Financial risk management system based on block chain

Abstract

The invention relates to the technical field of financial risk management, and discloses a financial risk management system based on a block chain, which comprises a risk identification module, a risk early warning module, a risk index evaluation module, a data management module and a data access control module. The risk identification module is used for identifying and evaluating risk factors capable of influencing a financial institution in each node of the block chain; and the risk index evaluation module is used for evaluating the risk in the financial transaction according to the fund mobility risk index, the operation risk index and the reputation of the two parties of the transaction. Financial transactions are managed and controlled through the risk identification module and the risk index evaluation module at the same time, risks in the financial transactions are evaluated according to fund mobility, operation risks and reputation of both parties of the transactions, early warning is given out when the risk probability of the transactions exceeds 80% of the history, and the risk of the transactions is reduced. Therefore, the risk of financial trade can be effectively reduced.

Description

Technical Field

[0001] The present invention relates to the technical field of financial risk management, and in particular to a financial risk management system based on blockchain. Background Art

[0002] Blockchain is a distributed ledger technology that allows data to be stored and transmitted between different participants in a secure, transparent and tamper-proof manner. The financial risk management system based on blockchain has many advantages such as improving efficiency, enhancing transparency and security, and has broad application prospects in the field of financial technology in the future. With the continuous advancement of technology and the improvement of the regulatory framework, blockchain will play an increasingly important role in financial risk management.

[0003] The existing patent discloses a financial risk control management system based on blockchain (publication number CN113393330A), including a blockchain system, the blockchain system includes monitoring nodes, prediction nodes, consensus nodes, user nodes and expert nodes, the consensus node is used to receive task request information from the user node; the monitoring node is used to send a prediction request to the prediction node; the prediction node is used to predict the price change trend of the financial monitoring target, and the user node is used to obtain the prediction result. The technology disclosed in this patent lacks the ability to assess the risk of the transaction process, which will result in the risk level in the transaction process often not being accurately divided, and lacks the ability to restrict the authority of risky transactions at each node. Summary of the invention

[0004] The main technical problem solved by the present invention is to provide a financial risk management system based on blockchain, which solves the problems in the above-mentioned background technology.

[0005] To solve the above technical problems, according to one aspect of the present invention, more specifically, a financial risk management system based on blockchain includes a risk identification module, a risk warning module, a risk indicator evaluation module, a data management module, and a data access control module;

[0006] The risk identification module is used to identify and evaluate risk factors in each node of the blockchain that may affect financial institutions;

[0007] The risk indicator assessment module is used to assess the risks in financial transactions based on the fund liquidity risk indicator, the operational risk indicator and the reputation of both parties to the transaction;

[0008] The risk warning module will issue a risk warning when the risk identification module identifies that there is a risk in the financial transaction and the risk assessment module assesses that the risk probability of the financial transaction exceeds 80% of the historical rate;

[0009] The data management module is used to authenticate and manage the permissions of data passing through each transaction node in the blockchain, manage the risks of financial transactions by shrinking or expanding the permissions of data passing through each transaction node in the blockchain, and manage the user's reputation level based on risk assessment;

[0010] The data access control module is used to manage the permissions of users and processes that access sensitive information, and the contraction and expansion of its permissions are consistent with the permission adjustment frequency in the data management module.

[0011] Furthermore, the risk indicator assessment module determines the risk level coefficient in the financial transaction based on the capital liquidity and operational risk assessment indicators, including:

[0012]

[0013] In the formula, C represents the risk level coefficient in financial transactions, h represents the risk coefficient of capital liquidity, a represents the frequency of operational risk events occurring within a certain period of time in the past, and K represents the average credit rating coefficient of both parties to the transaction.

[0014] Furthermore, the risk indicator assessment module determines the risk indicators of capital liquidity according to the average capital flow ratio through each blockchain node and the ratio of net stable funds in the transaction, which are:

[0015]

[0016] In the formula, h represents the risk coefficient of capital liquidity, g represents the average capital flow ratio through each blockchain node, and s represents the ratio of the net stable funds of the registered assets of the two parties to the transaction.

[0017] Furthermore, when C ≥ 73%, it means that the risk probability of this financial transaction exceeds 80% of the time in history;

[0018] When C is less than 73%, it means that the risk probability of this financial transaction does not exceed 80% of the time in history.

[0019] Furthermore, the data management module also includes a data storage module and an identity management module;

[0020] The data storage module is used to store user identity information, transaction bills and access logs;

[0021] The identity management module amends the user's identity information according to the needs of the user and the risk assessment system.

[0022] Furthermore, it also includes a regulatory audit module, a continuous monitoring module, and an automatic trading module;

[0023] The regulatory audit module is used to monitor in real time whether transactions and business activities comply with laws and regulations;

[0024] The continuous monitoring module is used to track the process status of the same order user to ensure that the same transaction user who has violated the transaction will not repeat the transaction.

[0025] Furthermore, the automatic transaction module is used to automatically supervise and complete transactions, compliance reviews and risk control based on the signed contracts.

[0026] Beneficial effects:

[0027] The present invention controls financial transactions simultaneously through a risk identification module and a risk indicator assessment module, and assesses the risks in financial transactions based on capital liquidity, operational risk, and the credibility of both parties to the transaction. When the risk probability of a transaction exceeds 80% of the historical rate, an early warning will be issued, which can effectively reduce the risks of financial trade. BRIEF DESCRIPTION OF THE DRAWINGS

[0028] Figure 1 It is a schematic diagram of the structure of the present invention. DETAILED DESCRIPTION

[0029] In order to make the technical solution of the present invention clearer, the present invention is further described in detail below with reference to the accompanying drawings and specific embodiments.

[0030] Example 1

[0031] like Figure 1 As shown, according to one aspect of the present invention, a financial risk management system based on blockchain is provided, including a risk identification module, a risk warning module, a risk indicator evaluation module, a data management module, and a data access control module;

[0032] The risk identification module is used to identify and evaluate the risk factors that can affect financial institutions in each node of the blockchain; the risk indicator evaluation module is used to evaluate the risks in financial transactions based on the liquidity risk indicator, operational risk indicator and the reputation of both parties to the transaction; the risk warning module, when the risk identification module identifies that there is a risk in this financial transaction, and the risk assessment module evaluates that the risk probability of this financial transaction exceeds 80% of the historical time, the risk warning module will issue a risk warning; the data management module is used to authenticate the data through each transaction node in the blockchain and manage the risk of financial transactions by shrinking or expanding the permissions of the data through each transaction node in the blockchain, and manage the user's reputation level according to the risk assessment; the data access control module is used to manage the permissions of users and processes that access sensitive information, and the shrinkage and expansion of its permissions are consistent with the permission adjustment frequency in the data management module. Through the risk identification module and the risk indicator evaluation module, financial transactions are controlled at the same time, and the risks in financial transactions are evaluated based on the liquidity, operational risk and the reputation of both parties to the transaction. When the risk probability of a transaction exceeds 80% of the historical time, an early warning will be issued, which can effectively reduce the risk of financial trade.

[0033] Example 2

[0034] The risk indicator assessment module determines the risk indicators of capital liquidity based on the average capital flow ratio through each blockchain node and the ratio of net stable funds in transactions. They are:

[0035]

[0036] In the formula, h represents the risk coefficient of capital liquidity, g represents the average capital flow ratio through each blockchain node, and s represents the ratio of the net stable funds of the registered assets of the two parties to the transaction.

[0037] Among them, the financial risk management system conducts risk assessment on transaction X, and takes g=1.2 through the average capital flow ratio in each blockchain node (capital flow ratio=current assets / current liabilities. The average current ratio is greater than 1, which means that current assets are greater than current liabilities, and the company has good short-term debt repayment ability. The average current ratio is less than 1, which means that current liabilities are greater than current assets, and there is liquidity risk).

[0038] The ratio of net stable funds of the registered assets of both parties to the transaction is s = 0.9 (net stable funds ratio = available stable funds / required stable funds. A net stable funds ratio greater than 1 indicates that the financial institution has sufficient available stable funds to support its required stable funds, that is, it has a good liquidity status; a net stable funds ratio less than 1 indicates that the financial institution has risks in long-term liquidity, that is, the available stable funds are insufficient to cover the required stable funds). Then the risk coefficients of fund liquidity are:

[0039]

[0040] From the above calculation, we can know that the capital liquidity risk coefficient of this transaction X is h = 2.7. The larger the value of h, the greater the risk of capital flow.

[0041] In this embodiment, the risk indicator assessment module determines the risk level coefficient in the financial transaction based on the capital liquidity and operational risk assessment indicators, which are:

[0042]

[0043] In the formula, C represents the risk level coefficient in financial transactions, h represents the risk coefficient of capital liquidity, a represents the frequency of operational risk events occurring within a certain period of time in the past, and K represents the average credit rating coefficient of both parties to the transaction.

[0044] When C ≥ 73%, it means that the risk probability of this financial transaction exceeds 80% of the time in history;

[0045] When C is less than 73%, it means that the risk probability of this financial transaction does not exceed 80% of the time in history.

[0046] Among them, the financial risk management system conducts risk assessment on transaction X, and the time frequency of operational risk events in the past certain period of time is a=0.32 (time frequency=number of transactions with risk probability exceeding 80% of the time in history / total number of observations). The average credit rating coefficient of both parties to the transaction is K=72%, so:

[0047]

[0048] From the above calculation, we can know that the risk level coefficient of the financial risk management system for transaction X is C = 68%. That is, the risk probability of this financial transaction does not exceed 80% of the time in history.

[0049] Example 3

[0050] The data management module also includes a data storage module and an identity management module; the data storage module is used to store the user's identity information, transaction bills and access logs; the identity management module revises the user's identity information according to the needs of the user and the risk assessment system.

[0051] In this embodiment, it also includes a supervision and audit module, a continuous monitoring module and an automatic transaction module; the supervision and audit module is used to monitor in real time whether transactions and business activities comply with laws and regulations; the continuous monitoring module is used to track the progress status of the same order user to ensure that the same transaction user who violates the regulations will not repeat the transaction. The automatic transaction module is used to automatically supervise and complete transactions, compliance review and risk control according to the signed contract.

[0052] The above-mentioned embodiments only express several implementation methods of the present invention, and the description thereof is relatively specific and detailed, but it cannot be understood as limiting the scope of the patent of the present invention. It should be pointed out that, for ordinary technicians in this field, several variations and improvements can be made without departing from the concept of the present invention, which all belong to the protection scope of the present invention. Therefore, the protection scope of the patent of the present invention shall be subject to the attached claims.

Claims

1. A financial risk management system based on blockchain, characterized in that: It includes risk identification module, risk warning module, risk indicator assessment module, data management module and data access control module; The risk identification module is used to identify and evaluate risk factors in each node of the blockchain that may affect financial institutions; The risk indicator assessment module is used to assess the risks in financial transactions based on the fund liquidity risk indicator, the operational risk indicator and the reputation of both parties to the transaction; The risk warning module will issue a risk warning when the risk identification module identifies that there is a risk in the financial transaction and the risk assessment module assesses that the risk probability of the financial transaction exceeds 80% of the historical rate; The data management module is used to authenticate and manage the permissions of data passing through each transaction node in the blockchain, manage the risks of financial transactions by shrinking or expanding the permissions of data passing through each transaction node in the blockchain, and manage the user's reputation level based on risk assessment; The data access control module is used to manage the permissions of users and processes that access sensitive information, and the contraction and expansion of its permissions are consistent with the permission adjustment frequency in the data management module.

2. The blockchain-based financial risk management system according to claim 1 is characterized in that: The risk indicator assessment module determines the risk level coefficient in financial transactions based on the capital liquidity and operational risk assessment indicators, including: In the formula, C represents the risk level coefficient in financial transactions, h represents the risk coefficient of capital liquidity, a represents the frequency of operational risk events occurring within a certain period of time in the past, and K represents the average credit rating coefficient of both parties to the transaction.

3. The blockchain-based financial risk management system according to claim 2 is characterized in that: The risk indicator assessment module determines the risk indicators of capital liquidity based on the average capital flow ratio through each blockchain node and the ratio of net stable capital in the transaction, which are: In the formula, h represents the risk coefficient of capital liquidity, g represents the average capital flow ratio through each blockchain node, and s represents the ratio of the net stable funds of the registered assets of the two parties to the transaction.

4. The blockchain-based financial risk management system according to claim 3 is characterized in that: When C ≥ 73%, it means that the risk probability of this financial transaction exceeds 80% of the time in history; When C is less than 73%, it means that the risk probability of this financial transaction does not exceed 80% of the time in history.

5. The blockchain-based financial risk management system according to claim 1, characterized in that: The data management module also includes a data storage module and an identity management module; The data storage module is used to store user identity information, transaction bills and access logs; The identity management module amends the user's identity information according to the needs of the user and the risk assessment system.

6. The blockchain-based financial risk management system according to claim 1, characterized in that: It also includes a regulatory audit module, a continuous monitoring module, and an automatic trading module; The regulatory audit module is used to monitor in real time whether transactions and business activities comply with laws and regulations; The continuous monitoring module is used to track the process status of the same order user to ensure that the same transaction user who has violated the transaction will not repeat the transaction.

7. The blockchain-based financial risk management system according to claim 6 is characterized in that: The automatic transaction module is used to automatically supervise and complete transactions, compliance reviews and risk control based on the signed contracts.

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