TWI825506B - Non-centralized clearing method and system - Google Patents

Abstract

The present invention discloses a non-centralized clearing method and its system, by setting a retained balance value, and check a first transaction order and a second transaction order obtained sequentially within a non-business hour interval. When the accumulated net amount is greater than the retained balance value, the second transaction order is rejected, thereby controlling non-business hours. The scale of the accumulated net amount within the range reduces the liquidity risk during liquidation.

Description

Non-centralized clearing method and system

The present invention relates to a clearing method and its system, in particular to a clearing method that is applied in non-business hours and uses a retained balance system to standardize the transaction amount within the range to reduce transaction risks, so as to achieve the non-business hours of trading first and then clearing. Centralized clearing methods and systems.

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.

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. ), because 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: 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.

Large Value Payment System (LVPS): It 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.

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. 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 expose them 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. Real Time Gross Settlement System (RTGS): Based on the total amount, the 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. 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 of the DNS system, and uses a complex queuing and liquidation mechanism to control day-time operations. The payment instructions of the system perform frequent bilateral or multilateral offset functions. Such systems aim 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. 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.

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.

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.

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.

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.

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.

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.

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.

Therefore, the present invention provides a method and system for clearing with a threshold, which can be used in a scheduled clearing system. By setting a clearing threshold, the transaction order is checked. When the cumulative transaction amount is large, When the liquidation threshold is reached, the liquidation process is carried out in advance. This method uses the liquidation threshold mechanism to control the liquidity risk of the scheduled liquidation system, thereby indirectly improving transaction security.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

The present invention provides another embodiment, in which the liquidation procedure is executed after the liquidation time value.

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.

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.

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.

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

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

In order to enable the review committee to have a further understanding and understanding of the characteristics and effects of the present invention, examples and accompanying descriptions are provided as follows: In the following, various implementations of the present invention will be explained through drawings. The present invention will be described in detail with examples. 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.

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.

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: 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 : Step S110: Store a retained balance value of the first financial server device in the clearing server device; Step S120: During non-business hours, the clearing server device sequentially obtains a first transaction command and a first transaction command of the first financial server device. Two transaction commands, the first transaction command includes a first transaction amount, and the second transaction command includes a second transaction amount; Step S130: 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 servo device rejects the second transaction command; and step S140: execute a clearing procedure.

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 liquidation server 10 and a plurality of financial servers 20, but in this embodiment, the liquidation server 10 and the first financial server 22 of the financial servers 20 are used for illustration; in addition, the liquidation server The device 10 is also provided with a business day 12, and the business day 12 is also provided with a non-business time interval 122 and a business time interval 124. For example, on the non-holiday business days of banks in my country, the business hours 124 of the clearing server 10 are usually set from 9:00 to 15:00. Outside the business hours 124 are the non-business hours 122, and on holidays Then the whole day belongs to the non-business time interval 122 and is included in the non-business time interval 122 of business day 12, but is not limited to this.

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

Please refer to Figure 2. As shown in step S110, the clearing server 10 stores a retained balance value 222 of the first financial server 22 at the beginning of the non-business hour interval 122, which may be provided by the first financial server 22 for clearing. Server device 10; here, the retained balance value 222 is determined based on 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: following the reserve ratio (Required Reserve Ratio) and using 15% of the total amount 240 to determine the retained balance value 222, but it is not limited to this.

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

As detailed below, the clearing server 10 can sequentially obtain a plurality of transaction commands 202 of the financial server 20 . In this embodiment, the clearing server 10 sequentially obtains the first financial server 22 of the financial server 20 . The first transaction order 224 and the second transaction order 226 are explained; the order here refers to first in, first out, that is, the latest transaction order 202 obtained by the clearing server 10 is the second transaction order 226, and the earlier obtained transaction order 202 It is the first transaction command 224. Here, it can be established for two or more transaction commands 202, but is not limited to this.

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, the clearing server 10 rejects the second transaction order 226; here, if the first transaction order 224 and the When the two transaction commands 226 are to pay the first transaction amount 228 and to deposit the second transaction amount 230 respectively, the first transaction amount 228 and the second transaction amount 230 will offset each other to form a net amount 246, but are not limited to this; after step S130 , within the non-business hour interval 122, return to step S120.

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

Referring to Figure 4, step S130 further includes: step S132: the clearing server transmits a result of rejecting the second transaction command to the first financial server; Step S134: The first financial server device executes an event to obtain an increased balance value; and Step S136: When the net amount of the accumulated first transaction amount and the second transaction amount of the liquidation server device is greater than the sum of the retained balance value and the increased balance value, liquidation The server rejects the second transaction command.

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

As shown in step S134, the first financial server device 22 executes the increase balance event 232 to obtain the increase balance value 234, and the first financial server device 22 notifies the clearing server 10 of the increase balance value 234; here, the increase balance event 232 is for example: In the event of increasing the balance, the first financial server 22 increases the guarantee in the clearing server 10, but is not limited to this.

As shown in step S136, when the clearing 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 retained balance value 222 and the increased balance value 234, the clearing server 10 rejects the second transaction command 226. ; However, if 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 hour interval 122, return to step S120.

For example: the rejected second transaction order 226 is regarded as invalid, and the clearing server 10 should obtain the second transaction order 226 before step S136, but is not limited to this.

Please refer to Figure 6. Step S140 further includes: 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; Step S144: When When the first transaction amount is less than or equal to the first amount, the clearing servo device deducts the first amount of the first account based on the first transaction amount; Step S146: When the first transaction amount is greater than the first amount, the clearing servo device deducts the first transaction amount The order is stored in an insufficient balance queue; step S148: the clearing server deposits the second transaction amount of the second transaction order into the first account; and 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.

The following describes the detailed steps of the clearing program 14, and refer to Figure 7: As shown in step S142, the clearing server 10 sequentially determines whether the first transaction amount 228 is greater than the first financial server 22 provided in the clearing server 10. For the first amount 244 of the account 242, if the first transaction amount 228 is less than or equal to the first amount 244, step S1404 is executed; if the first transaction amount 228 is greater than the first amount 244, step S1406 is executed. Here, if the first transaction command 224 is to deposit into the first account 242, the first transaction amount 228 is deposited into the first account 242, and then returns to step S142. Here, the first amount 244 is not of course equivalent to the total amount 240, but only corresponds to the first account 242 set by the first financial server 22 in the clearing server 10, 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 clearing server 10 deducts the first amount 244 of the first account 242 based on 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 clearing server 10 stores the first transaction command 224 into the insufficient balance queue 204.

In step S148, the clearing server 10 deposits the second transaction amount 230 of the second transaction order 226 into the first account 242.

As shown in step S150 , the clearing server 10 retrieves the first transaction command 224 from the insufficient balance queue 204 . When the first amount 244 of the first account 242 is greater than or equal to the first transaction amount 228 , the clearing server 10 retrieves the first transaction order 224 according to the first transaction amount 228 Deduct the first amount of 244.

A specific embodiment is provided here to illustrate that the clearing server 10 has a non-business time interval 122 from 3 pm to 9 am the next day. The first financial server 22 has 30% of the total amount of the account 24 240, a total of NT$900. *30%=270 is the retained balance value 222. At 6 p.m., the clearing server 10 obtained the first transaction order 224: the first financial server 22 paid the amount NT$200. At 7 p.m., it obtained the second transaction order 226: the first The payment amount of the financial server 22 is NT$100, and the net amount 246 of the accumulated first transaction amount 228 and the second transaction amount 230: NT$300 has exceeded the retained balance value 222, and the second transaction command 226 is rejected and the first financial server 22 is notified. , the first financial server 22 deposits the margin at 8 p.m. The amount of NT$200 (increase balance event 232) is to increase the balance value 234. At 9 p.m., the clearing server 10 obtains the second transaction command 226 (the one that was previously rejected is invalid): the first financial server 22 payment amount NT $150. At this time, the net amount of the accumulated first transaction amount 228 and the second transaction amount 230 is 246: NT$50 does not exceed the retained balance value 222 + increased balance value 234 = NT$470, so the second transaction order 226 will not be rejected. The next day At 9 o'clock in the morning, the non-business hour period 122 ends. The clearing server 10 executes the clearing procedure 14 according to the first transaction command 224 and the second transaction command 226. The first financial server 22 is located in the first account 242 of the clearing server 10. The first amount 244: NT$100. First, the first transaction command 224 is executed: the payment amount is NT$200. The first transaction amount 228 is greater than the first amount 244 and the first transaction command 224 is queued with insufficient balance 204. Next, The second transaction command 226: the payment amount is NT$150, then the first amount 244 is deposited as NT$250. Next, the clearing server 10 takes out the first transaction command 224 from the insufficient balance queue 204 and based on the first transaction amount 228: The first amount of NT$244 is deducted to NT$50.

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.

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.

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 flow of this embodiment includes the following: Step S210: The liquidation servo device sets a liquidation time value and a liquidation threshold. value; Step S220: Within the clearing time value, the clearing server calculates the received transaction order, and the transaction order includes multiple transaction amounts; and Step S230: When the total transaction amount is greater than the liquidation threshold, execute the liquidation procedure.

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 servo device 10 and a financial servo device 20 including a first financial servo device 22 . Referring to Figure 3, the clearing server device 10 is connected to the financial server device 20 through the communication unit 104, for example, through a network connection, but is not limited to this.

As shown in step S210, the liquidation servo device 10 is set with a liquidation time value 106 and a liquidation threshold value 108. The liquidation time value 106 here refers to the time interval, for example: 3 hours, and the liquidation threshold value 108 refers to the amount, for example: NT$500. Thousands, 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 to this; each transaction The commands 202 all include the transaction amount 206.

As shown in step S230, still within the liquidation time value 106, the liquidation servo device 10 calculates the total transaction amount 206 of the transaction command 202, and compares the total transaction amount 206 with the liquidation threshold 108. When the total transaction amount 206 is greater than the liquidation threshold, At 108, the clearing servo device 10 immediately executes the clearing program 14 according to the transaction command 202; when the sum of the transaction amounts 206 is not greater than the clearing threshold 108, it returns to step S220. Here, the total transaction amount 206 refers to the total absolute value of the amount, and there are no payment or deposit transaction orders 202 to offset each other. Therefore, the liquidation threshold 108 represents the limit on the set size of all transaction orders 202 . In addition, after clearing the time value 106, the clearing program 14 is also executed.

Please refer to Figure 10. Step S230 further includes: Step S232: The clearing server device retrieves a 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 payment instructions or/and a plurality of A payment command; step S234: the clearing server device deposits the transaction amount corresponding to the payment command into the first account; step S236: the clearing server device stores the payment command in the insufficient balance queue; and 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.

The detailed steps of Liquidation Procedure 14 are explained below, with reference to Figure 11: As shown in step S232, the clearing server 10 retrieves the transaction command 202 corresponding to the first account 242 set by the first financial server 22 in the clearing server 10. The transaction command 202 includes the collection command 208 or/and the payment command 210. Here, taking the first account 242 as an example, there are only two possibilities for the transaction command 202. The non-first account 242 pays the transaction amount 206 (payment command 210), that is, the first account 242 receives the transaction amount 206 (the payment command 208). .

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

As shown in step S236, the clearing server 10 stores the payment orders 210 in the insufficient balance queue 204 in order; the order here refers to the first-in, first-out principle.

As shown in step S238, the clearing server 10 sequentially retrieves the payment orders 210 from the insufficient balance queue 204 and deducts the first amount 244 of the first account 242 according to the transaction amount 206 corresponding to the payment order 210. The clearing 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 the execution of step S238 is completed, the insufficient balance queue 204 stores the payment command 210 that cannot be used to deduct the first account 242.

A specific embodiment is provided here to illustrate that the clearing server 10 is provided with a clearing time value of 106: 3 hours, a clearing threshold value of 108: an amount of NT$2000, and the clearing server 10 sequentially obtains transaction commands from the financial server 20 within 3 hours. 202 are respectively: first account 242 payment amount NT$200, payment amount NT$100, payment amount NT$300, payment amount NT$100, payment amount NT$400, payment amount NT$200, payment amount NT$500, payment amount NT$300, When the total transaction amount 206 NT$2100 is greater than the liquidation threshold 108 NT$2000, the liquidation process 14 will start immediately. The first account 242 has the original first amount 244: NT$100, and the collection order 208 (the amounts are NT$100 and NT$400 respectively) is deposited. At this time, the first account 242 has the first amount 244: NT$600. The payment order 210 (the amounts are NT$200, NT$300, NT$200, NT$100, NT$500, and NT$300 respectively) is stored in the insufficient balance queue 204. From Insufficient balance queued in 204 Take out the payment order 210 in sequence: the amount is NT$200, deduct the first amount 244 to get NT$400, and then take out the amount less than the first amount 244 in order: the payment amount NT$300, deduct the first amount 244 to get NT$100, and then take out the less than the first amount 244 in order For the first amount of 244: the payment amount is NT$100. After deducting the first amount of 244, it is NT$0. Insufficient balance queue 204 will leave payment commands 210 that cannot be used to deduct the first account 242: the payment amount is NT. $200, NT$500, NT$300.

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.

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.

Therefore, this invention is indeed novel, progressive and can be used industrially. It should undoubtedly comply with 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.

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.

S110-S140: Steps

Claims (12)

A non-centralized clearing method, which is applied to a first financial servo device and a clearing servo device. The clearing servo device is applied to a non-business time interval and a business time interval on a business day, and the non-business time interval corresponds to a One of the non-business hours of the financial industry. The business time interval corresponds to the business hours of the financial industry. The steps include: storing a retained balance value of the first financial server device in the clearing server device; within the non-business time interval, 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 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 clearing procedure after the non-business hour interval . The non-centralized clearing method as described in claim 1, wherein in the step of the clearing server storing a retained balance value of the first financial server, a total of a plurality of accounts of the first financial server is obtained. All or part of the amount is the retained balance value. The method of non-centralized clearing 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 order, it also includes: the clearing server transmits a result of rejecting the second transaction order to the first financial server; the first financial server executes an event to obtain an increased balance value; and When the accumulated net amount of the 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 order. The non-centralized clearing method as described in claim 1, 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. The method of non-centralized clearing as described in claim 1, wherein the step of executing a clearing procedure also includes: the clearing server determines whether the first transaction amount is greater than the first financial server set to the clearing server. A first amount of a first account of the device; when the first transaction amount is less than or equal to the first amount, the clearing server device deducts the first amount of the first account based on the first transaction amount; when the first transaction amount is 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 clearing server device stores the second transaction amount of the second transaction order into the third transaction amount. in an account; and the clearing server device retrieves the first transaction order from the insufficient balance queue and deducts the first amount based on the first transaction amount. The method of non-centralized clearing as described in claim 1, wherein in the step of the clearing server retrieving the first transaction order from the insufficient balance queue and deducting the first amount based on the first transaction amount, When the first amount is greater than or equal to the first transaction amount, the clearing server deducts the first amount from the first account based on the first transaction amount of the first transaction order. A non-centralized clearing system, which includes: a clearing servo device; and a first financial servo device; wherein, when the first financial servo device and the clearing servo device are executed, the clearing servo device is used on one business day A non-business time interval and a business time interval, the non-business time interval corresponds to one of the non-business hours of a financial industry, and the business time interval corresponds to one of the financial industry's business hours, and the first financial server is stored in the clearing server device A retained balance value of the device. During the 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. 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 the retained balance value, the clearing server rejects the second transaction amount. The trading order is to execute a liquidation procedure after the non-business hours period. The non-centralized clearing system as described in claim 7, wherein the clearing server obtains all or part of the total amount of a plurality of accounts of the first financial server as the retained balance value. The non-centralized clearing system as described in claim 7, 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 server device executes an event to obtain an increased balance value. When the net accumulated balance of the first transaction amount and the second transaction amount of 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 of claim 9, wherein the event includes notifying the clearing server of the increased balance value. The non-centralized clearing system as described in claim 7, wherein 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 the clearing servo device. A 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 When it is greater than the first amount, the clearing server device stores the first transaction order in an insufficient balance queue, and the clearing server device deposits the second transaction amount of the second transaction order into the first account, The clearing server retrieves the first transaction order from the insufficient balance queue and deducts the first amount based on the first transaction amount. The non-centralized clearing system as described in claim 11, wherein after the clearing server 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 clearing server deducts the first amount of the first account based on the first transaction amount of the first transaction order.

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