九、發明說明： 【發明所屬之技術領域】 本發明係有關於一種個人投資組合風險警示與管理之裝 5與方法，特別是利用資訊傳輸介面即時讀取市場行情 資庫，以便依照財務風險管理方法，用以動態計算出 投資組合調整建議值並發出警示者。 【先前技術】 按，一般習用之投資組合管理之方法，因為牽涉繁 雜之財務風險理論與計算，所以個人之技資人鮮少能進 行財務風險管理工作，據此，能進行風險管理者多為具 有財務知識與資產規模之專業投資機構。 曰另’個人投資組合中之商品多來自不同之金融機構 或是交易商，所以個人之財務相關資料將散佈於一家以 上之機構中，受限於個別機構之帳戶無法統一或是資料 相通，使得個人想要進行投資組合風險管理變得十分困 難’更k論想要進行即時動態的風险管理工作。. 【發明内容】 本蝥明之主要目的’即是利用資訊傳輸介面，讓個 人可以跨金融機構的進行整合式的投資組合風險管理 者。 本發明之次一目的’即是利用資訊傳輸介面，讓個 人可以動態即時的進行整合式的投資組合風險管理者。 緣是，為達成前述之目的，本發明主要提供一種利 用資訊傳輸介面進行個人投資組合風險警示與管理之裝 置與方法，該裝置包括有一投資組合資料庫、一投資組 合風險管理模組、一資訊傳輸介面、一市場行情資料庫， 該方法包括下列步驟：該個人啟動投資組合風險管理模 組；該個人決定是否要更新投資組合風險參數；該資訊 傳輸介面^否連線；該資訊傳輸介面連接市場行情資料 庫；巧投資組合風險管理模組經由資訊傳輸介面下載相 關市場行情資料庫中的投資組合風險參數；該投資组合 風險管^模組利用投資組合資料庫中的投資組合參數， 配合投資組合風險參數交互運算求出投資組合調整建議 ，矩陣，該投資組合風險管理模組顯示投資組合調整鑿 2訊息；該個人是否要調整投資組合；該投資組合風‘ 管理模組啟動投資組合管理模組的投資組合調整 該投資組合風險管理模組更新投資組合資料庫。 【實施方式】 、 . 茲舉本發明之較佳實施例，並配合圖示做進一步之 詳細説明如后，其中： 第一圖為本發明較佳實施例之裝置系統及流程示意 圖。 。 _第二圖為本發明較佳實施例之的方法與處理步驟之 不意圖。 請參閲第一圖至第二圖，本發明所揭利用資訊傳輸 "面進行巧人投資組合風險警示與管理之裝置係提供： 二投貧組合資料庫（10)，用以儲存個—人的投資組合 相關資料，包括來自各相關金融機構與交易商的個人資 料，以便實現跨機構整合風險管理的目的。 、 二投資組合風險管理模組(20)，該模組包括（一）控 制投資組合資料庫程序：用以管理個人的投資組合資料 ，、（二）利用投資組合風險參數交互運算求出投資組合 凋整建s義值矩陣程序：用以使用兩個一維矩陣(投資組合 參數值矩陣、投資組合風險參數值矩陣)計算出一個二維 矩陣值、（二）市場資訊接收程序：用以利用資訊傳輸介 面下載市場行情資料庫中之風險資訊、（四）投資組合調 整程序：用以輸出投資商品交易指令並接收回報之新部 位資訊$更新個人之投資組合資料庫、（五)投資組合調 整警示^序：用以提醒個人是否要調整投資組合。 —一資=傳輪介面（30)，用以連接投資組合風險管理 模組與市場行情資料庫，提供兩者之間的資料傳輸與交 換。 、一市％行情資料庫(4〇)，用以整合儲存金融商品之 即？與歷史市場行情資訊、總體經触標、投資組合風 險參數等。 本發明之方法包含下列步驟： A .個人啟動投資組合風險管理模組（2〇)之 (100)； 驟 B·個人是否要更新投資組合風險參數之步 I 丄 U _L y ， (102) C判斷資訊傳輸介面（30)是否連線狀態之步驟 ·投資組合風險管理模組（20)經由資訊傳輸介面 (3〇)連接行情資料庫(40)之步驟(1〇3); urn Ε ·、投資組合風險管理模組(20)經由資訊傳輸介面 ^〇)下載相關布場行情簧料庫（4W中的投資組合風險 數之步驟(104); F *利用投資組合資料庫（1〇)中的投資組合參數， i ^資組合風險參數交互運算求出投資組合調整建議 值矩陣之步驟（1〇5); 啟一 G ·投貧組合風險管理模組(2们顯示投資組合調整 警不訊息之步驟（1〇6); H •個人決$是否要調整棱資組合之步驟（107); I ·啟動投資組合管理模組⑽）的投資組合調整 序之步驟(108); 1 ·投資組合管賴組⑽）更新投資組合資料庫之 步驟（109) ο 险链本气日Ί所揭利用資訊傳輸介面進行個人投資組合風 險警不與官理之裝置與方法，將具有以下諸優點： 1·將個人散佈於不同金融交易商帳之整合 於一位於個人端之投資組合#料庫者 警4調傳輸介面，以實現即時投資組合風險 植人二=投餘合管賴組，自_算繁雜之投資 及碰賴值，降低個人断財務風險 ί例’並配合圖示對於利用投資組合 ϊΐΐIf/合參數，配合投資組合風險參數交互 ，真求出投>組合調整建議值矩陣之步驟舉例說明如 后· 統㈣者個人甲於麵年^ ^ ，股票A(市價50元，股數3。，_ :二價 Ϊ6〇、πΠΪ款D(計删，晒元）、活期存款E(餘 額，000兀）、期知G(市價20元，5,〇〇〇 口），故奸資 組合總市值為269萬元（2, 690, 000). 舰類型 胶票 股票 m 定期存款 活期辕文 期貨IX. INSTRUCTIONS: [Technical field to which the invention pertains] The present invention relates to a personal portfolio risk warning and management device 5 and method, in particular, using an information transmission interface to instantly read a market treasury for management according to financial risk Method to dynamically calculate the recommended value of the portfolio adjustment and issue a warning. [Prior Art] According to the general management method of portfolio management, because of the complicated financial risk theory and calculation, the individual technicians can rarely carry out financial risk management work. According to this, the risk managers can be mostly A professional investment institution with financial knowledge and asset scale.曰In addition, the products in the personal portfolio are mostly from different financial institutions or dealers. Therefore, the financial related information of individuals will be spread in more than one institution, which is limited by the inability of the accounts of individual institutions to be unified or the data is connected. It is very difficult for individuals to manage portfolio risk. 'More on the need for real-time dynamic risk management. [Invention] The main purpose of this book is to use the information transmission interface to enable individuals to conduct integrated portfolio risk managers across financial institutions. The second purpose of the present invention is to utilize an information transmission interface to enable an individual to dynamically and instantly integrate an integrated portfolio risk manager. Therefore, in order to achieve the foregoing objectives, the present invention mainly provides an apparatus and method for utilizing an information transmission interface for personal portfolio risk warning and management, the device comprising a portfolio database, a portfolio risk management module, and an information a transmission interface, a market quotation database, the method comprising the steps of: the individual launching a portfolio risk management module; the individual deciding whether to update the portfolio risk parameter; the information transmission interface is unconnected; the information transmission interface is connected The market risk database; the Qiao portfolio risk management module downloads the portfolio risk parameters in the relevant market market database through the information transmission interface; the portfolio risk management module uses the investment portfolio parameters in the portfolio database to cooperate with the investment Combining the risk parameter interaction calculation to obtain the portfolio adjustment suggestion matrix, the portfolio risk management module displays the portfolio adjustment chi 2 message; whether the individual needs to adjust the investment portfolio; the portfolio wind management module starts the portfolio management model Group portfolio The portfolio risk management module updates the portfolio database. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENT(S) The following is a detailed description of the preferred embodiments of the present invention, in which: FIG. . The second diagram is not intended to be a method and a process step of a preferred embodiment of the invention. Referring to the first to second figures, the device for utilizing the information transmission " face-to-face investment risk warning and management device of the present invention provides: a two-investment combination database (10) for storing one- People's portfolio related information, including personal data from relevant financial institutions and dealers, in order to achieve cross-institutional integration risk management purposes. And two portfolio risk management modules (20), the module includes (1) a control portfolio database program: for managing individual portfolio data, and (2) using portfolio risk parameter interaction to calculate a portfolio The singular value matrix procedure is used to calculate a two-dimensional matrix value using two one-dimensional matrices (investment portfolio parameter value matrix, portfolio risk parameter value matrix), and (b) market information receiving procedure: to utilize The information transmission interface downloads the risk information in the market market database, and (4) the portfolio adjustment procedure: the new part information for outputting the investment commodity trading order and receiving the return. Update the individual's portfolio database, (5) Portfolio adjustment Alerts: Preface: to remind individuals whether they want to adjust their portfolio. —Finance=Transport interface (30), which is used to connect the portfolio risk management module and the market database to provide data transmission and exchange between the two. , one city% market database (4〇), used to integrate the storage of financial products? Historical market information, overall exposure, portfolio risk parameters, etc. The method of the present invention comprises the following steps: A. Individually launching the portfolio risk management module (2) (100); Step B: Whether the individual wants to update the portfolio risk parameter step I 丄U _L y , (102) C Step of judging whether the information transmission interface (30) is connected or not. The step (1〇3) of the portfolio risk management module (20) connecting the market data library (40) via the information transmission interface (3); urn Ε ·, The portfolio risk management module (20) downloads the relevant marketplace spring repositories via the information transmission interface (the step (104) of the portfolio risk number in 4W; F* utilizes the portfolio database (1〇) The portfolio parameters, the i-combination risk parameter interaction operation to find the portfolio adjustment recommendation value matrix step (1〇5); Kaiyi G · the lean portfolio risk management module (2 show the portfolio adjustment warning message Steps (1〇6); H • Individual decision whether to adjust the margin portfolio (107); I. Start the portfolio adjustment module (10)) Steps for portfolio adjustment (108); 1 · Portfolio Steps to update the portfolio database (10) The risk chain is exposed to the use of the information transmission interface to carry out the personal portfolio risk and the device and method of the government. It will have the following advantages: 1. The integration of individuals in different financial transaction accounts is integrated in one individual. The investment portfolio of the end of the #库库警4 adjust the transmission interface, in order to achieve the real-time portfolio risk implanted two = investment balance management group, from the calculation of complicated investment and the value of the default, reduce personal financial risk ί And with the illustrations for the use of the portfolio ϊΐΐIf / combined parameters, with the portfolio risk parameters interaction, the true determination of the cast > combination adjustment recommended value matrix steps to illustrate such as the following (four) of the individual A in the face ^ ^, stock A (market price 50 yuan, number of shares 3., _: two price Ϊ 6 〇, π ΠΪ ΠΪ D (deletion, sun yuan), demand deposit E (balance, 000 兀), period know G (market price 20 yuan, 5, 〇 〇〇口), the total market value of the treasury portfolio is 2.69 million yuan (2,690,000). Ship type rubber ticket stock m time deposit current period
A B C D E F 50 20 1聊_ 20 麗 30.00010.000 3 500,000 60,000 5,000 雜 1,500,000 200,000 330.000 500.000 60,000100.000 f甲於2005年1月10日啟動投資組合風險管理模組時， 系統此時將可以利用投資組合參數送出一維矩陣(6X1矩 陣） ' (4,30000) ' (昃 10000) (C, 3) (A500000) (^60000) -(F,5000). 透過如第二圖步驟104下載相關市場行情資料庫中的投 資組合風險參數傳回一維矩陣(6X1矩陣）（以0風險係數 為例），此時A、B、C、D、E、F的市價分別變為4〇、22、 110,000、1.0002、1.0001 及 30 元。 [(40,0.9)(22,1.2) (110000,0-5)(1.0002,0.l)(l.〇〇〇i,〇.15)(3〇,1.5)] 此時甲所擁有之投資組合風險石值計算步驟： 步驟一 取得個別石值以及投資商品市價矩陣，算出目前個別投 資商品淨值 1379251 p_) (δ,ΐοο)ABCDEF 50 20 1 talk _ 20 丽 30.00010.000 3 500,000 60,000 5,000 1,500,000 200,000 330.000 500.000 60,000100.000 f When the portfolio risk management module was launched on January 10, 2005, the system will be able to utilize the portfolio parameters at this time. Send a one-dimensional matrix (6X1 matrix) ' (4,30000) ' (昃10000) (C, 3) (A500000) (^60000) - (F, 5000). Download the relevant market data by step 104 as shown in the second figure. The portfolio risk parameters in the library are returned to the one-dimensional matrix (6X1 matrix) (take the 0 risk factor as an example). At this time, the market prices of A, B, C, D, E, and F become 4〇, 22, 110,000, respectively. 1.0002, 1.0001 and 30 yuan. [(40,0.9)(22,1.2) (110000,0-5)(1.0002,0.l)(l.〇〇〇i,〇.15)(3〇,1.5)] Steps for calculating the risk value of the portfolio risk: Step 1 obtain the individual stone value and the market price matrix of the investment commodity, and calculate the current net value of individual investment commodities 1792251 p_) (δ, ΐοο)
(0,580000)(0,580000)
4_)奴1,2) =:(3_ χ 攀)(漏Μ,Ι.非 x ll_G,_0_m,_2Al) _ xMW15)(M0x 30.,1,5) =(11000,0,9) (220000,12) (330000,0,5) (500100,0.1) (600061,15) (155000,15 步驟二 曱之投資組合總/3值 一 1 ~ (1200000 + 220000 + 330000 + 500100 + 60006 +150000) X (1200000 X 0.9 + 220000 x 1.2 + 330000 X 0,51500100 X 0.1 + 60006x 0,15+ 150000x 1,5) 二 0.728835 11 1379251 甲於系統中預設之容許々值為〇·7，故此時投資組合風險 (0· 728835)已經超過容許值，系統將會啟動步驟（1〇 示投資組合調整警示訊息。… 至於投資^整之建議值矩陣之計算例示如下： (1) 計算出超出容許風險值召值大小. 0. 728835-0. 7=0. 028835 (2) 假設只調整一項商品部位以使将召值回至容 別調整部位值建議值為Xl、X2、Xa、Χ4、Χ5、沿β (^30000-^1) (F, 10000-λ:2) (C, 3 ύ3) {D, 500000 - ^4) ^40'0^ ^22,1^ ^^^^^^-^^^1)(1.0001,0.15)(30,1.5)] (£,60000-^5) (F,5000-x6). ((3000-Y )x40) 其中-7-1 „ T x 0.9 = 0.028835 (2460106- (3000-.^ ) /. χι^28091 同理可得 X2、Χ3、Χ4、Χ5、Χ6. 故投資組合調整建議值矩陣如下： (儿 30000- 28091) (β, 10000- 7376) (C.3-2) (£),500000 + 50495) (£,60000 + 336623) [(40,0.9) (22,1.2) (11000〇ί〇·5)(1-〇〇〇2/〇.ι)(ι.〇〇〇ΐ(〇.ΐ5)(30,1.5)] (F, 5000 - 3453) '(Λ 1909) 0,2624) (C,l) (0,550495) (F, 396623) 12 丄J / 丄 糸統換养成如 下， .維矩陣值_投資人進行方案之選擇 28091 0 0 0 0 0 .7376 〇 0 -2 〇 0 〇 .0 0 0 0 +50495 0 0 0 0 0 0 +336623 0 0 0 0 0 0 -3453. 整，絲麵魏加财，紐表示 明僅為以風險參數ρ之實施例，並非偏 例以i任其他較佳實施例，即所敘述之較佳實施 明所主張之技術能輕Μ成者，皆應涵 盍於本發明之專利範圍内。 【圖式簡單說明】 f 一圖為本發明較佳實施例之裝置系統及流程示意圖。 第二圖為本發明較佳實施例之的方法與處理步驟之示意 圖0 心 【主要元件符號說明】 投資組合資料庫（10) 投資組合風險管理模組(2〇) 資訊傳輸介面（30) 市場行情資料庫(40) . .... .... ... 啟動投資組合風險管理模組（100) 是否要更新投資組合風險參數(101) 13 資訊傳輸介面是否連線(102) 連接市場行情資料庫（丨03) 投資組合風險管理模組經由資訊傳輸介面下載相關市場 行情資料庫中的投資組合風險參數(104). 利用投資組合資料庫中的投資組合參數，配合投資組合 風險參數交互運算求出投資組合調整建議值矩陣（105) 投資組合風險管理模組顯示投資組合調整警示訊息 (106) 是否要調整投資組合(1〇7) 啟動投資組合管理模組的投資組合調整程序（108) 更新投資組合資料庫（1〇9)4_) slave 1,2) =:(3_ 攀 climb) (leak, Ι.nonx ll_G,_0_m,_2Al) _ xMW15)(M0x 30.,1,5) =(11000,0,9) (220000 ,12) (330000,0,5) (500100,0.1) (600061,15) (155000,15 Step 2 of the total portfolio /3 value of 1 ~ (1200000 + 220000 + 330000 + 500100 + 60006 +150000) X (1200000 X 0.9 + 220000 x 1.2 + 330000 X 0,51500100 X 0.1 + 60006x 0,15+ 150000x 1,5) Two 0.728835 11 1379251 The default allowable 々 value in the system is 〇·7, so invest now. The combined risk (0·728835) has exceeded the allowable value, and the system will initiate the step (1 indicates the portfolio adjustment warning message.... The calculation example of the recommended value matrix for the investment ^ is as follows: (1) Calculate the excess risk value The value of the recall. 0. 728835-0. 7=0. 028835 (2) Suppose only one part of the commodity is adjusted so that the recall value is returned to the tolerance adjustment value. The recommended values are Xl, X2, Xa, Χ4, Χ5, Along β (^30000-^1) (F, 10000-λ:2) (C, 3 ύ3) {D, 500000 - ^4) ^40'0^ ^22,1^ ^^^^^^-^ ^^1)(1.0001,0.15)(30,1.5)] (£,60000-^5) (F,5000-x6). ((3000-Y )x40) where -7-1 „ T x 0.9 = 0.028835 (2460106- (3000- .^ ) /. χι^28091 Similarly, X2, Χ3, Χ4, Χ5, Χ6. Therefore, the recommended portfolio value matrix is as follows: (Children 30000-28091) (β, 10000-7376) (C.3-2 ) (£), 500000 + 50495) (£,60000 + 336623) [(40,0.9) (22,1.2) (11000〇ί〇·5)(1-〇〇〇2/〇.ι)(ι. 〇〇〇ΐ(〇.ΐ5)(30,1.5)] (F, 5000 - 3453) '(Λ 1909) 0,2624) (C,l) (0,550495) (F, 396623) 12 丄J /丄糸 换 换 . . . . . . . . . _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 0 0 0 0 0 -3453. The whole, silk surface Wei Jiacai, New Zealand is only an example of the risk parameter ρ, and is not intended to be a preferred embodiment, that is, the preferred embodiment described Those skilled in the art can be included in the patent scope of the present invention. BRIEF DESCRIPTION OF THE DRAWINGS FIG. 1 is a schematic diagram of a device system and a flow chart of a preferred embodiment of the present invention. The second figure is a schematic diagram of the method and processing steps of the preferred embodiment of the present invention. [Heart Symbol Description] Portfolio Database (10) Portfolio Risk Management Module (2〇) Information Transmission Interface (30) Market Quotes Database (40) . .... .... ... Start Portfolio Risk Management Module (100) Whether to update portfolio risk parameters (101) 13 Whether the information transmission interface is connected (102) Connect to the market Market Information Library (丨03) The portfolio risk management module downloads the portfolio risk parameters in the relevant market market database via the information transmission interface (104). Using the portfolio parameters in the portfolio database to interact with the portfolio risk parameters Calculate the portfolio adjustment recommendation value matrix (105) Portfolio risk management module displays the portfolio adjustment warning message (106) Whether to adjust the portfolio (1〇7) Start the portfolio management module's portfolio adjustment program (108) ) Update portfolio database (1〇9)