Risk measurement method and risk measurement system

Abstract

The invention provides a risk measurement and calculation method and a risk measurement and calculation system, which can generate calculation tasks for different risk scenes, adopt a multi-thread mode to carry out distributed parallel calculation, and are beneficial to improving the calculation speed and the operation efficiency. The method is applied to a system comprising a management node, a distribution server and a plurality of computing nodes, and comprises the following steps: the management node obtains risk data generated when a plurality of users perform foreign exchange transactions, generates a plurality of risk instructions according to the risk data of the plurality of users, and sends the plurality of risk instructions to the distribution server; the distribution server receives the plurality of risk instructions, and distributes the plurality of risk instructions to all or part of the plurality of computing nodes according to pre-generated routing information; and all or part of the computing nodes receive the multiple risk instructions and compute risk evaluation parameters of the multiple users according to the multiple risk instructions, and the risk evaluation parameters are used for evaluating the risk level of at least one user.

Description

technical field [0001] The present application relates to the field of information technology, in particular to a risk calculation method and a risk calculation system. Background technique [0002] In the field of banking and financial markets, the foreign exchange margin trading system can provide two-way transactions of long and short. After the customer deposits margin and starts trading, the risk calculation module of the foreign exchange margin trading system can continuously calculate the customer's fund adequacy ratio. When the fund adequacy rate is insufficient, it will send a text message to notify the customer to increase the margin or control the risk through forced liquidation . [0003] The traditional risk calculation process uses polling to calculate the fund adequacy ratio for all customers one by one. With the increase of customers, the amount of calculation continues to increase, and the calculation time becomes longer and longer, eventually causing perfo...

AI Technical Summary

Problems solved by technology

[0003] The traditional risk calculation process uses a polling method to calculate the fund adequacy ratio for all customers one by one. With the increase of customers, the amount of calculation continues to increase, and the calculation time becomes longer and longer, resulting in timeout and other performance problems

In addition, when the market fluctuates violently, the amount of calculation of the risk calculation module will increase sharply. Due to insufficient performance, it may not be able to calculate customer risk indicators in a timely and accurate manner, and cannot notify users of existing risks in a timely manner, which will affect subsequent customer additions. Margin and forced liquidation operations lead customers to trade at unfavorable prices, resulting in unnecessary losses, and also increase the risk of complaints from banks and other financial institutions

Images