TWM609915U - Asset and liability simulation analysis system - Google Patents

Abstract

An asset and liability simulation analysis system includes a database, an inputting device and a computing device. The database is configured for storing total interest earning assets amount and a plurality of historical transaction data. Each of the historical transaction data includes a historical transaction rate and a historical transaction amount. The inputting device is configured to input a scheduled transaction data which includes a scheduled transaction rate and a scheduled transaction amount. The computing device connects to the database and the inputting device and includes a comparing module and an analog analysis module. The comparing module is configured to select the historical transaction data corresponding to the scheduled product type from the database as a simulated transaction data. The analog analysis module generates a net interest margin according to the scheduled transaction amount, scheduled transaction rate, historical transaction amount, historical transaction rate and the total interest earning assets amount.

Description

Asset and Liability Simulation Analysis System

This creation relates to a simulation analysis system, and in particular, to an asset-liability simulation analysis system for simulating asset utilization schemes.

The balance sheet is an important financial statement in an enterprise. As far as the procedure is concerned, the balance sheet is the end of the bookkeeping procedure, and integrates the final results and statements after logging entries, postings, and trial calculations. In terms of nature, the balance sheet represents the operating conditions of the enterprise.

According to the principle of accounting balance, the balance sheet needs to be balanced, that is, the source of funds of the enterprise and the total amount of funds used must be the same. Therefore, when companies allocate assets and liabilities, they also need to maintain a balance sheet balance. As far as the financial industry is concerned, the asset-liability allocation is usually made through decisions such as investment, lending, or deposit absorption. The net interest margin (NIM) and the risk limit of asset liability management (ALM) are important considerations for the allocation of assets and liabilities. However, when the financial industry evaluates the plan for the use of funds, financial personnel and risk personnel need to manually judge and simulate trial calculations to calculate the benefits or risks of the plan. In addition to the inability to comprehensively consider all the company’s assets and projects, it also lacks Timeliness and mobility.

In addition, due to the judgment of the plan, the trial calculation method of the profit and risk, and the asset project The choice is made by financial personnel and risk personnel, and may not completely match the situation expected by the decision-making supervisor. In the process of round-trip communication and trial calculations, the speed of decision-making is also delayed.

In view of this, one of the categories of this creation is to provide an asset-liability simulation analysis system to solve the problems of the prior art.

The asset-liability simulation analysis system created by this author includes a database, an input device, and a calculation device. The database is used to store the total amount of interest-bearing assets and multiple historical transaction data. Each historical transaction data includes historical product types, historical transaction interest rates and a historical transaction amount. The input device is used to input predetermined transaction data, wherein the predetermined transaction data includes a predetermined product type, a predetermined transaction interest rate, and a predetermined transaction amount. The computing device is connected to the database and the input device. The computing device further includes a comparison module and a simulation analysis module. The comparison module is used to find historical transaction data corresponding to the predetermined product category from the database as simulated transaction data. The analog analysis module is connected to the comparison module. The simulation analysis module generates a net interest difference based on the predetermined transaction amount of the predetermined transaction data, the predetermined transaction interest rate, the historical transaction amount of the simulated transaction data, the historical transaction interest rate, and the total yield asset amount.

Among them, the simulation analysis module stores the net interest margin threshold. When the net interest margin value is less than the net interest margin threshold, the analog analysis module generates a warning signal.

Among them, the database stores the threshold for the use of funds, and the scheduled transaction data includes the scheduled commitment period. The simulation analysis module generates a capital usage quota value based on the predetermined transaction amount of the predetermined transaction data, the scheduled commitment period, and the historical transaction amount of the simulated transaction data. When the fund usage limit value is greater than the fund usage limit threshold, the analog analysis module generates a warning signal.

Wherein, the input device inputs the first predetermined transaction data and the second predetermined transaction data material. The simulation analysis module generates the first net interest margin value and the second net interest margin value according to the first predetermined transaction data, the second predetermined transaction data, and a plurality of historical transaction data, and accumulates the first net interest margin value and the second net interest margin value to generate Net interest margin value.

Among them, the predetermined product type is selected from one of loans, deposits and bonds.

In a specific embodiment, the asset-liability analysis system of the present creation further includes a display device connected to a computing device. The display device is used to display the net interest margin value and a warning signal.

Another category of this creation is to provide an asset-liability simulation analysis method to solve the problems of the prior art.

The created asset-liability simulation analysis method includes the following steps: input scheduled transaction data, where scheduled transaction data includes scheduled product type, scheduled transaction interest rate, and scheduled transaction amount; find historical transaction data corresponding to the scheduled product type from the database as a simulated transaction Data, where the simulated transaction data includes historical product types, historical transaction amounts, and historical transaction interest rates; and scheduled transaction amounts based on scheduled transaction data, scheduled transaction interest rates, historical transaction amounts of simulated transaction data, historical transaction interest rates, and historical transaction rates stored in the database The amount of total yielding assets generates a net interest margin.

Among them, the asset-liability simulation analysis method further includes the following steps: generating a warning signal when the net interest margin value is less than the net interest margin threshold; and displaying the net interest margin value and the warning signal.

Among them, the asset-liability simulation analysis method further includes the following steps: generating a capital usage limit value based on the scheduled transaction amount, the scheduled commitment period, and the historical transaction amount of the simulated transaction data; and when the capital usage limit value is greater than the fund usage limit A warning signal is generated when the threshold is reached.

Among them, enter the scheduled transaction data, where the scheduled transaction data includes the scheduled product The steps of the type, the predetermined transaction rate and the predetermined transaction amount further include: inputting the first predetermined transaction data and the second predetermined transaction data. And, in the step of generating a net interest margin based on the predetermined transaction amount of the predetermined transaction data, the predetermined transaction interest rate, the historical transaction amount of the simulated transaction data, the historical transaction interest rate, and the total yield asset amount stored in the database, further: The first scheduled transaction data, the second scheduled transaction data, multiple historical transaction data, and the total yield asset amount generate the first net interest margin value and the second net interest margin value, and the first net interest margin value and the second net interest margin value are accumulated to Generate net interest margin value.

In summary, the asset-liability simulation analysis system of this creation can find an appropriate transaction plan based on the predetermined transaction data input by the input device and the historical transaction data in the database, so as to maintain the balance of assets and liabilities and comprehensively consider the company. All asset items, thereby improving the efficiency of simulation and evaluation. In addition, the asset-liability simulation analysis system created by this creation can simulate multiple sets of trading plans at the same time, and can also adjust the parameters of the contract according to the newly developed plan. You can also enter the predetermined transaction data by the guidance of text topics, which not only improves the efficiency of analysis, but also Speed up decision-making. In addition, the asset-liability simulation analysis system of this creation can also perform comprehensive simulation and analysis in accordance with the regulations of the competent authority to reduce corporate risks, thereby improving efficiency and reducing costs.

1, 2: Asset and liability simulation analysis system

11, 221: database

12, 211: input device

13: Computing device

131, 222: Comparison module

132, 223: Analog analysis module

14, 212: display device

21: mobile device

22: server

S1~S7, S11, S31: steps

Fig. 1 is a functional block diagram of an asset-liability simulation analysis system according to a specific embodiment of the invention.

Fig. 2 is a functional block diagram of an asset-liability simulation analysis system according to a specific embodiment of the invention.

Figure 3 shows the steps of the asset-liability simulation analysis method according to a specific embodiment of this creation Step flow chart.

Fig. 4 is a flow chart showing the steps of a method for simulating and analyzing assets and liabilities according to a specific embodiment of the present invention.

Fig. 5 is a flow chart showing the steps of a method for simulating and analyzing assets and liabilities according to a specific embodiment of the present invention.

Fig. 6 is a flow chart showing the steps of a method for simulation analysis of assets and liabilities according to a specific embodiment of the present creation.

In order to make the advantages, spirit and characteristics of this creation easier and clearer to understand, the following will be detailed and discussed with specific embodiments and with reference to the accompanying drawings. It should be noted that these specific embodiments are only representative specific embodiments of the creation, and the specific methods, devices, conditions, materials, etc. exemplified therein are not intended to limit the creation or the corresponding specific embodiments. In addition, each device in the figure is only used to express its relative position and is not drawn according to its actual scale, which is described first.

In various embodiments of the present disclosure, the expression "or" includes any combination or all combinations of the words listed at the same time. For example, the expression "A or B" can include A, can include B, or can include both A and B. In addition, the indefinite articles "a", "one" and "one" before the authoring device or element have no limitation on the quantity requirement (ie, the number of appearances) of the device or element. Therefore, "a" should be interpreted as including one or at least one, and a device or element in the singular form also includes the plural form, unless the number clearly refers to the singular form.

In the description of this specification, the description with reference to the terms "a specific embodiment", "another specific embodiment" or "partial specific embodiment" etc. means that the specific feature, structure, material or feature described in combination with the embodiment includes In at least one embodiment of this creation. Said in this In the specification, the schematic expressions of the above-mentioned terms do not necessarily refer to the same embodiment. Moreover, the described specific features, structures, materials or characteristics can be combined in any one or more embodiments in a suitable manner.

Please refer to Figure 1. Fig. 1 is a functional block diagram of an asset-liability simulation analysis system 1 according to a specific embodiment of the invention. In this specific embodiment, the asset-liability simulation analysis system 1 includes a database 11, an input device 12 and a calculation device 13. The database 11 is used to store the total amount of fruiting assets and a plurality of historical transaction data. Each historical transaction data includes historical product types, historical transaction interest rates, and historical transaction amounts. The input device 12 is used to input predetermined transaction data, wherein the predetermined transaction data includes a predetermined product type, a predetermined transaction interest rate, and a predetermined transaction amount. The computing device 13 is connected to the database 11 and the input device 12 and includes a comparison module 131 and a simulation analysis module 132. The comparison module 131 is used for finding historical transaction data corresponding to a predetermined product category from the database 11 as simulated transaction data. The analog analysis module 132 is connected to the comparison module 131. The simulation analysis module 132 generates a net interest difference based on the predetermined transaction amount of the predetermined transaction data, the predetermined transaction interest rate, the historical transaction amount of the simulated transaction data, the historical transaction interest rate, and the total yield asset amount.

In practice, the asset-liability simulation analysis system 1 created in this article can be applied to financial companies (such as banks). The database 11 can be stored in a hard disk, a server, a solid state disk or other storage devices. The total yield asset amount may be the total yield asset amount of the financial enterprise. The historical transaction data can be transaction data that the financial enterprise has undertaken, and can be stored in the database 11 in the form of input or import. In this specific embodiment, the historical transaction data includes historical product types, historical transaction interest rates, and historical transaction amounts. In practice, the types of historical products can be financial business items, such as loans, deposits, bonds, etc. The historical transaction interest rate and historical transaction amount may be the transaction interest rate (such as loan interest rate, deposit interest rate) and transaction amount of the financial business project that has been undertaken. Historical transaction rates can be It is the average monthly interest rate, the average interest rate of the previous month, or the current interest rate of the corresponding financial business item.

The input device 12 may be a keyboard, a touch screen, or other devices capable of inputting data. The financial industry operator can input predetermined transaction data through the input device 12. The scheduled transaction data can be the business that the financial industry wants to undertake, and the scheduled transaction data can include the type of the scheduled product, the scheduled transaction interest rate, and the scheduled transaction amount. The types of predetermined products can be financial business projects that the financial industry wants to undertake, such as loans, deposits, bonds, etc. Further, deposits can include legal person deposits, legal person deposits, personal deposits, and personal deposits; loans can include corporate loans and public treasury loans, mortgages, credit, academic loans, and credit card revolving; bonds can include fixed-rate bonds and floating-rate Bonds. The business items of historical product types can also be business items of predetermined product types. The predetermined transaction rate may be the transaction rate of the financial business project that the financial industry wants to undertake, and the predetermined transaction amount may be the amount of assets or liabilities that the financial industry wants to use.

The computing device 13 can be a computer, a server, or any device capable of performing calculations, and the comparison module 131 and the simulation analysis module 132 can be integrated in a chip (such as a CPU). After a user or a financial company inputs predetermined transaction data through the input device 12, the comparison module 131 can find historical transaction data from the database 11 as simulated transaction data based on the predetermined transaction data. Further, the comparison module 131 can find historical transaction data corresponding to the predetermined product type from the database 11 according to the predetermined product type in the predetermined transaction data as the simulated transaction data. In practice, when the predetermined product type entered by the financial industry is the undertaking business of the source of funds, the comparison module 131 can select the historical transaction data of the historical product type as the use of funds from the database 11 as the simulated transaction data. For example, when the predetermined product type input by the financial industry is "deposit", the comparison module 131 selects the historical transaction data of the historical product type "credit" from the database 11 as the simulated transaction data. Similarly, when the predetermined product type entered by the financial industry is the undertaking business of the use of funds, the comparison The module 131 can select historical transaction data with historical product types as the source of funds from the database 11 as simulated transaction data.

The comparison module 131 can not only find the simulated transaction data according to the predetermined product category in the predetermined transaction data, but also find the simulated transaction data based on other data in the predetermined transaction data. In a specific embodiment, the comparison module 131 can find historical transaction data that meets the predetermined transaction amount from the database 11 according to the predetermined transaction amount in the predetermined transaction data as the simulated transaction data. For example, when the predetermined transaction amount input by the financial industry is 1 million, the comparison module 131 selects historical transaction data with a historical transaction amount of 1 million from the database 11 as the simulated transaction data. In another specific embodiment, the comparison module 131 can find the historical transaction data corresponding to the predetermined product category and the predetermined transaction amount from the database 11 according to the predetermined product type and the predetermined transaction amount in the predetermined transaction data as the simulated transaction data. . For example, when the predetermined product type entered by the financial industry operator is "lending" and the predetermined transaction amount is "5 million", the comparison module 131 selects the historical product category from the database 11 as "deposit" and the historical transaction amount Historical transaction data of "5 million" is used as simulated transaction data. In practice, when a financial industry wants to undertake a business of 5 million yuan as capital use, the comparison module 131 can automatically select a business of 5 million yuan as a source of funds to maintain the balance of the balance sheet. In another specific embodiment, the predetermined transaction data and the historical transaction data respectively include currencies. The comparison module 131 can find the historical transaction data corresponding to the predetermined product type and conforming to the predetermined transaction amount from the database 11 according to at least one of the predetermined product type, the predetermined transaction amount, and the currency in the predetermined transaction data as the simulated transaction data. .

After the financial industry enters the predetermined transaction data and the comparison module 131 selects the historical transaction data from the database 11 as simulated transaction data according to the predetermined transaction data, the comparison module 131 can obtain the historical transaction interest rate of the historical transaction data. Then, the simulation analysis module 132 The predetermined transaction amount, the predetermined transaction rate, the historical transaction amount and the historical transaction rate of the simulated transaction data in the predetermined transaction data are respectively calculated for interest income and interest expense. Finally, the simulation analysis module 132 calculates the net interest difference based on the interest difference between the interest income and the interest expense and the total amount of interest assets stored in the database 11.

In a specific embodiment, the predetermined transaction data and the historical transaction data include transaction currencies, and the database 11 further includes a currency exchange rate table. When the currency of the predetermined transaction amount of the predetermined transaction data entered by the financial industry is different from the currency of the historical transaction amount of the historical transaction data, the simulation analysis module 132 will calculate the currency of the predetermined transaction amount and the historical transaction according to the currency exchange rate table. After the currency of the amount is converted into the amount of the same currency, the net interest difference is calculated. In practice, when the predetermined product type entered by the financial industry is "corporate lending" and the currency is "foreign currency", and the product type of the simulated transaction data found by the comparison module 131 is "deposit" and the currency is In the case of "Taiwan Dollar", the simulation analysis module 132 calculates the interest income in Taiwan dollar according to the predetermined transaction amount, the predetermined transaction interest rate and the currency exchange rate table, and calculates the interest expense based on the historical transaction amount and historical transaction interest rate of the simulated transaction data , And then calculate the net interest margin.

In this specific embodiment, the asset-liability simulation analysis system further includes a display device 14 connected to a computing device 13. In practice, the display device 14 can be a computer screen, a tablet computer screen, or a mobile phone screen. After the simulation analysis module 132 of the computing device 13 calculates the net interest margin value based on the predetermined transaction data and the simulated transaction data, the display device 14 can display the net interest margin value. In addition, the display device 14 can also display the predetermined transaction data input by the financial industry and the simulated transaction data selected by the comparison module 131.

In this specific embodiment, the simulation analysis module 132 further stores the net interest margin threshold. When the net interest margin value calculated by the simulation analysis module 132 is less than the net interest margin threshold, the simulation analysis The module 132 generates a warning signal. Further, when the analog analysis module 132 generates a warning signal, the display device 14 displays the warning signal. In practice, the net interest margin threshold can be the target value of the financial enterprise's revenue, and can be stored in the simulation analysis module 132 by input or import. The warning signal can be presented in text, color, sound, image, etc. For example, when the net interest margin threshold is 1.5% and the net interest margin calculated by the simulation analysis module 132 is 1.3%, the display device 14 may display the net interest margin value in red to remind the financial industry that this group of products simulate trading and The target value of revenue has not been reached. Therefore, the asset-liability simulation analysis system created by this invention can automatically calculate the net interest margin value based on the predetermined transaction data input by the financial industry, and the financial industry can also decide whether to implement the plan based on the calculation result, thereby increasing the speed of decision-making.

The asset-liability simulation analysis system created by this author can analyze not only a group of product simulation transactions, but also multiple groups of product simulation transactions. In a specific embodiment, the financial industry can input the first predetermined transaction data and the second predetermined transaction data through the input device 12, and the simulation analysis module 132 can calculate the first net profit corresponding to each predetermined transaction data according to the predetermined transaction data. The difference and the second net interest difference value, and then all the net interest difference values are accumulated to obtain the total net interest difference value of all product simulation transactions. In another specific embodiment, when the first predetermined transaction data and the second predetermined transaction data are both lending services, the simulation analysis module 132 first calculates and adds up the total interest of the first predetermined transaction data and the second predetermined transaction data Income, and the total interest expense of the first simulation data and the second simulation data. Then, the simulation analysis module 132 adds the total loan amount to the total amount of interest assets in the database 11. Finally, the simulation analysis module 132 generates a net interest difference value based on the interest difference between the total interest income and the total interest expense, and the total interest asset amount after adding the total loan amount.

In a specific embodiment, the scheduled transaction data includes a scheduled commitment date. In practice, the scheduled commitment date can be the estimated execution date of the business project, for example: 5 years, 8 years, 10 years, 30 years, etc. The simulation analysis module 132 generates a capital usage quota value based on the predetermined transaction amount of the predetermined transaction data, the scheduled commitment period, and the historical transaction amount of the simulated transaction data. In practice, the threshold for the use of funds can be limited by the competent authority, such as: Article 72-2 of the Banking Law, Article 74-1 of the Banking Law, AI822 of the Financial Supervision and Administration Commission, and economic value viewpoint measurement indicators (△ EVE) and so on. When the financial industry enters the product type of mortgage loans through the input device 12, and the comparison module 131 finds the historical transaction type of deposits from the database 11, the simulation analysis module 132 can calculate according to the provisions of Article 72-2 of the Banking Law The scheduled transaction amount of the mortgage, the scheduled transaction amount of deposits, and the amount of other debt items are used to obtain the capital usage limit value of the simulated transaction. When the financial industry wants to undertake the product category of 10-year bonds, and the product category is input through the input device 12 as bonds and the scheduled commitment period is 10 years, the simulation analysis module 132 can first measure the index according to the economic value viewpoint (△ EVE) calculates that the index weight corresponding to the commitment period is 13%, and then calculates the capital usage limit value of the simulated transaction based on the bond transaction amount, the index weight and the amount of other debt items.

Further, the database 11 stores a threshold value of the fund usage limit, and when the fund usage limit value calculated by the simulation analysis module 132 is greater than the fund usage limit threshold, the simulation analysis module 132 generates a warning signal and displays it on the display device 14. For example, the threshold for the use of funds stipulated in Article 74-1 of the Banking Law is 25%. When the value of the capital use limit simulated by the asset-liability simulation analysis system 1 for the business that the financial industry wants to undertake is 27%, it means that the simulated business has exceeded the funds that the financial enterprise can use, so the simulation analysis module 132 generates The warning signal is also displayed on the display device 14. Therefore, the financial industry can quickly learn whether the business to be undertaken exceeds the limit through the system created by this invention to reduce corporate risks, thereby improving efficiency and reducing costs.

Please refer to Figure 2. Figure 2 shows the asset burden according to a specific embodiment of this creation The functional block diagram of the debt simulation analysis system 2. In this specific embodiment, the asset-liability simulation analysis system 2 includes a mobile device 21 and a server 22. The input device 211 and the display device 212 are integrated in the mobile device 21, and the database 221, the comparison module 222 and the simulation analysis module 223 are integrated in the server 22. In practice, the mobile device 21 can be a mobile phone or a tablet computer, and the mobile device 21 and the server 22 can be connected wirelessly. After the financial industry enters the predetermined transaction data through the mobile device 21, the mobile device 21 transmits the predetermined transaction data to the server 22. After the comparison module 222 and the simulation analysis module 223 of the server 22 generate the net interest margin value based on the data in the database 221 and the predetermined transaction data, the server 22 transmits the net interest margin value to the mobile device 21 for the financial industry to view . The aforementioned fund usage quota value can also be transmitted to the mobile device 21.

In a specific embodiment, after the financial industry enters the predetermined transaction data through the mobile device 21, the mobile device 21 transmits the predetermined transaction data to the server 22. The server 22 first transmits the simulated transaction data selected by the comparison module 222 to the mobile device 21. After the financial industry confirms the predetermined transaction data and the contents of the simulated transaction data, the server 22 calculates and transmits the net interest margin value to the mobile device 21. Mobile device 21. In a specific embodiment, in addition to inputting predetermined transaction data, the financial industry can also adjust the parameters of the simulated transaction data. In practice, when the financial industry intends to undertake a plan for the use of funds or the source of funds at the same time, or to undertake a new plan, the simulated transaction data selected by the comparison module 222 can be used as reference data, and the financial industry can follow The content of the simulated transaction data and actual demand adjust the product type, currency, transaction interest rate, contract period, etc. Therefore, the financial industry can quickly simulate and evaluate the plan of capital utilization according to the asset-liability simulation analysis system created by this invention to improve the speed of decision-making. In another specific embodiment, the input device 211 may pre-store a plurality of text titles and display them on the display device 212. Each text topic can correspond to each parameter in the scheduled transaction data, which is used to guide the financial industry to input the scheduled transaction data. For example, in the predetermined product category The field of shows "What product do you want to undertake?", and the field of transaction interest rate shows "What interest rate does this product want to accept for trading?". Therefore, the financial industry can input the scheduled transaction data more intuitively and reliably, thereby improving efficiency.

Please refer to Figure 1 and Figure 3. Fig. 3 is a flow chart showing the steps of a method for simulation analysis of assets and liabilities according to a specific embodiment of the present invention. The asset-liability simulation analysis method of FIG. 3 can be achieved by the asset-liability simulation analysis system 1 of FIG. 1. In this specific embodiment, the asset-liability simulation analysis method includes: step S1: input predetermined transaction data with the input device 12, wherein the predetermined transaction data includes predetermined product type, predetermined transaction interest rate and predetermined transaction amount; step S2: comparison module 131 Find historical transaction data corresponding to the predetermined product category from the database 11 as simulated transaction data, where the simulated transaction data includes historical product category, historical transaction amount, and historical transaction interest rate; and Step S3: the simulation analysis module 132 performs the simulation based on the predetermined transaction data The predetermined transaction amount, the predetermined transaction interest rate, the historical transaction amount of the simulated transaction data, the historical transaction interest rate, and the total interest asset amount stored in the database 11 generate a net interest difference.

Please refer to Figure 1 and Figure 4. Fig. 4 is a flow chart showing the steps of a method for simulating and analyzing assets and liabilities according to a specific embodiment of the present invention. The asset-liability simulation analysis method of FIG. 4 can be achieved by the asset-liability simulation analysis system 1 of FIG. 1. As shown in FIG. 4, in this specific embodiment, the asset-liability simulation analysis method further includes: Step S4: generating a warning signal when the net interest margin value calculated by the simulation analysis module 132 is less than the net interest margin threshold; and step S5: The display device 14 displays the net interest margin value and the warning signal.

Please refer to Figure 1 and Figure 5. Fig. 5 is a flow chart showing the steps of a method for simulating and analyzing assets and liabilities according to a specific embodiment of the present invention. The asset-liability simulation analysis method of FIG. 5 can be achieved by the asset-liability simulation analysis system 1 of FIG. 1. As shown in Figure 5, in this specific embodiment, the predetermined The transaction data further includes the scheduled commitment date, and the asset-liability simulation analysis method further includes: Step S6: The simulation analysis module 132 generates based on the scheduled transaction amount of the scheduled transaction data, the scheduled commitment date, and the historical transaction amount of the simulated transaction data Fund usage quota value; and step S7: when the fund usage quota value calculated by the simulation analysis module 132 is greater than the fund usage quota threshold value, a warning signal is generated.

Please refer to Figure 1, Figure 3 and Figure 6. Fig. 6 is a flow chart showing the steps of a method for simulation analysis of assets and liabilities according to a specific embodiment of the present creation. As shown in FIG. 6, in this specific embodiment, it includes step S11: inputting the first predetermined transaction data and the second predetermined transaction data with the input device 12; and step S31: the simulation analysis module 132 according to the first predetermined transaction data, The second predetermined transaction data, the historical transaction data, and the total yield asset amount generate a first net interest margin value and a second net interest margin value, and the first net interest margin value and the second net interest margin value are accumulated to generate the net interest margin value.

In summary, the asset-liability simulation analysis system of this creation can find an appropriate transaction plan based on the predetermined transaction data input by the input device and the historical transaction data in the database, so as to maintain the balance of assets and liabilities and comprehensively consider the company. All asset items, thereby improving the efficiency of simulation and evaluation. In addition, the asset-liability simulation analysis system created by this creation can simulate multiple sets of trading plans at the same time, and can also adjust the parameters of the contract according to the newly developed plan. You can also enter the predetermined transaction data by the guidance of text topics, which not only improves the efficiency of analysis, but also Speed up decision-making. In addition, the asset-liability simulation analysis system of this creation can also perform comprehensive simulation and analysis in accordance with the regulations of the competent authority to reduce corporate risks, thereby improving efficiency and reducing costs.

Based on the above detailed description of the preferred embodiments, it is hoped that the characteristics and spirit of the creation can be described more clearly, and the scope of the creation is not limited by the preferred embodiments disclosed above. On the contrary, its purpose is to cover all kinds of changes and equitable arrangements It is within the scope of the patent that this creation intends to apply for. Therefore, the scope of the patent application for this creation should be interpreted in the broadest way based on the above description, so that it covers all possible changes and equivalent arrangements.

1: Asset and liability simulation analysis system

11: Database

12: Input device

13: Computing device

131: Comparison module

132: Analog Analysis Module

14: display device

Claims (6)

An asset-liability simulation analysis system, including: a database for storing a total yield asset amount and a plurality of historical transaction data, each historical transaction data includes a historical product type, a historical transaction interest rate and a historical transaction amount An input device for inputting a predetermined transaction data, wherein the predetermined transaction data includes a predetermined product type, a predetermined transaction interest rate and a predetermined transaction amount; and a computing device connected to the database and the input device, the calculation The device further includes: a comparison module for finding the historical transaction data corresponding to the predetermined product category from the database as a simulated transaction data; and a simulation analysis module connected to the comparison module, the simulation The analysis module generates a net interest margin value based on the predetermined transaction amount of the predetermined transaction data, the predetermined transaction interest rate, the historical transaction amount of the simulated transaction data, the historical transaction interest rate, and the total yield asset amount. For example, in the asset-liability simulation analysis system described in item 1 of the scope of patent application, the simulation analysis module stores a net interest margin threshold value, and when the net interest margin value is less than the net interest margin threshold value, the simulation analysis module generates a warning signal. For example, the asset-liability simulation analysis system described in item 1 of the scope of patent application, wherein the database stores a threshold of capital usage, and the scheduled transaction data includes a scheduled commitment date, and the simulation analysis module is based on the scheduled transaction data The predetermined transaction amount, the predetermined commitment period and the historical transaction amount of the simulated transaction data generate a fund usage limit value. When the fund usage limit value is greater than the fund usage limit threshold, The analog analysis module generates a warning signal. For example, the asset-liability simulation analysis system described in item 1 of the scope of patent application, wherein the input device inputs a first predetermined transaction data and a second predetermined transaction data, and the simulation analysis module is based on the first predetermined transaction data and the first predetermined transaction data. Two predetermined transaction data and the plurality of historical transaction data generate a first net interest margin value and a second net interest margin value, and the first net interest margin value and the second net interest margin value are accumulated to generate the net interest margin value. The asset-liability simulation analysis system described in item 1 of the scope of patent application, wherein the predetermined product type is selected from one of loans, deposits and bonds. For example, the asset-liability simulation analysis system described in item 2 or item 3 of the scope of patent application further includes a display device connected to the calculation device, and the display device is used to display the net interest margin value and the warning signal.

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