Credit and Investment Limit Management System

Abstract

A credit and investment limit management system includes a data collection module, a risk calculation module, a limit calculation module, and an alert notification module. The data collection module queries and collects real-time risk indicator data from multiple industry sectors. The risk calculation module calculates a risk score for each of the aforementioned real-time risk indicator data according to a preset standardization method, and converts the risk score into an adjustment coefficient for each item. The limit calculation module performs an arithmetic average of the aforementioned adjustment coefficients to generate a final limit adjustment coefficient, and then calculates a new credit and investment limit based on a preset basic limit according to a formula, generating a credit and investment report for each industry sector. The alert notification module monitors the credit and investment balance for each industry sector.

Claims

1. A credit and investment limit management system, installed within a bank mainframe server, comprising a plurality of hardware modules consisting of a plurality of electrically connected hardware circuits, the hardware modules including: A data collection module, communicatively connected to multiple external databases and an internal database, is used to query and collect real-time risk indicator data for multiple industry sectors. The real-time risk indicator data includes external industry indicators obtained from the external databases and internal operating indicators obtained from the internal database. The external industry indicators include industry sales value, industrial output value, industry carbon emissions, major industry policies, and industry news events. The internal operating indicators include indicator profit margin, loan asset quality, and financing quota utilization rate. A risk calculation module, communicatively connected to the data collection module, upon receiving the real-time risk indicator data, calculates a risk score for each indicator according to a preset standardization method and converts the risk score into an adjustment coefficient for each indicator. A limit calculation module, communicatively connected to the risk calculation module, receives the adjustment coefficients for various items, performs an arithmetic average of the adjustment coefficients to generate a final limit adjustment coefficient, and then calculates a new credit and investment limit based on a preset basic limit according to a formula: New Credit and Investment Limit = Basic Limit + (Credit and Investment Balance × Final Limit Adjustment Coefficient), and generates a credit and investment report for each industry; and an alert notification module, communicatively connected to the limit calculation module and a credit personnel device, receives the credit and investment reports for each industry, monitors the credit and investment balance for each industry based on the industry credit and investment reports, and sends a notification message to the credit personnel device when the credit and investment balance reaches a warning value, the warning value being 95% of the new credit and investment limit.

2. The credit and investment limit management system as described in claim 1, wherein the risk calculation module performs text analysis on major industrial policies and industry news events through a natural language processing model, and assigns an event intensity score based on the analysis results. The event intensity score is divided into positive, negative and neutral, and each category corresponds to a different limit adjustment coefficient.

3. The credit and investment limit management system as described in claim 1, wherein the industrial carbon emissions of the external industry indicators are obtained from the Climate Change Agency of the Ministry of Environmental Protection, and are divided into five levels according to the emission intensity of each industry, each corresponding to a different adjustment coefficient.

4. The credit and investment limit management system as described in claim 1, wherein the industrial output value of the external industry indicator is weighted and evaluated based on three major factors, namely, the amount of industrial output value, the amount of increase in industrial output value, or the rate of increase in industrial output value; the calculation steps include: For each of the three factors, a Z-score is calculated using the Z-Score standardization formula: where X is the original value of the indicator, U is the mean, and D is the standard deviation. A score is assigned based on the range of values ​​the Z-score falls into, with the highest score given when Z ≥ 3, a score of 0 when Z ≤ -3, and a score calculated using the formula "baseline score + baseline score × (Z / 3)" when -3 < Z < 3. The scores of the three factors are then weighted and summed according to preset weights, and converted into corresponding adjustment coefficients.

5. The system as described in Request 1, wherein the adjustment factor for the profit margin of the internal operating indicator is calculated according to the formula: (1 + expected profit margin) × 50% + (1 - expected loss rate) × 50%.

6. The system as described in Request 1, wherein the quality of loan assets of the internal operating indicator is calculated based on the normal asset ratio, and the formula is 1 + (normal asset ratio - 98%) / 98%.

7. The system as described in Request 1, wherein the adjustment factor for the financing limit utilization rate of the internal operating indicator is calculated according to the formula: (1 + available credit limit / credit line) × 80% + (1 + available credit limit / credit balance) × 20%.

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