Parallel data processing system and method

A data processing system and parallel processing technology, applied in the field of data processing, can solve the problems of slow processing speed of credit risk measurement data processing system, waste of system resources, long calculation results, etc., so as to shorten processing time, save system resources, and improve timeliness. improved effect

Active Publication Date: 2012-03-28
INDUSTRIAL AND COMMERCIAL BANK OF CHINA
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Problems solved by technology

[0006] Therefore, the processing speed of the current credit risk measurement data processing system is very slow and the efficiency is very low, which

Method used

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  • Parallel data processing system and method
  • Parallel data processing system and method
  • Parallel data processing system and method

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Embodiment Construction

[0018] In order to make the object, technical solution and advantages of the present invention clearer, the present invention will be described in further detail below in conjunction with specific embodiments and with reference to the accompanying drawings.

[0019] Before introducing the technical solutions of the present invention, first understand the meanings of the following terms.

[0020] Exposure at Default (EAD): EAD is the abbreviation of Exposure at Default. When the customer does not default, the EAD of the on-balance sheet business is equal to the book value of the asset, and the EAD of the off-balance sheet business is converted through the credit conversion factor (CCF). When the customer defaults, the EAD is equal to the debt financing balance.

[0021] Loss at Default (LGD): LGD is the abbreviation of Loss Given Default, which measures the ratio of the loan loss amount to the default risk exposure after the borrower defaults.

[0022] Probability of default (...

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Abstract

The invention discloses a parallel data processing system and method. The system comprises: a terminal device for inputting parameters for measuring credit risk and request data for starting to measure the credit risk; a master control unit for respectively comparing the current CPU (Central Processing Unit) use percentage and internal memory use percentage of the system with the CPU use percentage upper limit and the internal memory use percentage upper limit, and executing corresponding treatment according to the comparison result; a profession relevance coefficient generation unit for generating an in-pool relevance coefficient of a computing pool; a parallel processing control unit for judging whether the current idle states of the CPU and the internal memory can meet the requirements of N parallel tasks, if so, equally allocating the resources to N parallel processing units; and parallel processing units for computing default loss measurement according to the in-pool relevance coefficient and the related parameters stored in a data storage device. With the system and method disclosed by the invention, the computation time can be shortened, and the timeliness can be improved.

Description

technical field [0001] The invention relates to the technical field of data processing, in particular to a parallel data processing device and method. Background technique [0002] With the development of the economy, the type and quantity of the bank's business are increasing sharply, which makes the various data processing systems of the bank face huge challenges, and some systems urgently need to be improved to meet the needs of processing massive data. [0003] For example, a traditional credit risk measurement data processing system includes a data storage device, various measurement data generation units, serial processing units, various measurement processing units and terminal devices. [0004] The characteristic of this system is that it adopts the default model designed by Morton theory, and uses Monte Carlo simulation method to measure portfolio economic capital. Port, default loss rate, default probability, number of customers, credit rating, pool type and other...

Claims

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Application Information

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IPC IPC(8): G06F13/42G06F9/50G06Q40/02
Inventor 王玥婷叶宗睿蔡海清朱佳宁
Owner INDUSTRIAL AND COMMERCIAL BANK OF CHINA
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