Data processing method and system for risk weighted asset calculation

A risk-weighted, asset calculation technology, applied in data processing applications, calculations, instruments, etc., can solve the problems of high I/O consumption, high resource requirements, and low RWA calculation efficiency, and achieve the goal of avoiding repeated storage and improving processing efficiency. Effect

Active Publication Date: 2012-03-28
CHINA CONSTRUCTION BANK
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Problems solved by technology

[0002] Currently, in the field of Risk-Weighted Assets (RWA) calculations, the calculation engines of mature software packages are deployed in the application server environment. RWA calculations usually consume a large amount of application server resources and input/output with the database server ( I/O) resources ca

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  • Data processing method and system for risk weighted asset calculation
  • Data processing method and system for risk weighted asset calculation
  • Data processing method and system for risk weighted asset calculation

Examples

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Example Embodiment

[0034] figure 2 It is Embodiment 2 of a data processing method for calculating risk-weighted assets according to the present invention, such as figure 2 As shown, the method includes:

[0035] S201: Extract basic data for performing risk-weighted asset calculation on debt items from a risk data mart according to a first mapping document. exist figure 1 The content of the first mapping document and the risk data mart has been described in detail in the illustrated embodiment 1, so it is not repeated here.

[0036]S202, processing a derivative data item for calculating risk-weighted assets for the basic data according to the first mapping document as a part of the basic data. The derivative data items have identification bits and numerical fields, etc. The calculation of the derivative data items is for the needs of subsequent calculation, and also to reduce the data coupling between the interface layer and the middle layer, the result layer and the report layer, and finall...

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Abstract

The invention discloses a data processing method and a data processing system for risk weighted asset calculation. The system comprises a data extraction module, a field value calculation module, a risk weighted asset value calculation module and a report display module. In the method and the system, a data storage model for the risk weighted asset calculation is divided into four layers; data processing for the risk weighted asset calculation is realized among the layers by extracting, converting and loading data according to respective mapping documents of the four layers, so repeated data storage is avoided, a large quantity of application server resources is not required, and the processing efficiency of the system is improved on the premise of realizing the function of the system. Furthermore, uniform processing for a large amount of readily available data can be realized by splitting a logic of the risk weighted asset calculation according to asset classification, calculating risk weighted asset values respectively and finally integrating calculated results; and therefore, the processing efficiency of the system can be improved and the cost of the system can be reduced.

Description

technical field [0001] The invention relates to the field of risk-weighted asset calculation, in particular to a data processing method and system for risk-weighted asset calculation. Background technique [0002] Currently, in the field of Risk-Weighted Assets (RWA) calculations, the calculation engines of mature software packages are deployed in the application server environment. RWA calculations usually consume a large amount of application server resources and input / output with the database server ( I / O) resources cannot make full use of the data processing capabilities of high-performance database servers, so when processing massive data, due to the large I / O consumption of data processing reading, storage, and file interaction, it will cause RWA calculations Inefficiencies and high resource requirements lead to increased costs. [0003] In addition, according to the business scope calculated by RWA, the required source data involves corporate credit process, retail p...

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Application Information

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IPC IPC(8): G06Q40/06
Inventor 李森张树贵高志慧王健勇刘贤荣车春雷朱林竹高鑫
Owner CHINA CONSTRUCTION BANK
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