否,攸關一國執行貨幣政策與金融穩定政策目標之有效性。為避免發生系統性風險,中央銀行必須有效地監管支付系統。以下介紹資金移轉支付系統:Payment and Settlement System (PSS) can be divided into a payment system that handles fund transfers and a securities clearing system that handles securities delivery. If it involves cross-border payments, it can be classified into a cross-border system. ), since the fund transfer payment system and the securities clearing system are important financial infrastructures of a country, whether they operate smoothly or not is related to the effectiveness of a country's implementation of monetary policy and financial stability policy objectives. To avoid systemic risks, central banks must effectively regulate payment systems. The following introduces the fund transfer payment system:
資金移轉支付系統:指處理有關貨幣價值移轉的系統,其構成要素包括:支付工具、網路協定等基礎設施、系統參與者,以及法律、規約、章程、標準、市場慣例與契約協定等,依系統處理之交易性質與金額大小,可再區分大額支付系統與零售支付系統。本發明應用於大額支付系統中,故以下僅介紹大額支付系統。Fund transfer payment system: refers to a system that handles the transfer of monetary value. Its components include: payment tools, network protocols and other infrastructure, system participants, as well as laws, regulations, charters, standards, market practices and contractual agreements, etc. , depending on the nature and amount of transactions processed by the system, large-value payment systems and retail payment systems can be further distinguished. The present invention is applied to a large-amount payment system, so only the large-amount payment system is introduced below.
大額支付系統(Large Value Payment System, LVPS):主要處理與金融市場活動有關之支付,其金額通常較大且較具時效性,例如與貨幣市場、證券市場或外匯市場交易有關之支付。為避免清算風險,現今各國的大額支付系統大多採用RTGS系統,且持續進行其大額支付系統之效率提升與改進,其中,引進流動性節省機制的混合式清算模式係近年大額支付系統改造的潮流。Large Value Payment System (LVPS): Mainly handles payments related to financial market activities. The amounts are usually large and time-sensitive, such as payments related to money market, securities market or foreign exchange market transactions. In order to avoid settlement risks, most of the large-value payment systems in various countries today adopt the RTGS system, and they continue to improve the efficiency of their large-value payment systems. Among them, the hybrid clearing model that introduces a liquidity-saving mechanism is the transformation of large-value payment systems in recent years. trend.
大額支付系統依其採行的清算機制,大致可區分為四種型態:定時淨額清算系統、即時總額清算系統、混合清算模式與大額淨額清算模式。茲分述如下:Large-amount payment systems can be roughly divided into four types according to the settlement mechanism they adopt: regular net-amount settlement systems, real-time total settlement systems, hybrid settlement models and large-amount net settlement models. This is described in detail as follows:
1、定時淨額清算系統(Deferred Net Settlement System, DNS):為1980年代主要的大額清算系統型態,支付指令在日中均先累積在系統中,直至營業日終了或營業日中指定時點,再以整批作業方式進行淨額清算。對於系統參加者而言,可以節省清算資金,惟延遲清算期間會曝露在財務(信用及流動性)風險中,若有參加者無法履行清算義務時,可能連帶影響其他參加者無力支付清算債務。1. Deferred Net Settlement System (DNS): It is the main type of large-amount settlement system in the 1980s. Payment instructions are accumulated in the system during the day until the end of the business day or a specified time during the business day. , and then conduct net settlement in the form of a whole batch operation. For system participants, liquidation funds can be saved, but delayed liquidation will be exposed to financial (credit and liquidity) risks. If any participant is unable to fulfill its liquidation obligations, it may also affect the inability of other participants to pay liquidation debts.
2、即時總額清算系統(Real Time Gross Settlement System, RTGS):係以總額為基礎,對進入系統的支付指令,進行即時逐筆清算,惟付款的一方,須有足夠的帳戶餘額,或可用的信用額度,亦即需要較多之流動性。由於進入系統的支付指令,一旦為系統所接受,即會逐筆進行清算;且完成清算後,立即具有最終不可撤銷性。因此,對於匯入行而言,不會有信用風險;但對於未被系統接受的支付指令而言,仍然存在流動性風險。2. Real Time Gross Settlement System (RTGS): Based on the total amount, payment instructions entering the system are settled immediately one by one. However, the paying party must have sufficient account balance or available funds. Credit line, which requires more liquidity. Once the payment instructions entered into the system are accepted by the system, they will be liquidated one by one; and once the liquidation is completed, they will be final and irrevocable. Therefore, there is no credit risk for the remitting bank; but there is still liquidity risk for payment instructions that are not accepted by the system.
3、混合清算模式(Hybrid-Settlement Models):係RTGS系統及DNS系統之改良版,結合RTGS系統即時最終清算與DNS系統節省流動性的優點,以複雜的佇列及清算機制,對營運日間進入系統之支付指令,執行頻繁的雙邊(bilateral)或多邊(multilateral)互抵功能。此類系統旨在節省日間流動性(saving intraday liquidity)並達成支付指令的日間最終性(intraday finality)。一般規劃系統於接收到支付指令時,先檢核佇列中是否有可供進行互抵之支付。目前多數先進國家的RTGS系統已改採此種清算機制;而亞太地區國家,則有韓國 、泰國、新加坡、日本 等,改採混合清算機制;印尼亦計畫於2012年升級為Hybrid RTGS系統。3. Hybrid-Settlement Models: It is an improved version of the RTGS system and the DNS system. It combines the advantages of the RTGS system’s real-time final settlement and the DNS system’s liquidity saving, and uses a complex queuing and liquidation mechanism to control daytime operations. The payment instructions of the system perform frequent bilateral or multilateral offset functions. Such systems are designed to save intraday liquidity and achieve intraday finality of payment instructions. When the general planning system receives a payment instruction, it first checks whether there is a payment that can be offset in the queue. At present, the RTGS systems of most advanced countries have switched to this clearing mechanism; countries in the Asia-Pacific region, including South Korea, Thailand, Singapore, Japan, etc., have switched to hybrid clearing mechanisms; Indonesia also plans to upgrade to a Hybrid RTGS system in 2012.
4、大額淨額清算模式(High-Value Settlement Models):亦屬RTGS系統及DNS系統的改良版之一,係即時清算功能與互抵機制之結合,主要以總額基礎進行支付指令之清算。當支付指令進入系統時,它會先進行即時總額清算。但若缺乏足夠的清算餘額以完成清算時,系統會同步檢核是否有一筆或多筆支付指令,可進行雙邊或多邊抵銷。4. High-Value Settlement Models: It is also one of the improved versions of RTGS system and DNS system. It is a combination of real-time settlement function and mutual offset mechanism. It mainly settles payment instructions on a total basis. When a payment instruction enters the system, it first undergoes instant total settlement. However, if there is insufficient clearing balance to complete the clearing, the system will simultaneously check whether there are one or more payment instructions, and can perform bilateral or multilateral offsets.
其中,為確保支付及結清算系統之安全性,國內外大部份支付系統皆採即時總額清算系統(RTGS) ,但此機制相對提高支付者之流動性需求,故引入流動性節省機制之作法-互抵機制,保留RTGS結清算之優點,亦降低參加單位外幣部位之流動性需求,如前述之混合清算模式及大額淨額清算模式。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). However, this mechanism relatively increases the liquidity needs of payers, so a liquidity saving mechanism is introduced. -The mutual offset mechanism retains the advantages of RTGS settlement and clearing, and also reduces the liquidity needs of participating units’ foreign currency positions, such as the aforementioned mixed clearing model and large net amount clearing model.
流動性(Liquidity),指一種資產是否容易進行交易之指標,簡而言之,該資產能夠更快速的成交、容易換成現金,代表流動性高,反之則流動性低,另外,成交過程買賣雙方所需付款的交易成本越低,代表流動性越高,反之則流動性越低。Liquidity (Liquidity) refers to an indicator of whether an asset is easy to trade. In short, the asset can be traded more quickly and can be easily converted into cash, which means high liquidity. Otherwise, the liquidity is low. In addition, the transaction process involves buying and selling. The lower the transaction cost of payment required by both parties, the higher the liquidity, and vice versa.
而流動性風險(Liquidity Risk)即代表交易資產的容易程度,當一種資產的流動性越強,就越容易找到現成的買家將其交易,代表流動性風險較低;而缺乏流動性的資產,則需要更多的時間找尋買家,代表流動性風險較高。Liquidity risk represents the ease of trading an asset. When an asset is more liquid, it is easier to find ready buyers to trade it, which means the liquidity risk is lower; while assets that lack liquidity , it will take more time to find a buyer, which means higher liquidity risk.
而相對於本國貨幣,外幣之流動性較差,另外,因為交易之頻率較低,非營業時間中之流動性亦差於營業時間。因此,由於面對更高的流動性風險,金融單位缺乏開放非營業時間之外幣交易服務之動機。目前應用於此類流動性較低之貨幣之支付系統皆只運作於營業日之營業時間中,而有礙於外幣交易之運作。Compared with domestic currencies, foreign currencies are less liquid. In addition, because the frequency of transactions is lower, liquidity during non-business hours is also worse than during business hours. Therefore, facing higher liquidity risks, financial institutions lack the incentive to open foreign currency trading services after business hours. The payment systems currently used for such currencies with low liquidity only operate during business hours on business days, which hinders the operation of foreign currency transactions.
為了解決上述缺乏交易動機之問題,降低流動性風險乃亟需解決的課題,直觀且有效之方法為延長原營運時間而提高交易頻率進而提高流動性,而如何於不延長原營運時間下,又可以針對此類流動性較低之貨幣,降低流動性風險而辦理清算作業,亦是十分具有挑戰性之課題。In order to solve the above-mentioned problem of lack of trading motivation, reducing liquidity risk is an urgent issue that needs to be solved. The intuitive and effective method is to extend the original operating hours and increase the trading frequency and thereby improve liquidity. How to increase the liquidity without extending the original operating hours? It is also a very challenging topic to handle liquidation operations for such low-liquidity currencies to reduce liquidity risks.
因此,本發明提供一種非集中式清算之方法及其系統,透過設置留存餘額值,而對非營業時間內之依序取得之交易命令檢查,當累計交易金額大於留存餘額值時則拒絕後續交易命令,直至營業時間開始而對取得之交易命令進行清算,本方法利用留存餘額機制,限制累計交易金額而降低流動性風險,達成在該時段進行交易之可能。Therefore, the present invention provides a non-centralized clearing method and its system. By setting the retained balance value, the transaction orders obtained sequentially during non-business hours are checked. When the cumulative transaction amount is greater than the retained balance value, subsequent transactions are rejected. Orders will be liquidated until the start of business hours. This method uses the retained balance mechanism to limit the cumulative transaction amount and reduce liquidity risks, making it possible to conduct transactions during this period.
另外,由於定時淨額清算系統(DNS)以及其後續技術如混合清算模式或大額淨額清算模式皆採於定時間對批次交易進行清算,對於承接清算工作之單位,仍無法全面控制所可能面對的工作量而造成流動性風險。In addition, since the scheduled netting system (DNS) and its subsequent technologies such as the hybrid clearing model or the large netting clearing model all clear batch transactions at a fixed time, the unit undertaking the clearing work still cannot fully control all transactions. Liquidity risks may arise due to the workload faced.
因此,本發明提供一種具門檻之清算之方法及其系統,應用於定時之清算系統中,透過設置清算門檻值,而對交易命令檢查,當累計交易金額大於清算門檻值時,則提前進行清算程序,本方法利用清算門檻機制,控制定時清算系統之流動性風險,而間接提高了交易安全性。Therefore, the present invention provides a method and system for clearing with a threshold, which is applied in a scheduled clearing system. By setting a clearing threshold, the transaction order is checked. When the cumulative transaction amount is greater than the clearing threshold, liquidation is carried out in advance. Procedure, this method uses the clearing threshold mechanism to control the liquidity risk of the scheduled clearing system, thereby indirectly improving transaction security.
本發明之主要目的,在於提供一種非集中式清算之方法及其系統,其藉由設置金融伺服裝置之留存餘額值,使清算伺服裝置對於非營業時間內依序取得之第一交易命令及第二交易命令檢查,當累計第一交易金額及第二交易金額大於留存餘額值時,即拒絕後續交易命令,以控制非營業時間內之金融伺服裝置之交易量,而達到風險控制之目的。The main purpose of the present invention is to provide a non-centralized clearing method and its system. By setting the retained balance value of the financial server device, the clearing server device can respond to the first transaction order and the third transaction order obtained sequentially during non-business hours. 2. Check the transaction order. When the accumulated first transaction amount and the second transaction amount are greater than the retained balance value, subsequent transaction orders will be rejected to control the transaction volume of the financial server device during non-business hours and achieve the purpose of risk control.
本發明之另一主要目的,在於提供一種具門檻之清算之方法及其系統,其藉由設置清算伺服裝置之清算門檻值,使清算伺服裝置對於清算時間內取得之交易命令檢查,當累計交易金額大於留存餘額值時,則視為已達清算時間而立刻執行清算程序,以控制清算時間內之交易量,達到風險控制之目的。Another main purpose of the present invention is to provide a threshold clearing method and its system. By setting the clearing threshold value of the clearing servo device, the clearing servo device checks the transaction orders obtained during the clearing time. When the accumulated transactions When the amount is greater than the retained balance value, the liquidation time will be deemed to have reached and liquidation procedures will be executed immediately to control the transaction volume within the liquidation time and achieve the purpose of risk control.
為了達成上述所指稱之目的與功效,本發明提供非集中式清算之方法,應用於一第一金融伺服裝置、一清算伺服裝置,其包含一營業日之一非營業時間區間及一營業時間區間,其步驟包含:儲存第一金融伺服裝置之一留存餘額值於清算伺服裝置,而在非營業時間區間中,對依序取得之第一金融伺服裝置之一第一交易命令之一第一交易金額及一第二交易命令之一第二交易金額檢查,當累計第一交易金額及第二交易金額之一淨額大於留存餘額值時,則清算伺服裝置拒絕第二交易命令,最後,執行一清算程序。藉此,讓清算伺服裝置得以控制第一金融伺服裝置在非營業時間區間內之累計第一交易金額及第二交易金額於留存餘額值內,而實現清算伺服裝置被動控制流動性風險。In order to achieve the above-mentioned purposes and effects, 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 time interval and a business time 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 performing a first transaction of a first transaction order of the first financial server device sequentially obtained during non-business hours. The amount and the second transaction amount of a second transaction order are checked. When the net amount of the accumulated first transaction amount and the second transaction amount is greater than the retained balance value, the clearing server rejects the second transaction order, and finally, executes a liquidation process. In this way, the clearing server device can control the accumulated first transaction amount and the second transaction amount of the first financial server device during non-business hours to be within the retained balance value, thereby achieving passive control of liquidity risk by the clearing server device.
本發明提供一實施例,其中於清算伺服裝置儲存第一金融伺服裝置之一留存餘額值之步驟中,取得第一金融伺服裝置之複數個帳戶之一總金額之全部或部分為留存餘額值。The present invention provides an embodiment, wherein in the step of the clearing server storing a retained balance value of the first financial server device, all or part of the total amount of a plurality of accounts of the first financial server device is obtained as the retained balance value.
本發明提供一實施例,其中於執行一清算程序之步驟中,於非營業時間區間後,執行清算程序。The present invention provides an embodiment, wherein in the step of executing a liquidation procedure, the liquidation procedure is executed after the non-business hours interval.
本發明提供一實施例,其中於當清算伺服裝置累計第一交易金額及第二交易金額之一淨額大於留存餘額值時,清算伺服裝置拒絕第二交易命令之步驟後,還包含:清算伺服裝置傳送拒絕第二交易命令之一結果給第一金融伺服裝置;第一金融伺服裝置執行一事件而取得一增加餘額值;及清算伺服裝置累計第一交易金額及第二交易金額之一淨額大於留存餘額值及增加餘額值總和時,清算伺服裝置拒絕第二交易命令。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 servo device is greater than the retained balance value, after the step of rejecting the second transaction command by the clearing servo device, the clearing servo device further includes: The device sends a result of rejecting the second transaction command 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 retained balance value and the increased balance value, the clearing server rejects the second transaction command.
本發明提供一實施例,其中於第一金融伺服裝置執行一事件而取得一增加餘額值之步驟中,事件包含通知清算伺服器之增加餘額值。The present invention provides an embodiment, wherein in the step of the first financial server device executing an event to obtain an increased balance value, the event includes notifying the clearing server of the increased balance value.
本發明提供一實施例,其中於執行一清算程序之步驟中,還包含:清算伺服裝置判斷第一交易金額是否大於第一金融伺服裝置設置於清算伺服裝置之一第一帳戶之一第一金額;當第一交易金額小於或等於第一金額時,清算伺服裝置依據第一交易金額扣除第一帳戶之第一金額;當第一交易金額大於第一金額時,清算伺服裝置將第一交易命令儲存至一餘額不足佇列中;清算伺服裝置將第二交易命令之第二交易金額存入第一帳戶中;以及清算伺服裝置從餘額不足佇列中取出第一交易命令,並依據第一交易金額扣除第一金額。The present invention provides an embodiment, in which the step of executing a clearing program further includes: the clearing server determines whether the first transaction amount is greater than a first amount of a first account set by the first financial server in the clearing server. ; When the first transaction amount is less than or equal to the first amount, the clearing server deducts the first amount of the first account based on the first transaction amount; when the first transaction amount is greater than the first amount, the clearing server sends the first transaction order Store it 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 retrieves the first transaction order from the insufficient balance queue and performs the transaction according to the first transaction The amount is deducted from the first amount.
再者,本發明揭示一種非集中式之清算之系統,其包含:一清算伺服裝置及一第一金融伺服裝置,其中,於第一金融伺服裝置及清算伺服裝置執行時,其包含一營業日之一非營業時間區間及一營業時間區間,於清算伺服裝置儲存第一金融伺服裝置之一留存餘額值,於非營業時間區間內,清算伺服裝置依序取得第一金融伺服裝置之一第一交易命令及一第二交易命令,第一交易命令包含一第一交易金額,第二交易命令包含一第二交易金額,當清算伺服裝置累計第一交易金額及第二交易金額之一淨額大於留存餘額值時,清算伺服裝置拒絕第二交易命令,執行一清算程序。Furthermore, the present invention discloses a non-centralized clearing system, which includes: a clearing server device and a first financial server device, wherein when the first financial server device and the clearing server device are executed, it includes a business day During a non-business hour interval and a business hour interval, the clearing server device stores a retained balance value of the first financial server device. During the non-business hour interval, the clearing server device sequentially obtains the first value of the first financial server device. A transaction order and a second transaction order. The first transaction order includes a first transaction amount, and 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 retaining the balance value, the clearing servo device rejects the second transaction command and executes a clearing procedure.
本發明提供一實施例,其內容在於非集中式之清算之系統,其中,清算伺服裝置取得第一金融伺服裝置之複數個帳戶之一總金額之全部或部分為留存餘額值。The present invention provides an embodiment, which consists in a non-centralized clearing system, wherein the clearing server obtains all or part of the total amount of a plurality of accounts of the first financial server as a retained balance value.
本發明提供一實施例,其內容在於非集中式之清算之系統,其中,清算伺服裝置於非營業時間區間後,執行清算程序。The present invention provides an embodiment, the content of which is a non-centralized clearing system, in which the clearing server executes the clearing procedure after being placed in a non-business hour interval.
本發明提供一實施例,其內容在於非集中式之清算之系統,其中,清算伺服裝置拒絕第二交易命令後,傳送拒絕第二交易命令之一結果給第一金融伺服裝置,第一金融伺服裝置執行一事件而取得一增加餘額值,清算伺服裝置累計第一交易金額及第二交易金額之一淨額大於留存餘額值及增加餘額值總和時,清算伺服裝置拒絕第二交易命令。The present invention provides an embodiment, the content of which lies in 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. The first financial server The device executes an event to obtain an increased balance value. When the net amount of the accumulated first transaction amount and the second transaction amount of the clearing server is greater than the sum of the retained balance value and the increased balance value, the clearing server rejects the second transaction command.
本發明提供一實施例,其內容在於非集中式之清算之系統,其中,事件包含通知清算伺服器之增加餘額值。The present invention provides an embodiment of a non-centralized clearing system, wherein the event includes notifying the clearing server of an increased balance value.
本發明提供一實施例,其內容在於非集中式之清算之系統,其中,清算伺服裝置於執行清算程序中,判斷第一交易金額是否大於第一金融伺服裝置設置於清算伺服裝置之一第一帳戶之一第一金額,當第一交易金額小於或等於第一金額時,清算伺服裝置依據第一交易金額扣除第一帳戶之第一金額,當第一交易金額大於第一金額時,清算伺服裝置將第一交易命令儲存至一餘額不足佇列中,清算伺服裝置將第二交易命令之第二交易金額存入第一帳戶中,清算伺服裝置從餘額不足佇列中取出第一交易命令,並依據第一交易金額扣除第一金額。The present invention provides an embodiment, the content of which is a non-centralized clearing system, in which the clearing server is configured to execute the clearing program and determine whether the first transaction amount is greater than the first financial servo device provided in one of the clearing servo devices. The first amount of an account. When the first transaction amount is less than or equal to the first amount, the clearing server deducts the first amount of the first account based on the first transaction amount. When the first transaction amount is greater than the first amount, the clearing server The device stores the first transaction order into an insufficient balance queue, the clearing server device deposits the second transaction amount of the second transaction order into the first account, and the clearing server device retrieves the first transaction order from the insufficient balance queue, And deduct the first amount based on the first transaction amount.
本發明提供一實施例,其內容在於非集中式之清算之系統,其中,清算伺服裝置從餘額不足佇列中取出第一交易命令後,當第一金額大於或等於第一交易金額時,清算伺服裝置依據第一交易命令之第一交易金額扣除第一帳戶之第一金額。The present invention provides an embodiment, the content of which is a non-centralized clearing system, in which, after the clearing servo device retrieves 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 of the first account based on the first transaction amount of the first transaction command.
為了達成上述所指稱之目的與功效,本發明另提供一種具門檻之清算之方法,其由設置一清算時間值及一清算門檻值於一清算伺服裝置,並於清算時間值內,計算接收之複數個交易命令,而交易命令包含複數個交易金額,當交易金額總和大於清算門檻值時,則立刻執行一清算程序。藉此,讓清算伺服裝置得以控制清算時間值內接收之交易金額總和小於或等於清算門檻值,而實現清算伺服裝置主動控制流動性風險。In order to achieve the above-mentioned purposes and effects, the present invention also provides a threshold clearing method, which consists of setting a clearing time value and a clearing threshold value in a clearing servo device, and calculating the received amount within the clearing time value. A plurality of transaction commands, and the transaction command contains a plurality of transaction amounts. When the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is immediately executed. This allows the clearing servo device to control the total amount of transactions received within the clearing time value to be less than or equal to the clearing threshold, thereby enabling the clearing servo device to proactively control liquidity risk.
本發明提供另一實施例,其中於當交易金額總和大於清算門檻值時,執行一清算程序之步驟中,還包含:清算伺服裝置取出交易命令中對應一第一金融伺服裝置設置於清算伺服裝置之一第一帳戶之複數個收款命令或/及複數個付款命令;清算伺服裝置依據收款命令所對應之交易金額存入第一帳戶;清算伺服裝置將付款命令儲存於一餘額不足佇列中;以及清算伺服裝置從餘額不足佇列中依序取出付款命令並依據付款命令所對應之交易金額扣除第一帳戶之一第一金額。The present invention provides another embodiment, in which when the total transaction amount is greater than the liquidation threshold, the step of executing a liquidation program also includes: the liquidation servo device retrieves a corresponding first financial servo device in the transaction command and sets it on the liquidation servo device. A plurality of collection orders or/and a plurality of payment orders for a first account; the clearing server device deposits the transaction amount corresponding to the payment order into the first account; the clearing server device stores the payment orders in a queue with insufficient balance in; and the clearing server device sequentially retrieves payment orders from the insufficient balance queue and deducts the first amount of the first account according to the transaction amount corresponding to the payment order.
本發明提供另一實施例,其中於清算伺服裝置從餘額不足佇列中依序取出付款命令並依據付款命令所對應之交易金額扣除第一帳戶之一第一金額之步驟中,還包含:當第一金額大於或等於交易金額時,清算伺服裝置依據付款命令所對應之交易金額扣除第一帳戶之第一金額。The present invention provides another embodiment, in which the step of the clearing server sequentially fetching payment orders from the insufficient balance queue and deducting a first amount of the first account according to the transaction amount corresponding to the payment order also includes: When the first amount is greater than or equal to the transaction amount, the clearing server deducts the first amount of the first account based on the transaction amount corresponding to the payment order.
本發明提供另一實施例,其中於清算時間值後,執行清算程序。The present invention provides another embodiment, in which the liquidation procedure is executed after the liquidation time value.
又,本發明另揭示一種具門檻之清算之系統,其包含:一清算伺服裝置;其中,清算伺服裝置執行時設置一清算時間值及一清算門檻值,於清算時間值內,清算伺服裝置計算接收之複數個交易命令,交易命令包含複數個交易金額,當交易金額總和大於清算門檻值時,執行一清算程序。Furthermore, the present invention also discloses a threshold liquidation system, which includes: a liquidation servo device; wherein, when the liquidation servo device is executed, a liquidation time value and a liquidation threshold value are set, and within the liquidation time value, the liquidation servo device calculates Multiple transaction orders are received, and the transaction orders contain multiple transaction amounts. When the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is executed.
本發明提供又一實施例,其內容在於具門檻之清算之系統,其中,清算伺服裝置於執行清算程序中,取出對應一第一金融伺服裝置設置於清算伺服裝置之一第一帳戶之交易命令,交易命令包含複數個收款命令或/及複數個付款命令,清算伺服裝置依據收款命令所對應之交易金額存入第一帳戶,清算伺服裝置將付款命令儲存於一餘額不足佇列中,清算伺服裝置從餘額不足佇列中依序取出付款命令並依據付款命令所對應之交易金額扣除第一帳戶之一第一金額。The present invention provides yet another embodiment, the content of which is a clearing system with a threshold, wherein the clearing server is configured to execute the clearing program and retrieve a transaction command corresponding to a first account of a first financial server set in the clearing server. , the transaction order includes a plurality of collection orders or/and a plurality of payment orders, the clearing server device deposits the transaction amount corresponding to the payment order into the first account, and the clearing server device stores the payment order in an insufficient balance queue, The clearing server sequentially retrieves payment orders from the insufficient balance queue and deducts the first amount of the first account based on the transaction amount corresponding to the payment order.
本發明提供又一實施例,其內容在於具門檻之清算之系統,其中,清算伺服裝置從餘額不足佇列中依序取出付款命令並依據付款命令所對應之交易金額扣除第一帳戶之一第一金額時,當第一金額大於或等於交易金額時,清算伺服裝置依據付款命令所對應之交易金額扣除第一帳戶之第一金額。The present invention provides another embodiment, which consists in a threshold clearing system, in which the clearing server sequentially retrieves payment orders from the insufficient balance queue and deducts one of the first accounts according to the transaction amount corresponding to the payment order. When the first amount is greater than or equal to the transaction amount, the clearing server deducts the first amount of the first account based on the transaction amount corresponding to the payment order.
為使 貴審查委員對本發明之特徵及所達成之功效有更進一步之瞭解與認識,謹佐以實施例及配合說明,說明如後:In order to enable the review committee to have a further understanding and understanding of the characteristics and effects achieved by the present invention, we would like to provide examples and accompanying explanations, which are as follows:
在下文中,將藉由圖式來說明本發明之各種實施例來詳細描述本發明。然而本發明之概念可能以許多不同型式來體現,且不應解釋為限於本文中所闡述之例式性實施例。In the following, the present invention will be described in detail by illustrating various embodiments of the present invention through drawings. This inventive concept may, however, be embodied in many different forms and should not be construed as limited to the illustrative embodiments set forth herein.
有鑑於現有清算系統,針對非營業時間內之交易,缺乏控制流動性風險之手段之問題。據此,本發明遂提出一種非集中式清算之方法及其系統,以解決習知技術不能在不延長營業時間下控制流動性風險並提供服務之問題。In view of the existing clearing system, there is a lack of means to control liquidity risks for transactions outside business hours. Accordingly, the present invention proposes a non-centralized clearing method and system to solve the problem that the conventional technology cannot control liquidity risks and provide services without extending business hours.
以下,將進一步說明本發明揭示一種非集中式清算之方法及其系統所提供之特性、所搭配之系統:In the following, the present invention will be further described to disclose a non-centralized clearing method and the characteristics provided by the system and the matching system:
首先,請參閱第1圖,其為本發明之一實施例之方法流程圖。如圖所示,本發明之非集中式清算之方法,其應用於一第一金融伺服裝置、一清算伺服裝置,其包含一營業日之一非營業時間區間及一營業時間區間,其步驟包含:First, please refer to Figure 1, which is a method flow chart according to 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 time interval and a business time interval on a business day, and the steps include :
步驟S110:於清算伺服裝置儲存第一金融伺服裝置之一留存餘額值;Step S110: Store a retained balance value of the first financial server device in the clearing server device;
步驟S120:於非營業時間區間內,清算伺服裝置依序取得第一金融伺服裝置之一第一交易命令及一第二交易命令,第一交易命令包含一第一交易金額,第二交易命令包含一第二交易金額;Step S120: During non-business hours, the clearing server device sequentially obtains a first transaction order and a second transaction order from the first financial server device. The first transaction order includes a first transaction amount, and the second transaction order includes - the second transaction amount;
步驟S130:當清算伺服裝置累計第一交易金額及第二交易金額之一淨額大於留存餘額值時,清算伺服裝置拒絕第二交易命令;及Step S130: When the net amount of one of the accumulated first transaction amount and the second transaction amount of the clearing server is greater than the retained balance value, the clearing server rejects the second transaction command; and
步驟S140:執行一清算程序。Step S140: Execute a liquidation procedure.
接著說明為達成本實施例之非集中式清算之方法所需之系統,請參閱第2圖,其為本發明之一實施例之方塊圖,如第2圖所示,本發明之非集中式清算之方法之系統,可以包含清算伺服裝置10、複數個金融伺服裝置20,但本實施例中以清算伺服裝置10、金融伺服裝置20中之第一金融伺服裝置22來說明;另外,清算伺服裝置10還設置有營業日12,營業日12又設置有非營業時間區間122及營業時間區間124。舉例來說,於我國銀行之非假日即營業日12,而清算伺服裝置10之營業時間區間124通常設於9點至15點,營業時間區間124之外則係非營業時間區間122,而假日則全日屬非營業時間區間122並被包含於營業日12之非營業時間區間122之中,但不限於此。Next, the system required to achieve the non-centralized clearing method of this embodiment will be described. Please refer to Figure 2, which is a block diagram of one embodiment of the present invention. As shown in Figure 2, the non-centralized clearing method of the present invention The system of the liquidation method may include the
請參閱第3圖,其為本發明之一實施例之示意圖,清算伺服裝置10包含一儲存單元102,儲存單元102可為硬式磁碟、軟式磁碟、固態硬碟、快閃式記憶體(Flash Memory)、唯讀記憶體(Read-Only Memory)、磁帶、光碟、可由網路存取之資料庫、雲端儲存空間或其他可儲存資料之儲存設備。清算伺服裝置10並透過一通訊單元104與第一金融伺服裝置22連接,舉例來說:以網路連接,但不限於此。Please refer to Figure 3, which is a schematic diagram of an embodiment of the present invention. The
請閱第2圖,如步驟S110所示,清算伺服裝置10於非營業時間區間122開始時儲存有第一金融伺服裝置22之一留存餘額值222,可以是第一金融伺服裝置22提供給清算伺服裝置10;此處,留存餘額值222依據第一金融伺服裝置22之複數個帳戶24包含之一總金額240來決定,可以是總金額240之全部或部分,但不限於此。舉例來說:仿照準備金比率(Required Reserve Ratio)而以總金額240之15%來決定留存餘額值222,但不限於此。Please refer to Figure 2. As shown in step S110, the
如步驟S120所示,清算伺服裝置10於非營業時間區間122內,依序取得第一金融伺服裝置22之第一交易命令224及第二交易命令226,第一交易命令224包含第一交易金額228,第二交易命令226包含第二交易金額230。As shown in step S120, the
詳述如下,清算伺服裝置10可以依序取得金融伺服裝置20之複數個交易命令202,而在本實施例中,以清算伺服裝置10依序取得金融伺服裝置20之第一金融伺服裝置22之第一交易命令224及第二交易命令226進行說明;此處之依序指先進先出,即清算伺服裝置10最晚取得之交易命令202為第二交易命令226,較早取得之交易命令202為第一交易命令224,此處,對於兩個或兩個以上之交易命令202皆可以成立,但不限於此。As detailed below, the
如步驟S130所示,如第一交易金額228及第二交易金額230之淨額246大於留存餘額值222,則清算伺服裝置10拒絕第二交易命令226;此處假如第一交易命令224及第二交易命令226分別為付款第一交易金額228及存入第二交易金額230時,第一交易金額228及第二交易金額230將互相抵充為淨額246,但不限於此;步驟S130後,於非營業時間區間122內,返回步驟S120。As shown in step S130, if the net amount 246 of the first transaction amount 228 and the
如步驟S140所示,於非營業時間區間122之後,執行清算程序14,如果清算伺服裝置10於步驟S130拒絕第二交易命令226,則依據第一交易命令224執行清算程序14,而如果清算伺服裝置10未於步驟S130拒絕第二交易命令226,則依據第一交易命令224及第二交易命令226執行清算程序14。As shown in step S140, after the non-business hours interval 122, the
請參閱第4圖,步驟S130還進一步包含:Please refer to Figure 4. Step S130 further includes:
步驟S132:清算伺服裝置傳送拒絕第二交易命令之一結果給第一金融伺服裝置;Step S132: The clearing server sends a result of rejecting the second transaction command to the first financial server;
步驟S134:第一金融伺服裝置執行一事件而取得一增加餘額值;及Step S134: The first financial server device executes an event to obtain an increased balance value; and
步驟S136:清算伺服裝置累計第一交易金額及第二交易金額之淨額大於留存餘額值及增加餘額值總和時,清算伺服裝置拒絕第二交易命令。Step S136: When the net accumulated first transaction amount and second transaction amount of the clearing server is greater than the sum of the retained balance value and the increased balance value, the clearing server rejects the second transaction command.
如步驟S132所示,並參考第5圖,清算伺服裝置10通知第一金融伺服裝置22拒絕第二交易命令226之結果236。As shown in step S132 and with reference to FIG. 5 , the
如步驟S134所示,第一金融伺服裝置22執行事件232而取得增加餘額值234,並且第一金融伺服裝置22通知清算伺服器10之增加餘額值234;此處事件232例如:增加餘額之事件,第一金融伺服裝置22增加擔保於清算伺服裝置10,但不限於此。As shown in step S134, the first
如步驟S136所示,清算伺服裝置10檢查第一交易金額228與第二交易金額230之淨額246大於留存餘額值222與增加餘額值234之總和時,清算伺服裝置10拒絕第二交易命令226;但,第一交易金額228與第二交易金額230之總和仍小於或等於留存餘額值222與增加餘額值234之總和時,跳過步驟S136。步驟S136後,並於非營業時間區間122內,返回步驟S120。As shown in step S136, when the
舉例來說:被拒絕之第二交易命令226視為無效,清算伺服裝置10應於步驟S136前再取得第二交易命令226,但不限於此。For example: the rejected
請參閱第6圖,步驟S140還進一步包含:Please refer to Figure 6. Step S140 further includes:
步驟S142:清算伺服裝置判斷第一交易金額是否大於第一金融伺服裝置設置於清算伺服裝置之一第一帳戶之一第一金額;Step S142: The clearing server determines whether the first transaction amount is greater than a first amount of a first account set by the first financial server in the clearing server;
步驟S144:當第一交易金額小於或等於第一金額時,清算伺服裝置依據第一交易金額扣除第一帳戶之第一金額;Step S144: When the first transaction amount is less than or equal to the first amount, the clearing server deducts the first amount of the first account based on the first transaction amount;
步驟S146:當第一交易金額大於第一金額時,清算伺服裝置將第一交易命令儲存至一餘額不足佇列中;Step S146: When the first transaction amount is greater than the first amount, the clearing server stores the first transaction command in an insufficient balance queue;
步驟S148:清算伺服裝置將第二交易命令之第二交易金額存入第一帳戶中;及Step S148: The clearing server deposits the second transaction amount of the second transaction order into the first account; and
步驟S150:清算伺服裝置從餘額不足佇列中取出第一交易命令,並依據第一交易金額扣除第一金額。Step S150: The clearing server retrieves the first transaction order from the insufficient balance queue and deducts the first amount based on the first transaction amount.
以下說明清算程序14之詳細步驟,並參閱第7圖:The detailed steps of
如步驟S142所示,清算伺服裝置10依序判斷第一交易金額228是否大於第一金融伺服裝置22設置於清算伺服裝置10之第一帳戶242之第一金額244,如第一交易金額228小於或等於第一金額244,執行步驟S1404;如第一交易金額228大於第一金額244,執行步驟S1406。此處,如第一交易命令224為存入第一帳戶242,則將第一交易金額228存入第一帳戶242,再返回執行步驟S142。此處,第一金額244並不當然等同總金額240,僅對應第一金融伺服裝置22設置於清算伺服裝置10之第一帳戶242,但不限於此。As shown in step S142, the
如步驟S144所示,如第一交易金額228小於或等於第一金額244時,清算伺服裝置10依據第一交易金額228扣除第一帳戶242之第一金額244,之後返回步驟S142。As shown in step S144, if the first transaction amount 228 is less than or equal to the
如步驟S146所示,如第一交易金額228大於第一金額244時,清算伺服裝置10將第一交易命令224儲存至餘額不足佇列204中。As shown in step S146, if the first transaction amount 228 is greater than the
於步驟S148中,清算伺服裝置10將第二交易命令226之第二交易金額230存入第一帳戶242。In step S148, the
如步驟S150所示,清算伺服裝置10從餘額不足佇列204中取出第一交易命令224,當第一帳戶242之第一金額244大於或等於第一交易金額228時,依據第一交易金額228扣除第一金額244。As shown in step S150 , the
此處提供一具體實施例說明,今清算伺服裝置10設有下午3點至隔日上午9點為非營業時間區間122,第一金融伺服裝置22中有帳戶24之30%總金額240共NT$900*30%=270為留存餘額值222,於下午6點清算伺服裝置10取得第一交易命令224:第一金融伺服裝置22付款金額NT$200,於下午7點取得第二交易命令226:第一金融伺服裝置22付款金額NT$100,累計第一交易金額228及第二交易金額230之淨額246:NT$300已超過留存餘額值222,第二交易命令226被拒絕並通知第一金融伺服裝置22,於下午8點第一金融伺服裝置22存入保證金金額NT$200(事件232)為增加餘額值234,於下午9點,清算伺服裝置10又取得第二交易命令226(先前被拒絕者已無效):第一金融伺服裝置22收款金額NT$150,此時累計第一交易金額228及第二交易金額230之淨額246:NT$50未超過留存餘額值222+增加餘額值234=NT$470,故第二交易命令226不會被拒絕,隔日上午9點,非營業時間區間122結束,清算伺服裝置10依據第一交易命令224及第二交易命令226執行清算程序14,第一金融伺服裝置22設於清算伺服裝置10之第一帳戶242有第一金額244:NT$100,首先,執行第一交易命令224:付款金額NT$200,第一交易金額228大於第一金額244而將第一交易命令224先進餘額不足佇列204,接下來,第二交易命令226:收款金額NT$150,則存入第一金額244為NT$250,接下來,清算伺服裝置10從餘額不足佇列204中取出第一交易命令224並依據第一交易金額228:NT$200扣除第一金額244為NT$50。A specific embodiment is provided here to illustrate that the
由於本發明藉由建立一種應用於非營業時間之非集中式清算之方法及其系統,並且加入留存餘額作為可交易總值之門檻,控制交易總值規模,也代表控制了流動性風險規模,提供了一種不需延長原本營運時間,而對於流動性不足之貨幣提供先完成交易再進行清算之服務。因此,本發明之非集中式清算之方法及其系統具有兼顧控制流動性風險及非營業時間下提供交易服務之優勢,對於外幣交易服務特別有所幫助。Because the present invention establishes a non-centralized clearing method and system applied during non-business hours, and adds the retained balance as the threshold of the total tradable value to control the total transaction value, it also means controlling the liquidity risk scale. It provides a service that completes transactions first and then liquidates currencies with insufficient liquidity without extending the original operating hours. Therefore, the non-centralized clearing method and system of the present invention have the advantages of controlling liquidity risks and providing transaction services during non-business hours, and are particularly helpful for foreign currency transaction services.
本發明還提供一種具門檻之清算之方法及其系統,鑒於當前技術未對於定時清算提供交易量限制,亦造成清算機構無法控制可能之流動性風險,故本發明再提供一種具門檻之清算之方法及其系統,使清算伺服器可以根據門檻進行清算。The present invention also provides a method and system for clearing with a threshold. Since the current technology does not provide transaction volume restrictions for scheduled clearing, and the clearing institution is unable to control possible liquidity risks, the present invention further provides a clearing method with a threshold. Methods and systems thereof enable liquidation servers to liquidate based on thresholds.
以下將說明本發明之另一實施例之具門檻之清算之方法之流程,請參閱第8圖,本實施例之步驟流程包含如下:The following will describe the process of a threshold liquidation method according to another embodiment of the present invention. Please refer to Figure 8. The step process of this embodiment includes the following:
步驟S210:清算伺服裝置設置一清算時間值及一清算門檻值;Step S210: The liquidation servo device sets a liquidation time value and a liquidation threshold value;
步驟S220:於清算時間值內,清算伺服裝置計算接收之交易命令,交易命令包含複數個交易金額;及Step S220: Within the clearing time value, the clearing server calculates the received transaction order, and the transaction order includes multiple transaction amounts; and
步驟S230:當交易金額總和大於清算門檻值時,執行清算程序。Step S230: When the total transaction amount is greater than the liquidation threshold, execute the liquidation procedure.
接著說明為達成本實施例之具門檻之清算之方法所需之系統,請參閱第9圖,其為本發明之另一實施例之方塊圖,本發明之具門檻之清算之方法之系統,其包含:清算伺服裝置10、金融伺服裝置20包含第一金融伺服裝置22。請參閱第3圖,清算伺服裝置10並透過通訊單元104與金融伺服裝置20連接,舉例來說:以網路連接,但不限於此。Next, the system required to achieve the threshold liquidation method of this embodiment will be described. Please refer to Figure 9, which is a block diagram of another embodiment of the present invention, and the system of the threshold liquidation method of the present invention. It includes: a clearing
如步驟S210所示,清算伺服裝置10設置有清算時間值106及清算門檻值108,此處清算時間值106係指時間區間,例如:3小時、清算門檻值108係指金額,例如: NT$500萬,但不限於此。As shown in step S210, the
如步驟S220所示,於清算時間值106之內,清算伺服裝置10接收交易命令202,此處,清算伺服裝置10可以係接收金融伺服裝置20之交易命令202,但不限於此;每一個交易命令202皆包含交易金額206。As shown in step S220, within the clearing time value 106, the
如步驟S230所示,仍於清算時間值106之內,清算伺服裝置10計算交易命令202之交易金額206總和,並比較交易金額206總和與清算門檻值108,當交易金額206總和大於清算門檻值108時,清算伺服裝置10根據交易命令202立刻執行清算程序14;當交易金額206總和未大於清算門檻值108時,返回執行步驟S220。此處,交易金額206總和指金額絕對值總和,並無付款或存入之交易命令202相互充抵。因此清算門檻值108代表所有交易命令202集合規模之限制。另外,清算時間值106後,也執行清算程序14。As shown in step S230, still within the liquidation time value 106, the
請參閱第10圖,步驟S230還進一步包含:Please refer to Figure 10. Step S230 further includes:
步驟S232:清算伺服裝置取出對應第一金融伺服裝置設置於清算伺服裝置之第一帳戶之交易命令,交易命令包含複數個收款命令或/及複數個付款命令;Step S232: The clearing server device retrieves the transaction command corresponding to the first account set by the first financial server device in the clearing server device. The transaction command includes a plurality of collection commands or/and a plurality of payment commands;
步驟S234:清算伺服裝置依據收款命令所對應之交易金額存入第一帳戶;Step S234: The clearing server deposits the transaction amount corresponding to the payment order into the first account;
步驟S236:清算伺服裝置將付款命令儲存於餘額不足佇列中;及Step S236: The clearing server stores the payment order in the insufficient balance queue; and
步驟S238:清算伺服裝置從餘額不足佇列中依序取出付款命令並依據付款命令所對應之交易金額扣除第一帳戶之第一金額。Step S238: The clearing server sequentially retrieves payment orders from the insufficient balance queue and deducts the first amount of the first account based on the transaction amount corresponding to the payment order.
以下說明清算程序14之詳細步驟,並參閱第11圖:The detailed steps of
如步驟S232所示,清算伺服裝置10取出對應第一金融伺服裝置22設置於清算伺服裝置10之第一帳戶242之交易命令202,交易命令202包含收款命令208或/及付款命令210。此處,以第一帳戶242舉例說明,交易命令202只有兩種可能,非第一帳戶242付款交易金額206(付款命令210),即第一帳戶242收款交易金額206(收款命令208)。As shown in step S232, the
如步驟S234所示,清算伺服裝置10依據收款命令208所對應之交易金額206存入第一帳戶242。As shown in step S234, the
如步驟S236所示,清算伺服裝置10將付款命令210依序儲存於餘額不足佇列204;此處之依序指先進先出原則。As shown in step S236, the
如步驟S238所示,清算伺服裝置10從餘額不足佇列204中依序取出付款命令210並依據付款命令210所對應之交易金額206扣除第一帳戶242之第一金額244,清算伺服裝置10將於第一金額244大於或等於交易金額206時以交易金額206扣除第一金額244。As shown in step S238, the
於步驟S238執行完畢後,餘額不足佇列204中存放無法用以扣除第一帳戶242之付款命令210。After the execution of step S238 is completed, the
此處提供一具體實施例說明,今清算伺服裝置10設有清算時間值106:3小時、清算門檻值108:金額NT$2000,3小時內清算伺服裝置10依序從金融伺服裝置20取得交易命令202分別為:第一帳戶242付款金額NT$200、收款金額NT$100、付款金額NT$300、付款金額NT$100、收款金額NT$400、付款金額NT$200、付款金額NT$500、付款金額NT$300,交易金額206總和NT$2100大於清算門檻值108NT$2000後立刻開始清算程序14,第一帳戶242原有第一金額244:NT$100,將收款命令208(金額分別為NT$100、NT$400)存入第一帳戶242此時第一金額244:NT$600,將付款命令210(金額分別為NT$200、NT$300、NT$200、NT$100、NT$500、NT$300)儲存至餘額不足佇列204中,從餘額不足佇列204中依序取出付款命令210:金額NT$200,扣除第一金額244為NT$400,再依序取出小於第一金額244者:付款金額NT$300,扣除第一金額244為NT$100,再依序取出小於第一金額244者:付款金額NT$100,扣除第一金額244為NT$0,餘額不足佇列204中將剩下無法被用以扣除第一帳戶242之分別為付款命令210:付款金額分別為NT$200、NT$500、NT$300。A specific embodiment is provided here to illustrate that the
由本實施例中設置清算門檻值,而可以於清算時間值內且接收之交易命令之交易金額之總和大於清算門檻值時,提前視為到達清算時間值而開始清算,本發明使清算過程更加效率,並使清算伺服裝置能掌握累積交易金額即掌握流動性風險規模,更提高本發明在清算系統上之適用性與競爭力。Since the liquidation threshold is set in this embodiment, when the sum of the transaction amounts of the received transaction commands is greater than the liquidation threshold within the liquidation time value, the liquidation time value is reached in advance and liquidation is started. This invention makes the liquidation process more efficient. And enable the clearing servo device to grasp the accumulated transaction amount, that is, the scale of liquidity risk, and further improve the applicability and competitiveness of the present invention in the clearing system.
綜上所述,本發明為非集中式清算之方法及其系統及具門檻之清算之方法及其系統,其藉由留存餘額機制規範非營業時間內可交易總值,達到不延長營業時間下,在流動性不足時,既完成交易又能被動控制流動性風險之目的,又藉由設置清算門檻機制規範清算時間內接收交易命令之規模,達到主動控制流動性風險的效果。To sum up, the present invention is a non-centralized clearing method and its system and a threshold clearing method and its system, which uses a retained balance mechanism to standardize the total tradable value during non-business hours to achieve the goal of not extending business hours. , when liquidity is insufficient, it not only completes transactions but also passively controls liquidity risks, and also achieves the effect of actively controlling liquidity risks by setting a clearing threshold mechanism to regulate the scale of transaction orders received within the clearing time.
故本發明實為一具有新穎性、進步性及可供產業上利用者,應符合我國專利法專利申請要件無疑,爰依法提出發明專利申請,祈 鈞局早日賜准專利,至感為禱。Therefore, this invention is indeed novel, progressive and can be used industrially. It should undoubtedly meet the patent application requirements of my country's Patent Law. I file an invention patent application in accordance with the law and pray that the Office will grant the patent as soon as possible. I am deeply grateful.
惟以上所述者,僅為本發明之較佳實施例而已,並非用來限定本發明實施之範圍,舉凡依本發明申請專利範圍所述之形狀、構造、特徵及精神所為之均等變化與修飾,均應包括於本發明之申請專利範圍內。However, the above are only preferred embodiments of the present invention and are not intended to limit the scope of the present invention. All changes and modifications can be made equally in accordance with the shape, structure, characteristics and spirit described in the patent scope of the present invention. , should be included in the patent scope of the present invention.
10:清算伺服裝置 102:儲存單元 104:通訊單元 106:清算時間值 108:清算門檻值 12:營業日 122:非營業時間區間 124:營業時間區間 14:清算程序 20:金融伺服裝置 202:交易命令 204:餘額不足佇列 206:交易金額 208:收款命令 210:付款命令 22:第一金融伺服裝置 222:留存餘額值 224:第一交易命令 226:第二交易命令 228:第一交易金額 230:第二交易金額 232:增加餘額事件 234:增加餘額值 236:結果 24:帳戶 240:總金額 242:第一帳戶 244:第一金額 246:淨額 S110至S238:步驟 10: Cleaning the servo device 102:Storage unit 104: Communication unit 106: Liquidation time value 108:Liquidation threshold 12:Business day 122: Non-business hours 124: Business hours range 14: Liquidation procedures 20:Financial servo device 202:Trading order 204: Insufficient balance queue 206: Transaction amount 208: Collection order 210: Payment order 22:First financial servo device 222: Retained balance value 224: First transaction order 226: Second transaction command 228: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:First amount 246:Net S110 to S238: Steps
第1圖:其為本發明之一實施例之方法流程圖; 第2圖:其為本發明之一實施例之方塊圖; 第3圖:其為本發明之一實施例之示意圖; 第4圖:其為本發明之一實施例之方法流程圖; 第5圖:其為本發明之一實施例之方塊圖; 第6圖:其為本發明之一實施例之方法流程圖; 第7圖:其為本發明之一實施例之方塊圖; 第8圖:其為本發明之另一實施例之方法流程圖; 第9圖:其為本發明之另一實施例之方塊圖; 第10圖:其為本發明之另一實施例之方法流程圖;以及 第11圖:其為本發明之另一實施例之方塊圖。 Figure 1: It is a method flow chart of an embodiment of the present invention; Figure 2: This is a block diagram of an embodiment of the present invention; Figure 3: This is a schematic diagram of an embodiment of the present invention; Figure 4: It is a method flow chart of one embodiment of the present invention; Figure 5: This is a block diagram of an embodiment of the present invention; Figure 6: It is a method flow chart according to an embodiment of the present invention; Figure 7: This is a block diagram of an embodiment of the present invention; Figure 8: It is a method flow chart of another embodiment of the present invention; Figure 9: This is a block diagram of another embodiment of the present invention; Figure 10: This is a method flow chart of another embodiment of the present invention; and Figure 11: This is a block diagram of another embodiment of the present invention.
S210-S230:步驟 S210-S230: Steps
Claims (6)
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