A bill business risk measurement method, device, equipment and readable storage medium

Abstract

The present invention relates to a bill business risk measurement method, apparatus, device, and readable storage medium, and relates to the technical field of bill management. The method comprises obtaining first information, the first information including relevant information about each bill and business type information of each bill, establishing a mathematical model for determining acceptor attributes based on the first information, and obtaining attribute information of the acceptor corresponding to each bill. If the business type information is bill asset management business, a bill asset management mathematical model is established based on the first and second information, and the virtual mitigation corresponding to each bill type is obtained by solving the model. The method penetrates the acceptor corresponding to each bill and obtains the bill's risk weight based on the penetrated information. Ultimately, the method provides the possibility of bill measurement through virtual mitigation information. Compared with existing bill measurement, the method can simultaneously reduce bill business risk assets and improve capital utilization efficiency.

Description

Technical Field

[0001] The present invention relates to the technical field of bill management, and in particular to a bill business risk measurement method, apparatus, device and readable storage medium. Background Art

[0002] Due to the unique nature of bill business, commercial banks' capital management systems typically employ complex rules for calculating bill risk assets, which differ from the measurement of risk assets for general credit assets. If risk assets are measured using prudent principles, this can lead to excessively high risk assets and inefficient capital utilization, hindering the development of banking business. Summary of the Invention

[0003] The purpose of the present invention is to provide a method, device, equipment and readable storage medium for measuring bill business risk to improve the above-mentioned problems. To achieve the above-mentioned purpose, the technical solution adopted by the present invention is as follows:

[0004] In the first aspect, the present application provides a method for measuring bill business risk, including obtaining first information, the first information including relevant information of each bill and business type information of each bill, the relevant information of each bill including acceptor information corresponding to each bill and bill type corresponding to each bill, the business type information including bill direct discounting business and bill asset management business; establishing a mathematical model for judging acceptor attributes based on the first information, and solving the mathematical model for judging acceptor attributes to obtain second information, the second information including attribute information of the acceptor corresponding to each bill; if the business type information is bill direct discounting business, establishing a bill direct discounting mathematical model based on the first information and the second information, and solving the bill direct discounting mathematical model to obtain a virtual relief corresponding to each bill; if the business type information is bill asset management business, establishing a bill asset management mathematical model based on the first information and the second information, and solving the bill asset management mathematical model to obtain the virtual relief corresponding to the bill under each bill type.

[0005] Furthermore, the establishment of a mathematical model for determining the attributes of the acceptor based on the information of the bill acceptor includes: calling an information extraction mathematical model, taking the relevant information of each bill as input information of the information extraction mathematical model, solving the information extraction mathematical model to obtain third information, wherein the third information includes the corresponding discount field of each bill and the name of the acceptor corresponding to each bill; if the discount type field of the bill only has direct discount, then adding an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill; if the discount type field of the bill only has transfer discount, then establishing a mathematical model for determining the attributes of the transfer promiser based on the first information and the third information, solving the mathematical model for determining the attributes of the transfer promiser to obtain the attribute information of the promiser corresponding to the added bill; if the discount type field of the bill has both transfer discount and direct discount, then establishing a mathematical model for determining the attributes of the transfer and direct discount promiser based on the first information and the third information, solving the mathematical model for determining the attributes of the transfer and direct discount promiser to obtain the attribute information of the promiser corresponding to the added bill.

[0006] Furthermore, the mathematical model for direct posting of bills is established based on the first information and the second information, including: if the attribute information of the bill is an enterprise or other financial institution, the virtual relief assigned to the bill is zero; if the attribute information of the bill is not an enterprise or other financial institution, a virtual relief mathematical model is established based on the second information and the relevant information of each bill, and the virtual relief mathematical model is solved. The calculation result of the virtual relief mathematical model is the virtual relief amount of the bill.

[0007] Furthermore, the virtual mitigation mathematical model is established based on the second information and the relevant information of each bill, including: obtaining fourth information, the fourth information including the in-table credit risk weighted asset calculation table; inputting the attribute information of the acceptor corresponding to the bill into the in-table credit risk weighted asset calculation table to obtain the virtual weight information of the bill; inputting the relevant information of each bill into the in-table credit risk weighted asset calculation table, the relevant information of the bill including the issuer information corresponding to the bill, to obtain the weight information of the issuer; if the weight information of the bill is less than the weight information of the issuer, establishing a first objective function based on the relevant information of the bill and the acceptor information corresponding to the bill, and solving the first objective function to obtain the virtual mitigation amount of the bill.

[0008] Furthermore, the establishing of a bill asset management mathematical model based on the first information and the second information includes: if the bill is a commercial acceptance bill, establishing a first type of mathematical model based on the first information and the second information, and solving the first type of mathematical model to obtain a virtual release of the bill; if the bill is a bank acceptance bill, establishing a second type of mathematical model based on the first information and the second information, and solving the second type of mathematical model to obtain a virtual release of the bill.

[0009] Furthermore, the establishing of the first type of mathematical model based on the first information and the second information includes: obtaining fifth information, the fifth information including but not limited to the margin or other release information corresponding to the bill; using the fifth information as a virtual release of the bill, and assigning the bill a weight of 100%.

[0010] Furthermore, the second type of mathematical model is established based on the first information and the second information, including: if the acceptor attribute information corresponding to the bill is a specific field, then the virtual weight of the virtual release assigned to the bill is 0, and the above-mentioned specific field is the name field of the user using the method; if the acceptor attribute information corresponding to the bill is not a specific field, then a virtual release mathematical model is established based on the attribute information of the acceptor corresponding to the bill and the relevant information of the bill, and the virtual release mathematical model is solved to obtain the virtual release of the bill.

[0011] Furthermore, the virtual mitigation mathematical model is established based on the attribute information of the acceptor corresponding to the bill and the relevant information of the bill, including: using the initial acceptor information in the first information as input information of the acceptor attribute judgment mathematical model, solving the acceptor attribute judgment mathematical model to obtain the attribute information of the initial acceptor corresponding to each of the bills; obtaining fourth information, the fourth information including an on-balance sheet credit risk weighted asset calculation table; if the attribute information of the acceptor corresponding to the bill is a policy bank, then inputting the attribute information of the acceptor corresponding to the bill into the on-balance sheet credit risk weighted asset calculation table to obtain the virtual weight information of the bill; if the attribute information of the acceptor corresponding to the bill is not a policy bank, then inputting the attribute information of the initial acceptor corresponding to the bill into the on-balance sheet credit risk weighted asset calculation table to obtain the virtual weight information of the bill; establishing a second objective function based on the relevant information of the bill and the weight information of the bill, and solving the second objective function to obtain the virtual mitigation value of the bill.

[0012] In the second aspect, the present application provides a bill business risk measurement device, including: a first information acquisition module, used to obtain first information, the first information includes relevant information of each bill and business type information of each bill, the relevant information of each bill includes the acceptor information corresponding to each bill and the bill type corresponding to each bill, and the business type information includes bill direct posting business and bill asset management business; an attribute judgment module, used to establish an acceptor attribute judgment mathematical model based on the first information, and solve the acceptor attribute judgment mathematical model to obtain second information, the second information including the attribute information of the acceptor corresponding to each bill; a bill direct posting module, used to determine if the business type information is a bill direct posting business, then establish a bill direct posting mathematical model based on the first information and the second information, and solve the bill direct posting mathematical model to obtain a virtual mitigation corresponding to each bill; a bill asset management module, used to determine if the business type information is a bill asset management business, then establish a bill asset management mathematical model based on the first information and the second information, and solve the bill asset management mathematical model to obtain the virtual mitigation corresponding to the bill under each bill type.

[0013] Furthermore, the attribute judgment module includes: an information extraction module, which is used to call an information extraction mathematical model, use the relevant information of each bill as input information of the information extraction mathematical model, and solve the information extraction mathematical model to obtain third information, wherein the third information includes the corresponding discount field of each bill and the name of the acceptor corresponding to each bill; a direct posting attribute judgment module, which is used to determine if the discount type field of the bill only contains direct posting, and then add an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill; a transfer attribute judgment module, which is used to determine if the discount type field of the bill only contains transfer, establish a transfer promiser attribute determination mathematical model based on the first information and the third information, and solve the transfer promiser attribute determination mathematical model to obtain the promiser attribute information corresponding to the bill; a transfer and direct posting attribute judgment module, which is used to determine if the discount type field of the bill contains both transfer and direct posting, establish a transfer and direct posting promiser attribute determination mathematical model based on the first information and the third information, and solve the transfer and direct posting promiser attribute determination mathematical model to obtain the promiser attribute information corresponding to the bill.

[0014] Furthermore, the bill direct posting module includes: a commercial bill direct posting module, which is used to determine if the attribute information of the bill is an enterprise or other financial institution, and then assign the virtual relief of zero to the bill; a bank bill direct posting module, which is used to determine if the attribute information of the bill is not an enterprise or other financial institution, and then establish a virtual relief mathematical model based on the second information and the relevant information of each bill, and solve the virtual relief mathematical model. The calculation result of the virtual relief mathematical model is the virtual relief amount of the bill.

[0015] Furthermore, the bank bill direct posting module includes: a second information acquisition module, used to obtain fourth information, the fourth information includes an in-table credit risk weighted asset calculation table; a bank bill virtual weight acquisition module, used to input the attribute information of the acceptor corresponding to the bill into the in-table credit risk weighted asset calculation table, and obtain the virtual weight information of the bill; a bank bill issuer weight acquisition module, used to input the relevant information of each bill into the in-table credit risk weighted asset calculation table, the relevant information of the bill includes the issuer information corresponding to the bill, and obtain the weight information of the issuer; a bank bill virtual release calculation module, used to determine if the weight information of the bill is less than the weight information of the issuer, then establish a first objective function based on the relevant information of the bill and the acceptor information corresponding to the bill, and solve the first objective function to obtain the virtual release amount of the bill.

[0016] Furthermore, the bill asset management module includes: an asset management commercial bill calculation module, which is used to determine if the bill is a commercial acceptance bill, establish a first type of mathematical model based on the first information and the second information, and solve the first type of mathematical model to obtain a virtual release of the bill; an asset management bank bill calculation module, which is used to determine if the bill is a bank acceptance bill, establish a second type of mathematical model based on the first information and the second information, and solve the second type of mathematical model to obtain a virtual release of the bill.

[0017] Furthermore, the asset management commercial bill calculation module includes: a third data acquisition module, used to obtain fifth information, the fifth information including but not limited to the margin or other mitigation information corresponding to the bill; an asset management commercial bill calculation sub-module, used to use the fifth information as a virtual mitigation of the bill, and assign the bill a weight of 100%.

[0018] Furthermore, the asset management bank bill calculation module includes: an asset management bank calculation module, which is used to determine that if the acceptor attribute information corresponding to the bill is a specific field, then the virtual weight of the virtual release assigned to the bill is 0, and the above-mentioned specific field is the name field of the user using the method; an asset management bank bill calculation sub-module, which is used to determine that if the acceptor attribute information corresponding to the bill is not a specific field, then establish a virtual release mathematical model based on the attribute information of the acceptor corresponding to the bill and the relevant information of the bill, and solve the virtual release mathematical model to obtain the virtual release of the bill.

[0019] Furthermore, the asset management bank bill calculation submodule includes: an initial acceptor calculation module, which is used to use the initial acceptor information in the first information as input information of the acceptor attribute judgment mathematical model, and solve the acceptor attribute judgment mathematical model to obtain the attribute information of the initial acceptor corresponding to each of the bills; a second information acquisition module, which is used to obtain fourth information, and the fourth information includes an in-table credit risk weighted asset calculation table; an asset management bank bill weight acquisition module, which is used to obtain the attribute information of the acceptor corresponding to the bill if the attribute information of the acceptor corresponding to the bill is a policy bank. The attribute information of the bill is input into the credit risk weighted asset calculation table in the table to obtain the virtual weight information of the bill; the policy bank weight acquisition module is used to input the attribute information of the original acceptor corresponding to the bill into the credit risk weighted asset calculation table in the table if the attribute information of the acceptor corresponding to the bill is not a policy bank, to obtain the virtual weight information of the bill; the asset management bank bill virtual mitigation calculation module is used to establish a second objective function according to the relevant information of the bill and the weight information of the bill, and solve the second objective function to obtain the virtual mitigation value of the bill.

[0020] In a third aspect, the present application provides a bill business risk measurement device including:

[0021] memory for storing computer programs;

[0022] A processor is used to implement the steps of the bill business risk measurement method when executing the computer program.

[0023] In a fourth aspect, the present application provides a readable storage medium having a computer program stored thereon, and when the computer program is executed by a processor, the steps of the bill business risk measurement method are implemented.

[0024] The beneficial effects of the present invention are:

[0025] The present invention penetrates the acceptor corresponding to each bill and obtains the risk weight of the bill based on the penetration information, and finally makes it possible to measure the bill through virtual mitigation information. Compared with the existing bill measurement, it can reduce the risk assets of the bill business and improve the efficiency of capital use.

[0026] Other features and advantages of the present invention will be described in the following description, and in part will become apparent from the description, or understood by practicing the embodiments of the present invention. The purposes and other advantages of the present invention can be realized and obtained by the structures particularly pointed out in the written description, claims, and drawings. BRIEF DESCRIPTION OF THE DRAWINGS

[0027] In order to more clearly illustrate the technical solutions of the embodiments of the present invention, the following briefly introduces the drawings required for use in the embodiments. It should be understood that the following drawings only illustrate certain embodiments of the present invention and therefore should not be regarded as limiting the scope. For ordinary technicians in this field, other relevant drawings can be obtained based on these drawings without paying any creative work.

[0028] Figure 1 This is a flow chart of the bill business risk measurement method described in this application;

[0029] Figure 2 This is a schematic diagram of the structure of the bill business risk measurement device described in this application;

[0030] Figure 3 This is a schematic diagram of the structure of the attribute judgment module described in this application;

[0031] Figure 4 This is a structural diagram of the bill direct posting module described in this application;

[0032] Figure 5 This is a schematic diagram of the structure of the banknote direct posting module described in this application;

[0033] Figure 6 This is a schematic diagram of the structure of the bill asset management module described in this application;

[0034] Figure 7 This is a schematic diagram of the structure of the asset management bill calculation module described in this application;

[0035] Figure 8 This is a schematic diagram of the structure of the asset management bank bill calculation module described in this application;

[0036] Figure 9 This is a schematic diagram of the structure of the asset management bank bill calculation submodule described in this application;

[0037] Figure 10 This is a schematic diagram of the structure of the risk-weighted asset system testing equipment described in an embodiment of the present invention. DETAILED DESCRIPTION

[0038] In order to make the purpose, technical solutions and advantages of the embodiments of the present invention clearer, the technical solutions in the embodiments of the present invention will be clearly and completely described below in conjunction with the drawings in the embodiments of the present invention. Obviously, the described embodiments are part of the embodiments of the present invention, not all of the embodiments. The components of the embodiments of the present invention generally described and shown in the drawings herein can be arranged and designed in various different configurations. Therefore, the following detailed description of the embodiments of the present invention provided in the drawings is not intended to limit the scope of the claimed invention, but merely represents selected embodiments of the present invention. Based on the embodiments of the present invention, all other embodiments obtained by ordinary technicians in this field without making creative work are within the scope of protection of the present invention.

[0039] It should be noted that similar reference numerals and letters represent similar items in the following drawings. Therefore, once an item is defined in one drawing, it does not need to be further defined or explained in subsequent drawings. At the same time, in the description of the present invention, the terms "first", "second", etc. are used only to distinguish the description and should not be understood as indicating or implying relative importance.

[0040] Example 1:

[0041] This embodiment provides a method for measuring bill business risk.

[0042] 1 , the figure shows that the method includes steps S100, S200, S300 and S400:

[0043] S100: Obtain first information, where the first information includes relevant information about each bill and business type information about each bill. The relevant information about each bill includes information about the acceptor corresponding to each bill and the bill type corresponding to each bill. The business type information includes bill direct discount business and bill asset management business.

[0044] It can be understood that this step is to obtain the most basic data information, which not only includes the above information but also includes the type of bill known to those skilled in the art, that is, whether it is a commercial bill or a bank bill, the information of the acceptor of the bill and the original acceptor of the bill, which will not be repeated in this application.

[0045] S200: Establishing a mathematical model for determining acceptor attributes based on the first information, and solving the mathematical model for determining acceptor attributes to obtain second information, wherein the second information includes attribute information of the acceptor corresponding to each of the bills;

[0046] It is understandable that this step is to pre-determine the acceptor of each bill and provide the necessary judgment basis for the subsequent bill penetration measurement. At the same time, in order to determine the attribute information of the acceptor corresponding to each bill in this step, this step also includes steps S210, S220, S230 and S240:

[0047] S210: Invoke an information extraction mathematical model, use the relevant information of each bill as input information of the information extraction mathematical model, and solve the information extraction mathematical model to obtain third information, where the third information includes a corresponding discount field of each bill and a name of an acceptor corresponding to each bill;

[0048] It can be understood that the information extraction mathematical model called in this step is common knowledge in this field, and its function is to extract the discount field corresponding to each bill and the name of the acceptor corresponding to each bill.

[0049] S220. If the Discount Type field of the bill only contains Direct Discount, add an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill;

[0050] It can be understood that in the case of direct posting, the acceptor is defined as an enterprise or other financial institution.

[0051] S230. If the Discount Type field of the bill contains only "Transfer," a mathematical model for determining the attributes of the transfer promisor is established based on the first information and the third information, and the mathematical model for determining the attributes of the transfer promisor is solved to obtain the attribute information of the promisor corresponding to the bill.

[0052] It can be understood that in this step, the attribute information of the promisor corresponding to the bill is defined for the case where only the transfer occurs. Specifically, this step includes step S231, step S232 and step S233:

[0053] S231. If the name of the acceptor corresponding to the bill includes any one of "China Development Bank", "Agricultural Development Bank" and "Export-Import Bank of China", then add the policy bank to the attributes of the acceptor corresponding to the bill;

[0054] S232. If the name of the acceptor corresponding to the bill contains the word "bank" and does not contain any of "village bank", "rural cooperative bank", "China Development Bank", "Agricultural Development Bank" and "Export-Import Bank of China", then add other commercial banks to the attributes of the acceptor corresponding to the bill;

[0055] S232. If the name of the acceptor corresponding to the bill has a corresponding field in the preset foreign bank name field set, add the foreign bank to the attributes of the acceptor corresponding to the bill;

[0056] S234. If the name of the acceptor corresponding to the bill does not satisfy any of S231, S232 and S233, then add an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill.

[0057] S240. If both transfer and direct posting are present in the discount type field of the bill, a mathematical model for determining the attributes of the transfer and direct posting promisee is established based on the first information and the third information, and the mathematical model for determining the attributes of the transfer and direct posting promisee is solved to obtain the attribute information of the promisee corresponding to the added bill.

[0058] It can be understood that in this step, the attribute information of the promisor corresponding to the bill is defined in the case where both transfer and direct posting exist. Specifically, this step includes step S241, step S242, step S243 and step S244:

[0059] S241. If the name of the acceptor corresponding to the bill contains a specific field, add an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill, where the specific field is the name of the bank or other financial institution using this method;

[0060] It is understandable that the specific field in this step is determined according to the user using this method. Specifically, the field should be the name field of the user using this method.

[0061] S242. If the name of the promisor information corresponding to the bill includes "China Development Bank," "Agricultural Development Bank," and "Export-Import Bank of China," then add a policy bank to the attributes of the acceptor corresponding to the bill.

[0062] S243. If the name of the acceptor corresponding to the bill contains the word "bank" and does not contain the words "village bank", "rural cooperative bank", "China Development Bank", "Agricultural Development Bank" and "Export-Import Bank of China", then add other commercial banks to the attributes of the acceptor corresponding to the bill;

[0063] S244. If the name of the acceptor corresponding to the bill does not contain the word "bank", add an enterprise or other financial institution to the attributes of the acceptor of the bill.

[0064] S300: If the business type information is a direct bill posting business, establishing a direct bill posting mathematical model based on the first information and the second information, and solving the direct bill posting mathematical model, wherein an output result of the direct bill posting mathematical model includes a virtual relief corresponding to each bill;

[0065] It can be understood that this step is to perform a virtual release operation on the bill for the bill direct posting business. Specifically, this step includes step S310 and step S320:

[0066] S310: If the attribute information of the bill is an enterprise or other financial institution, the virtual relief of the bill is zero;

[0067] It is understandable that for commercial bills, the virtual relief of the bills will be directly deemed to be zero.

[0068] S320: If the attribute information of the bill is not that of an enterprise or other financial institution, a virtual relief mathematical model is established according to the second information and the relevant information of each bill, and the virtual relief mathematical model is solved. The calculation result of the virtual relief mathematical model is the virtual relief amount of the bill.

[0069] It should be noted that since the acceptor is a non-enterprise or other financial structure, it will correspond to different virtual mitigation and corresponding weights. Specifically, this step also includes steps S321, S322, S323 and S324:

[0070] S321. Obtain fourth information, where the fourth information includes an on-balance sheet credit risk weighted asset calculation table;

[0071] It is necessary to explain that the on-balance sheet credit risk-weighted asset calculation table is also known as the G4B-1 report, which is a commonly used report for mitigation.

[0072] S322: Input the attribute information of the acceptor corresponding to the bill into the credit risk weighted asset calculation table to obtain the virtual weight information of the bill;

[0073] S323. Input relevant information of each bill into the credit risk weighted asset calculation table. The relevant information of each bill includes the issuer information of the bill, and obtain the weight information of the issuer.

[0074] S324. If the weight information of the bill is less than the weight information of the issuer, a first objective function is established according to the relevant information of the bill and the acceptor information corresponding to the bill, and the first objective function is solved to obtain the virtual release amount of the bill.

[0075] It can be understood that through the above steps, virtual mitigation information for the bill is obtained based on the bill's weight information and the virtual mitigation amount obtained by the first objective function. This virtual mitigation information can be used to assess bill risk in direct posting operations. This improves upon the existing lack of corresponding bill risk assessment methods, reduces bill business risks in direct posting operations, and achieves the purpose of daily bill business supervision.

[0076] It should be noted that the objective function of this step is virtual relief amount = min (acceptor's asset book balance - acceptor's margin, acceptor's certificate of deposit pledge and other cash relief, face value). In the objective function, the acceptor's asset book balance, acceptor's margin, acceptor's certificate of deposit pledge and other cash relief information can be directly obtained in the bank system, that is, included in the relevant information of each bill.

[0077] Furthermore, when calculating the risk assets corresponding to the debt items for the banking system, the virtual weight information and virtual mitigation amount of the bill will be used instead of the original mitigation and weight information corresponding to the bill, and the risk assets will be finally corrected accordingly, saving bank capital occupation and improving the efficiency of bank capital utilization.

[0078] S400. If the business type information is bill asset management business, a bill asset management mathematical model is established based on the first information and the second information, and the bill asset management mathematical model is solved. The output result of the bill asset management mathematical model includes the virtual relief corresponding to the bill under each bill type.

[0079] Specifically, this step also includes step S410 and step S420:

[0080] S410: If the bill is a commercial acceptance bill, establish a first type of mathematical model based on the first information and the second information, and solve the first type of mathematical model to obtain a virtual release of the bill;

[0081] It should be noted that the step of establishing the first type of mathematical model according to the first information and the second information includes step S411 and step S412:

[0082] S411. Acquire fifth information, including but not limited to the margin or other release information corresponding to the bill;

[0083] S412: Use the fifth information as a virtual release of the bill, and assign the bill a virtual weight of 100%.

[0084] It can be understood that, for a commercial acceptance bill, the virtual release of the bill = the margin or other release information corresponding to the bill.

[0085] S420: If the bill is a bank acceptance bill, establish a second type of mathematical model based on the first information and the second information, and solve the second type of mathematical model to obtain a virtual release of the bill.

[0086] It should be noted that the step of establishing the second type of mathematical model according to the first information and the second information includes steps S421, S422, S423,

[0087] S421. If the acceptor attribute information corresponding to the bill is a specific field, the virtual weight of the virtual release assigned to the bill is 0, and the specific field is the name field of the user using the method;

[0088] It can be understood that for a bank acceptance bill, the acceptor is the user of this method, that is, the virtual weight of the bill is zero.

[0089] S422. If the attribute information of the acceptor corresponding to the bill is not that of a user of the method, a virtual release mathematical model is established according to the attribute information of the acceptor corresponding to the bill and relevant information of the bill, and the virtual release mathematical model is solved to obtain a virtual release of the bill.

[0090] It should be noted that, in this step, establishing a virtual mitigation mathematical model based on the attribute information of the acceptor corresponding to the bill and the relevant information of the bill includes step S4221, step S4222 and step S4223.

[0091] S4221. Using the initial acceptor information in the first information as input information for the acceptor attribute determination mathematical model, solving the acceptor attribute determination mathematical model to obtain attribute information of the initial acceptor corresponding to each bill;

[0092] S4222. Obtain fourth information, where the fourth information includes an on-balance sheet credit risk weighted asset calculation table;

[0093] S4223. If the attribute information of the acceptor corresponding to the bill is a policy bank, input the attribute information of the acceptor corresponding to the bill into the on-balance sheet credit risk weighted asset calculation table to obtain virtual weight information of the bill;

[0094] It can be understood that in this step, the virtual weight information of each bill will be obtained through the fourth information according to the acceptor attribute contained in each bill.

[0095] S4224. If the attribute information of the acceptor corresponding to the bill is not a policy bank, input the attribute information of the original acceptor corresponding to the bill into the on-balance sheet credit risk weighted asset calculation table to obtain the virtual weight information of the bill;

[0096] S4223: Establish a second objective function based on the relevant information of the bill and the weight information of the bill, and solve the second objective function to obtain the virtual release value of the bill.

[0097] Specifically, the second objective function in this step is the bill virtual release value = the bill actual collection amount.

[0098] In this step, by screening out the initial acceptors and assigning different weights by adding labels, the penetrating measurement of the bill asset management business can be achieved, which can identify the bearer of the business risk of the debt, reduce the bank's capital occupation, and improve the efficiency of the bank's capital utilization.

[0099] It should also be noted that the banking system also has bill rediscount business and bill selling business. For these businesses, it is only necessary to divide the exposure by the weight of the acceptor's attribute information and then include it in G4B-1 for calculation. This will not be repeated in this embodiment.

[0100] This method penetrates the acceptor corresponding to each bill and obtains the bill's risk weight based on the penetration information. Ultimately, it makes it possible to measure the bill through virtual mitigation information. Compared with existing bill measurement methods, there is currently no corresponding bill measurement method. These methods measure risk assets based on the principle of prudence, which can lead to problems such as excessive risk assets and low capital utilization efficiency. By adopting this method, by penetrating each bill's corresponding acceptor and related information, and assigning each bill a corresponding virtual mitigation, it can better assess the risk of each bill, while simultaneously reducing the risk assets of the bill business and improving capital utilization efficiency.

[0101] Example 2:

[0102] like Figure 2 As shown, this embodiment provides a bill business risk measurement device, see Figures 2 to 9 The device includes a first information acquisition module 1, an attribute judgment module 2, a bill direct posting module 3 and a bill asset management module 4:

[0103] A first information acquisition module 1 is configured to acquire first information, wherein the first information includes relevant information of each bill and business type information of each bill, wherein the relevant information of each bill includes information of the acceptor corresponding to each bill and the bill type corresponding to each bill, and the business type information includes bill direct discount business and bill asset management business;

[0104] Attribute judgment module 2, configured to establish a mathematical model for judging the attributes of the acceptor based on the first information, and solve the mathematical model for judging the attributes of the acceptor to obtain second information, wherein the second information includes attribute information of the acceptor corresponding to each of the bills;

[0105] The attribute judgment module 2 includes an information extraction module 21, a direct post attribute judgment module 22, a transfer attribute judgment module 23 and a direct and transfer attribute judgment module 24:

[0106] An information extraction module 21 is configured to invoke an information extraction mathematical model, use the relevant information of each bill as input information of the information extraction mathematical model, and solve the information extraction mathematical model to obtain third information, wherein the third information includes a corresponding discount field of each bill and a name of an acceptor corresponding to each bill;

[0107] The direct posting attribute judgment module 22 is configured to judge that if the discount type field of the bill only contains direct posting, then add an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill;

[0108] The transfer attribute determination module 23 is configured to determine if the discount type field of the bill only contains transfer, establish a transfer promiser attribute determination mathematical model based on the first information and the third information, and solve the transfer promiser attribute determination mathematical model to obtain the promiser attribute information corresponding to the bill;

[0109] The transfer and direct posting attribute judgment module 24 is used to determine if both transfer and direct posting exist in the discount type field of the bill, establish a mathematical model for determining the attributes of the transfer and direct posting promisee based on the first information and the third information, and solve the mathematical model for determining the attributes of the transfer and direct posting promisee to obtain the attribute information of the promisee corresponding to the added bill.

[0110] The bill direct posting module 3 is configured to determine if the business type information is a bill direct posting business, establish a bill direct posting mathematical model based on the first information and the second information, and solve the bill direct posting mathematical model to obtain a virtual relief corresponding to each bill;

[0111] The bill direct posting module 3 includes a commercial bill direct posting module 31 and a bank bill direct posting module 32:

[0112] The commercial bill direct posting module 31 is used to determine if the attribute information of the bill is an enterprise or other financial institution, and then assign a virtual relief of zero to the bill;

[0113] The bank bill direct posting module 32 is used to determine if the attribute information of the bill is not that of an enterprise or other financial institution, then establish a virtual relief mathematical model based on the second information and the relevant information of each bill, and solve the virtual relief mathematical model. The calculation result of the virtual relief mathematical model is the virtual relief amount of the bill.

[0114] The banknote direct posting module 32 includes a second information acquisition module 321, a banknote virtual weight acquisition module 322, a banknote issuer weight acquisition module 323 and a banknote virtual release calculation module 324:

[0115] The second information acquisition module 321 is used to acquire fourth information, wherein the fourth information includes an on-balance sheet credit risk weighted asset calculation table;

[0116] The bank bill virtual weight acquisition module 322 is used to input the attribute information of the acceptor corresponding to the bill into the credit risk weighted asset calculation table to obtain the virtual weight information of the bill;

[0117] The bank bill issuer weight acquisition module 323 is used to input the relevant information of each bill into the credit risk weighted asset calculation table, the relevant information of the bill including the issuer information corresponding to the bill, and obtain the weight information of the issuer;

[0118] The bank bill virtual relief calculation module 324 is used to determine if the weight information of the bill is less than the weight information of the issuer, then establish a first objective function based on the relevant information of the bill and the acceptor information corresponding to the bill, and solve the first objective function to obtain the virtual relief amount of the bill.

[0119] The bill asset management module 4 is used to determine if the business type information is a bill asset management business, establish a bill asset management mathematical model based on the first information and the second information, and solve the bill asset management mathematical model to obtain the virtual relief corresponding to the bill under each bill type.

[0120] The bill asset management module 4 includes an asset management commercial bill calculation module 41 and an asset management bank bill calculation module 42:

[0121] The asset management commercial bill calculation module 41 is configured to determine if the bill is a commercial acceptance bill, establish a first type of mathematical model based on the first information and the second information, and solve the first type of mathematical model to obtain a virtual release of the bill;

[0122] The asset management commercial bill calculation module 41 includes a third data acquisition module 411 and an asset management commercial bill calculation submodule 412:

[0123] The third data acquisition module 411 is configured to acquire fifth information, including but not limited to the margin or other release information corresponding to the bill;

[0124] The asset management commercial bill calculation submodule 412 is configured to use the fifth information as a virtual release of the bill and assign a weight of 100% to the bill.

[0125] The asset management bank bill calculation module 42 is used to determine if the bill is a bank acceptance bill, establish a second type of mathematical model based on the first information and the second information, and solve the second type of mathematical model to obtain a virtual release of the bill.

[0126] The asset management bank bill calculation module 42 includes an asset management bank calculation module 421 and an asset management bank bill calculation submodule 422:

[0127] The asset management bank calculation module 421 is configured to determine that if the acceptor attribute information corresponding to the bill is a specific field, then the virtual weight of the virtual release assigned to the bill is 0, and the specific field is the name field of the user using the method;

[0128] The asset management bank bill calculation submodule 422 is used to determine if the acceptor attribute information corresponding to the bill is not a specific field, then establish a virtual relief mathematical model based on the acceptor attribute information corresponding to the bill and the relevant information of the bill, and solve the virtual relief mathematical model to obtain the virtual relief of the bill.

[0129] The asset management bill calculation submodule 422 includes the initial acceptor calculation module 4224, the second information acquisition module 321, the asset management bill weight acquisition module 4222, the asset management bill virtual relief calculation module 4223 and the asset management bill virtual relief calculation module 4223:

[0130] The second information acquisition module 321 is used to acquire fourth information, wherein the fourth information includes an on-balance sheet credit risk weighted asset calculation table;

[0131] The initial acceptor calculation module 4224 is configured to use the initial acceptor information in the first information as input information of the acceptor attribute determination mathematical model, and solve the acceptor attribute determination mathematical model to obtain the attribute information of the initial acceptor corresponding to each bill;

[0132] The asset management bank bill weight acquisition module 4222 is configured to input the attribute information of the acceptor corresponding to the bill into the credit risk weighted asset calculation table if the attribute information of the acceptor corresponding to the bill is a policy bank, and obtain the virtual weight information of the bill;

[0133] The policy bank weight acquisition module 4225 is configured to input the attribute information of the original acceptor corresponding to the bill into the credit risk weighted asset calculation table to obtain the virtual weight information of the bill if the attribute information of the acceptor corresponding to the bill is not a policy bank;

[0134] Asset management bank bill virtual release calculation module 4223, used to establish a second objective function based on the relevant information of the bill and the weight information of the bill, and solve the second objective function to obtain the virtual release value of the bill

[0135] It should be noted that, regarding the apparatus in the above embodiment, the specific manner in which each module performs operations has been described in detail in the embodiment of the method, and will not be elaborated on here.

[0136] Example 3:

[0137] Figure 10 FIG. 8 is a block diagram of a bill business risk measurement device 800 according to an exemplary embodiment. Figure 10 As shown, the bill business risk meter 800 may include: a processor 801 , a memory 802 , and may further include one or more of a multimedia component 803 , an input / output (I / O) interface 804 , and a communication component 805 .

[0138] Processor 801 is used to control the overall operation of bill business risk measurement device 800 to complete all or part of the steps in the aforementioned bill business risk measurement method. Memory 802 is used to store various types of data to support the operation of bill business risk measurement device 800. This data may include, for example, instructions for any application or method operating on bill business risk measurement device 800, as well as application-related data such as contact information, sent and received messages, images, audio, and video. The memory 802 can be implemented by any type of volatile or non-volatile storage device or a combination thereof, such as static random access memory (SRAM), electrically erasable programmable read-only memory (EEPROM), erasable programmable read-only memory (EPROM), programmable read-only memory (PROM), read-only memory (ROM), magnetic memory, flash memory, magnetic disk or optical disk. The multimedia component 803 may include a screen and an audio component. The screen may be, for example, a touch screen, and the audio component is used to output and / or input audio signals. For example, the audio component may include a microphone for receiving external audio signals. The received audio signal may be further stored in the memory 802 or transmitted via the communication component 805. The audio component also includes at least one speaker for outputting audio signals. The I / O interface 804 provides an interface between the processor 801 and other interface modules, which may include a keyboard, mouse, buttons, etc. These buttons may be virtual or physical. The communication component 805 is used for wired or wireless communication between the bill business risk measurement device 800 and other devices. Wireless communication, such as Wi-Fi, Bluetooth, Near Field Communication (NFC), 2G, 3G, or 4G, or a combination of one or more thereof, may include a Wi-Fi module, a Bluetooth module, or an NFC module.

[0139] In an exemplary embodiment, the bill business risk measurement device 800 can be implemented by one or more application-specific integrated circuits (ASICs), digital signal processors (DSPs), digital signal processing devices (DSPDs), programmable logic devices (PLDs), field programmable gate arrays (FPGAs), controllers, microcontrollers, microprocessors, or other electronic components to execute the above-mentioned bill business risk measurement method.

[0140] In another exemplary embodiment, a computer-readable storage medium including program instructions is also provided. When executed by a processor, the program instructions implement the steps of the aforementioned bill business risk measurement method. For example, the computer-readable storage medium may be the aforementioned memory 802 including the program instructions. The program instructions may be executed by the processor 801 of the bill business risk measurement device 800 to implement the aforementioned bill business risk measurement method.

[0141] Embodiment 4:

[0142] Corresponding to the above method embodiment, the embodiment of the present disclosure further provides a readable storage medium. The readable storage medium described below and the bill business risk measurement method described above can refer to each other.

[0143] A readable storage medium stores a computer program, which, when executed by a processor, implements the steps of the bill business risk measurement method of the above method embodiment.

[0144] The readable storage medium may specifically be any readable storage medium that can store program code, such as a USB flash drive, a mobile hard disk, a read-only memory (ROM), a random access memory (RAM), a magnetic disk, or an optical disk.

[0145] The foregoing description is merely a preferred embodiment of the present invention and is not intended to limit the present invention. Those skilled in the art will readily appreciate that various modifications and variations of the present invention are possible. Any modifications, equivalent substitutions, or improvements made within the spirit and principles of the present invention are intended to be within the scope of protection of the present invention.

[0146] The above description is merely a specific embodiment of the present invention, but the scope of protection of the present invention is not limited thereto. Any modifications or substitutions that can be easily conceived by a person skilled in the art within the technical scope disclosed in the present invention should be included within the scope of protection of the present invention. Therefore, the scope of protection of the present invention should be based on the scope of protection of the claims.

Claims

1. A method for measuring bill business risk, characterized in that: include Obtaining first information, the first information including relevant information of each bill and business type information of each bill, the relevant information of each bill including acceptor information corresponding to each bill and bill type corresponding to each bill, the business type information including bill direct discount business and bill asset management business; establishing a mathematical model for determining the attributes of the acceptor based on the first information, and solving the mathematical model for determining the attributes of the acceptor to obtain second information, wherein the second information includes attribute information of the acceptor corresponding to each of the bills; If the business type information is a bill direct posting business, establishing a bill direct posting mathematical model based on the first information and the second information, and solving the bill direct posting mathematical model to obtain a virtual relief corresponding to each bill; If the business type information is bill asset management business, establishing a bill asset management mathematical model based on the first information and the second information, and solving the bill asset management mathematical model to obtain a virtual mitigation corresponding to the bill under each bill type; The establishing of the bill asset management mathematical model based on the first information and the second information includes: If the bill is a commercial acceptance bill, establishing a first type of mathematical model based on the first information and the second information includes: obtaining fifth information, the fifth information including but not limited to a margin or other mitigation information corresponding to the bill; Using the fifth information as a virtual release of the bill and assigning a weight of 100% to the bill; solving the first type of mathematical model to obtain the virtual release of the bill; If the bill is a bank acceptance bill, a second type of mathematical model is established based on the first information and the second information, including: if the acceptor attribute information corresponding to the bill is a specific field, then the virtual weight assigned to the virtual release of the bill is 0, and the specific field is the name field of the user using the method; If the attribute information of the acceptor corresponding to the bill is not a specific field, a virtual release mathematical model is established based on the attribute information of the acceptor corresponding to the bill and the relevant information of the bill, and the virtual release of the bill is obtained by solving the virtual release mathematical model; and the virtual release of the bill is obtained by solving the second type of mathematical model.

2. The bill business risk measurement method according to claim 1, characterized in that: The establishing of a mathematical model for determining acceptor attributes based on the bill acceptor information includes: Invoking an information extraction mathematical model, taking the relevant information of each bill as input information of the information extraction mathematical model, and solving the information extraction mathematical model to obtain third information, wherein the third information includes a corresponding discount field of each bill and a name of an acceptor corresponding to each bill; If the Discount Type field of the bill only contains Direct Discount, then add an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill; If the Discount Type field of the bill only contains "Transfer", then a mathematical model for determining the attributes of the transfer promisee is established based on the first information and the third information, and the mathematical model for determining the attributes of the transfer promisee is solved to obtain the attribute information of the promisee corresponding to the added bill; If both transfer and direct posting exist in the discount type field of the bill, a mathematical model for determining the attributes of the transfer and direct posting promisee is established based on the first information and the third information, and the mathematical model for determining the attributes of the transfer and direct posting promisee is solved to obtain the promisee attribute information corresponding to the added bill.

3. The bill business risk measurement method according to claim 1, characterized in that: The method of establishing a mathematical model for direct bill posting based on the first information and the second information includes: If the attribute information of the bill is an enterprise or other financial institution, the virtual relief granted to the bill is zero; If the attribute information of the bill is not an enterprise or other financial institution, a virtual relief mathematical model is established according to the second information and the relevant information of each bill, and the virtual relief mathematical model is solved. The calculation result of the virtual relief mathematical model is the virtual relief amount of the bill.

4. The bill business risk measurement method according to claim 3, characterized in that: The step of establishing a virtual slow-release mathematical model based on the second information and the relevant information of each bill includes: Acquiring fourth information, the fourth information including an on-balance sheet credit risk weighted asset calculation table; Input the attribute information of the acceptor corresponding to the bill into the credit risk weighted asset calculation table to obtain the virtual weight information of the bill; Inputting the relevant information of each bill into the credit risk weighted asset calculation table, the relevant information of the bill including the issuer information corresponding to the bill, and obtaining the weight information of the issuer; If the weight information of the bill is less than the weight information of the issuer, a first objective function is established according to the relevant information of the bill and the acceptor information corresponding to the bill, and the first objective function is solved to obtain the virtual release amount of the bill.

5. The bill business risk measurement method according to claim 1, characterized in that: The step of establishing a virtual release mathematical model based on the attribute information of the acceptor corresponding to the bill and the relevant information of the bill includes: Using the initial acceptor information in the first information as input information of the acceptor attribute determination mathematical model, solving the acceptor attribute determination mathematical model to obtain the attribute information of the initial acceptor corresponding to each of the bills; Acquiring fourth information, the fourth information including an on-balance sheet credit risk weighted asset calculation table; If the attribute information of the acceptor corresponding to the bill is a policy bank, the attribute information of the acceptor corresponding to the bill is input into the credit risk weighted asset calculation table to obtain the virtual weight information of the bill; If the attribute information of the acceptor corresponding to the bill is not a policy bank, the attribute information of the original acceptor corresponding to the bill is input into the credit risk weighted asset calculation table to obtain the virtual weight information of the bill; A second objective function is established according to the relevant information of the bill and the weight information of the bill, and the virtual release value of the bill is obtained by solving the second objective function.

6. A bill business risk measurement device, characterized in that: include: A first information acquisition module is configured to acquire first information, wherein the first information includes relevant information of each bill and business type information of each bill, wherein the relevant information of each bill includes information of the acceptor corresponding to each bill and the bill type corresponding to each bill, and the business type information includes bill direct discount business and bill asset management business; an attribute judgment module, configured to establish an acceptor attribute judgment mathematical model based on the first information, and solve the acceptor attribute judgment mathematical model to obtain second information, wherein the second information includes attribute information of the acceptor corresponding to each of the bills; a bill direct posting module, configured to determine if the business type information is a bill direct posting business, establish a bill direct posting mathematical model based on the first information and the second information, and solve the bill direct posting mathematical model to obtain a virtual relief corresponding to each bill; a bill asset management module, configured to determine if the business type information is a bill asset management business, establish a bill asset management mathematical model based on the first information and the second information, and solve the bill asset management mathematical model to obtain a virtual mitigation corresponding to the bill under each bill type; The bill asset management module includes: an asset management commercial bill calculation module, configured to determine if the bill is a commercial acceptance bill, establish a first type of mathematical model based on the first information and the second information, and solve the first type of mathematical model to obtain a virtual release of the bill; an asset management bank bill calculation module, configured to determine if the bill is a bank acceptance bill, establish a second type of mathematical model based on the first information and the second information, and solve the second type of mathematical model to obtain a virtual release of the bill; The asset management commercial bill calculation module includes: A third data acquisition module is configured to acquire fifth information, including but not limited to a margin or other release information corresponding to the bill; an asset management commercial bill calculation submodule, configured to use the fifth information as a virtual release of the bill and assign a weight of 100% to the bill; The asset management bank bill calculation module includes: an asset management bank calculation module, configured to determine that if the acceptor attribute information corresponding to the bill is a specific field, then the virtual weight of the virtual release assigned to the bill is 0, and the specific field is a name field of a user using the device; The asset management bank bill calculation submodule is used to determine if the acceptor attribute information corresponding to the bill is not a specific field, then establish a virtual release mathematical model based on the acceptor attribute information corresponding to the bill and the relevant information of the bill, and solve the virtual release mathematical model to obtain the virtual release of the bill.

7. The bill business risk measurement device according to claim 6, characterized in that: The attribute judgment module includes: an information extraction module, configured to invoke an information extraction mathematical model, use relevant information of each bill as input information of the information extraction mathematical model, and solve the information extraction mathematical model to obtain third information, wherein the third information includes a corresponding discount field of each bill and a name of an acceptor corresponding to each bill; a direct discount attribute judgment module, configured to judge if the discount type field of the bill only contains direct discount, and then add an enterprise or other financial institution to the attributes of the acceptor corresponding to the bill; a transfer attribute determination module, configured to determine if the discount type field of the bill only contains "transfer," establish a transfer promiser attribute determination mathematical model based on the first information and the third information, and solve the transfer promiser attribute determination mathematical model to obtain the promiser attribute information corresponding to the bill; The transfer and direct posting attribute judgment module is used to determine if both transfer and direct posting exist in the discount type field of the bill, establish a mathematical model for determining the attributes of the transfer and direct posting promisee based on the first information and the third information, and solve the mathematical model for determining the attributes of the transfer and direct posting promisee to obtain the attribute information of the promisee corresponding to the added bill.

8. The bill business risk measurement device according to claim 6, characterized in that: The bill direct posting module includes: The commercial bill direct posting module is used to determine if the attribute information of the bill is an enterprise or other financial institution, and then assign a virtual relief of zero to the bill; The bank bill direct posting module is used to determine if the attribute information of the bill is not that of an enterprise or other financial institution, establish a virtual relief mathematical model based on the second information and the relevant information of each bill, solve the virtual relief mathematical model, and the calculation result of the virtual relief mathematical model is the virtual relief amount of the bill.

9. The bill business risk measurement device according to claim 8, characterized in that: The banknote direct posting module includes: A second information acquisition module is configured to acquire fourth information, wherein the fourth information includes an on-balance sheet credit risk weighted asset calculation table; A bank bill virtual weight acquisition module is used to input the attribute information of the acceptor corresponding to the bill into the credit risk weighted asset calculation table to obtain the virtual weight information of the bill; A bank bill issuer weight acquisition module is used to input the relevant information of each bill into the credit risk weighted asset calculation table, the relevant information of the bill including the issuer information corresponding to the bill, and obtain the weight information of the issuer; The bank bill virtual relief calculation module is used to determine if the weight information of the bill is less than the weight information of the issuer, then establish a first objective function based on the relevant information of the bill and the acceptor information corresponding to the bill, and solve the first objective function to obtain the virtual relief amount of the bill.

10. The bill business risk measurement device according to claim 9, characterized in that: The asset management bank bill calculation submodule includes: an initial acceptor calculation module, configured to use the initial acceptor information in the first information as input information of the acceptor attribute determination mathematical model, and solve the acceptor attribute determination mathematical model to obtain attribute information of the initial acceptor corresponding to each bill; A second information acquisition module is configured to acquire fourth information, wherein the fourth information includes an on-balance sheet credit risk weighted asset calculation table; An asset management bank bill weight acquisition module is configured to input the attribute information of the acceptor corresponding to the bill into the credit risk weighted asset calculation table if the attribute information of the acceptor corresponding to the bill is a policy bank, and obtain the virtual weight information of the bill; a policy bank weight acquisition module, configured to input the attribute information of the original acceptor corresponding to the bill into an in-table credit risk-weighted asset calculation table to obtain virtual weight information of the bill if the attribute information of the acceptor corresponding to the bill is not a policy bank; The asset management bank bill virtual release calculation module is used to establish a second objective function based on the relevant information of the bill and the weight information of the bill, and solve the second objective function to obtain the virtual release value of the bill.

11. A bill business risk measurement device, characterized in that: include: memory for storing computer programs; A processor, configured to implement the steps of the bill business risk measurement method according to any one of claims 1 to 5 when executing the computer program.

12. A readable storage medium, characterized in that: The readable storage medium stores a computer program, which, when executed by a processor, implements the steps of the bill business risk measurement method according to any one of claims 1 to 5.

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