TWM622333U - Decentralized clearing system and clearing system with thresholds - Google Patents

Abstract

This creation discloses a non-centralized clearing system. By setting a retained balance value, and checking a first transaction order and a second transaction order obtained in sequence within a non-business hours interval, the cumulative net amount is greater than When the balance value is retained, the second transaction order is rejected, thereby controlling the scale of the accumulated net amount during the non-business hours and reducing the liquidity risk during liquidation. In addition, a threshold clearing system is disclosed. By setting a clearing time value and a clearing threshold value, it checks a plurality of transaction orders received within the clearing time value, and when the sum of the multiple transaction amounts contained therein is greater than the clearing threshold When the value is reached, a liquidation procedure is carried out in advance to control the scale of the transaction orders for this liquidation and limit the liquidity risk during liquidation within a certain range.

Description

Decentralized clearing system and threshold clearing system

This creation is about a clearing system, especially a non-centralized clearing system that is applied to non-business hours, and uses the retained balance system to regulate the transaction amount within the range to reduce transaction risks, so as to achieve non-centralized clearing after non-business hours. system, and a system that regulates the total amount of transactions through a threshold system for the total amount of liquidation, so as to implement a threshold clearing system that allows clearing units to grasp the risk.

In the modern economy and society, various transactions such as commodities, labor services or financial investments must be transferred by various payment instruments (such as cash, paper type, card type, electronic type, etc.), except for cash transactions. , the use of other payment instruments must go through the process of transmission, exchange, processing and liquidation of payment instructions to complete the receipt and payment of the price, and to release the creditor's rights and debts between the two parties.

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

Fund transfer payment system: refers to a system that deals with the transfer of monetary value. Its constituent elements include: payment tools, infrastructure such as network agreements, system participants, as well as laws, regulations, regulations, standards, market practices and contractual agreements, etc. , according to the nature of the transaction and the size of the amount processed by the system, the large-value payment system and the retail payment system can be further distinguished. This creation is applied to the large-amount payment system, so the following only introduces the large-amount payment system.

Large Value Payment System (LVPS): It mainly deals with payments related to financial market activities. The amount is usually larger and more time-sensitive, such as payments related to money market, securities market or foreign exchange market transactions. In order to avoid the liquidation risk, most of the large-value payment systems in various countries use the RTGS system, and continue to improve and 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 the large-value payment system in recent years. trend.

The large-value payment system can be roughly divided into four types according to the settlement mechanism it adopts: timed net settlement system, real-time total settlement system, hybrid settlement mode and large-amount net settlement mode. It is described as follows:

1. Deferred Net Settlement System (DNS): It is the main type of large-value settlement system in the 1980s. Payment instructions are accumulated in the system during the day until the end of the business day or a designated time point in the business day. , and then perform netting in a batch operation. For system participants, liquidation funds can be saved, but during the delayed liquidation period, financial (credit and liquidity) risks will be exposed. If a participant fails to perform the liquidation obligations, it may jointly and severally affect the inability of other participants to pay the liquidation debt.

2. Real Time Gross Settlement System (RTGS): Based on the total amount, the payment instructions entered into the system are immediately settled one by one, but the party making the payment must have sufficient account balance or available Line of credit, which requires more liquidity. Due to the payment instructions entering the system, once accepted by the system, they will be liquidated one by one; and after the liquidation is completed, it is immediately irrevocable. Therefore, for the remitting bank, there is no credit risk; but for payment instructions not accepted by the system, there is still liquidity risk.

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

4. High-Value Settlement Models: It is also one of the improved versions of 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 gross basis. When a payment instruction enters the system, it will first perform an instant total settlement. However, if there is insufficient clearing balance to complete the clearing, the system will simultaneously check whether there is one or more payment instructions, which can be offset bilaterally or multilaterally.

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

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

Liquidity risk refers to the ease of trading assets. When an asset is more liquid, it is easier to find ready buyers to trade it, which means that liquidity risk is low; while illiquid assets , it takes more time to find buyers, which means higher liquidity risk.

Compared with the domestic currency, the liquidity of foreign currencies is poor. In addition, because of the lower frequency of transactions, the liquidity during non-business hours is also worse than during business hours. As a result, financial units lack incentives to open out-of-hours foreign currency trading services due to higher liquidity risks. The current payment systems for such currencies with low liquidity only operate during business hours on business days and hinder the operation of foreign currency transactions.

In order to solve the above-mentioned problem of lack of transaction motivation, reducing liquidity risk is an urgent issue to be solved. The intuitive and effective method is to extend the original operating hours and increase the frequency of transactions to improve liquidity. It is also a very challenging task to conduct liquidation operations for such currencies with low liquidity to reduce liquidity risks.

Therefore, this creation provides a non-centralized clearing system. By setting the remaining balance value, the transaction orders obtained in sequence during non-business hours are checked. When the accumulated transaction amount is greater than the remaining balance value, subsequent transaction orders are rejected until At the beginning of business hours, the obtained transaction orders are cleared. The system uses the retained balance mechanism to limit the accumulated transaction amount and reduce the liquidity risk, so as to achieve the possibility of conducting transactions during this period.

In addition, since the timed netting system (DNS) and its follow-up technologies such as the hybrid settlement mode or the large-value netting mode are all used to clear batches of transactions at a fixed time, it is still impossible for the unit undertaking the clearing work to fully control the exchange. Liquidity risk due to the workload that may be faced.

Therefore, this creation provides a clearing system with a threshold, which is applied to the regular clearing system. By setting the clearing threshold, the transaction order is checked. When the accumulated transaction amount is greater than the clearing threshold, the clearing procedure will be carried out in advance. The system uses the clearing threshold mechanism to control the liquidity risk of the regular clearing system, thereby indirectly improving transaction security.

The main purpose of this creation is to provide a non-centralized clearing system. By setting the remaining balance value of the financial server device, the clearing server device can sequentially obtain the first transaction order and the second transaction order during non-business hours. Check, when the accumulated first transaction amount and the second transaction amount are greater than the remaining balance value, the subsequent transaction order will be rejected, so as to control the transaction volume of the financial server device during non-business hours and achieve the purpose of risk control.

Another main purpose of this creation is to provide a threshold clearing system. By setting the clearing threshold value of the clearing server device, the clearing server device can check the transaction orders obtained within the clearing time, and when the accumulated transaction amount is greater than the reserved value When the balance value is reached, it is deemed that the clearing time has been reached and the clearing procedure is executed immediately to control the transaction volume during the clearing time and achieve the purpose of risk control.

In order to achieve the above-mentioned purpose and effect, this creation provides a non-centralized clearing method, which is applied to a first financial server device and a clearing server device, which includes a non-business hour interval and a business hour interval on a business day , the steps of which include: storing a remaining balance value of the first financial server device in the clearing server device, and in the non-business hours interval, performing a first transaction on a first transaction command of the first financial server device obtained in sequence The amount and a 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 remaining balance value, the clearing server rejects the second transaction order, and finally, executes a liquidation procedure. In this way, the clearing server can control the accumulated first transaction amount and the second transaction amount of the first financial server in the non-business hours to be within the remaining balance value, so that the clearing server can passively control the liquidity risk.

The present invention provides an embodiment, wherein in the step of storing the remaining balance value of the first financial server device by the clearing server device, all or part of the total amount of a plurality of accounts of the first financial server device is obtained as the remaining 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 server device is greater than the remaining balance value, after the step of rejecting the second transaction command by the clearing server device, the clearing server device further includes: The device transmits 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 remaining balance value and the increasing 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, wherein in the step of executing a clearing program, it further includes: the clearing server device determines whether the first transaction amount is greater than a first amount of a first account set by the first financial server device in a first account of the clearing server device ; 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 according to the first transaction amount; when the first transaction amount is greater than the first amount, the clearing server sends the first transaction order storing 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 extracts the first transaction order from the insufficient balance queue and executes the transaction according to the first transaction Amount minus the first amount.

Furthermore, the present invention discloses a decentralized 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 A non-business hour interval and a business hour interval, the clearing server device stores a remaining balance value of the first financial server device, and during the non-business hours interval, the clearing server device sequentially obtains one of the first financial server devices. A transaction command and a second transaction command. The first transaction command includes a first transaction amount, and the second transaction command includes a second transaction amount. When the net amount between the first transaction amount and the second transaction amount accumulated by the clearing server is greater than When the balance value is retained, the clearing server rejects the second transaction command and executes a clearing procedure.

This creation provides an embodiment, the content of which is a non-centralized clearing system, wherein the clearing server obtains all or part of a total amount of a plurality of accounts of the first financial server as the remaining balance value.

This creation provides an embodiment, the content of which is a non-centralized clearing system, wherein the clearing server executes clearing procedures after non-business hours.

This creation provides an embodiment, the content of which is a non-centralized clearing system, wherein after the clearing server rejects the second transaction command, it transmits a result of rejecting the second transaction command 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 first transaction amount and the second transaction amount accumulated by the clearing server device is greater than the sum of the retained balance value and the increased balance value, the clearing server device rejects the second transaction command.

The present creation provides an embodiment of a decentralized clearing system, wherein the event includes notifying the clearing server of an increase in the balance value.

This creation provides an embodiment, the content of which is a non-centralized clearing system, wherein the clearing server device determines whether the first transaction amount is greater than the first financial server device is set in one of the clearing server devices during the execution of the clearing process. A first amount of one of the accounts, 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 according to the first transaction amount, and when the first transaction amount is greater than the first amount, the clearing server The device stores the first transaction order in an insufficient balance queue, the clearing server device deposits the second transaction amount of the second transaction order into the first account, and the clearing server device takes out the first transaction order from the insufficient balance queue, And deduct the first amount according to the first transaction amount.

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

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

The present invention provides another embodiment, wherein when the sum of the transaction amount is greater than the liquidation threshold, the step of executing a liquidation procedure further includes: a first financial server device corresponding to a first financial server device in the transaction command taken out by the liquidation server device is disposed in the liquidation server device. A plurality of payment orders or/and a plurality of payment orders of a first account; the clearing server device deposits the first account according to the transaction amount corresponding to the payment order; the clearing server device stores the payment order in an insufficient balance queue and the clearing server sequentially takes out payment orders from the insufficient balance queue and deducts a first amount of the first account according to the transaction amount corresponding to the payment order.

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

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

In addition, this creation further discloses a threshold clearing system, which includes: a clearing server; wherein, the clearing server sets a clearing time value and a clearing threshold when executing, and within the clearing time value, the clearing server calculates A plurality of transaction orders are received, and the transaction orders include a plurality of transaction amounts. When the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is executed.

This creation provides yet another embodiment, the content of which is a clearing system with a threshold, wherein the clearing server extracts a transaction command corresponding to a first financial server set in a first account of the clearing server during the clearing process. , the transaction command includes a plurality of payment commands or/and a plurality of payment commands, the clearing server device deposits the transaction amount corresponding to the payment command into the first account, and the clearing server device stores the payment command in an insufficient balance queue, The clearing server sequentially takes out payment orders from the insufficient balance queue and deducts a first amount of the first account according to the transaction amount corresponding to the payment order.

This creation provides yet another embodiment, the content of which is a threshold-based clearing system, wherein the clearing server sequentially takes out payment orders from the insufficient balance queue and deducts a first account of the first account according to the transaction amount corresponding to the payment order. When there is an amount, when the first amount is greater than or equal to the transaction amount, the clearing server deducts the first amount of the first account according to the transaction amount corresponding to the payment command.

In order to enable your reviewers to have a further understanding and understanding of the features of this creation and the effects achieved, I would like to provide examples and accompanying descriptions, which are as follows:

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

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

The following will further explain the features and matching systems provided by a non-centralized clearing system disclosed by this creation:

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

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

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

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

Step S140: Execute a clearing procedure.

Next, the system for achieving the decentralized clearing of this embodiment will be described. Please refer to Figure 2, which is a block diagram of an embodiment of the present invention. As shown in Figure 2, the system of decentralized clearing of the present invention, It may include the clearing server 10 and a plurality of financial server devices 20, but in this embodiment, the clearing server 10 and the first financial server 22 in the financial server 20 are used for description; in addition, the clearing server 10 is also provided with a business Day 12 and business day 12 are further provided with a non-business hour interval 122 and a business hour interval 124 . For example, during the non-holidays of the Bank of my country, which is the business day 12, the business hours interval 124 of the clearing server 10 is usually set from 9:00 to 15:00. Then the whole day belongs to the non-business hours interval 122 and is included in the non-business hours interval 122 of the business day 12, but is not limited thereto.

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

Please refer to FIG. 2, as shown in step S110, the clearing server 10 stores a remaining balance value 222 of one of the first financial server 22 at the beginning of the non-business time interval 122, which may be provided by the first financial server 22 to the clearing Servo device 10; Here, the remaining balance value 222 is determined according to a total amount 240 included in the plurality of accounts 24 of the first financial server device 22, which may be all or part of the total amount 240, but is not limited thereto. For example, the reserved balance value 222 is determined by 15% of the total amount 240 according to the required reserve ratio, but not limited thereto.

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

As detailed below, the clearing server 10 can obtain a plurality of transaction commands 202 of the financial server 20 in sequence. In this embodiment, the clearing server 10 obtains the first financial server 22 of the financial server 20 in sequence. The first transaction command 224 and the second transaction command 226 are described; the order here refers to first-in, first-out, that is, the transaction command 202 obtained by the clearing server 10 at the latest is the second transaction command 226 , and the transaction command 202 obtained earlier For the first transaction order 224, here, it can be established for two or more transaction orders 202, but 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 remaining balance value 222, the clearing server 10 rejects the second transaction command 226; When the two transaction commands 226 are to pay the first transaction amount 228 and deposit the second transaction amount 230 respectively, the first transaction amount 228 and the second transaction amount 230 will be offset to each other to form the net amount 246, but not limited to this; after step S130 , within the non-business hours interval 122, return to step S120.

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

Referring to FIG. 4, step S130 further includes:

Step S132: The clearing server sends 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 by the clearing server is greater than the sum of the remaining balance and the added balance, the clearing server rejects the second transaction command.

As shown in step S132 and referring 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 event 232 to obtain the increased balance value 234, and the first financial server device 22 notifies the settlement server 10 of the increased balance value 234; the event 232 here is, for example, an event of increasing the balance , the first financial server device 22 adds a guarantee to the settlement server device 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 remaining balance value 222 and the increase balance value 234, the clearing server 10 rejects the second transaction command 226 However, when the sum of the first transaction amount 228 and the second transaction amount 230 is still less than or equal to the sum of the remaining balance value 222 and the increasing balance value 234, step S136 is skipped. After step S136, within the non-business hours interval 122, return to step S120.

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

Referring to FIG. 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 in a first account of the clearing server;

Step S144: when the first transaction amount is less than or equal to the first amount, the clearing server deducts the first amount of the first account according to the first transaction amount;

Step S146: 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;

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 takes out the first transaction order from the insufficient balance queue, and deducts the first amount according to the first transaction amount.

The detailed steps of the liquidation procedure 14 are described below 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 amount 244 of the first account 242 set by the first financial server 22 in the clearing server 10, if the first transaction amount 228 is less than or equal to the first amount 244, go to step S1404; if the first transaction amount 228 is greater than the first amount 244, go to step S1406. Here, if the first transaction command 224 is to be deposited 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 necessarily equal to the total amount 240, but only corresponds to the first account 242 of the settlement server 10 set in the first financial server 22, but not limited thereto.

As shown in step S144, when 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 according to the first transaction amount 228, and then returns to step S142.

As shown in step S146 , when the first transaction amount 228 is greater than the first amount 244 , the clearing server 10 stores the first transaction command 224 in 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 takes out the first transaction order 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, according to the first transaction amount 228 The first amount 244 is deducted.

A specific example is provided here. The clearing server 10 has a non-business time interval 122 from 3:00 pm to 9:00 am the next day, and the first financial server device 22 has 30% of the total amount 240 of the account 24 and a total of NT$900. *30%=270 is the remaining balance value 222, the clearing server 10 obtains the first transaction command 224 at 6:00 pm: the first financial server 22 pays NT$200, and obtains the second transaction command at 7:00 pm 226: The first The financial server device 22 pays the amount 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 remaining balance value 222, the second transaction command 226 is rejected and the first financial server device 22 is notified , at 8:00 pm, the first financial server device 22 deposits a margin amount of NT$200 (event 232) to increase the balance value 234; ): the first financial server device 22 receives a payment amount of NT$150. At this time, the accumulated net amount of the 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, Therefore, the second transaction order 226 will not be rejected. At 9:00 am the next day, the non-business hours interval 122 ends. The first account 242 set in the clearing server 10 has a first amount 244: NT$100. First, execute the first transaction order 224: payment amount NT$200, the first transaction amount 228 is greater than the first amount 244, and the first transaction order 224 First, the insufficient balance queue 204, next, the second transaction command 226: the received amount is NT$150, then the first amount deposited 244 is NT$250. A transaction order 224 and according to the first transaction amount 228: NT$200 minus the first amount 244 is NT$50.

Because this creation controls the scale of the total transaction value by establishing a non-centralized clearing system that is applied to non-business hours and adding the remaining balance as the threshold of the total tradable value, it also means controlling the scale of liquidity risk, providing a There is no need to extend the original operating hours, and for currencies with insufficient liquidity, the service of completing transactions and then clearing is provided. Therefore, the non-centralized clearing system of this creation has the advantages of both controlling liquidity risk and providing transaction services during non-business hours, which is especially helpful for foreign currency transaction services.

This creation also provides a threshold clearing system. In view of the fact that the current technology does not provide transaction volume restrictions for timed clearing, and it also causes the clearing institution to be unable to control possible liquidity risks, this creation provides a threshold clearing system. The liquidation server can liquidate according to the threshold.

The following will describe the method flow of the threshold clearing system according to another embodiment of the present invention. Please refer to FIG. 8. The step flow of this embodiment includes the following:

Step S210: The clearing server sets a clearing time value and a clearing threshold value;

Step S220: within the clearing time value, the clearing server calculates the received transaction command, and the transaction command includes a plurality of transaction amounts; and

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

Next, a clearing system with a threshold for achieving the present embodiment will be described. Please refer to FIG. 9 , which is a block diagram of another embodiment of the creation. The clearing system with a threshold of the present invention includes: a clearing server device 10. The financial server device 20 includes a first financial server device 22 . Please refer to FIG. 3 , the clearing server 10 is connected with the financial server 20 through the communication unit 104 , for example, by network connection, but not limited thereto.

As shown in step S210, the clearing server 10 is provided with a clearing time value 106 and a clearing threshold value 108, where the clearing time value 106 refers to the time interval, for example: 3 hours, and the clearing 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 10 receives the transaction command 202. Here, the clearing server 10 may receive the transaction command 202 from the financial server 20, but is not limited to this; each transaction The commands 202 each include a transaction amount 206 .

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

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

Step S232: The clearing server device retrieves a transaction command corresponding to the first financial server device in the first account of the clearing server device, and the transaction command includes a plurality of payment commands or/and a plurality of payment commands;

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

Step S236: The clearing server stores the payment order in the insufficient balance queue; and

Step S238: The clearing server sequentially takes out 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 detailed steps of the liquidation procedure 14 are described below and refer to Figure 11:

As shown in step S232, the clearing server 10 retrieves the transaction command 202 corresponding to the first account 242 of the first financial server 22 in the clearing server 10. The transaction command 202 includes the payment command 208 and/or the payment command 210. Here, taking the first account 242 as an example, there are only two possibilities for the transaction order 202, that is, the first account 242 pays the transaction amount 206 (payment order 210), that is, the first account 242 receives the transaction amount 206 (the payment order 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 commands 210 in the insufficient balance queue 204 in sequence; the sequence here refers to the first-in-first-out principle.

As shown in step S238, the clearing server 10 sequentially takes out 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. 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 order 210 that cannot be used to debit the first account 242 .

A specific example is provided here. Now the clearing server 10 has 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 orders from the financial server 20 within 3 hours. 202 are: the 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, After the total transaction amount 206 of NT$2100 is greater than the liquidation threshold of 108NT$2000, the liquidation procedure 14 will be started immediately. The original first amount 244 of the first account 242 is NT$100, and the collection order 208 (with the amounts of NT$100 and NT$400) is deposited into The first account 242 has the first amount 244: NT$600 at this time, and stores the payment order 210 (the amounts are NT$200, NT$300, NT$200, NT$100, NT$500, NT$300 respectively) in the insufficient balance queue 204, and from From the insufficient balance queue 204, take out the payment order 210 in sequence: the amount NT$200, deduct the first amount 244 to NT$400, and then take out the order less than the first amount 244: the payment amount NT$300, deduct the first amount 244 to NT$100 , and then take out the ones less than the first amount 244 in sequence: the payment amount is NT$100, the deduction of the first amount 244 is NT$0, and the remaining items in the insufficient balance queue 204 that cannot be used to deduct the first account 242 are the payment orders 210 . : The payment amounts are NT$200, NT$500, and NT$300.

Since the liquidation threshold value is set in this embodiment, when the sum of the transaction amounts of the received transaction orders is greater than the liquidation threshold value within the liquidation time value, the liquidation is deemed to have reached the liquidation time value in advance and the liquidation starts. This creation makes the liquidation process more efficient. , and enables the clearing server to grasp the cumulative transaction amount, that is, the liquidity risk scale, which further improves the applicability and competitiveness of this creation in the clearing system.

To sum up, this work is a non-centralized clearing system and a threshold clearing system. It regulates the total value of transactions during non-business hours through the retained balance mechanism, so as to achieve the goal of not extending business hours and when liquidity is insufficient. , which not only completes the transaction but also passively controls the liquidity risk, and regulates the scale of receiving transaction orders during the clearing time by setting the liquidation threshold mechanism to achieve the effect of actively controlling the liquidity risk.

Therefore, this creation is actually novel, progressive and available for industrial use, and it should meet the requirements of patent application in my country's patent law.

However, the above descriptions are only preferred embodiments of the present creation, and are not intended to limit the scope of implementation of the present creation. All equivalent changes and modifications are made according to the shape, structure, characteristics and spirit described in the patent scope of the present creation. , shall be included in the scope of the patent application for this creation.

10: Clearing the Servo 102: Storage unit 104: Communication unit 106: liquidation time value 108: Liquidation threshold 12: Business day 122: Non-business hours 124: Business hours 14: Liquidation Procedures 20: Financial Servo Device 202: Transaction Order 204: Insufficient balance to queue 206: Transaction Amount 208: Collection Order 210: Payment Order 22: The first financial server device 222: retained balance value 224:First transaction order 226:Second transaction order 228: The first transaction amount 230: Second transaction amount 232: increase balance event 234: Increase balance value 236: Results 24: Account 240:Total amount 242: First Account 244: first amount 246:Net S110 to S238: Steps

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

10: Clearing the Servo

12: Business day

122: Non-business hours

124: Business hours

14: Liquidation Procedures

20: Financial Servo Device

202: Transaction Order

22: The first financial server device

222: retained balance value

224:First transaction order

226:Second transaction order

228: The first transaction amount

230: Second transaction amount

24: Account

240:Total amount

246:Net

Claims (10)

A system of non-centralized clearing, which includes: a clearing server; and a first financial server device; Wherein, when the first financial server device and the clearing server device are executed, it includes a non-business hour interval and a business hour interval on a business day, and a remaining balance of the first financial server device is stored in the clearing server device value, during the non-business hours, the clearing server device sequentially obtains a first transaction command and a second transaction command from the first financial server device, the first transaction command includes a first transaction amount, the second transaction command The transaction command includes a second transaction amount. When the net amount between the first transaction amount and the second transaction amount accumulated by the clearing server is greater than the remaining balance value, the clearing server rejects the second transaction order and executes a liquidation procedure. The non-centralized clearing system as claimed in claim 1, wherein all or part of a total amount of a plurality of accounts obtained by the clearing server device from the first financial server device is the remaining balance value. The non-centralized clearing system according to claim 1, wherein the clearing server executes the clearing procedure after the non-business time interval. The non-centralized clearing system according to claim 1, wherein after rejecting the second transaction command, the clearing server transmits a result of rejecting the second transaction command to the first financial server, the first financial server The servo device executes an event to obtain an increased balance value, and when the net amount of the first transaction amount and the second transaction amount accumulated by the clearing server device is greater than the sum of the retained balance value and the increased balance value, the clearing server device rejects the second transaction order. The decentralized clearing system of claim 4, wherein the event includes notifying the clearing server of the increased balance value. The non-centralized clearing system according to claim 1, wherein the clearing server device determines whether the first transaction amount is greater than the first transaction amount set in one of the clearing server devices in the clearing server 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 according to the first transaction amount, when the first transaction amount When the amount 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 takes out the first transaction order from the insufficient balance queue, and deducts the first amount according to the first transaction amount. The decentralized clearing system according to claim 6, wherein after the clearing server takes out the first transaction order from the insufficient balance queue, when the first amount is greater than or equal to the first transaction amount, The clearing server deducts the first amount of the first account according to the first transaction amount of the first transaction command. A thresholded clearing system, which includes: a clearing server; Wherein, the clearing server device sets a clearing time value and a clearing threshold value when executing, and within the clearing time value, the clearing server device calculates and receives a plurality of transaction commands, and these transaction commands include a plurality of transaction amounts. When the sum of the transaction amounts is greater than the liquidation threshold, a liquidation procedure is performed. The system for clearing with thresholds as described in claim 8, wherein the clearing server device extracts the pieces of a first account corresponding to a first financial server device set in a first account of the clearing server device during execution of the clearing process Transaction commands, the transaction commands include a plurality of payment commands or/and a plurality of payment commands, the clearing server deposits the transaction amounts corresponding to the payment commands into the first account, and the clearing The server device stores the payment commands in an insufficient balance queue, and the clearing server device sequentially retrieves the payment commands from the insufficient balance queue and executes the transactions corresponding to the payment commands according to the payment commands. The amount is deducted from the first amount of one of the first accounts. The system for clearing with thresholds as described in claim 8, wherein the clearing server sequentially takes out the payment orders from the insufficient balance queue and according to the transaction amounts corresponding to the payment orders When deducting a first amount from the first account, when the first amount is greater than or equal to the transaction amounts, the clearing server device deducts the first account according to the transaction amounts corresponding to the payment commands the first amount.

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