Information processing method and device, computer readable storage medium and computer program product

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By receiving the target quantity and target identification in the information processing method of over-the-counter derivatives, determining the pending assets, and directly updating the risk index value of the target assets when the asset data changes, the slow update speed and poor real-time performance in the existing technology are solved. The problem of this has achieved more efficient update and calculation of risk indicator values.

CN119417608APending Publication Date: 2025-02-11GF SECURITIES CO LTD

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Patent Information

Application Number: CN202411545228.9
Authority / Receiving Office: CN · China
Patent Type: Applications(China)
Current Assignee / Owner
Filing Date: 2024-10-31
Publication Date: 2025-02-11

AI Technical Summary

Technical Problem

When the over-the-counter derivatives change, the risk index values of all over-the-counter derivatives need to be recalculated, resulting in slow update speed and poor real-time performance, and serious waste of computing power of computer equipment.

Method used

By receiving the target number sent by the second server and the target identification of the first server, the pending assets corresponding to the first server are determined from the holding assets of the target object, and when the asset data changes, the relevant target assets are directly updated. Risk indicator value, rather than recalculating the risk indicator value for all assets.

Benefits of technology

It improves the update speed and calculation efficiency of the risk index values of over-the-counter derivatives, solves the problems of slow update speed and poor real-time performance, and saves the computing power of computer equipment.

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Abstract

The embodiment of the invention discloses an information processing method. The method comprises the following steps: receiving a target number sent by a second server and a target identifier of a first server; wherein the target identifier is determined by the second server based on the target number and the information of the first server; determining to-be-processed assets corresponding to the first server from the held assets of the target object based on the target number and the target identifier, and determining risk index values of the to-be-processed assets; if it is determined that the asset data related to the to-be-processed assets are changed, determining target assets from the to-be-processed assets based on the change information of the asset data; and updating the risk index value of the target asset to obtain a target risk index value of the target asset. The embodiment of the invention further discloses information processing equipment and device, a computer readable storage medium and a computer program product.

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Description

Technical Field

[0001] The present application relates to information processing technology in the computer field, and in particular to an information processing method, device, computer-readable storage medium and computer program product. Background Art

[0002] In recent years, the business of financial over-the-counter derivatives has grown rapidly. In order to help financial institutions or investors better manage investment risks, risk hedging is usually achieved by calculating the risk index value of over-the-counter derivatives to reduce the risks of financial institutions or investors. Based on this, it becomes particularly important to update the risk index value in time when the over-the-counter derivatives change to help financial institutions or investors better manage investment risks.

[0003] At present, when a certain OTC derivative changes, the relevant technology usually recalculates and updates the risk index values of all OTC derivatives. However, since the risk index values of all OTC derivatives need to be recalculated every time a change event occurs, the update speed of the risk index values of the OTC derivatives associated with the change event is slow and the real-time performance is poor; and since the risk index values of OTC derivatives that have not changed in the relevant technology will be repeatedly calculated, the computing power of the computer equipment is seriously wasted, which leads to poor calculation efficiency of the risk index values. Summary of the invention

[0004] In order to solve the above-mentioned technical problems, the embodiments of the present application hope to provide an information processing method, device, computer-readable storage medium and computer program product, which solve the problems of slow update speed and poor real-time performance when updating risk indicator values in related technologies, thereby improving the update speed of risk indicator values of over-the-counter derivatives and the calculation efficiency of risk indicator values.

[0005] To achieve the above purpose, the technical solution of this application is implemented as follows:

[0006] An information processing method, the method comprising:

[0007] Receiving a target quantity and a target identifier of the first server sent by a second server; wherein the target identifier is determined by the second server based on the target quantity and information of the first server;

[0008] Based on the target quantity and the target identifier, determine the asset to be processed corresponding to the first server from the assets held by the target object, and determine the risk indicator value of the asset to be processed;

[0009] If it is determined that the asset data related to the asset to be processed has changed, determining the target asset from the assets to be processed based on the change information of the asset data;

[0010] The risk index value of the target asset is updated to obtain a target risk index value of the target asset.

[0011] In the above solution, based on the target quantity and the target identifier, determining the assets to be processed from the assets held by the target object includes:

[0012] Determining a target value based on the asset number of each held asset and the target quantity;

[0013] The asset to be processed is determined from the held assets based on the target value and the target identifier.

[0014] In the above scheme, the method further includes:

[0015] The risk indicator value of the asset to be processed is stored in the target storage area.

[0016] In the above solution, if it is determined that the asset data related to the asset to be processed has changed, determining the target asset from the assets to be processed based on the change information of the asset data includes:

[0017] If it is determined that the asset data has changed, the target asset is determined from the assets to be processed based on the change information and the identification information of the assets to be processed.

[0018] In the above solution, the risk index value of the target asset is updated to obtain the target risk index value of the target asset, including:

[0019] Based on the identification information of the target asset in the assets to be processed and the change information, the risk index value of the target asset is updated to obtain the target risk index value.

[0020] In the above scheme, the method further includes:

[0021] The target risk indicator value of the target asset is stored in the target storage area.

[0022] In the above scheme, the risk index value of the target asset is updated based on the identification information of the target asset in the assets to be processed and the change information to obtain the target risk index value, including:

[0023] Determine a target parameter based on the identification information of the target asset and the target quantity; wherein the target parameter represents the identification of the server corresponding to the target asset;

[0024] If the identifier represented by the target parameter is the target identifier of the first server, the risk index value of the target asset is updated based on the change information and the asset information of the target asset to obtain the target risk index value.

[0025] In the above solution, based on the change information and the asset information of the target asset, the risk index value of the target asset is updated to obtain the target risk index value, including:

[0026] If the change information represents the price fluctuation of the asset to be processed, determining the target value of the target asset;

[0027] Based on the target value and the asset information of the target asset, the risk index value of the target asset is updated to obtain the target risk index value.

[0028] An information processing method, the method comprising:

[0029] Acquire information of a first server and a target number of the first server;

[0030] Determining a target identifier of the first server based on the target quantity and the information;

[0031] The target quantity and the target identifier are sent to the first server, so that the first server determines the assets to be processed from the assets held by the target object based on the target quantity and the target identifier, and when the asset data related to the assets to be processed changes, the first server determines the target assets from the assets to be processed based on the change information of the asset data, and updates the risk indicator value of the target assets.

[0032] An information processing device, the device comprising: a processor, a memory and a communication bus;

[0033] The communication bus is used to realize the communication connection between the processor and the memory;

[0034] The processor is used to execute the information processing program stored in the memory to implement the steps of the above-mentioned information processing method.

[0035] A computer-readable storage medium stores one or more programs, and the one or more programs can be executed by one or more determiners to implement the steps of the above-mentioned information processing method.

[0036] A computer program product, comprising a computer program, wherein the computer program implements the steps of the above-mentioned information determination method when executed by a determiner.

[0037] The information processing method, device, computer-readable storage medium and computer program product provided in the embodiments of the present application can determine the assets to be processed corresponding to the first server from the held assets of the target object based on the target number and target identifier of the first server, and determine the risk index value of the assets to be processed. Afterwards, if it is determined that the asset data related to the assets to be processed has changed, the target assets are determined from the assets to be processed based on the change information of the asset data, and then the risk index value of the target assets is updated to obtain the target risk index value of the target assets; in this way, when the asset data related to the assets to be processed changes, the target assets related to the change can be first determined from the assets to be processed, and then the risk index value of the target assets can be directly updated, instead of recalculating the risk index values of all held assets and then updating them as in the related art, thereby solving the problems of slow update speed and poor real-time performance when updating risk index values in the related art, thereby improving the update speed of risk index values of over-the-counter derivatives and the calculation efficiency of risk index values. BRIEF DESCRIPTION OF THE DRAWINGS

[0038] Figure 1 A flowchart of an information processing method provided in an embodiment of the present application;

[0039] Figure 2 A flowchart of another information processing method provided in an embodiment of the present application;

[0040] Figure 3 A flowchart of an information processing method provided for another embodiment of the present application;

[0041] Figure 4 A schematic diagram of constructing an indicator linked list in an information processing method provided in an embodiment of the present application;

[0042] Figure 5 A schematic diagram of a mapping relationship between a data source and a position code in an information processing method provided in an embodiment of the present application;

[0043] Figure 6 A system schematic diagram corresponding to an information processing method provided in an embodiment of the present application;

[0044] Figure 7 A schematic diagram of the structure of a first server provided in an embodiment of the present application;

[0045] Figure 8 A schematic diagram of the structure of a second server provided in an embodiment of the present application;

[0046] Fig. 9 A schematic diagram of the structure of a first information processing device provided in an embodiment of the present application;

[0047] Fig.10 A schematic diagram of the structure of a second information processing device provided in an embodiment of the present application. DETAILED DESCRIPTION

[0048] The technical solutions in the embodiments of the present application will be clearly and completely described below in conjunction with the drawings in the embodiments of the present application.

[0049] It should be understood that the specific embodiments described herein are only used to explain the present application and are not used to limit the present application.

[0050] Before further describing the embodiments of the present application in detail, the nouns and terms involved in the embodiments of the present application are explained. The nouns and terms involved in the embodiments of the present application are subject to the following interpretations.

[0051] 1) Financial derivatives: A financial contract based on an underlying financial instrument, whose value depends on one or more underlying assets or indices. Depending on the trading venue, it can be divided into on-exchange derivatives and over-the-counter derivatives.

[0052] 2) OTC derivatives: financial derivative contracts traded outside of an exchange.

[0053] 3) Underlying asset: the underlying financial asset to which the derivative contract is linked.

[0054] 4) Securities Master Data: The present invention generates a data record for all derivative contracts and financial securities, with a unique identification code.

[0055] 5) Evidence master data code: unique code of securities master data.

[0056] 6) Hedging: The act of buying and selling securities on an exchange to cover the risk of over-the-counter derivative contracts.

[0057] 7) Positions: After daily settlement of over-the-counter derivative contracts or hedge securities, a record of the current number of contracts or securities is formed, with a position code as a unique identifier.

[0058] 8) Ledger: The account where the OTC derivative contracts or hedge securities are locked in the book. The ledger code serves as the primary key of the ledger.

[0059] 9) Position code: The unique identifier of the position, which includes the securities master data code, account book code, and transaction direction of the position, obtained through binary encoding.

[0060] 10) Data sources: Data sources necessary for calculating risk indicators, including securities master data sources, derivative contract data sources, real-time market data sources, etc.

[0061] 11) Risk indicators: indicators required for risk hedging of financial derivatives, such as underlying price, rise or fall, and hedging exposure.

[0062] 12) Derivatives pricing: Financial derivatives are indicators such as the value of derivatives calculated based on quantitative models, market conditions, volatility and other data.

[0063] The present application embodiment provides an information processing method, which can be applied to a first server, referring to Figure 1 As shown, the method may include the following steps:

[0064] Step 101: Receive a target quantity sent by a second server and a target identifier of a first server.

[0065] The target identifier is determined by the second server based on the target quantity and information of the first server.

[0066] In the embodiment of the present application, the target number may refer to the number of first servers; the first server may refer to a server used to determine the risk index value of the holding assets of the target object; the target identifier may be determined by the second server and sent to the first server. It should be noted that one second server corresponds to multiple first servers.

[0067] Step 102: Based on the target quantity and the target identifier, determine the assets to be processed corresponding to the first server from the assets held by the target object, and determine the risk indicator value of the assets to be processed.

[0068] In the embodiment of the present application, the target object may refer to a financial institution or an investor; the held assets may include financial derivatives, stocks, and funds, etc., and financial derivatives may be divided into on-exchange derivatives and over-the-counter derivatives according to the trading venue; the assets to be processed may refer to the assets for which the first server is to calculate the risk index value; the risk index may include the asset value, the change in option price (hereinafter referred to as: DELTA) and the rate of change of option price (hereinafter referred to as: GAMMA), etc.; the target identifier may refer to the number of the first server (hereinafter referred to as, ID). It should be noted that each asset to be processed corresponds to multiple risk indicators.

[0069] In an embodiment of the present application, a numerical value can be determined based on the asset number and target quantity of each held asset, and then the assets to be processed corresponding to the first server are determined from all held assets in combination with the target identifier. Thereafter, the dependency relationship between multiple risk indicators of each asset to be processed is obtained, and the specific value of each risk indicator of each asset to be processed is determined in turn based on the dependency relationship.

[0070] It should be noted that the dependency relationship represents the calculation order of each risk indicator of the asset to be processed.

[0071] Step 103: If it is determined that the asset data related to the asset to be processed has changed, a target asset is determined from the assets to be processed based on the change information of the asset data.

[0072] In the embodiment of the present application, the asset data may include different types of data of the asset, wherein the different types of data may include market data, value data, position data, exchange rate data, account book data and transaction data corresponding to the asset, etc., and the asset data may be obtained from multiple different data sources. It should be noted that different data sources correspond to different types of data of the asset, that is, different types of data of the asset can be obtained from different data sources; and according to the source of the data, the data source may include a real-time data source and a non-real-time data source (such as a database).

[0073] In an embodiment of the present application, the message bus can be used to monitor whether the asset data stored in each data source has changed. If it is monitored that the asset data stored in a certain data source has changed, the target asset associated with the change can be determined from the assets to be processed based on the change information of the asset data.

[0074] Step 104: Update the risk index value of the target asset to obtain the target risk index value of the target asset.

[0075] In an embodiment of the present application, after the target asset is determined from the assets to be processed, the target risk index value can be updated according to the identification information and change information of the target asset to obtain the target risk index value of the target asset.

[0076] The information processing method provided in the embodiment of the present application can first determine the target asset related to the change from the assets to be processed when the asset data related to the assets to be processed changes, and then directly update the risk indicator value of the target asset, instead of recalculating the risk indicator values of all held assets and then updating them as in the related art. This solves the problems of slow update speed and poor real-time performance when updating risk indicator values in the related art, thereby improving the update speed of risk indicator values of over-the-counter derivatives and the calculation efficiency of risk indicator values.

[0077] Based on the above embodiments, the embodiments of the present application provide an information processing method, which can be applied to the second server, referring to Figure 2 As shown, the method may include the following steps:

[0078] Step 201: Obtain information of a first server and a target number of first servers.

[0079] In the embodiment of the present application, the information of the first server may refer to information related to the first server. It should be noted that one second server may correspond to multiple first servers.

[0080] Step 202: Determine a target identifier of the first server based on the target quantity and information of the first server.

[0081] In the embodiment of the present application, the target identifier may be represented by a device number. Specifically, after obtaining the target quantity and information of multiple first servers, the second server may sort the multiple first servers and determine the device number (ie, target identifier) of each first server according to the sorting result.

[0082] It should be noted that the target identifier of the first server is not static. For example, if a first server crashes, the device number (ie, target identifier) of each first server needs to be recalculated.

[0083] Step 203: Send the target quantity and target identifier to the first server, so that the first server determines the assets to be processed from the assets held by the target object based on the target quantity and the target identifier, and when the asset data related to the assets to be processed changes, the first server determines the target assets from the assets to be processed based on the change information of the asset data, and updates the risk indicator value of the target assets.

[0084] In an embodiment of the present application, after the target identifier is determined, the target number and target identifier of the first server can be sent to the first server, so that each first server can determine in advance from the assets held by the target object the assets to be processed for which it needs to calculate the risk index value, that is, each first server only needs to calculate the risk index value of a part of the assets. In this way, not only the distributed calculation of the risk index value is realized and the calculation speed of the risk index value is improved, but also the problem of poor calculation efficiency of the risk index value due to serious waste of computing power in the related technology is solved.

[0085] The information processing method provided in the embodiment of the present application can determine the target identifier of the first server according to the information of the first server and the target number of the first server, and send the target number and the target identifier to the first server, so that the first server can determine the asset to be processed from the held assets of the target object based on the target number and the target identifier, and determine the target asset from the asset to be processed when the asset data related to the asset to be processed changes, and update the risk index value of the target asset. In this way, when the asset data related to the asset to be processed changes, the target asset related to the change can be first determined from the asset to be processed, and then the risk index value of the target asset can be directly updated, instead of recalculating the risk index values of all held assets and then updating them as in the related art, which solves the problems of slow update speed and poor real-time performance when updating the risk index value in the related art, thereby improving the update speed of the risk index value of over-the-counter derivatives and the calculation efficiency of the risk index value; and by determining the target identifier of the first server and sending it to the first server, the first server can pre-determine the corresponding asset to be processed to realize distributed calculation of the risk index value and save computing power.

[0086] Based on the above embodiments, the embodiments of the present application provide an information processing method, referring to Figure 3 As shown, the method may include the following steps:

[0087] Step 301: The second server obtains information of the first server and a target number of the first server.

[0088] Step 302: The second server determines the target identifier of the first server based on the target quantity and information.

[0089] In an embodiment of the present application, multiple first servers may be sorted according to information on the target number of first servers to obtain a sorting sequence, and then the sorting sequence number of each first server in the sorting sequence is used as the device number (ie, target identifier) of each first server.

[0090] It should be noted that the target identifier may be represented by a number. For example, the first first server may be assigned a device number of 01, the second first server may be assigned a device number of 02, the third first server may be assigned a device number of 03, ... the tenth first server may be assigned a device number of 10, and the Nth first server may be assigned a number of N.

[0091] Step 303: The second server sends the target quantity and target identifier to the first server, so that the first server determines the assets to be processed from the assets held by the target object based on the target quantity and target identifier, and when the asset data related to the assets to be processed changes, the first server determines the target assets from the assets to be processed based on the change information of the asset data, and updates the risk indicator value of the target assets.

[0092] Step 304: The first server receives the target quantity and the target identifier of the first server sent by the second server.

[0093] The target identifier is determined by the second server based on the target quantity and information of the first server.

[0094] Step 305: The first server determines a target value based on the asset number and the target quantity of each held asset.

[0095] In an embodiment of the present application, all held assets of the target object may be sorted, and the sorting sequence number may be used as the asset number of each held asset. Afterwards, each asset number and the target quantity may be modulo processed, and the remainder obtained is the target value.

[0096] It should be noted that one target value corresponds to multiple assets among the held assets.

[0097] Step 306: The first server determines the asset to be processed from the held assets based on the target value and the target identifier.

[0098] In the embodiment of the present application, a target value that is the same as the device number (ie, target identifier) of the first server can be determined from multiple target values, so that the corresponding asset is used as the asset to be processed.

[0099] Exemplarily, if the device number of the first server is 02, a target value of 2 may be determined from multiple target values, and the asset corresponding to the target value 2 may be used as the to-be-processed asset corresponding to the first server.

[0100] Step 307: The first server determines the risk index value of the asset to be processed, and stores the risk index value of the asset to be processed in the target storage area.

[0101] In an embodiment of the present application, the target storage area may be a memory area pre-divided in the first server. Specifically, for each asset to be processed, the dependency relationship between multiple risk indicators of each asset to be processed can be obtained from a pre-built indicator chain list through a real-time risk calculation module, and a first indicator with a dependent indicator is determined from multiple risk indicators based on the dependency relationship, and then a first risk indicator value of a second indicator other than the first indicator in the multiple risk indicators is determined, and then a second risk indicator value of the first indicator is determined based on the first risk indicator value. Among them, the risk indicator value of the asset to be processed includes a first risk indicator value and a second risk indicator value.

[0102] Further, after determining the risk indicator value, for the assets to be processed belonging to the same position, the name of the risk indicator can be used as the primary key (i.e., the identifier) and the calculated result of the risk indicator can be used as the value to construct a data set for the position and store it in the memory of the first server. Each position corresponds to a data set. In an achievable manner, the data set can be represented by a hash table, specifically, Figure 4 As shown, all data sets (ie, hash tables) can be aggregated through the real-time risk report module to obtain a real-time risk report.

[0103] In another possible implementation, Figure 4 As shown, before determining the risk indicators of the assets to be processed, it is possible to first determine whether each risk indicator has a dependent indicator. If a risk indicator has a dependent indicator, the dependent indicator is placed in a pre-constructed indicator linked list. After that, it is further determined whether the dependent indicator has a next-level dependent indicator. If the dependent indicator has a next-level dependent indicator, the next-level dependent indicators are placed in the indicator linked list in sequence until there are no more dependent indicators at the next level. Correspondingly, if a risk indicator does not have a dependent indicator, it is necessary to first traverse the entire linked list to see whether the dependent indicator exists. If so, the placement operation is not performed, and it is determined whether all dependent indicators of the risk indicator have been traversed. If not, the risk indicator is placed at the end of the indicator linked list.

[0104] It should be noted that in the process of determining the risk index value of the assets to be processed, Figure 5 As shown, a mapping relationship between the primary key of the data source and the position code corresponding to the asset is constructed. Specifically, a specific hash table (i.e., a mapping relationship) can be established with the primary key of the data source as the key value and the position code as the value, for example, Figure 5 As shown, the position codes associated with the primary key 1 of a data source are A1…An,…, and the position codes associated with the primary key N of a data source are N1…Nn.

[0105] In the embodiments of the present application, Figure 6As shown, the real-time risk report module can receive a query request sent by the client for querying the risk index value, and filter out all qualified risk index values from the database according to the query conditions carried in the query request and summarize them, and then return the summarized real-time report data to the client. In this way, by filtering and summarizing data, the amount of messages stored in the server and the client can be saved, bandwidth can be saved, and the load on the client can be reduced. It should be noted that the query request can be sent regularly according to a pre-set frequency, and the frequency can be variable.

[0106] Step 308: If it is determined that the asset data has changed, the first server determines the target asset from the assets to be processed based on the change information and the identification information of the assets to be processed.

[0107] In the embodiment of the present application, different asset data corresponds to different data sources, and the data sources include real-time data sources and non-real-time data sources. Figure 6 As shown in the figure, real-time data sources include real-time market data sources, real-time exchange rate data sources, and real-time position data sources; non-real-time data sources include derivative contract data sources, account book data sources, securities master data sources, trading calendar data sources, and risk limit data sources. It should be noted that real-time data sources can refer to external message sources, and non-real-time data sources can refer to pre-built databases that store asset data. It should be noted that any change in any data source will be broadcast to the message bus.

[0108] In an embodiment of the present application, each data source has a unique primary key (i.e., an identifier). For example, the position data source uses the position code as the primary key, the derivative contract data source uses the securities master data code corresponding to the derivative contract as the primary key, the real-time market data source uses the exchange code as the primary key, and the account book data source uses the account book code as the primary key.

[0109] In the embodiment of the present application, the change information may include the primary key (i.e., identification) of the changed data source. Specifically, if the asset data stored in the data source is monitored through the message bus, the primary key of the changed data source may be matched with the position code, and the target asset may be determined from the assets to be processed based on the matching result and the identification information of the asset to be processed.

[0110] Further, if Figure 4 As shown, the position code that matches the primary key of the changed data source can be determined based on the mapping relationship between the primary key of the data source and the position code, and the determined position code is deduplicated. After that, the target asset belonging to the position is determined from the assets to be processed based on the obtained position code and the identification information of the asset to be processed. It should be noted that the mapping relationship between the primary key of the data source and the position code is preset and stored in the database in the form of a hash table.

[0111] Step 309: The first server updates the risk index value of the target asset based on the identification information and change information of the target asset in the assets to be processed, obtains the target risk index value, and stores the target risk index value of the target asset in the target storage area.

[0112] In an embodiment of the present application, the target parameters can be first determined based on the identification information of the target asset and the target quantity of the first server, and the risk indicator value of the target asset can be updated based on the target parameters, change information and asset information of the target asset to obtain the target risk indicator value. Thereafter, the obtained target risk indicator value can be stored in the memory of the first server to update the original risk indicator value.

[0113] In the embodiment of the present application, step 309 can be implemented through steps 309a to 309b.

[0114] Step 309a: The first server determines target parameters based on the identification information of the target asset and the target quantity.

[0115] The target parameter represents the identifier of the server corresponding to the target asset.

[0116] In the embodiment of the present application, the identification information of the target asset may refer to the position code corresponding to the target asset, and the target parameter may be represented by a numerical value. Specifically, a hash algorithm may be used to calculate the hash value of each position code, and then each hash value and the target quantity of the first server are modulo processed, and the remainder obtained is the target parameter.

[0117] For example, if the asset number of the target asset is 013 and the target quantity is 10, the target parameter is 3.

[0118] Step 309b: If the identifier represented by the target parameter is the target identifier of the first server, the first server updates the risk indicator value of the target asset based on the change information and the asset information of the target asset to obtain a target risk indicator value.

[0119] In the embodiment of the present application, the target identifier may refer to the sorting number of the first server. Specifically, if the target parameter represents that the identifier of the server corresponding to the target asset is the target identifier of the first server, it means that the server corresponding to the target asset is the first server. At this time, the risk index value of the target asset can be directly recalculated based on the change information and the asset information of the target asset to obtain the target risk index value.

[0120] Exemplarily, if the sorting number of the first server is 03, the target parameter is the same as the sorting number. At this time, the target risk index value can be directly determined based on the change information and asset information; correspondingly, if the sorting number of the first server is not 03 (that is, the identifier of the server corresponding to the target asset is not equal to the target identifier of the first server), it means that the server corresponding to the target asset is not the first server, that is, the risk index value of the target asset is not calculated by the first server. At this time, the risk index value calculation operation is not performed.

[0121] In the embodiment of the present application, "the first server updates the risk index value of the target asset based on the change information and the asset information of the target asset to obtain the target risk index value" in step 309b can be implemented through steps 309b1 to 309b2.

[0122] Step 309b1: If the change information represents the price fluctuation of the asset to be processed, the first server determines the target value of the target asset.

[0123] In the embodiment of the present application, the price fluctuation of the asset to be processed can be reflected by the market information of the asset. Specifically, if the change information represents the market information of the asset, it is necessary to redetermine the target value of the target asset, that is, to re-price the target asset. Specifically, it can be achieved by Figure 6 The real-time pricing module in the system determines the corresponding target assets such as derivative contracts and stocks according to the target code of the market. Then, the remainder is calculated based on the securities master code corresponding to the target asset and the target quantity of the first server. If the remainder is equal to the sorting number of the first server, it is determined that the target asset is priced on this server. Otherwise, the pricing operation and subsequent risk indicator value calculation operations are not performed. In this way, distributed computing of asset value is realized and computing power is fully utilized.

[0124] In one achievable manner, Figure 6 As shown, when the change information involves changes in the market information, exchange rate information and position information of the asset, it is necessary to recalculate the value of the target asset (i.e., the target value) through the real-time pricing module; correspondingly, if the change information does not involve the market information, exchange rate information and position information of the asset, there is no need to reprice the target asset through the pricing module, and the risk indicator value of the target asset can be directly calculated.

[0125] In the embodiment of the present application, by performing distributed pricing, not only the pricing speed is accelerated and the real-time nature of the pricing results is improved, but also the problems of serious waste of computing power and insufficient scalability in related technologies are solved.

[0126] Step 309b2: The first server updates the risk index value of the target asset based on the target value and the asset information of the target asset to obtain a target risk index value.

[0127] In an embodiment of the present application, if the change information involves changes in the market information, exchange rate information, and position information of the asset, the risk index value of the target asset can be updated according to the target value and the asset information of the target asset to obtain the target risk index value; correspondingly, if the change information does not involve changes in the market information, exchange rate information, and position information of the asset, the risk index value of the target asset can be directly updated according to the change information and the asset information of the target asset.

[0128] In an embodiment of the present application, by only calculating the risk index value of the assets in the associated holdings when the asset data related to the assets to be processed changes, a large amount of computing power can be saved, thereby improving the efficiency and real-time performance of the real-time risk index value.

[0129] The information processing method provided in the embodiment of the present application can first determine the target asset related to the change from the assets to be processed when the asset data related to the assets to be processed changes, and then directly update the risk index value of the target asset, instead of recalculating the risk index values of all held assets and then updating them as in the related art. This solves the problems of slow update speed and poor real-time performance when updating risk index values in the related art, thereby improving the update speed of the risk index value of over-the-counter derivatives and the calculation efficiency of the risk index value; and by determining the target identifier of the first server and sending it to the first server, the first server can pre-determine the corresponding assets to be processed to realize distributed calculation of the risk index value and save computing power.

[0130] Based on the foregoing embodiments, an embodiment of the present application provides an information processing device, which may include a processor, a memory, and a communication bus. Figure 7 As shown, the information processing device may include a first server 4, the processor may include a first processor 41, the memory may include a first memory 42, the communication bus may include a first communication bus 43, and the first server 4 may be applied to Figure 1 and Figure 3 In the information processing method provided by the corresponding embodiment, wherein:

[0131] The first communication bus 43 is used to realize the communication connection between the first processor 41 and the first memory 42;

[0132] The first processor 41 is used to execute the information processing program in the first memory 42 to implement the following steps:

[0133] Receiving the target quantity sent by the second server and the target identifier of the first server; wherein the target identifier is determined by the second server based on the target quantity and information of the first server;

[0134] Based on the target quantity and the target identifier, determine the assets to be processed corresponding to the first server from the assets held by the target object, and determine the risk indicator value of the assets to be processed;

[0135] If it is determined that the asset data related to the asset to be processed has changed, the target asset is determined from the assets to be processed based on the change information of the asset data;

[0136] The risk indicator value of the target asset is updated to obtain the target risk indicator value of the target asset.

[0137] In other embodiments of the present application, the first processor 41 is used to execute the information processing program in the first memory 42 to determine the assets to be processed from the held assets of the target object based on the target quantity and the target identifier, so as to implement the following steps:

[0138] Determine the target value based on the asset number and target quantity for each asset held;

[0139] Based on the target value and the target identifier, the assets to be processed are determined from the held assets.

[0140] In other embodiments of the present application, the first processor 41 is used to execute the information processing program in the first memory 42 to implement the following steps:

[0141] The risk indicator value of the asset to be processed is stored in the target storage area.

[0142] In other embodiments of the present application, the first processor 41 is used to execute the information processing program in the first memory 42, if it is determined that the asset data related to the asset to be processed has changed, determine the target asset from the assets to be processed based on the change information of the asset data, so as to implement the following steps:

[0143] If it is determined that the asset data has changed, the target asset is determined from the assets to be processed based on the change information and the identification information of the assets to be processed.

[0144] In other embodiments of the present application, the first processor 41 is used to execute the information processing program in the first memory 42 to update the risk index value of the target asset, and obtain the target risk index value of the target asset, so as to implement the following steps:

[0145] Based on the identification information and change information of the target asset in the assets to be processed, the risk index value of the target asset is updated to obtain the target risk index value.

[0146] In other embodiments of the present application, the first processor 41 is used to execute the information processing program in the first memory 42 to implement the following steps:

[0147] The target risk indicator value of the target asset is stored in the target storage area.

[0148] In other embodiments of the present application, the first processor 41 is used to execute the information processing program in the first memory 42, based on the identification information and change information of the target asset in the assets to be processed, to update the risk index value of the target asset to obtain the target risk index value, so as to implement the following steps:

[0149] Determine a target parameter based on the identification information of the target asset and the target quantity; wherein the target parameter represents the identification of the server corresponding to the target asset;

[0150] If the identifier represented by the target parameter is the target identifier of the first server, the risk index value of the target asset is updated based on the change information and the asset information of the target asset to obtain a target risk index value.

[0151] In other embodiments of the present application, the first processor 41 is used to execute the information processing program in the first memory 42 based on the change information and the asset information of the target asset, update the risk index value of the target asset, and obtain the target risk index value to implement the following steps:

[0152] If the change information represents the price fluctuation of the asset to be processed, determine the target value of the target asset;

[0153] Based on the target value and the asset information of the target asset, the risk indicator value of the target asset is updated to obtain the target risk indicator value.

[0154] The first server provided in the embodiment of the present application can, when the asset data related to the asset to be processed changes, first determine the target asset related to the change from the assets to be processed, and then directly update the risk indicator value of the target asset, instead of recalculating the risk indicator values of all held assets and then updating them as in the related art. This solves the problems of slow update speed and poor real-time performance when updating risk indicator values in the related art, thereby improving the update speed of risk indicator values of over-the-counter derivatives and the calculation efficiency of risk indicator values.

[0155] Based on the foregoing embodiments, the embodiments of the present application provide another information processing device, which may include a processor, a memory, and a communication bus. Figure 8As shown, the information processing device may further include a second server 5, the processor may further include a second processor 51, the memory may further include a second memory 52, the communication bus may further include a second communication bus 53, and the second server 5 may be applied to Figure 2 and Figure 3 In the information processing method provided by the corresponding embodiment, wherein:

[0156] The second communication bus 53 is used to realize the communication connection between the second processor 51 and the second memory 52;

[0157] The second processor 51 is used to execute the information processing program in the second memory 52 to implement the following steps:

[0158] Acquire information of the first server and a target number of the first server;

[0159] Determining a target identifier of the first server based on the target quantity and information;

[0160] The target quantity and the target identifier are sent to the first server, so that the first server determines the assets to be processed from the assets held by the target object based on the target quantity and the target identifier, and when the asset data related to the assets to be processed changes, the first server determines the target assets from the assets to be processed based on the change information of the asset data, and updates the risk indicator value of the target assets.

[0161] The second server provided in the embodiment of the present application can, when the asset data related to the asset to be processed changes, first determine the target asset related to the change from the asset to be processed, and then directly update the risk index value of the target asset, instead of recalculating the risk index values of all held assets and then updating them as in the related art. This solves the problems of slow update speed and poor real-time performance when updating risk index values in the related art, thereby improving the update speed of the risk index value of over-the-counter derivatives and the calculation efficiency of the risk index value; and by determining the target identifier of the first server and sending it to the first server, the first server can pre-determine the corresponding asset to be processed to realize distributed calculation of the risk index value and save computing power.

[0162] Based on the above embodiments, the present application provides a first information processing device, which can be applied to Figure 1 and Figure 3 In the information processing method provided in the corresponding embodiment, refer to Fig. 9 As shown, the first information processing device 6 may include: a first receiving unit 61, a first determining unit 62, a second determining unit 63 and a processing unit 64, wherein:

[0163] A first receiving unit 61 is configured to receive a target quantity and a target identifier of the first server sent by the second server; wherein the target identifier is determined by the second server based on the target quantity and information of the first server;

[0164] A first determining unit 62 is used to determine the assets to be processed corresponding to the first server from the assets held by the target object based on the target quantity and the target identifier, and determine the risk indicator value of the assets to be processed;

[0165] A second determining unit 63 is configured to determine a target asset from the assets to be processed based on the change information of the asset data if it is determined that the asset data related to the asset to be processed has changed;

[0166] The processing unit 64 is used to update the risk index value of the target asset to obtain a target risk index value of the target asset.

[0167] In other embodiments of the present application, the first determining unit 62 is further configured to perform the following steps:

[0168] Determine the target value based on the asset number and target quantity for each asset held;

[0169] Based on the target value and the target identifier, the assets to be processed are determined from the held assets.

[0170] In other embodiments of the present application, the first determining unit 62 is further configured to perform the following steps:

[0171] The risk indicator value of the asset to be processed is stored in the target storage area.

[0172] In other embodiments of the present application, the second determining unit 63 is further configured to perform the following steps:

[0173] If it is determined that the asset data has changed, the target asset is determined from the assets to be processed based on the change information and the identification information of the assets to be processed.

[0174] In other embodiments of the present application, the processing unit 64 is further configured to perform the following steps:

[0175] Based on the identification information and change information of the target asset in the assets to be processed, the risk index value of the target asset is updated to obtain the target risk index value.

[0176] In other embodiments of the present application, the processing unit 64 is further configured to perform the following steps:

[0177] The target risk indicator value of the target asset is stored in the target storage area.

[0178] In other embodiments of the present application, the processing unit 64 is further configured to perform the following steps:

[0179] Determine a target parameter based on the identification information of the target asset and the target quantity; wherein the target parameter represents the identification of the server corresponding to the target asset;

[0180] If the identifier represented by the target parameter is the target identifier of the first server, the risk index value of the target asset is updated based on the change information and the asset information of the target asset to obtain a target risk index value.

[0181] In other embodiments of the present application, the processing unit 64 is further configured to perform the following steps:

[0182] If the change information represents the price fluctuation of the asset to be processed, determine the target value of the target asset;

[0183] Based on the target value and the asset information of the target asset, the risk indicator value of the target asset is updated to obtain the target risk indicator value.

[0184] It should be noted that the specific implementation process of the steps performed by each unit in the embodiment of the present application can be referred to Figure 1 and 3 The implementation process of the information processing method provided in the corresponding embodiment will not be repeated here.

[0185] The first information processing device provided in the embodiment of the present application can first determine the target asset related to the change from the assets to be processed when the asset data related to the assets to be processed changes, and then directly update the risk indicator value of the target asset, instead of recalculating the risk indicator values of all held assets and then updating them as in the related art. This solves the problems of slow update speed and poor real-time performance when updating risk indicator values in the related art, thereby improving the update speed of risk indicator values of over-the-counter derivatives and the calculation efficiency of risk indicator values.

[0186] Based on the above embodiments, the present application provides a second information processing device, which can be applied to Figure 2 and Figure 3 In the information processing method provided in the corresponding embodiment, refer to Fig.10 As shown, the second information processing device 7 may include: an acquisition unit 71, a third determination unit 72 and a sending unit 73, wherein:

[0187] An acquisition unit 71, configured to acquire information of a first server and a target number of first servers;

[0188] A third determining unit 72, configured to determine a target identifier of the first server based on the target quantity and information;

[0189] The sending unit 73 is used to send the target quantity and the target identifier to the first server, so that the first server determines the assets to be processed from the assets held by the target object based on the target quantity and the target identifier, and when the asset data related to the assets to be processed changes, the first server determines the target assets from the assets to be processed based on the change information of the asset data, and updates the risk indicator value of the target assets.

[0190] It should be noted that the specific implementation process of the steps performed by each unit in the embodiment of the present application can be referred to Figure 2 and 3 The implementation process of the information processing method provided in the corresponding embodiment will not be repeated here.

[0191] The second information processing device provided in the embodiment of the present application can first determine the target asset related to the change from the assets to be processed when the asset data related to the assets to be processed changes, and then directly update the risk index value of the target asset, instead of recalculating the risk index values of all held assets and then updating them as in the related art. This solves the problems of slow update speed and poor real-time performance when updating risk index values in the related art, thereby improving the update speed of the risk index value of over-the-counter derivatives and the calculation efficiency of the risk index value; and by determining the target identifier of the first server and sending it to the first server, the first server can pre-determine the corresponding assets to be processed to realize distributed calculation of the risk index value and save computing power.

[0192] Based on the foregoing embodiments, the embodiments of the present application provide a computer-readable storage medium, which stores one or more programs, and the one or more programs can be executed by one or more processors to implement Figure 1 , 2 and 3 corresponding to the steps in the information processing method provided in the embodiment.

[0193] Based on the above embodiments, an embodiment of the present application provides a computer program product, the computer program product includes a computer program, the computer program is executed by a processor to achieve Figure 1 , 2 The steps of the information processing method provided in the embodiment corresponding to 3.

[0194] 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 adopt the form of hardware embodiments, software embodiments, or embodiments in combination with software and hardware. Moreover, the present application may adopt the form of a computer program product implemented on one or more computer-usable storage media (including but not limited to disk storage and optical storage, etc.) that contain computer-usable program code.

[0195] It should be noted that the computer-readable storage medium may be a read-only memory (ROM), a programmable read-only memory (PROM), an erasable programmable read-only memory (EPROM), an electrically erasable programmable read-only memory (EEPROM), a magnetic random access memory (FRAM), a flash memory (Flash Memory), or a hard disk.

[0196] Memory), magnetic surface storage, optical disk, or Compact Disc Read-Only

[0197] Memory, CD-ROM) and other memories; it can also be various electronic devices including one or any combination of the above memories, such as mobile phones, computers, tablet devices, personal digital assistants, etc.

[0198] It should be noted that, in this article, the terms "include", "comprises" or any other variations thereof are intended to cover non-exclusive inclusion, so that a process, method, article or device including a series of elements includes not only those elements, but also other elements not explicitly listed, or also includes elements inherent to such process, method, article or device. In the absence of further restrictions, an element defined by the sentence "comprises a ..." does not exclude the existence of other identical elements in the process, method, article or device including the element.

[0199] The serial numbers of the above-mentioned embodiments of the present application are for description only and do not represent the advantages or disadvantages of the embodiments.

[0200] Through the description of the above implementation methods, those skilled in the art can clearly understand that the above-mentioned embodiment methods can be implemented by means of software plus a necessary general hardware platform, and of course, by hardware, but in many cases the former is a better implementation method. Based on such an understanding, the technical solution of the present application, or the part that contributes to the prior art, can be embodied in the form of a software product, which is stored in a storage medium (such as ROM / RAM, a magnetic disk, or an optical disk), and includes a number of instructions for a terminal device (which can be a mobile phone, a computer, a server, an air conditioner, or a network device, etc.) to execute the methods described in each embodiment of the present application.

[0201] The present application is described with reference to the flowcharts and / or block diagrams of the methods, devices (systems), and computer program products of 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.

[0202] 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.

[0203] 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 A step that specifies a function in one or more boxes.

[0204] The above are only preferred embodiments of the present application, and are not intended to limit the patent scope of the present application. Any equivalent structure or equivalent process transformation made using the contents of the present application specification and drawings, or directly or indirectly applied in other related technical fields, are also included in the patent protection scope of the present application.

Claims

1. An information processing method, characterized in that: The method is applied to a first server, and the method includes: Receiving a target quantity and a target identifier of the first server sent by a second server; wherein the target identifier is determined by the second server based on the target quantity and information of the first server; Based on the target quantity and the target identifier, determine the asset to be processed corresponding to the first server from the assets held by the target object, and determine the risk indicator value of the asset to be processed; If it is determined that the asset data related to the asset to be processed has changed, determining the target asset from the assets to be processed based on the change information of the asset data; The risk index value of the target asset is updated to obtain a target risk index value of the target asset.

2. The method according to claim 1, characterized in that: Based on the target quantity and the target identifier, determining the assets to be processed from the assets held by the target object includes: Determining a target value based on the asset number of each held asset and the target quantity; Determining the asset to be processed from the held assets based on the target value and the target identifier; Accordingly, the method further includes: The risk indicator value of the asset to be processed is stored in the target storage area.

3. The method according to claim 1, characterized in that If it is determined that the asset data related to the asset to be processed has changed, determining the target asset from the assets to be processed based on the change information of the asset data includes: If it is determined that the asset data has changed, the target asset is determined from the assets to be processed based on the change information and the identification information of the assets to be processed.

4. The method according to claim 1, characterized in that: The updating of the risk index value of the target asset to obtain the target risk index value of the target asset includes: Based on the identification information of the target asset in the assets to be processed and the change information, the risk index value of the target asset is updated to obtain the target risk index value; Accordingly, the method further includes: The target risk indicator value of the target asset is stored in the target storage area.

5. The method according to claim 4, characterized in that The updating of the risk index value of the target asset based on the identification information of the target asset in the assets to be processed and the change information to obtain the target risk index value includes: Determine a target parameter based on the identification information of the target asset and the target quantity; wherein the target parameter represents the identification of the server corresponding to the target asset; If the identifier represented by the target parameter is the target identifier of the first server, the risk index value of the target asset is updated based on the change information and the asset information of the target asset to obtain the target risk index value.

6. The method according to claim 5, characterized in that Based on the change information and the asset information of the target asset, the risk index value of the target asset is updated to obtain the target risk index value, including: If the change information represents the price fluctuation of the asset to be processed, determine the target value of the target asset; Based on the target value and the asset information of the target asset, the risk index value of the target asset is updated to obtain the target risk index value.

7. An information processing method, characterized in that: The method is applied to the second server, and the method includes: Acquire information of a first server and a target number of the first server; Determining a target identifier of the first server based on the target quantity and the information; The target quantity and the target identifier are sent to the first server, so that the first server determines the assets to be processed from the assets held by the target object based on the target quantity and the target identifier, and when the asset data related to the assets to be processed changes, the first server determines the target assets from the assets to be processed based on the change information of the asset data, and updates the risk indicator value of the target assets.

8. An information processing device, characterized in that: The device comprises: a processor, a memory and a communication bus; The communication bus is used to realize the communication connection between the processor and the memory; The processor is used to execute the information processing program stored in the memory to implement the steps of the information processing method according to any one of claims 1 to 6 or 7.

9. A computer-readable storage medium, characterized in that: The storage medium stores one or more programs, and the one or more programs can be executed by one or more determiners to implement the steps of the information processing method according to any one of claims 1 to 6 or 7.

10. A computer program product, comprising a computer program, characterized in that: When the computer program is executed by a determiner, the computer program implements the steps of the information processing method according to any one of claims 1 to 6 or 7.