Financial risk monitoring method and system based on big data

Abstract

The invention discloses a financial risk monitoring method and system based on big data, and belongs to the technical field of financial risk monitoring. The method comprises the following steps: acquiring original data of a target enterprise, wherein the original data comprises current-year profit data of the target enterprise, previous three-year profit data, current-year scale information of a belonging industry, previous-year scale information of the belonging industry and current-year interest expenditure; calculating to obtain profit stability, industry growth rate and interest guarantee multiple according to the original data; generating an early warning signal according to the profit stability, the industry growth rate and the interest guarantee multiple, wherein the early warning signal comprises an early warning signal I, an early warning signal II or a financial risk early warning signal; and sending corresponding risk early warning information according to the early warning signal I, the early warning signal II or the financial risk early warning signal. According to the method, the debt repayment capability of the enterprise is comprehensively evaluated, the risk evaluation after loan is carried out only by manpower is avoided, the risk can be found and handled in time, and the possibility of financial risk generation is reduced.

Description

Technical Field

[0001] The present invention belongs to the technical field of financial risk monitoring, and specifically relates to a financial risk monitoring method and system based on big data. Background Art

[0002] In the existing financial credit business, banks or financial institutions conduct due diligence to review information on different dimensions of a company, such as cash flow, fixed assets (collateral), guarantee information, business model, industry prospects, etc., to assess its repayment ability.

[0003] However, it is difficult for banks or financial institutions to obtain real business and financial data of small and medium-sized enterprises in real time. It happens that the business and financial conditions of small and medium-sized enterprises are constantly changing. For example, the business and financial conditions of the enterprise may be good when the credit is approved, but due to customer investment errors or upstream and downstream influences (negative impacts manifested in raw material price increases and product price reductions or reduced demand, etc.), the business and financial conditions of the enterprise have undergone significant adverse changes. The existing financial risk monitoring methods only rely on manual regular or irregular risk assessment after the loan, which cannot detect and deal with risks in a timely manner, thus generating certain financial risks. Summary of the invention

[0004] The purpose of the present invention is to overcome the deficiencies in the prior art and provide a financial risk monitoring method and system based on big data, so as to avoid relying solely on manual regular or irregular risk assessment after loans, and to timely discover and deal with risks, thereby reducing the possibility of financial risks.

[0005] The present invention provides the following technical solutions: In a first aspect, a financial risk monitoring method based on big data is provided, comprising: obtaining original data of a target enterprise, including the target enterprise's profit data for the current year, profit data for the previous three years, scale information for the current year of the industry to which it belongs, scale information for the previous year of the industry to which it belongs, and interest expenditure for the current year; calculating profit stability, industry growth rate, and interest coverage ratio based on the target enterprise's profit data for the current year, profit data for the previous three years, scale information for the current year of the industry to which it belongs, scale information for the previous year of the industry to which it belongs, and interest expenditure for the current year; generating early warning signals based on the profit stability, industry growth rate, and interest coverage ratio, the early warning signals comprising early warning signal one, early warning signal two, and a financial risk early warning signal; issuing corresponding risk warning information based on the early warning signal one, early warning signal two, or the financial risk early warning signal.

[0006] As an optional technical solution of the present invention, the profit stability, industry growth rate and interest coverage ratio are calculated based on the target enterprise's current year profit data, the profit data of the previous three years, the current year scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs and the current year interest expenditure, including: The profit stability Ywd is calculated based on the target company's profit data for the previous three years, expressed as: ; in, represents the profit data of the target enterprise in the i-th year before the current year, Represents the mean of the target company’s profit data for the previous three years.

[0007] As an optional technical solution of the present invention, the profit stability, industry growth rate and interest coverage ratio are calculated based on the target enterprise's profit data for the current year, profit data for the previous three years, the scale information of the industry to which it belongs for the current year, the scale information of the industry to which it belongs for the previous year and the interest expenditure for the current year, and further includes: The industry growth rate Hz is calculated based on the current year scale information of the target enterprise's industry and the previous year scale information of the industry to which it belongs, expressed as: ; Among them, Gm represents the scale information of the industry to which the target enterprise belongs in the current year, and QGm represents the scale information of the industry to which the target enterprise belongs in the previous year.

[0008] As an optional technical solution of the present invention, the profit stability, industry growth rate and interest coverage ratio are calculated based on the target enterprise's profit data for the current year, profit data for the previous three years, the scale information of the industry to which it belongs for the current year, the scale information of the industry to which it belongs for the previous year and the interest expenditure for the current year, and further includes: The interest coverage ratio LXbz is calculated based on the target enterprise's profit data and interest expenditure for the year, expressed as: ; Among them, lr represents the target enterprise's profit data for the year, and LXz represents the target enterprise's interest expenditure for the year.

[0009] As an optional technical solution of the present invention, generating an early warning signal according to the profit stability, industry growth rate and interest coverage ratio includes: Compare the profit stability with the preset profit stability threshold, if the profit stability is greater than the profit stability threshold, generate a warning signal 1, if the profit stability is less than or equal to the profit stability threshold, compare the interest coverage ratio with the preset interest coverage ratio threshold; If the interest coverage ratio is less than the interest coverage ratio threshold, a warning signal 2 is generated; If the interest coverage ratio is greater than or equal to the interest coverage ratio threshold, the comprehensive financial risk score is calculated based on the profit stability, industry growth rate and interest coverage ratio, and the comprehensive financial risk score is compared with the pre-set financial risk score threshold. If the comprehensive financial risk score is greater than the financial risk score threshold, a financial risk warning signal is generated.

[0010] As an optional technical solution of the present invention, the comprehensive financial risk score PF is calculated based on profit stability, industry growth rate and interest coverage ratio, and is expressed as: ; Among them, Ywd represents profit stability, Hz represents industry growth rate, and LXbz represents interest coverage ratio. represents the weight coefficient of the interest coverage ratio, represents the weight coefficient of the industry growth rate, represents the weight coefficient of profit stability, and .

[0011] As an optional technical solution of the present invention, the profit stability threshold is set to 40; the interest coverage ratio threshold is set to 2.5; and the financial risk score threshold is set to 0.4.

[0012] As an optional technical solution of the present invention, the issuing of corresponding risk warning information according to the warning signal 1, the warning signal 2 or the financial risk warning signal includes: The risk warning information corresponding to the warning signal 1 is that the profitability of the enterprise is insufficient; The risk warning information corresponding to the warning signal 2 is that the enterprise has insufficient repayment capacity; The risk warning information corresponding to the financial risk warning signal is that the enterprise's comprehensive repayment capacity is insufficient.

[0013] In the second aspect, a financial risk monitoring system based on big data is provided, including: a financial data collection module, which is used to obtain the original data of the target enterprise, including the target enterprise's profit data for the current year, profit data for the previous three years, the current year's scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs, and the current year's interest expenses; The financial data processing module is used to calculate the profit stability, industry growth rate and interest coverage ratio based on the target enterprise's profit data for the current year, profit data for the previous three years, the scale information of the industry to which it belongs in the current year, scale information of the industry to which it belongs in the previous year and interest expenditure for the current year; A financial data risk assessment module, used to generate early warning signals according to the profit stability, industry growth rate and interest coverage ratio, the early warning signals including early warning signal 1, early warning signal 2 and financial risk early warning signal; The early warning module is used to issue corresponding risk early warning information according to the early warning signal one, early warning signal two or financial risk early warning signal.

[0014] As an optional technical solution of the present invention, the financial data collection module, the financial data processing module, the financial data risk assessment module and the early warning module are connected in sequence.

[0015] Compared with the prior art, the present invention has the following beneficial effects: The present invention provides a financial risk monitoring method based on big data, which judges the ability of an enterprise to repay its debts through profit stability, industry growth rate and interest coverage ratio, and calculates a comprehensive financial risk score based on profit stability, industry growth rate and interest coverage ratio. The comprehensive repayment ability of the enterprise is judged based on the comprehensive financial risk score, so that various factors can be combined to comprehensively evaluate the debt repayment ability of the enterprise, avoiding relying solely on manual regular or irregular risk assessment after the loan, and being able to timely discover and deal with risks, thereby reducing the possibility of financial risks. BRIEF DESCRIPTION OF THE DRAWINGS

[0016] Figure 1 is a flow chart of a financial risk monitoring method based on big data in an embodiment of the present invention; Figure 2 It is a schematic diagram of a financial risk monitoring system based on big data in an embodiment of the present invention. DETAILED DESCRIPTION

[0017] The present invention will be further described below in conjunction with the accompanying drawings. The following embodiments are only used to more clearly illustrate the technical solution of the present invention, and cannot be used to limit the protection scope of the present invention.

[0018] Example 1 This embodiment provides a financial risk monitoring method based on big data. Figure 1 As shown, the method comprises the following steps: Step 1: Obtain the original data of the target enterprise, including the target enterprise's profit data for the current year, profit data for the previous three years, the scale information of the industry to which it belongs in the current year, the scale information of the industry to which it belongs in the previous year, and the interest expenses of the current year.

[0019] Step 2: Based on the target company's profit data for the current year, the profit data for the previous three years, the scale information of the industry to which it belongs in the current year, the scale information of the industry to which it belongs in the previous year, and the interest expenditure for the current year, calculate the profit stability, industry growth rate, and interest coverage ratio.

[0020] (2.1) Calculate the profit stability Ywd based on the target enterprise’s profit data for the previous three years, expressed as: ; in, represents the profit data of the target enterprise in the i-th year before the current year, Represents the mean of the target company’s profit data for the previous three years.

[0021] By calculating the profit stability, we can judge whether the company's profit situation in the past three years is good or whether there are large fluctuations. Therefore, we can judge the stability of the company's debt repayment based on the company's profit stability, and it can be used as one of the reference factors for the company's debt repayment ability.

[0022] (2.2) Calculate the industry growth rate based on the current year's scale information of the target enterprise's industry and the previous year's scale information of the industry to which it belongs Hz , expressed as: ; Among them, Gm represents the scale information of the industry to which the target enterprise belongs in the current year, and QGm represents the scale information of the industry to which the target enterprise belongs in the previous year.

[0023] By calculating the industry growth rate, we can judge the current development trend of the industry to which the current enterprise belongs. When it is an upward trend, it means that the target enterprise has a greater market prospect and the possibility of obtaining higher profits is increased; when it is a downward trend, it means that the market in which the target enterprise is located is gradually shrinking, the competitive pressure is increasing, and the possibility of obtaining higher profits is reduced. Therefore, the industry growth rate can be used to estimate the profitability of the target enterprise in the current market, and it can also be used as one of the reference factors for the debt repayment ability of the reference enterprise.

[0024] (2.3) Calculate the interest coverage ratio based on the target company’s profit data and interest expenses for the year LqCy , expressed as: ; Among them, lr represents the target enterprise's profit data for the year, and LXz represents the target enterprise's interest expenditure for the year.

[0025] By calculating the interest coverage ratio, we can objectively reflect the state of the target enterprise's ability to repay the interest generated by existing debts under the support of current profits. The higher the interest coverage ratio, the more it indicates that the enterprise's profits have sufficient ability to support debts. The lower the interest coverage ratio, the weaker the enterprise's ability to support debts and the higher the debt risk. Therefore, it can be used as a basis for judging the enterprise's ability to repay debts, and can also be used as one of the reference factors for the enterprise's ability to repay debts.

[0026] Step three: generating early warning signals based on the profit stability, industry growth rate and interest coverage ratio, the early warning signals including early warning signal one, early warning signal two and financial risk early warning signals.

[0027] 3.1. Compare the profit stability with the pre-set profit stability threshold. If the profit stability is greater than the profit stability threshold, a warning signal 1 is generated. After the warning signal 1 is generated, the subsequent data will no longer be compared. If the profit stability is less than or equal to the profit stability threshold, compare the interest coverage ratio with the pre-set interest coverage ratio threshold.

[0028] In this embodiment, the profit stability threshold is set to 40. When the profit stability is greater than the enterprise profit stability threshold, it means that the enterprise profit volatility is large and the enterprise profit stability is low; when the profit stability is less than or equal to the profit stability threshold, it means that the enterprise profit volatility is small and the enterprise profit stability is high.

[0029] 3.2. If the interest coverage ratio is less than the interest coverage ratio threshold, a warning signal 2 is generated. After the warning signal 2 is generated, no subsequent comparison will be performed.

[0030] In this embodiment, the interest coverage ratio threshold is set to 2.5. When the interest coverage ratio is greater than or equal to the interest coverage ratio threshold, it indicates that the enterprise has high repayment capacity; when the interest coverage ratio is less than the interest coverage ratio threshold, it indicates that the enterprise has low repayment capacity.

[0031] 3.3. If the interest coverage ratio is greater than or equal to the interest coverage ratio threshold, the comprehensive financial risk score is calculated based on the profit stability, industry growth rate and interest coverage ratio, and the comprehensive financial risk score is compared with the pre-set financial risk score threshold. If the comprehensive financial risk score is greater than the financial risk score threshold, a financial risk warning signal is generated.

[0032] Comprehensive financial risk score PF , expressed as: ; Among them, Ywd represents profit stability, Hz represents industry growth rate, and LXbz represents interest coverage ratio. represents the weight coefficient of the interest coverage ratio, represents the weight coefficient of the industry growth rate, represents the weight coefficient of profit stability, and .

[0033] It should be noted that , , The specific value of is assigned to it according to the opinions of experts. Generally, the profitability of the enterprise is considered first, that is, the stability of profitability, and then the repayment capacity of the enterprise's profits for its current debts, that is, the interest coverage ratio, and finally the market growth of the industry to which the enterprise belongs, that is, the industry growth rate. Greater than Greater than .

[0034] After the comprehensive financial risk score is calculated, the comprehensive financial risk score is compared with the financial risk score threshold. When the comprehensive financial risk score is greater than the financial risk score threshold, a financial risk warning signal is generated. At this time, it can be understood that when the company generates warnings for both profitability and repayment capacity, the profitability stability, industry growth rate and interest coverage ratio are used as reference factors to calculate the company's comprehensive debt repayment capacity under the influence of these factors to avoid misjudgment. It can also be understood that when profitability stability and interest coverage ratio barely do not trigger warning signals 1 and 2, as the market fluctuates, the target company's ability to repay debts becomes weaker after market fluctuations, that is, there may be some risks of debt repayment in the future.

[0035] In this embodiment, the financial risk score threshold is set to 0.4. When the comprehensive financial risk score is greater than the financial risk score threshold, it indicates that the comprehensive repayment capacity of the enterprise is weak.

[0036] Step 4: According to the warning signal 1, warning signal 2 or financial risk warning signal, corresponding risk warning information is issued.

[0037] Specifically, the risk warning information corresponding to the warning signal 1 is that the enterprise's profitability is insufficient. The risk warning information corresponding to the warning signal 2 is that the enterprise's repayment capacity is insufficient. The risk warning information corresponding to the financial risk warning signal is that the enterprise's comprehensive repayment capacity is insufficient.

[0038] Example 2 This embodiment provides a financial risk monitoring system based on big data, such as Figure 2 As shown, including: The financial data collection module is used to obtain the original data of the target enterprise, which includes the target enterprise's profit data for the current year, profit data for the previous three years, the current year's scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs, and the current year's interest expenses.

[0039] The financial data processing module is used to calculate the profit stability, industry growth rate and interest coverage ratio based on the target enterprise's profit data for the current year, profit data for the previous three years, the scale information of the industry to which it belongs for the current year, scale information of the industry to which it belongs for the previous year and interest expenditure for the current year.

[0040] The financial data risk assessment module is used to generate early warning signals based on the profit stability, industry growth rate and interest coverage ratio. The early warning signals include early warning signal one, early warning signal two and financial risk early warning signals.

[0041] The early warning module is used to issue corresponding risk early warning information according to the early warning signal one, early warning signal two or financial risk early warning signal.

[0042] Furthermore, the financial data collection module, the financial data processing module, the financial data risk assessment module and the early warning module are connected in sequence.

[0043] Furthermore, the financial data collection module is connected to the cloud server to obtain raw data from the cloud server.

[0044] Furthermore, the financial data acquisition module sends the original data to the financial data processing module, the financial data processing module sends the profit stability, industry growth rate and interest coverage multiple to the financial data risk assessment module, and the financial data risk assessment module sends the generated warning signal 1 or warning signal 2 or financial risk warning signal to the warning module. When the warning module receives the warning signal 1, it displays the warning information of insufficient profitability of the enterprise on its display end; when the warning module receives the warning signal 2, it displays the warning information of insufficient repayment ability of the enterprise on its display end; when the warning module receives the financial risk warning signal, it displays the warning information of insufficient comprehensive repayment ability of the enterprise on its display end.

[0045] Those skilled in the art will appreciate that the embodiments of the present application may be provided as methods, systems, or computer program products. Therefore, the present application may take the form of a complete hardware embodiment, a complete software embodiment, or an embodiment combining software and hardware. Moreover, the present application may take the form of a computer program product implemented on one or more computer-usable storage media (including but not limited to disk storage, CD-ROM, optical storage, etc.) containing computer-usable program codes.

[0046] The present application is described with reference to the flowcharts and / or block diagrams of the methods, devices (systems), and computer program products according to the embodiments of the present application. It should be understood that each process and / or box in the flowchart and / or block diagram, as well as the combination of the processes and / or boxes in the flowchart and / or block diagram, can be implemented by computer program instructions. These computer program instructions can be provided to a processor of a general-purpose computer, a special-purpose computer, an embedded processor, or other programmable data processing device to generate a machine, so that the instructions executed by the processor of the computer or other programmable data processing device generate instructions for implementing the processes in the flowchart and / or block diagram. Figure 1 A process or multiple processes and / or boxes Figure 1 A device that provides the functions specified in a block or multiple blocks.

[0047] These computer program instructions may also be stored in a computer-readable memory capable of directing a computer or other programmable data processing device to operate in a specific manner, so that the instructions stored in the computer-readable memory produce an article of manufacture comprising an instruction device, which implements the process Figure 1 A process or multiple processes and / or boxes Figure 1 A function specified in one or more boxes.

[0048] These computer program instructions can also be loaded onto a computer or other programmable data processing device so that a series of operating steps are executed on the computer or other programmable device to produce a computer-implemented process, thereby providing instructions for implementing the process. Figure 1 A process or multiple processes and / or boxes Figure 1 The steps for the functions specified in one or more boxes.

[0049] The above is only a preferred embodiment of the present invention. It should be pointed out that for ordinary technicians in this technical field, several improvements and modifications can be made without departing from the technical principles of the present invention. These improvements and modifications should also be regarded as the scope of protection of the present invention.

Claims

1. A financial risk monitoring method based on big data, characterized in that: include: Obtain the original data of the target enterprise, including the target enterprise's profit data for the current year, profit data for the previous three years, the current year's scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs, and the current year's interest expenses; Based on the target enterprise's current year profit data, the previous three years' profit data, the current year's scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs, and the current year's interest expenditure, calculate the profit stability, industry growth rate, and interest coverage ratio; Generate early warning signals based on the profit stability, industry growth rate and interest coverage ratio, including early warning signal 1, early warning signal 2 and financial risk early warning signal; According to the warning signal one, warning signal two or financial risk warning signal, corresponding risk warning information is issued.

2. The financial risk monitoring method based on big data according to claim 1 is characterized in that: The profit stability, industry growth rate and interest coverage ratio are calculated based on the target enterprise's current year profit data, the profit data of the previous three years, the current year scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs and the current year interest expenditure, including: The profit stability Ywd is calculated based on the target company's profit data for the previous three years, expressed as: ； in, represents the profit data of the target enterprise in the i-th year before the current year, Represents the mean of the target company’s profit data for the previous three years.

3. The financial risk monitoring method based on big data according to claim 1 is characterized in that: The profit stability, industry growth rate and interest coverage ratio are calculated based on the target enterprise's current year profit data, the profit data of the previous three years, the current year scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs and the current year interest expenditure, and also include: The industry growth rate Hz is calculated based on the current year scale information of the target enterprise's industry and the previous year scale information of the industry to which it belongs, expressed as: ； Among them, Gm represents the scale information of the industry to which the target enterprise belongs in the current year, and QGm represents the scale information of the industry to which the target enterprise belongs in the previous year.

4. The financial risk monitoring method based on big data according to claim 1 is characterized in that: The profit stability, industry growth rate and interest coverage ratio are calculated based on the target enterprise's current year profit data, the profit data of the previous three years, the current year scale information of the industry to which it belongs, the scale information of the previous year of the industry to which it belongs and the current year interest expenditure, and also include: The interest coverage ratio LXbz is calculated based on the target enterprise's profit data and interest expenditure for the year, expressed as: ； Among them, lr represents the target enterprise's profit data for the year, and LXz represents the target enterprise's interest expenditure for the year.

5. The financial risk monitoring method based on big data according to claim 1 is characterized in that: Generate early warning signals based on the profit stability, industry growth rate and interest coverage ratio, including: Compare the profit stability with the preset profit stability threshold, if the profit stability is greater than the profit stability threshold, generate a warning signal 1, if the profit stability is less than or equal to the profit stability threshold, compare the interest coverage ratio with the preset interest coverage ratio threshold; If the interest coverage ratio is less than the interest coverage ratio threshold, a warning signal 2 is generated; If the interest coverage ratio is greater than or equal to the interest coverage ratio threshold, the comprehensive financial risk score is calculated based on the profit stability, industry growth rate and interest coverage ratio, and the comprehensive financial risk score is compared with the pre-set financial risk score threshold. If the comprehensive financial risk score is greater than the financial risk score threshold, a financial risk warning signal is generated.

6. The financial risk monitoring method based on big data according to claim 5 is characterized in that: The comprehensive financial risk score PF is calculated based on profit stability, industry growth rate and interest coverage ratio, expressed as: ； Among them, Ywd represents profit stability, Hz represents industry growth rate, and LXbz represents interest coverage ratio. represents the weight coefficient of the interest coverage ratio, represents the weight coefficient of the industry growth rate, represents the weight coefficient of profit stability, and .

7. The financial risk monitoring method based on big data according to claim 5 is characterized in that: The profit stability threshold is set to 40; the interest coverage ratio threshold is set to 2.5; and the financial risk score threshold is set to 0.

4.

8. The financial risk monitoring method based on big data according to claim 5 is characterized in that: The issuing of corresponding risk warning information according to the warning signal 1, the warning signal 2 or the financial risk warning signal includes: The risk warning information corresponding to the warning signal 1 is that the profitability of the enterprise is insufficient; The risk warning information corresponding to the warning signal 2 is that the enterprise has insufficient repayment capacity; The risk warning information corresponding to the financial risk warning signal is that the enterprise's comprehensive repayment capacity is insufficient.

9. A financial risk monitoring system based on big data, characterized in that: include: The financial data collection module is used to obtain the original data of the target enterprise, including the target enterprise's profit data for the current year, profit data for the previous three years, the scale information of the industry to which it belongs in the current year, the scale information of the industry to which it belongs in the previous year, and the interest expenditure of the current year; The financial data processing module is used to calculate the profit stability, industry growth rate and interest coverage ratio based on the target enterprise's profit data for the current year, profit data for the previous three years, the scale information of the industry to which it belongs in the current year, scale information of the industry to which it belongs in the previous year and interest expenditure for the current year; A financial data risk assessment module, used to generate early warning signals according to the profit stability, industry growth rate and interest coverage ratio, the early warning signals including early warning signal 1, early warning signal 2 and financial risk early warning signal; The early warning module is used to issue corresponding risk early warning information according to the early warning signal one, early warning signal two or financial risk early warning signal.

10. The financial risk monitoring system based on big data according to claim 9 is characterized in that: The financial data collection module, the financial data processing module, the financial data risk assessment module and the early warning module are connected in sequence.

Images