Multi-mortgage guarantee clearing ability assessment and risk disposal method and device, electronic equipment and storage medium

Abstract

The invention discloses a multi-mortgage guarantee clearing ability assessment and risk disposal method and device, electronic equipment and a storage medium, and relates to the field of financial risk assessment. According to the technical scheme, the method comprises the following steps of: evaluating the clearing capability, obtaining a mortgage guarantee object type, and determining a mortgage guarantee object clearing capability value; performing settlement risk assessment, and obtaining a comprehensive settlement capability coefficient of the assessment object after loan default; carrying out clearing risk early warning, and carrying out risk prompting to a lending institution according to the comprehensive clearing capability coefficient of the evaluation object; and carrying out clearing risk disposal, calculating an amount of adding or replacing the mortgage guarantee according to the comprehensive clearing capability coefficient of the evaluation object and a preset lowest comprehensive clearing capability coefficient, and displaying a mortgage guarantee supplementing scheme to a lending institution. The problem of low stock loan risk assessment and disposal efficiency in the prior art is solved.

Description

Technical Field

[0001] The present invention relates to the technical field of financial risk assessment, and more specifically, to a method, device, electronic device and storage medium for assessing the solvency of multiple mortgage collateral and handling risks. Background Art

[0002] Collateral is an important credit risk mitigation tool in credit management, also known as the "second source of repayment", and plays an irreplaceable and important role in controlling default risk. The quality of collateral is one of the important factors in determining loan pricing, and it also plays a very important role in the credit evaluation of credit customers by commercial banks, guarantee companies, loan companies and other lending institutions. At the same time, as the "second source of repayment" of lending institutions, collateral is a strong guarantee for lending institutions to recover the loan amount when it matures. Therefore, a reasonable assessment of the repayment capacity of collateral is particularly important, which plays an important reference role in lending institutions, financial regulatory authorities' supervision, and supply chain financing between enterprises with accounts receivable and accounts payable. In the existing technology, risk avoidance is more often carried out by pre-mortgage review. There is no effective system for evaluating the risk of existing loans. If the existing loans are screened and analyzed manually, it will consume a lot of manpower, material and financial resources, and the efficiency of sorting is extremely low. Summary of the invention

[0003] In a first aspect, the present invention provides a method for evaluating the repayment capacity and handling risks of multiple mortgage collateral, which makes up for the deficiency of the prior art in ignoring the risks of multiple mortgage collateral.

[0004] A method for evaluating the solvency of multiple mortgage collateral and handling risks, comprising the following steps:

[0005] S1. Obtain a list of mortgage collateral types and obtain the repayment capacity parameters of the mortgage collateral;

[0006] S2. Analyze the comprehensive solvency coefficient after loan default through the mortgage repayment capacity parameter, the mortgage collateral guarantee amount, and the mortgage collateral guarantee ratio to obtain the comprehensive solvency coefficient;

[0007] S3. Send risk warning information to the warning terminal according to the comparison result of the comprehensive solvency coefficient of the assessment object and the preset comprehensive solvency coefficient threshold;

[0008] S4. Determine the size of the comprehensive solvency coefficient of the assessment object and the preset minimum comprehensive solvency coefficient; if the comprehensive solvency coefficient is less than the preset minimum comprehensive solvency coefficient; generate correction plan information and send the correction plan information to the prompt terminal; the correction plan information is the type of replacement or substitution of the mortgage collateral and the corresponding amount.

[0009] Preferably, the method comprises the following steps:

[0010] S1. Obtain the credit information of the lending institution, pre-process the credit information, obtain the catalog of mortgage collateral types and the repayment capacity parameters of the mortgage collateral, and build a mortgage collateral repayment capacity parameter database; obtain the risk level classification parameters and build a risk level assessment model;

[0011] S2. Obtain the types of mortgage collaterals of the assessed object's loan, obtain the proportion of each mortgage collateral to the loan amount, and obtain the comprehensive solvency coefficient of the assessed object through a comprehensive solvency assessment model;

[0012] S3. Obtain the repayment risk level of the assessed object according to the risk level assessment model and the comprehensive repayment capacity coefficient; and send the repayment risk level information of the assessed object to the prompt terminal;

[0013] S4. Determine the size of the comprehensive solvency coefficient of the assessment object and the preset minimum comprehensive solvency coefficient; if the comprehensive solvency coefficient is less than the preset minimum comprehensive solvency coefficient; generate correction plan information and send the correction plan information to the prompt terminal; the correction plan information includes the type of replacement or substitution of the mortgage collateral and the corresponding amount.

[0014] Preferably, the mortgage collateral repayment capacity parameter is obtained through a mortgage collateral repayment capacity parameter model formula; the mortgage collateral repayment capacity parameter model formula is:

[0015] S=T*R

[0016] Among them, S is the repayment capacity parameter of the mortgage collateral; T is the repayment rate of the mortgage collateral; and R is the discount rate of the mortgage collateral.

[0017] Preferably, the comprehensive solvency assessment model formula is as follows:

[0018]

[0019] in, represents the comprehensive repayment capacity parameter of the i-th loan; n represents the number of types of collateral under a contract; e is the natural base number, which is a constant of e = 2.718; w ij It represents the proportion of the security amount of the jth mortgage collateral in the i-th loan to the total loan amount; s ij represents the repayment capacity parameter of the jth mortgage collateral in the i-th loan;

[0020] The comprehensive solvency coefficient is calculated based on the comprehensive solvency parameters. The calculation formula for the comprehensive solvency coefficient is as follows:

[0021]

[0022] Among them, S i is the comprehensive repayment ability coefficient of this loan.

[0023] Preferably, the risk level division parameters are 60%, 80%, 90%, 100%; the risk assessment model is used to implement risk assessment;

[0024] If 0 ≤ S i < 60%, the risk assessment model determines that the repayment risk level of this loan is high risk;

[0025] If 60% ≤ S i < 80%, the risk assessment model determines that the repayment risk level of this loan is medium-high risk;

[0026] If 80% ≤ S i < 90%, the risk assessment model determines that the repayment risk level of this loan is medium-low risk;

[0027] If 90% ≤ S i < 100%, the risk assessment model determines that the repayment risk level of this loan is low risk;

[0028] If S i = 100%, the risk assessment model determines that the risk repayment level of this loan is risk-free;

[0029] Send the repayment risk level information of this loan to the prompt terminal.

[0030] Preferably, the method for generating the correction plan information is as follows:

[0031] After obtaining the data of the collateral repayment ability parameter database, randomly select the types of collateral with collateral repayment ability parameters greater than 0;

[0032] Obtain the initial value K ih ;

[0033] Through the comprehensive repayment ability assessment model, obtain the comprehensive repayment ability coefficient S i ' of this loan after adding this collateral;

[0034] Compare the new comprehensive repayment ability coefficient S i ' with the preset minimum comprehensive repayment ability coefficient S0; if S i ' < S0, then update the collateral amount K ih + Δ k of the collateral, and recalculate to obtain the new comprehensive repayment ability coefficient S ih ' and compare with S0;​​

[0035] If S i ′≥S0, then stop updating and obtain the revised plan information, which includes the type of mortgage collateral and the collateral amount K of the mortgage collateral. ih .

[0036] In a second aspect, the present invention provides a multi-collateral collateral solvency assessment and risk management device, comprising:

[0037] The solvency assessment module is used to obtain a catalog of mortgage collateral types and solvency parameters of mortgage collateral;

[0038] The repayment risk assessment module is used to analyze the comprehensive repayment capacity coefficient after loan default through the repayment capacity parameters of mortgage loans, the amount of mortgage collateral, and the guarantee ratio of mortgage collateral, and obtain the comprehensive repayment capacity coefficient;

[0039] The solvency risk warning module is used to send risk warning information to the prompt terminal according to the comparison result of the comprehensive solvency coefficient of the assessment object and the preset comprehensive solvency coefficient threshold;

[0040] The repayment risk disposal module is used to determine the comprehensive repayment capacity coefficient of the assessed object and the preset minimum comprehensive repayment capacity coefficient; if the comprehensive repayment capacity coefficient is less than the preset minimum comprehensive repayment capacity coefficient, then the correction plan information is generated and sent to the prompt terminal; the correction plan information is the type of replacement or substitution of the mortgage collateral and the corresponding amount.

[0041] Preferably, the solvency assessment module is used to obtain the credit information of the lending institution, pre-process the credit information, obtain the catalog of mortgage collateral types and the solvency parameters of the mortgage collateral, and build a database of the solvency parameters of the mortgage collateral; obtain the risk level classification parameters and build a risk level assessment model;

[0042] The repayment risk assessment module is used to obtain the types of mortgage collaterals of the assessed object's loan, the proportion of each mortgage collateral to the loan amount, and obtain the comprehensive repayment capacity coefficient of the assessed object through a comprehensive repayment capacity assessment model;

[0043] The repayment risk warning module is used to obtain the repayment risk level of the assessed object according to the risk level assessment model and the comprehensive repayment capacity coefficient; and send the repayment risk level information of the assessed object to the prompt terminal;

[0044] The repayment risk disposal module is used to determine the size of the comprehensive repayment capacity coefficient of the assessed object and the preset minimum comprehensive repayment capacity coefficient; if the comprehensive repayment capacity coefficient is less than the preset minimum comprehensive repayment capacity coefficient, then generate correction plan information and send the correction plan information to the prompt terminal; the correction plan information includes the type of replacement or substitution of the mortgage collateral and the corresponding amount.

[0045] Preferably, the solvency assessment module obtains the solvency parameter of the mortgage collateral through a solvency parameter model formula of the mortgage collateral; the solvency parameter model formula of the mortgage collateral is:

[0046] S=T*R

[0047] Among them, S is the repayment capacity parameter of the mortgage collateral; T is the repayment rate of the mortgage collateral; and R is the discount rate of the mortgage collateral.

[0048] Preferably, the repayment risk assessment module obtains the comprehensive repayment capacity coefficient through a repayment capacity assessment model; the formula of the comprehensive repayment capacity assessment model is as follows:

[0049]

[0050] in, represents the comprehensive repayment capacity parameter of the i-th loan; n represents the number of types of collateral under a contract; e is the natural base, which is a constant of e = 2.718; w ij It represents the proportion of the security amount of the jth mortgage collateral in the i-th loan to the total loan amount; s ij represents the repayment capacity parameter of the jth mortgage collateral in the i-th loan;

[0051] The comprehensive solvency coefficient is calculated based on the comprehensive solvency parameters. The calculation formula for the comprehensive solvency coefficient is as follows:

[0052]

[0053] Among them, S i It is the comprehensive repayment capacity coefficient of the loan.

[0054] Preferably, after the repayment risk warning module obtains the risk level classification parameters, risk assessment is implemented through a risk assessment model, and the assessment model method is as follows:

[0055] If 0≤S i <60%, the risk assessment model determines that the loan repayment risk level is high risk;

[0056] If 60%≤S i <80%, the risk assessment model determines that the loan repayment risk level is medium-high risk;

[0057] If 80% ≤ S i <90%, the risk assessment model determines that the loan repayment risk level is medium - low risk;

[0058] If 90% ≤ S i <100%, the risk assessment model determines that the loan repayment risk level is low risk;

[0059] If S i =100%, the risk assessment model determines that the loan risk repayment level is risk - free;

[0060] Send the loan repayment risk level information to the prompt terminal.

[0061] Preferably, the method for generating the correction plan information of the repayment risk disposal module is as follows:

[0062] After obtaining the data of the collateral repayment ability parameter database, randomly select the collateral types with collateral repayment ability parameters greater than 0;

[0063] Obtain the initial value K ih ;

[0064] Through the comprehensive repayment ability assessment model, obtain the comprehensive repayment ability coefficient S i ′ of the loan after adding the collateral;

[0065] Compare the new comprehensive repayment ability coefficient S i ′ with the preset minimum comprehensive repayment ability coefficient S0; if S i ′ < S0, then update the collateral amount K ih +Δ k of the collateral, recalculate to obtain the new comprehensive repayment ability coefficient S ih ′ and compare it with S0; i If S

[0066] ′≥S0, stop the update and obtain the correction plan information, where the correction plan information includes the collateral type and the collateral amount K i of the collateral ih .

[0067] Thirdly, the present invention provides an electronic device, which includes: a memory and a processor;

[0068] The memory is used to store program codes and transmit the program codes to the processor;

[0069] The processor is used to execute the steps of the multi-collateral collateral repayment capacity assessment and risk management method as described in any one of the first aspects above according to the instructions in the program code.

[0070] In a fourth aspect, the present invention provides a computer-readable storage medium, wherein the computer-readable storage medium stores computer instructions. When the computer instructions are executed on an electronic device, the electronic device executes the steps of the method for evaluating the solvency of multiple mortgage collateral and handling risks as described in any one of the first aspects.

[0071] In summary, the present invention has at least one of the following beneficial effects:

[0072] 1. The present invention provides a computer-processable risk assessment and risk disposal method and a corresponding computer device, through which the existing loans of financial institutions can be processed in batches, risk levels can be given and remedial solutions can be provided; the ability to control the risks of existing loans is greatly improved. The processing efficiency is high, and manpower, material and financial resources can be saved.

[0073] 2. The present invention proposes a method for evaluating the solvency of multiple mortgage collateral and handling risks, which provides the borrower's comprehensive solvency coefficient, risk level, and risk handling method, and opens up new ideas for evaluating the comprehensive solvency of multiple mortgage collateral.

[0074] 3. When banks evaluate the comprehensive solvency of multiple mortgages and pledges, they often only consider the mortgages and pledges with the strongest solvency, ignoring the objective facts of other mortgages and pledges, and failing to provide information on how to deal with risks. The present invention constructs a mortgage evaluation system consisting of multiple units, and uses the idea of ​​realizing the maturity of multiple mortgages at the same time, effectively compensating the losses of lending institutions.

[0075] 4. The patented method for evaluating the repayment capacity and handling risks of multiple mortgage collateral can be applied to lending institutions such as commercial banks, guarantee companies, and loan companies. It plays an important reference role in the lending of lending institutions, the supervision of financial regulatory authorities, and supply chain financing between enterprises with accounts receivable and accounts payable. BRIEF DESCRIPTION OF THE DRAWINGS

[0076] Figure 1 Schematic diagram of the method for evaluating the solvency of multiple mortgage collateral and handling risks in the embodiment

[0077] Figure 2 Schematic diagram of a device for evaluating the solvency of multiple mortgage collateral and handling risks in an embodiment DETAILED DESCRIPTION

[0078] In order to make the technical problems, technical solutions and beneficial effects to be solved by the present invention more clearly understood, the present invention is further described in detail below in conjunction with the accompanying drawings and embodiments.

[0079] like Figure 1 As shown, a method for evaluating the solvency of multiple collateral and handling risks includes the following steps:

[0080] S1. The processing terminal obtains the credit information of the lending institution, pre-processes the credit information, obtains the catalog of mortgage collateral types and the repayment capacity parameters of the mortgage collateral, and builds a mortgage collateral repayment capacity parameter database; obtains the risk level classification parameters, and builds a risk level assessment model;

[0081] S2. The processing terminal obtains the types of mortgage collaterals of the assessed object's loan, obtains the proportion of each mortgage collateral to the loan amount, and obtains the comprehensive solvency coefficient of the assessed object by calling the comprehensive solvency assessment model;

[0082] S3. The processing terminal obtains the comprehensive solvency coefficient by calling the risk level assessment model, and then obtains the solvency risk level of the assessment object; and sends the solvency risk level information of the assessment object to the prompt terminal;

[0083] S4. The processing terminal determines the size of the comprehensive solvency coefficient of the assessment object and the preset minimum comprehensive solvency coefficient; if the comprehensive solvency coefficient is less than the preset minimum comprehensive solvency coefficient, then generates correction plan information and sends the correction plan information to the prompt terminal; the correction plan information includes the type of replacement or substitution of the mortgage collateral and the corresponding amount.

[0084] The processing terminal is a computer or a server including a processor and a memory; the prompt terminal is a computer including a processor and a memory, or a display.

[0085] In step S1, as shown in Table 1, the repayment capacity parameters of the mortgage collateral can be set through the manual input processing terminal. For example, the repayment capacity of the mortgage collateral such as the loan certificate of deposit pledge, treasury bond pledge and margin is the highest, so the parameter is 100%; the credit repayment capacity is the lowest, so the parameter is 0. The repayment capacity parameters of other types of mortgage collateral are between 0 and 100%, with an upper and lower range of 5%.

[0086] Table 1. Database of parameters for the repayment capacity of collateral

[0087]

[0088]

[0089] Table 1 shows some of the data in the database.

[0090] In other possible embodiments, the mortgage collateral repayment capacity parameter is obtained through the following steps: the processing terminal obtains the type of mortgage collateral of the lending institution through the credit management system of the lending institution; and obtains the repayment capacity parameter by calling the mortgage collateral repayment capacity parameter model, wherein the mortgage collateral repayment capacity parameter model formula is:

[0091] S=T*R

[0092] Among them, S is the repayment capacity parameter of the mortgage collateral; T is the repayment rate of the mortgage collateral; and R is the discount rate of the mortgage collateral.

[0093] The mortgage repayment rate refers to the success rate of realization of this type of mortgage in the lending institution; that is, the ratio of the actual realization amount of the mortgage after the repayment procedure to the mortgage of this type that entered the repayment procedure.

[0094] The discount rate of the mortgage collateral refers to the ratio of the amount of the mortgage collateral realized after entering the repayment procedure to the assessed value of the mortgage collateral. Through the above scheme, the repayment capacity parameters of the mortgage collateral can be obtained more accurately. This assignment is more consistent with the actual situation.

[0095] In step S2, the comprehensive solvency assessment model formula is as follows:

[0096]

[0097] in, represents the comprehensive repayment capacity parameter of the i-th loan; n represents the number of types of collateral under a contract; e is the natural base, which is a constant of e = 2.718; w ij It represents the proportion of the security amount of the jth mortgage collateral in the i-th loan to the total loan amount; s ij represents the repayment capacity parameter of the jth mortgage collateral in the i-th loan; It indicates the score of all the collaterals in the ith loan that cannot repay the loan. The larger the denominator value is, the less likely the ith loan is to be repaid. Therefore, the comprehensive repayment capacity S of the ith loan is i 0 The larger the number, the more likely the loan will be repaid, and vice versa.

[0098] According to the comprehensive solvency assessment model formula, the maximum solvency is 100% and the minimum solvency is 2 / (1+e)×100%≈53.8%. The comprehensive solvency is normalized to ensure that the comprehensive solvency parameter S i 0 In the range of [0,100%]. The formula for calculating the comprehensive solvency coefficient is as follows:

[0099]

[0100] In the formula, S i is the comprehensive solvency coefficient of the loan. Through the above formula, it is ensured that the comprehensive solvency coefficient of multiple mortgage collateral converges to 0 at the minimum and 100% at the maximum, that is, the final comprehensive solvency coefficient S i Always stay within the range [0,100%].

[0101] In step S3, the processing terminal may obtain risk level classification parameters in a manually input manner, such as risk level classification parameters of 60%, 80%, 90%, and 100%;

[0102] If 0≤<60%, the risk assessment model determines that the loan repayment risk level is high risk;

[0103] If 60%≤<80%, the risk assessment model determines that the loan repayment risk level is medium-high risk;

[0104] If 80%≤<90%, the risk assessment model determines that the loan repayment risk level is medium-low risk;

[0105] If 90%≤<100%, the risk assessment model determines that the loan repayment risk level is low;

[0106] If = 100%, the risk assessment model determines that the loan risk repayment level is risk-free;

[0107] Preferably, according to the five risk levels of high, medium-high, medium-low, low and no risk, the warning colors are set to purple, red, orange, yellow and green. The processing terminal sends the color information of the corresponding risk level of the loan to the prompt terminal.

[0108] In other possible embodiments, the comprehensive solvency risk classification can be any one of two, three, four, or six levels; the percentage intervals adapted thereto can be set according to actual conditions. Of course, in order to further refine the risk levels, other classification schemes and classification intervals may also be used.

[0109] like Figure 2 As shown, in step S4, the following steps are included:

[0110] S41, after the processing terminal obtains the comprehensive solvency coefficient and the preset minimum comprehensive solvency coefficient, it determines the minimum comprehensive solvency coefficient and the comprehensive solvency coefficient, and if the minimum comprehensive solvency coefficient is greater than the comprehensive solvency coefficient, execute S42. Otherwise, it ends.

[0111] S42. The processing terminal obtains the collateral solvency parameter database and randomly selects the types of collateral with solvency parameters greater than 0.

[0112] S43. Obtain the initial value of the collateral amount as K ih ; Optionally, K ih = 0;

[0113] Preferably, in S43, the method for determining the initial K ih value is as follows:

[0114] S431. The processing terminal obtains the difference ΔS between the comprehensive solvency coefficient and the maximum solvency parameter, that is, ΔS = 1 - S i ; In other possible embodiments, ΔS is the difference between the comprehensive solvency coefficient and the minimum solvency value preset by the lending institution, that is, ΔS = S0 - S i where S0 is the minimum solvency value preset by the lending institution.

[0115] S432. The processing terminal calls the initial value calculation model formula to obtain K ih , and the initial value calculation model formula is K ih = B * ΔS, where B is the total loan amount.

[0116] S44. The processing terminal obtains the comprehensive solvency coefficient S i ' of this loan after adding the collateral through the comprehensive solvency evaluation model; including the following steps:

[0117] S441. Compare the new comprehensive solvency coefficient S i ' with the preset minimum comprehensive solvency coefficient S0;

[0118] S442. If S i ' < S0, then update the collateral amount K ih of the collateral according to K k + Δ ih , recalculate to obtain the new comprehensive solvency coefficient S i ' and compare it with S0;

[0119] S442. If S i ' ≥ S0, then stop updating and obtain the correction plan information, and the correction plan information includes the type of collateral and the collateral amount K ih .

[0120] Preferably, by repeating the execution of S4, the correction plan information including multiple collateral can be obtained, and the correction plan information is sent to the prompt terminal.

[0121] In a possible embodiment, in the step S41, before executing S42, the step S410 is further included to obtain the collateral with the lowest repayment capacity parameter of the collateral for the loan; recalculate the S after deleting the collateral. i ; Then execute S42~S44, the revised plan information includes the deleted mortgage collateral and the newly added mortgage collateral and their amounts.

[0122] In order to better illustrate a method for evaluating the repayment capacity and handling risks of multiple mortgage collaterals provided in this embodiment, three specific cases are given based on the aforementioned method.

[0123] Case 1:

[0124] Table 2 Customer A's mortgage guarantee information

[0125]

[0126] In this loan, Customer A chooses treasury bond pledge and margin. The processing terminal calls the mortgage collateral solvency parameter database and finds that the solvency parameter of treasury bond pledge and margin is 100%;

[0127] Processing terminal call comprehensive capacity settlement evaluation model to obtain:

[0128]

[0129] The processing terminal calls the comprehensive solvency coefficient calculation formula to obtain:

[0130]

[0131] The processing terminal calls the risk assessment model and obtains the risk level of Customer A as: no risk.

[0132] According to the five risk levels of high, medium-high, medium-low, low and no risk, the warning colors are set as purple, red, orange, yellow and green. The color used to show the risk level of the loan to the lending institution is green.

[0133] Processing terminal determines the risk gap calculation to get 1-S i =0; the risk gap is 0, so the comprehensive repayment capacity of the mortgage collateral meets the enterprise's requirements and there is no need to increase or replace the mortgage collateral.

[0134] Case 2:

[0135] Table 3 Customer B mortgage guarantee information

[0136]

[0137] In this loan, Customer A chooses treasury bond pledge and margin. The processing terminal calls the database of the repayment capacity parameters of the mortgage collateral and finds that the repayment capacity parameter of the treasury bond pledge is 100%; the repayment capacity parameter of the special machinery and equipment mortgage is 10%

[0138] Processing terminal call comprehensive capacity settlement evaluation model to obtain:

[0139]

[0140] because Therefore

[0141] The processing terminal calls the comprehensive solvency coefficient calculation formula to obtain:

[0142]

[0143] The processing terminal calls the risk assessment model and obtains the risk level of Customer B: no risk.

[0144] According to the five risk levels of high, medium-high, medium-low, low and no risk, the warning colors are set as purple, red, orange, yellow and green. The color used to show the risk level of the loan to the lending institution is green.

[0145] Processing terminal determines risk gap to learn 1-S i =0; the risk gap is 0, so the comprehensive repayment capacity of the mortgage collateral meets the enterprise's requirements and there is no need to increase or replace the mortgage collateral.

[0146] Case 3:

[0147] Table 4 Customer C mortgage guarantee information

[0148]

[0149]

[0150] In this loan, Customer A chooses treasury bond pledge and margin. The processing terminal calls the database of the repayment capacity parameters of the mortgage collateral and finds that the repayment capacity parameter of the treasury bond pledge is 100%; the repayment capacity parameter of the special machinery and equipment mortgage is 10%

[0151] Processing terminal call comprehensive capacity settlement evaluation model to obtain:

[0152]

[0153] The processing terminal calls the comprehensive solvency coefficient calculation formula to obtain:

[0154]

[0155] The processing terminal calls the risk assessment model to obtain the risk level of Customer A: No risk. The risk level of Customer C: Medium-low.

[0156] According to the five risk levels of high, medium-high, medium-low, low and no risk, the warning colors are set as purple, red, orange, yellow and green. The color used to show the risk level of the loan to the lending institution is orange.

[0157] Processing terminal determines risk gap to learn 1-S i =10.8%; the risk gap is 10.8%, so the comprehensive repayment capacity of the mortgage collateral fails to meet the enterprise's requirements, and the mortgage collateral needs to be increased or replaced.

[0158] S42 to S44 are repeatedly executed to recommend revised scheme information including 5 replacement schemes from the 46 types of mortgage collaterals. The revised scheme can achieve the bank's preset minimum comprehensive solvency coefficient of 95%. The five recommended schemes are:

[0159] Option 1: The fund pledges 195,600 yuan.

[0160] Option 2: Pledge of corporate bonds (AAA) RMB 153,600.

[0161] Option three: Pledge financial bonds for RMB 126,500.

[0162] Option 4: Pledge bank acceptance bill or discounted acceptance bill for RMB 113,200.

[0163] Plan 5: The deposit is 107,600 yuan.

[0164] The above are some specific implementations of the collateral evaluation method provided in the embodiments of the present application; based on this, Figure 2 As shown, the present invention also provides a multi-collateral collateral solvency assessment and risk management device, including a processor and a memory. The device includes the following logic modules:

[0165] The solvency assessment module 101 is used to obtain a catalog of mortgage collateral types and to obtain solvency parameters of the mortgage collateral;

[0166] The repayment risk assessment module 102 is used to analyze the comprehensive repayment capacity coefficient after the loan default through the repayment capacity parameters of the mortgage loan, the amount of the mortgage collateral, and the guarantee ratio of the mortgage collateral to obtain the comprehensive repayment capacity coefficient;

[0167] The repayment risk warning module 103 is used to send risk warning information to the prompt terminal according to the comparison result of the comprehensive repayment capacity coefficient of the assessment object and the preset comprehensive repayment capacity coefficient threshold;

[0168] The repayment risk management module 104 is used to determine the size of the comprehensive repayment capacity coefficient of the assessment object and the preset minimum comprehensive repayment capacity coefficient; if the comprehensive repayment capacity coefficient is less than the preset minimum comprehensive repayment capacity coefficient, then generate correction plan information and send the correction plan information to the prompt terminal; the correction plan information is the type of replacement or substitution of the mortgage collateral and the corresponding amount.

[0169] Preferably, the solvency assessment module is used to obtain the credit information of the lending institution, pre-process the credit information, obtain the catalog of mortgage collateral types and the solvency parameters of the mortgage collateral, and build a database of the solvency parameters of the mortgage collateral; obtain the risk level classification parameters and build a risk level assessment model;

[0170] The repayment risk assessment module is used to obtain the types of mortgage collaterals of the assessed object's loan, the proportion of each mortgage collateral to the loan amount, and obtain the comprehensive repayment capacity coefficient of the assessed object through a comprehensive repayment capacity assessment model;

[0171] The repayment risk warning module is used to obtain the repayment risk level of the assessed object according to the risk level assessment model and the comprehensive repayment capacity coefficient; and send the repayment risk level information of the assessed object to the prompt terminal;

[0172] The repayment risk disposal module is used to determine the size of the comprehensive repayment capacity coefficient of the assessed object and the preset minimum comprehensive repayment capacity coefficient; if the comprehensive repayment capacity coefficient is less than the preset minimum comprehensive repayment capacity coefficient, then generate correction plan information and send the correction plan information to the prompt terminal; the correction plan information includes the type of replacement or substitution of the mortgage collateral and the corresponding amount.

[0173] The embodiments of the present application also provide corresponding electronic devices and computer storage media for implementing the solutions provided by the embodiments of the present application.

[0174] Among them, the electronic device includes a memory and a processor, the memory is used to store instructions or codes, and the processor is used to execute the instructions or codes, so that the electronic device executes the multiple mortgage collateral repayment ability assessment and risk management method described in any embodiment of the present application.

[0175] The computer storage medium stores codes, and when the codes are executed, the electronic device executing the codes implements the multiple mortgage collateral repayment capacity assessment and risk management method described in any embodiment of the present application.

[0176] Through the description of the above implementation methods, it can be known that those skilled in the art can clearly understand that all or part of the steps in the above-mentioned embodiment method can be implemented by means of software plus a general hardware platform. Based on such an understanding, the technical solution of the present application can be embodied in the form of a software product, which can be stored in a storage medium, such as a read-only memory (ROM) / RAM, a magnetic disk, an optical disk, etc., including a number of instructions for a computer device (which can be a personal computer, a server, or a network communication device such as a router) to execute the methods described in each embodiment of the present application or some parts of the embodiments.

[0177] Each embodiment in this specification is described in a progressive manner, and the same and similar parts between the embodiments can be referred to each other, and each embodiment focuses on the differences from other embodiments. In particular, for the device embodiment, since it is basically similar to the method embodiment, the description is relatively simple, and the relevant parts can be referred to the partial description of the method embodiment. Some or all of the modules can be selected according to actual needs to achieve the purpose of the scheme of this embodiment. Ordinary technicians in this field can understand and implement it without paying creative work.

[0178] The above description is merely an exemplary embodiment of the present application and is not intended to limit the protection scope of the present application.

Claims

1. A method for evaluating the solvency of multiple mortgage collateral and handling risks, characterized in that: The following steps are included: S1. Obtain a list of mortgage collateral types and obtain the repayment capacity parameters of the mortgage collateral; S2. Analyze the comprehensive solvency coefficient after loan default through the mortgage repayment capacity parameter, the mortgage collateral guarantee amount, and the mortgage collateral guarantee ratio to obtain the comprehensive solvency coefficient; S3. Send risk warning information to the warning terminal according to the comparison result of the comprehensive solvency coefficient of the assessment object and the preset comprehensive solvency coefficient threshold; S4. Determine the comprehensive solvency coefficient of the assessed object and the preset minimum comprehensive solvency coefficient; If the comprehensive solvency coefficient is less than the preset minimum comprehensive solvency coefficient, a correction plan information is generated and sent to the prompt terminal; the correction plan information is the type of replacement or substitution of the mortgage collateral and the corresponding amount.

2. A method for evaluating the solvency of multiple mortgage collateral and handling risks according to claim 1, characterized in that: The following steps are included: S1. Obtain the credit information of the lending institution, pre-process the credit information, obtain the catalog of mortgage collateral types and the repayment capacity parameters of the mortgage collateral, and build a mortgage collateral repayment capacity parameter database; obtain the risk level classification parameters and build a risk level assessment model; S2. Obtain the types of mortgage collaterals of the assessed object's loan, obtain the proportion of each mortgage collateral to the loan amount, and obtain the comprehensive solvency coefficient of the assessed object through a comprehensive solvency assessment model; S3. Obtain the repayment risk level of the assessed object according to the risk level assessment model and the comprehensive repayment capacity coefficient; and send the repayment risk level information of the assessed object to the prompt terminal; S4. Determine the size of the comprehensive solvency coefficient of the assessed object and the preset minimum comprehensive solvency coefficient; If the comprehensive solvency coefficient is less than the preset minimum comprehensive solvency coefficient, a correction plan information is generated and sent to the prompt terminal; The amendment plan information includes the type of replacement or substitution of the mortgage collateral and the corresponding amount.

3. A method for evaluating the solvency of multiple mortgage collateral and handling risks according to claim 2, characterized in that: The mortgage collateral repayment capacity parameter is obtained through the mortgage collateral repayment capacity parameter model formula; the mortgage collateral repayment capacity parameter model formula is: S=T*R Among them, S is the repayment capacity parameter of the mortgage collateral; T is the repayment rate of the mortgage collateral; and R is the discount rate of the mortgage collateral.

4. A method for evaluating the solvency of multiple mortgage collateral and handling risks according to claim 2, characterized in that: The formula of the comprehensive solvency assessment model is as follows: in, represents the comprehensive repayment capacity parameter of the i-th loan; n represents the number of types of collateral under a contract; e is the natural base, which is a constant of e = 2.718; w ij It represents the proportion of the security amount of the jth mortgage collateral in the i-th loan to the total loan amount; s ij represents the repayment capacity parameter of the jth mortgage collateral in the i-th loan; The comprehensive solvency coefficient is calculated based on the comprehensive solvency parameters. The calculation formula for the comprehensive solvency coefficient is as follows: Among them, S i It is the comprehensive repayment capacity coefficient of the loan.

5. A method for evaluating the solvency of multiple mortgage collateral and handling risks according to claim 4, characterized in that: The risk level division parameters are 60%, 80%, 90%, and 100%; the risk assessment model is used to implement risk assessment; If 0≤S i <60%, the risk assessment model determines that the loan repayment risk level is high risk; If 60%≤S i <80%, the risk assessment model determines that the loan repayment risk level is medium-high risk; If 80%≤S i <90%, the risk assessment model determines that the loan repayment risk level is medium-low risk; If 90%≤S i <100%, the risk assessment model determines that the loan repayment risk level is low; If S i =100%, the risk assessment model determines that the loan risk repayment level is risk-free; The repayment risk level information of the loan is sent to the prompt terminal.

6. A method for evaluating the solvency of multiple mortgage collateral and handling risks according to claim 4, characterized in that: The method for generating the revised plan information is as follows: After obtaining the data from the mortgage collateral solvency parameter database, randomly select the mortgage collateral type whose solvency parameter is greater than 0; Get the initial value K of the mortgage collateral amount ih ; Through the comprehensive solvency assessment model, the comprehensive solvency coefficient S of the loan after adding the mortgage collateral is obtained. i ′; Compare the size of the relatively new comprehensive solvency coefficient S i ′ with the preset minimum comprehensive solvency coefficient S0; if S i ′ < S0, then according to K ih +Δ k Update the guaranteed amount K of the collateral ih , recalculate to obtain the new comprehensive solvency coefficient S i ′ and compare with S0; If S i ′≥S0, then stop updating and obtain the revised plan information, which includes the type of mortgage collateral and the collateral amount K of the mortgage collateral. ih .

7. A multi-collateral collateral solvency assessment and risk management device, characterized by: include: The solvency assessment module is used to obtain a catalog of mortgage collateral types and solvency parameters of mortgage collateral; The repayment risk assessment module is used to analyze the comprehensive repayment capacity coefficient after loan default through the repayment capacity parameters of mortgage loans, the amount of mortgage collateral, and the guarantee ratio of mortgage collateral, and obtain the comprehensive repayment capacity coefficient; The solvency risk warning module is used to send risk warning information to the prompt terminal according to the comparison result of the comprehensive solvency coefficient of the assessment object and the preset comprehensive solvency coefficient threshold; The solvency risk management module is used to determine the comprehensive solvency coefficient of the assessment object and the preset minimum comprehensive solvency coefficient; If the comprehensive solvency coefficient is less than the preset minimum comprehensive solvency coefficient, a correction plan information is generated and sent to the prompt terminal; the correction plan information is the type of replacement or substitution of the mortgage collateral and the corresponding amount.

8. The multiple mortgage collateral repayment capacity assessment and risk management device according to claim 7, characterized in that include: The solvency assessment module is used to obtain the credit information of the lending institution, pre-process the credit information, obtain the catalog of mortgage collateral types and the solvency parameters of the mortgage collateral, and build a database of the solvency parameters of the mortgage collateral; Obtain risk level classification parameters and build a risk level assessment model; The repayment risk assessment module is used to obtain the types of mortgage collaterals of the assessed object's loan, obtain the proportion of each mortgage collateral to the loan amount, and obtain the comprehensive repayment capacity coefficient of the assessed object through a comprehensive repayment capacity assessment model; The repayment risk warning module is used to obtain the repayment risk level of the assessed object according to the risk level assessment model and the comprehensive repayment capacity coefficient; and send the repayment risk level information of the assessed object to the prompt terminal; The solvency risk management module is used to determine the size of the comprehensive solvency coefficient of the assessment object and the preset minimum comprehensive solvency coefficient; If the comprehensive solvency coefficient is less than the preset minimum comprehensive solvency coefficient, a correction plan information is generated and sent to the prompt terminal; The amendment plan information includes the type of replacement or substitution of the mortgage collateral and the corresponding amount.

9. An electronic device, characterized in that: The electronic device comprises: a memory and a processor; The memory is used to store program code and transmit the program code to the processor; The processor is used to execute the steps of the multi-collateral repayment capacity assessment and risk management method described in any one of claims 1-7 according to the instructions in the program code.

10. A computer-readable storage medium, characterized in that: The computer-readable storage medium stores computer instructions. When the computer instructions are executed on an electronic device, the electronic device executes the steps of the multiple mortgage collateral repayment capacity assessment and risk management method as described in any one of claims 1 to 7.

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