Distributed-based streaming financial transaction risk control system and method

Abstract

The invention discloses a distributed flow type financial transaction risk control system and method, which can give full play to the distributed high throughput characteristic and the low delay characteristic of flow type calculation, and solve the risk control pressure problem caused by the market transaction volume and transaction delay of financial derivatives in a current field. According tothe technical scheme, the system comprises a data subscription conversion layer module, an external data subscription and conversion layer module and a data producer serving as a message center layermodule, the message center layer module is used for caching data and carrying out cross-language conversion among the modules; the distributed streaming computation layer module is used for carrying out risk control computation and sending a risk control computation result back to the message center layer module for caching; and the risk control display layer module monitors the risk control calculation result cached by the message center layer module in real time and displays the risk control calculation result.

Description

technical field [0001] The invention relates to a financial transaction software, in particular to a stream-based risk control system and method applied to distributed on-site financial derivatives. Background technique [0002] Financial derivatives are derived and derived on the basis of traditional financial instruments such as currencies, bonds, and stocks, with leverage and credit transactions as the main financial instruments. my country's financial derivatives trading market is mainly divided into the on-exchange market and the over-the-counter market. The on-exchange market mainly trades standardized futures contracts and option contracts, mainly on the China Financial Futures Exchange, Shanghai Stock Exchange, and Shenzhen Stock Exchange; the off-exchange market trades non-standardized contracts, including forwards, swaps, Foreign options, etc., mainly in the inter-bank market and securities companies. [0003] At present, the on-site financial derivatives market ...

AI Technical Summary

Problems solved by technology

The overall performance is that the entrusted transaction volume of the entire market has steadily increased, transaction delays have gradually decreased, and real-time transaction risks have become more difficult to monitor, resulting in rising risk control pressure on the market

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