Daily dimension wind insurance fund prediction method and system based on loan distribution migration rate

Abstract

The invention provides a daily dimension breeze insurance fund prediction method and system based on a credit distribution migration rate. The method comprises the following steps: calculating and obtaining an accumulated amount of money to be purchased back on the basis of a daily dimension credit distribution migration rate of the money in a historical time period; a weighted calculation mode is adopted to calculate and obtain repayment after repurchase of the borrowed data on the future evaluation day; the accumulated interest of the borrowed data in the future evaluation day is solved in proportion according to a fusion load clearing mode to obtain the fusion load fee required to be paid by the borrowed data in the future evaluation day; and according to the debit accumulated repurchase amount, the repayment after the repurchase and the depaid fusion expense, calculating and obtaining the wind insurance money account balance of the debit in the future evaluation day according to different fund input and output transaction scene types. According to the method and the system, the repurchase should be predicted based on the change of the credit distribution migration rate is taken as a core, and the corresponding prediction method based on the daily dimension is given for the fusion cost, the repayment after the repurchase and the like, so that the requirements of integrity, consistency, accuracy and timeliness of the balance prediction of the wind insurance money account are met.

Description

Technical Field

[0001] The present application relates to the field of financial risk control technology, and specifically to a daily risk margin prediction method and system based on the migration rate of loan balance distribution. Background Art

[0002] Bank financing and risk insurance plays a very important role in risk control and is used to protect the bank's compensation ability. Existing technologies usually use relatively rough and simple forecasts or long-term forecast methods based on monthly dimensions, which cannot achieve refined forecasting and monitoring in the short-term time dimension, resulting in poor accuracy and timeliness of risk insurance forecasts. Therefore, it is particularly important to establish a complete risk insurance early warning and monitoring mechanism and risk insurance forecast model tools. Summary of the invention

[0003] The present application provides a daily risk insurance premium forecasting method based on the migration rate of loan balance distribution, which can solve the technical problems of the prior art usually adopting a relatively rough simple forecast or a long-term forecasting method based on the monthly dimension, which cannot achieve refined forecasting and monitoring in the short-term time dimension, resulting in poor accuracy and low timeliness of risk insurance premium forecasting.

[0004] In a first aspect, the present application provides a daily risk insurance fund prediction method based on the migration rate of loan balance distribution, comprising the following steps:

[0005] The accumulated repurchase amount of the IOU is calculated based on the migration rate of the daily balance distribution of the IOU in the historical period;

[0006] A weighted calculation method is used to calculate the repayment amount of the IOU after repurchase on the future valuation date;

[0007] The accumulated interest payable on the loan note on the future valuation date is calculated in proportion according to the loan guarantee settlement method to obtain the loan guarantee fee payable on the future valuation date;

[0008] Based on the accumulated repurchase amount of the promissory note, the repayment amount after repurchase and the financing guarantee fee to be paid, the risk guarantee account balance of the promissory note on the future valuation date is calculated according to different types of capital inflow and outflow transaction scenarios.

[0009] In combination with the first aspect, in one implementation, the step of calculating and obtaining the accumulated repurchase amount of the IOU based on the daily loan balance distribution migration rate of the IOU in the historical time period specifically includes the following steps:

[0010] Obtain the loan balance distribution data of the IOU on each observation day in the historical time period;

[0011] According to the loan balance distribution data of the IOUs on each observation day in the historical time period, the weighted migration rate of the IOUs in the historical time period is calculated;

[0012] Based on the weighted migration rate of the IOUs in the historical time period, the cumulative repurchase amount of the IOUs is calculated.

[0013] In combination with the first aspect, in one implementation, the weighted migration rate of the IOUs in the historical time period is calculated based on the loan balance distribution data of the IOUs on each observation day in the historical time period, and specifically includes the following steps:

[0014] The daily migration rate of the IOU on each observation day in the historical time period is calculated based on the loan balance distribution data of the IOU on each observation day in the historical time period:

[0015] The weighted migration rate of the IOU in the historical time period is calculated based on the daily migration rate of the IOU on each observation day in the historical time period.

[0016] In combination with the first aspect, in one implementation, the step of calculating the accumulated repurchase amount of the IOUs according to the weighted migration rate of the IOUs in the historical time period specifically includes the following steps:

[0017] The predicted repurchase principal of the IOU under each migration status on each observation day is calculated based on the weighted migration rate of the IOU in the historical time period:

[0018] The accumulated principal to be repurchased of the IOU is calculated based on the predicted principal to be repurchased under each migration status on each observation day:

[0019] Calculate the accumulated principal amount to be repurchased and the interest payable on the principal amount to be repurchased according to the repayment schedule, and convert the values ​​according to the following formula to calculate the interest rate on the principal amount to be repurchased of the IOU;

[0020] The repurchase amount of the loan note is calculated based on the accumulated repurchased principal of the loan note and the interest rate of the repurchased principal.

[0021] In conjunction with the first aspect, in one implementation, the method of calculating the repayment of the loan note after repurchase on the future assessment date by a weighted calculation method specifically includes the following steps:

[0022] Obtain the total amount of IOUs actually repaid by the borrower that triggered the repurchase conditions as of the current assessment date, and calculate the total amount of principal actually repaid at the end of each historical month;

[0023] Based on the total amount of principal repurchased at the end of each month in the past, the average daily repayment of the borrower after repurchase in the next month is calculated by weighted average method:

[0024] The repayment after repurchase of the loan note on the future assessment date is calculated based on the total actual repayment amount of the principal to be repurchased at the end of each historical month and the borrower's average daily repayment after repurchase in the next month.

[0025] In combination with the first aspect, in one implementation, the accumulated interest payable on the loan note on the future evaluation date is proportionally solved according to the loan guarantee settlement method to obtain the loan guarantee fee payable on the future evaluation date, as shown in the following formula:

[0026]

[0027] In the formula, F N I is the financing fee to be paid on the Nth day of the future. N is the accumulative interest payable on the IOU on the Nth day in the future, I 0 is the interest payable on the IOU on the current valuation date, F 0 It is the accumulated financing fees actually collected on the IOU as of the current valuation date.

[0028] In combination with the first aspect, in one implementation, the risk insurance fund account balance of the IOU on the future assessment date is calculated based on the accumulated amount of the IOU to be repurchased, the repayment to be made after repurchase, and the financing guarantee fee to be paid, according to different types of fund inflow and outflow transaction scenarios, specifically including the following situations:

[0029] When there is no early repurchase due to customer complaints during the repayment process, the risk insurance fund account balance of the loan note on the future valuation date is calculated according to the following formula:

[0030] B N =F N +L N -W N

[0031] In the formula, B N is the balance of the risk insurance account of the IOU on the Nth day in the future, F N L is the financing fee that needs to be paid on the Nth day of the future. N The IOU will be repaid after the repurchase on the Nth day in the future, W N The cumulative repurchase amount of the IOU on the Nth day in the future;

[0032] When the risk insurance fund account balance is sufficient, there is no failure to repurchase when it should be repurchased, and there is a situation where early repurchase occurs due to customer complaints, the risk insurance fund account balance B of the loan note on the future valuation date is calculated according to the following formula: N :

[0033] B N =F N +L N -W N -H 0

[0034] In the formula, H 0 The cumulative early repurchase amount of the IOU on the current valuation date;

[0035] When the balance of the risk insurance fund account is insufficient, the current situation of failure to repurchase and early repurchase due to customer complaints has occurred, and the predicted future risk insurance fund balance is still negative, the predicted risk insurance fund account balance is recorded as 0, and the predicted risk insurance fund account breakdown amount is:

[0036] A N =|(F N +L N -W N -H 0 )|

[0037] In the formula, A N It is the amount of the risk insurance account that will be penetrated by the IOU on the Nth day in the future.

[0038] In the second aspect, the present application provides a daily risk insurance fund prediction system based on the migration rate of loan balance distribution, including:

[0039] The repurchase amount prediction module is used to calculate and obtain the cumulative repurchase amount of the IOU based on the daily loan balance distribution migration rate of the IOU in the historical time period;

[0040] The module for predicting the repayment after repurchase is used to calculate the repayment after repurchase of the loan note on the future evaluation date by using a weighted calculation method;

[0041] The financing guarantee fee prediction module is used to calculate the accumulated interest payable on the loan note on the future evaluation date in proportion to the financing guarantee settlement method to obtain the financing guarantee fee that the loan note needs to pay on the future evaluation date;

[0042] The risk insurance fund account balance prediction module is communicated with the repurchase amount prediction module, the repurchase repayment prediction module and the financing guarantee fee prediction module, and calculates the risk insurance fund account balance of the loan note on the future evaluation date according to the accumulated repurchase amount of the loan note, the repayment after repurchase and the financing guarantee fee to be paid, according to different types of capital inflow and outflow transaction scenarios.

[0043] In conjunction with the second aspect, in one implementation, the post-repurchase repayment prediction module includes:

[0044] A loan balance distribution data acquisition unit is used to acquire loan balance distribution data of the IOU on each observation day within a historical time period;

[0045] A weighted migration rate acquisition unit, which is in communication with the loan balance distribution data acquisition unit, and is used to calculate and acquire the weighted migration rate of the IOU in the historical time period based on the loan balance distribution data of each observation day in the historical time period;

[0046] The repurchase amount prediction module is connected to the weighted migration rate acquisition unit for calculating the accumulated repurchase amount of the IOU according to the weighted migration rate of the IOU in the historical time period.

[0047] In the third aspect, the present application provides a computer-readable storage medium, on which is stored a daily-dimensional risk insurance premium prediction program based on the migration rate of loan balance distribution. When the daily-dimensional risk insurance premium prediction program based on the migration rate of loan balance distribution is executed by a processor, the steps of the daily-dimensional risk insurance premium prediction method based on the migration rate of loan balance distribution as described above are implemented.

[0048] The beneficial effects brought by the technical solution provided by the embodiment of the present application include at least:

[0049] The present application provides a daily dimension risk insurance fund prediction method based on the migration rate of loan balance distribution, with the prediction of loan balance distribution migration rate change as the core, which can more accurately predict the outflow of funds from the risk insurance fund account, and provides corresponding daily dimension-based prediction methods for other risk insurance fund account fund change items including but not limited to financing guarantee fees, repayments after repurchase, etc., thereby more comprehensively predicting the risk insurance fund account balance, meeting the requirements of completeness, consistency, accuracy and timeliness of the risk insurance fund account balance prediction, and can be effectively used in the daily prediction and monitoring of the risk insurance fund balance of each financing guarantee channel within the bank. BRIEF DESCRIPTION OF THE DRAWINGS

[0050] Figure 1 A schematic flow chart of a method for predicting risk premium in a daily dimension based on the migration rate of loan balance distribution provided in an embodiment of the present application;

[0051] Figure 2 A functional module block diagram of a daily risk premium forecasting system based on the loan balance distribution migration rate provided in an embodiment of the present application. DETAILED DESCRIPTION

[0052] In order to enable those skilled in the art to better understand the solution of the present application, the technical solution 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. Obviously, the described embodiments are only part of the embodiments of the present application, not all of the embodiments. Based on the embodiments in the present application, all other embodiments obtained by ordinary technicians in this field without creative work are within the scope of protection of this application.

[0053] The terms "including" and "having" and any variations thereof in the specification and claims of this application and the above-mentioned drawings are intended to cover non-exclusive inclusions. For example, a process, method, system, product or device that includes a series of steps or units is not limited to the listed steps or units, but optionally includes steps or units that are not listed, or optionally includes other steps or units inherent to these processes, methods, products or devices. The terms "first", "second" and "third" are used to distinguish different objects, etc., and do not represent a sequence, nor do they limit "first", "second" and "third" to different types.

[0054] In the description of the embodiments of the present application, "exemplary", "for example" or "for example" are used to indicate examples, illustrations or descriptions. Any embodiment or design described as "exemplary", "for example" or "for example" in the embodiments of the present application should not be interpreted as being more preferred or more advantageous than other embodiments or designs. Specifically, the use of words such as "exemplary", "for example" or "for example" is intended to present related concepts in a specific way.

[0055] In the description of the embodiments of the present application, unless otherwise specified, “ / ” means or, for example, A / B can mean A or B; the “and / or” in the text is merely a description of the association relationship of associated objects, indicating that three relationships may exist, for example, A and / or B can mean: A exists alone, A and B exist at the same time, and B exists alone. In addition, in the description of the embodiments of the present application, “multiple” refers to two or more than two.

[0056] In some processes described in the embodiments of the present application, multiple operations or steps that appear in a specific order are included, but it should be understood that these operations or steps may not be executed in the order in which they appear in the embodiments of the present application or in parallel, and the sequence number of the operation is only used to distinguish the different operations, and the sequence number itself does not represent any execution order. In addition, these processes may include more or fewer operations, and these operations or steps may be executed in sequence or in parallel, and these operations or steps may be combined.

[0057] First, some technical terms in the present application are explained to facilitate those skilled in the art to understand the present application.

[0058] Amount to be repurchased: If the number of overdue days at the observation time of a certain period of the IOU meets the repurchase conditions for the first time, and the amount is not repaid or the overdue part is repaid (not settled), the total amount to be repaid for the current period and all remaining periods shall be settled in full:

[0059] Repayment after repurchase: The amount to be repaid after the current overdue days trigger the repurchase conditions, which will be included in the capital inflow item of the risk insurance fund account;

[0060] Observation day: is one day away from the current evaluation day. For example, the j-th observation day is j days away from the current evaluation day. The default is the j-th day before the current evaluation day.

[0061] Financing guarantee fee: short for financing guarantee fee;

[0062] Risk guarantee fund: short for risk guarantee fund;

[0063] Loan balance: short for loan balance.

[0064] In order to make the objectives, technical solutions and advantages of the present application clearer, the implementation methods of the present application will be further described in detail below with reference to the accompanying drawings.

[0065] In a first aspect, the embodiment of the present application provides a daily dimension risk insurance fund prediction method based on the migration rate of loan balance distribution, comprising the following steps:

[0066] Step S1: Calculate and obtain the cumulative repurchase amount of the IOU based on the daily balance distribution migration rate of the IOU in the historical time period;

[0067] Step S2: Calculate the repayment amount of the loan note after repurchase on the future assessment date by using a weighted calculation method;

[0068] Step S3: The accumulated interest payable on the loan note on the future assessment date is calculated in proportion according to the loan guarantee settlement method to obtain the loan guarantee fee payable on the future assessment date;

[0069] Step S4: Based on the accumulated repurchase amount of the promissory note, the repayment amount after repurchase and the financing guarantee fee to be paid, the risk guarantee account balance of the promissory note on the future assessment date is calculated according to different types of capital inflow and outflow transaction scenarios.

[0070] The present application provides a daily dimension risk insurance fund prediction method based on the migration rate of loan balance distribution, with the prediction of loan balance distribution migration rate change as the core, which can more accurately predict the outflow of funds from the risk insurance fund account, and provides corresponding daily dimension-based prediction methods for other risk insurance fund account fund change items including but not limited to financing guarantee fees, repayments after repurchase, etc., thereby more comprehensively predicting the risk insurance fund account balance, meeting the requirements of completeness, consistency, accuracy and timeliness of the risk insurance fund account balance prediction, and can be effectively used in the daily prediction and monitoring of the risk insurance fund balance of each financing guarantee channel within the bank.

[0071] In this application, i hg The default is the number of days overdue for the IOU to trigger the repurchase condition, i hg -i is the number of days in which the repurchase of the IOU is expected to occur on the Nth day in the future. Assuming that the triggering condition for repurchase is 88 days overdue, then i hgIf N=2, then on the second day in the future, there should be an IOU that is 86 days overdue (i=86) on the assessment date that changes to 88 days overdue on the second day in the future after a migration span of 2 days, triggering a repurchase, then W N It represents the prediction of the cumulative repurchases in the next two days. It includes the cumulative repurchase amount that has occurred as of the time of evaluation, the prediction of the migration of the IOUs from 87 days overdue on the evaluation date (i=87) to 88 days overdue on the next day as the new IOUs to be repurchased on the next day (the migration span is 1), and the prediction of the migration of the IOUs from 86 days overdue on the evaluation date (i=86) to 88 days overdue on the next day as the new IOUs to be repurchased on the next day (the migration span is 2).

[0072] In one embodiment, the step S1: calculating and obtaining the accumulated repurchase amount of the IOU based on the daily loan balance distribution migration rate of the IOU in the historical time period, specifically includes the following steps:

[0073] Step S11: Retrospectively obtain the loan balance distribution data a of the IOU on each observation day in the historical time period j～D+i ; where D+i is the number of days the IOU is overdue (e.g. D+56 is the number of days the IOU is overdue), a j～D+i is the loan balance of the IOU that is overdue on the i-th day on the j-th observation day in the historical time period; specifically, the historical time period is 31 days;

[0074] Step S12: Calculate and obtain the weighted migration rate of the IOU in the historical time period according to the loan balance distribution data of each observation day in the historical time period; further, the steps include:

[0075] Step S121: transform the loan balance distribution data of the IOU on each observation day in the historical time period according to the following formula to calculate the daily migration rate of the IOU on each observation day in the historical time period:

[0076]

[0077] Where, j<31, i>=2, (it is impossible to calculate the daily migration rate of the IOU on the 31st observation day within the 31-day historical period); a j～D+i k is the loan balance of the IOU that is overdue for i days on the jth observation day within the historical 31 days; j～D+i It is the loan balance migration rate of the IOU overdue for i days on the jth observation day within the historical 31 days.

[0078] Step S122: The daily migration rate of the IOUs on each observation day in the historical time period is weighted and calculated according to the following formula to obtain the weighted migration rate of the IOUs in the historical time period:

[0079]

[0080] In the formula, is the weighted migration rate of IOUs that are overdue for i days in the historical period.

[0081] Step S13: Calculate the accumulated repurchase amount of the IOUs according to the weighted migration rate of the IOUs in the historical time period; further, the following steps are included:

[0082] Step S131: The weighted migration rate of the IOU in the historical time period is numerically transformed according to the following formula to calculate and obtain the predicted repurchase principal of the IOU under each migration state on each observation day:

[0083]

[0084] In the formula, S i～i+1 is the loan balance (predicted repurchase principal) of the IOU from the overdue date i to the overdue date i+1, and the migration status is D+i~D+(i+1), a 0～i is the credit balance of the IOU that is overdue for i days, i hg The number of days overdue for the IOU to trigger the repurchase condition. is the weighted migration rate of the IOU on the i-th day of overdue payment.

[0085] Step S132: The predicted principal amount to be repurchased of the IOU in each migration state on each observation day is converted into numerical value according to the following formula to calculate the accumulated principal amount to be repurchased of the IOU:

[0086]

[0087] In the formula, The accumulated principal amount to be repurchased for the IOUs that are overdue for number of days i.

[0088] Step S133: Calculate the actual value S of the principal to be repurchased on the current assessment date (the number of days overdue for triggering the repurchase and not settled in the current period) of the IOU according to the repayment schedule 0 (Total principal and interest dimension) and the interest payable on the principal to be repurchased I 0 , and perform numerical transformation according to the following formula to calculate the interest rate of the principal to be repurchased for the loan note:

[0089]

[0090] In the formula, R 0 is the interest rate on the principal of the IOU to be repurchased on the current valuation date, S 0 The actual value of the principal to be repurchased on the current valuation date of the IOU, I 0 The interest payable on the IOU as of the current valuation date;

[0091] Step S134: The accumulated principal amount to be repurchased and the interest rate of the principal to be repurchased of the IOU are converted into numerical values ​​according to the following formula to calculate the repurchase amount of the IOU:

[0092]

[0093] In the formula, S is the cumulative repurchase amount of the IOU, 0 is the actual value of the accumulated principal of the IOU to be repurchased, R 0 is the interest rate on the principal of the IOU to be repurchased on the current valuation date, S i～i+1 is the predicted balance of the IOU from the overdue date i to the overdue date i+1, i hg The number of days overdue for the IOU to trigger the repurchase condition on the current assessment date, I 0 The interest payable on the principal of the IOU as of the current valuation date.

[0094] Based on steps S11 to S13, the cumulative repurchase amount of the promissory note is predicted based on the change of the loan balance distribution migration rate, which serves as the core of the prediction solution for the daily risk margin based on the loan balance distribution migration rate.

[0095] In one embodiment, the step S2: using a weighted calculation method to calculate the repayment of the loan note after repurchase on the future assessment date, specifically includes the following steps:

[0096] Step S21: Obtain the total amount L of IOUs that have been repaid by the borrower that have triggered the repurchase condition as of the current assessment date. 0 , and calculate the total amount of principal repurchased at the end of each historical month; specifically, the total amount of principal repurchased at the end of each historical three-month period is calculated as follows: and

[0097] Step S22: Based on the total amount of principal actually repaid at the end of each historical month, calculate the borrower's average daily repayment after repurchase in the next month using the weighted average method:

[0098]

[0099] Where, L D The average daily repayment amount that the borrower should pay after repurchase in the next month. They are the number of days from the end of month M-1 to the current assessment date, the number of days from the end of month M-2 to the end of month M-1, and the number of days from the end of month M-3 to the end of month M-2; The amount of principal that should be repurchased but has not been repurchased on the nth historical valuation day;

[0100] Step S23: The total amount of principal to be repurchased at the end of each historical month and the average daily repayment of the borrower after repurchase in the next month are converted into numerical values ​​according to the following formula to calculate the repayment after repurchase on the future evaluation date:

[0101]

[0102] Where, L N L is the repayment amount after the IOU is repurchased on the Nth day in the future. 0 The total amount of IOUs actually repaid by the borrower that triggered the repurchase conditions as of the current assessment date, L D The average daily repayment amount after repurchase of the IOU in the next month; They are the number of days from the end of month M-1 to the current assessment date, the number of days from the end of month M-2 to the end of month M-1, and the number of days from the end of month M-3 to the end of month M-2. The amount of principal that should have been repurchased but was not repurchased on the nth historical valuation day.

[0103] Based on step S2, a prediction scheme based on the daily dimension is given for the repayment to be repurchased in the fund change item of the risk insurance fund account.

[0104] In one embodiment, the accumulated actual financing and guarantee fees F of the loan note on the current evaluation date are calculated according to the financing and guarantee fee settlement method corresponding to each financing and guarantee channel. 0 Since each financing and guarantee channel has a clearing rule for splitting the customer interest rate into internal interest and financing and guarantee fees, the predicted financing and guarantee fees are converted into predicted interest receivable, and the financing and guarantee fees to be paid on the future evaluation date of the predicted loan are solved according to the proportion method. Step S3: The accumulated interest payable on the loan on the future evaluation date is solved in proportion according to the financing and guarantee clearing method to obtain the financing and guarantee fees to be paid on the future evaluation date of the loan:

[0105]

[0106] In the formula, F N I is the financing fee to be paid on the Nth day of the future. N is the accumulative interest payable on the IOU on the Nth day in the future, I 0 is the interest payable on the IOU on the current valuation date, F 0 It is the accumulated financing fees actually collected on the IOU as of the current valuation date.

[0107] Based on step S3, a forecasting scheme based on the daily dimension is provided for the financing guarantee fee in the fund change item of the risk insurance fund account.

[0108] In one embodiment, step S4: according to the accumulated amount of the promissory note to be repurchased, the repayment amount to be repurchased and the financing guarantee fee to be paid, the risk insurance fund account balance of the promissory note on the future assessment date is calculated according to different types of fund inflow and outflow transaction scenarios, specifically including the following situations:

[0109] Scenario 1: In theory, there is no early repurchase due to customer complaints during the repayment process. The following formula is used to calculate the risk fund account balance of the loan on the future assessment date:

[0110] B N =F N +L N -W N

[0111] In the formula, B N is the balance of the risk insurance account of the IOU on the Nth day in the future, where W N Equivalent to For example, if it is the second day in the future, then N = 2. If the triggering date for repurchase is the 88th day after the due date, then i hg -i means 88 days - 86 days overdue = N = 2, which means it is predicted that it will be actually repurchased on the second day in the future (the status will be migrated from 86 days overdue to 88 days overdue, triggering repurchase).

[0112] Considering the situation that there are early repurchases due to customer complaints during the actual repayment process, the cumulative early repurchase amount of the IOU on the current evaluation date (which has not triggered the overdue repurchase rule conditions but has been repurchased and settled in advance) is recorded as H 0 ; And in the actual repayment process, the risk insurance fund account may also be broken due to the inability to repurchase in full. In order to prevent the risk insurance fund account from being insufficient or being broken, and to better conduct refined forecasting and monitoring of the risk insurance fund on a daily basis, and to meet the timeliness of early warning monitoring of the risk insurance fund account balance in the future, the following two situations are used to predict and calculate the risk insurance fund account balance:

[0113] Scenario 2: When the balance of the risk insurance fund account is sufficient, there is no failure to repurchase when it should be repurchased, and there is a situation where early repurchase occurs due to customer complaints, the risk insurance fund account balance B of the loan note on the future valuation date is calculated according to the following formula: N :

[0114] B N =F N +L N -W N -H 0

[0115] All F N , L N , W NSubstituting the basic parameters into the second scenario, the final calculation formula for the risk insurance account balance of the loan note on the future valuation date is:

[0116]

[0117] Scenario 3: When the balance of the risk insurance fund account is insufficient, the current repurchase has not been completed and there is a situation of early repurchase due to customer complaints, and the predicted future risk insurance fund balance is still negative, the predicted risk insurance fund account balance B should be adjusted according to the actual situation. N Recorded as 0, the risk insurance fund account breakdown amount (the amount that should be repurchased but not repurchased) is calculated according to the following formula: N for:

[0118] A N =|(F N +L N -W N -H 0 )|

[0119] In the formula, A N It is the amount of the risk insurance account that will be penetrated by the IOU on the Nth day in the future.

[0120] F N , L N , W N Substituting the basic parameters into the third scenario, the final calculation formula for the risk insurance account breakdown amount of the loan note on the future valuation date is:

[0121]

[0122] Based on step S4, it is considered that in the actual lending process, there may be situations where borrowers complain and have to repurchase the entire amount in advance, and the risk insurance fund account may be breached due to the inability to repurchase in full, resulting in the situation that the repurchase should be made but is not done. Therefore, the balance of the risk insurance fund account can be predicted more comprehensively, meeting the requirements of completeness, consistency, accuracy and timeliness of the risk insurance fund account balance prediction.

[0123] Using the daily dimension risk insurance fund prediction method based on the loan balance distribution migration rate provided in this application, the overall risk insurance fund prediction result items of each financing guarantee channel (including special treatment of non-working days when the financing guarantee fee is not deposited into the account) are shown in Table 1; the actual balance of the risk insurance fund account of the financing guarantee channel in the past 7 days is shown in Table 2; the comparison results between the predicted value and the actual value are shown in Table 3.

[0124] Table 1. Contents of risk insurance fund forecast results (including special treatment of non-working day financing guarantee fees not being deposited into the account)

[0125]

[0126]

[0127] Table 2 Results of the actual balance of the risk insurance fund account in the financing and guarantee channel in the past 7 days

[0128]

[0129] Table 3 Comparison of predicted values ​​and actual values

[0130]

[0131] From the above, it can be seen that the daily risk insurance premium prediction method based on the loan balance distribution migration rate provided in this application can achieve a relatively high-precision prediction for the risk insurance premium.

[0132] On the second aspect, the present application provides a daily dimension risk insurance prediction system based on the migration rate of loan balance distribution, including a repurchase amount prediction module 100, a repayment prediction module 200, a financing guarantee fee prediction module 300 and a risk insurance account balance prediction module 400; the repurchase amount prediction module 100 is used to calculate the cumulative repurchase amount of the loan based on the daily dimension loan balance distribution migration rate of the loan within the historical time period; the repayment prediction module 200 is used to calculate the repayment amount of the loan on the future evaluation date by using a weighted calculation method. ; The financing guarantee fee prediction module 300 is used to calculate the cumulative payable interest of the loan note on the future evaluation date in proportion to the financing guarantee settlement method to obtain the financing guarantee fee that the loan note needs to pay on the future evaluation date; the risk insurance fund account balance prediction module 400 is communicated with the repurchase amount prediction module 100, the repurchase repayment prediction module 200 and the financing guarantee fee prediction module 300, and calculates the risk insurance fund account balance of the loan note on the future evaluation date according to the cumulative repurchase amount of the loan note, the repayment after repurchase and the financing guarantee fee that needs to be paid according to different types of capital inflow and outflow transaction scenarios.

[0133] In one embodiment, the post-repurchase repayment prediction module includes:

[0134] A loan balance distribution data acquisition unit is used to acquire loan balance distribution data of the IOU on each observation day within a historical time period;

[0135] A weighted migration rate acquisition unit, which is in communication with the loan balance distribution data acquisition unit, and is used to calculate and acquire the weighted migration rate of the IOU in the historical time period based on the loan balance distribution data of each observation day in the historical time period;

[0136] The repurchase amount prediction module is connected to the weighted migration rate acquisition unit for calculating the accumulated repurchase amount of the IOU according to the weighted migration rate of the IOU in the historical time period.

[0137] Among them, the functional implementation of each module in the above-mentioned daily-dimensional risk insurance premium prediction system based on the migration rate of loan balance distribution corresponds to the various steps in the above-mentioned daily-dimensional risk insurance premium prediction method embodiment based on the migration rate of loan balance distribution, and its functions and implementation process will not be repeated here one by one.

[0138] On the third aspect, an embodiment of the present application provides a daily risk insurance premium prediction device based on the migration rate of loan balance distribution. The daily risk insurance premium prediction device based on the migration rate of loan balance distribution can be a personal computer (PC), a laptop computer, a server, or other device with data processing capabilities.

[0139] The communication interface includes an input / output (I / O) interface, a physical interface, and a logical interface, etc., which are used to interconnect the devices inside the daily dimension risk insurance forecasting device based on the migration rate of loan balance distribution, and an interface used to interconnect the daily dimension risk insurance forecasting device based on the migration rate of loan balance distribution with other devices (such as other computing devices or user devices). The physical interface can be an Ethernet interface, a fiber optic interface, an ATM interface, etc.; the user device can be a display (Display), a keyboard (Keyboard), etc.

[0140] The memory can be various types of storage media, such as random access memory (RAM), read-only memory (ROM), non-volatile RAM (NVRAM), flash memory, optical storage, hard disk, programmable ROM (PROM), erasable PROM (EPROM), electrically erasable PROM (EEPROM), etc.

[0141] The processor may be a general-purpose processor, which may call the daily-dimensional risk insurance premium prediction program based on the migration rate of the loan balance distribution stored in the memory, and execute the daily-dimensional risk insurance premium prediction method based on the migration rate of the loan balance distribution provided in the embodiment of the present application. For example, the general-purpose processor may be a central processing unit (CPU). Among them, the method executed when the daily-dimensional risk insurance premium prediction program based on the migration rate of the loan balance distribution is called can refer to the various embodiments of the daily-dimensional risk insurance premium prediction method based on the migration rate of the loan balance distribution of the present application, which will not be repeated here.

[0142] In a fourth aspect, an embodiment of the present application also provides a readable storage medium.

[0143] The readable storage medium of the present application stores a daily-dimensional risk insurance premium prediction program based on the migration rate of the loan balance distribution. When the daily-dimensional risk insurance premium prediction program based on the migration rate of the loan balance distribution is executed by the processor, the steps of the daily-dimensional risk insurance premium prediction method based on the migration rate of the loan balance distribution as mentioned above are implemented.

[0144] Among them, the method implemented when the daily-dimensional risk insurance premium prediction program based on the migration rate of loan balance distribution is executed can refer to the various embodiments of the daily-dimensional risk insurance premium prediction method based on the migration rate of loan balance distribution in this application, and will not be repeated here.

[0145] It should be noted that the serial numbers of the above-mentioned embodiments of the present application are only for description and do not represent the advantages or disadvantages of the embodiments.

[0146] 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 is essentially 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, disk, CD) as described above, and includes a number of instructions for a terminal device to execute the methods described in each embodiment of the present application.

[0147] 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. A daily risk insurance forecasting method based on the migration rate of loan balance distribution, characterized in that: The following steps are involved: The accumulated repurchase amount of the IOU is calculated based on the migration rate of the daily balance distribution of the IOU in the historical period; A weighted calculation method is used to calculate the repayment amount of the IOU after repurchase on the future valuation date; The accumulated interest payable on the loan note on the future valuation date is calculated in proportion according to the loan guarantee settlement method to obtain the loan guarantee fee payable on the future valuation date; Based on the accumulated repurchase amount of the promissory note, the repayment amount after repurchase and the financing guarantee fee to be paid, the risk guarantee account balance of the promissory note on the future valuation date is calculated according to different types of capital inflow and outflow transaction scenarios.

2. The daily dimension risk insurance premium prediction method based on the migration rate of loan surplus distribution according to claim 1 is characterized in that: The method of calculating and obtaining the accumulated repurchase amount of the IOU based on the daily balance distribution migration rate of the IOU in the historical time period specifically includes the following steps: Obtain the loan balance distribution data of the IOU on each observation day in the historical time period; According to the loan balance distribution data of the IOUs on each observation day in the historical time period, the weighted migration rate of the IOUs in the historical time period is calculated; Based on the weighted migration rate of the IOUs in the historical time period, the cumulative repurchase amount of the IOUs is calculated.

3. The daily dimension risk insurance premium prediction method based on the migration rate of loan surplus distribution according to claim 2 is characterized in that: The method of calculating and obtaining the weighted migration rate of the IOUs in the historical time period according to the loan balance distribution data of each observation day in the historical time period specifically includes the following steps: The daily migration rate of the IOU on each observation day in the historical time period is calculated based on the loan balance distribution data of the IOU on each observation day in the historical time period: The weighted migration rate of the IOU in the historical time period is calculated based on the daily migration rate of the IOU on each observation day in the historical time period.

4. The daily dimension risk insurance premium prediction method based on the migration rate of loan surplus distribution according to claim 2 is characterized in that: The calculation of the accumulated repurchase amount of the IOUs according to the weighted migration rate of the IOUs in the historical time period specifically includes the following steps: The predicted repurchase principal of the IOU under each migration status on each observation day is calculated based on the weighted migration rate of the IOU in the historical time period: The accumulated principal to be repurchased of the IOU is calculated based on the predicted principal to be repurchased under each migration status on each observation day: Calculate the accumulated principal amount to be repurchased and the interest payable on the principal amount to be repurchased according to the repayment schedule, and convert the values ​​according to the following formula to calculate the interest rate on the principal amount to be repurchased of the IOU; The repurchase amount of the loan note is calculated based on the accumulated repurchased principal of the loan note and the interest rate of the repurchased principal.

5. The daily dimension risk insurance fund prediction method based on the migration rate of loan surplus distribution according to claim 1 is characterized in that: The weighted calculation method is used to calculate the repayment of the loan note after repurchase on the future assessment date, which specifically includes the following steps: Obtain the total amount of IOUs actually repaid by the borrower that triggered the repurchase conditions as of the current assessment date, and calculate the total amount of principal actually repaid at the end of each historical month; Based on the total amount of principal repurchased at the end of each month in the past, the average daily repayment of the borrower after repurchase in the next month is calculated by weighted average method: The repayment after repurchase of the loan note on the future assessment date is calculated based on the total actual repayment amount of the principal to be repurchased at the end of each historical month and the borrower's average daily repayment after repurchase in the next month.

6. The daily dimension risk insurance premium prediction method based on the migration rate of loan surplus distribution according to claim 1 is characterized in that: The accumulated interest payable on the loan note on the future assessment date is calculated in proportion according to the loan guarantee settlement method to obtain the loan guarantee fee payable on the future assessment date, as shown in the following formula: In the formula, F N I is the financing fee to be paid on the Nth day of the future. N is the accumulative interest payable on the IOU on the Nth day in the future, I0 is the accumulative interest payable on the IOU on the current valuation date, and F0 is the accumulative financing fee actually collected on the IOU on the current valuation date.

7. The daily dimension risk insurance fund prediction method based on the migration rate of loan surplus distribution according to claim 1 is characterized in that: The risk guarantee account balance of the IOU on the future assessment date is calculated based on the accumulated repurchase amount of the IOU, the repayment amount after repurchase and the financing guarantee fee to be paid, according to different types of fund inflow and outflow transaction scenarios, including the following situations: When there is no early repurchase due to customer complaints during the repayment process, the risk insurance fund account balance of the loan note on the future valuation date is calculated according to the following formula: B N =F N +L N -W N In the formula, B N is the balance of the risk insurance account of the IOU on the Nth day in the future, F N L is the financing fee that needs to be paid on the Nth day of the future. N The IOU will be repaid after the repurchase on the Nth day in the future, W N The cumulative repurchase amount of the IOU on the Nth day in the future; When the risk insurance fund account balance is sufficient, there is no failure to repurchase when it should be repurchased, and there is a situation where early repurchase occurs due to customer complaints, the risk insurance fund account balance B of the loan note on the future valuation date is calculated according to the following formula: N : <h2 style=";text-align:left;direction:ltr">B<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> =F<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> +L<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> -W<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> -H0 Where H0 is the cumulative early repurchase amount of the IOU on the current valuation date; When the balance of the risk insurance fund account is insufficient, the current situation of failure to repurchase and early repurchase due to customer complaints has occurred, and the predicted future risk insurance fund balance is still negative, the predicted risk insurance fund account balance is recorded as 0, and the predicted risk insurance fund account breakdown amount is: <h2 style=";text-align:left;direction:ltr">A<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> =|(F<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> +L<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> -W<h2 style=";text-align:left;direction:ltr"> N <h2 style=";text-align:left;direction:ltr"> -H0)| In the formula, A N It is the amount of the risk insurance account that will be penetrated by the IOU on the Nth day in the future.

8. A daily risk insurance forecasting system based on the migration rate of loan balance distribution, characterized in that: include: The repurchase amount prediction module is used to calculate and obtain the cumulative repurchase amount of the IOU based on the daily loan balance distribution migration rate of the IOU in the historical time period; The module for predicting the repayment after repurchase is used to calculate the repayment after repurchase of the loan note on the future evaluation date by using a weighted calculation method; The financing guarantee fee prediction module is used to calculate the accumulated interest payable on the loan note on the future evaluation date in proportion to the financing guarantee settlement method to obtain the financing guarantee fee that the loan note needs to pay on the future evaluation date; The risk insurance fund account balance prediction module is communicated with the repurchase amount prediction module, the repurchase repayment prediction module and the financing guarantee fee prediction module, and calculates the risk insurance fund account balance of the loan note on the future evaluation date according to the accumulated repurchase amount of the loan note, the repayment after repurchase and the financing guarantee fee to be paid, according to different types of capital inflow and outflow transaction scenarios.

9. The daily risk insurance fund prediction system based on the migration rate of loan surplus distribution according to claim 8, characterized in that: The post-repurchase repayment prediction module includes: A loan balance distribution data acquisition unit is used to acquire the loan balance distribution data of the IOU on each observation day within a historical time period; A weighted migration rate acquisition unit, which is in communication with the loan balance distribution data acquisition unit, and is used to calculate and acquire the weighted migration rate of the IOU in the historical time period based on the loan balance distribution data of each observation day in the historical time period; The repurchase amount prediction module is connected to the weighted migration rate acquisition unit for calculating the accumulated repurchase amount of the IOU according to the weighted migration rate of the IOU in the historical time period.

10. A computer-readable storage medium, characterized in that: The computer-readable storage medium stores a daily-dimensional risk insurance premium prediction program based on the migration rate of the loan balance distribution. When the daily-dimensional risk insurance premium prediction program based on the migration rate of the loan balance distribution is executed by the processor, the steps of the daily-dimensional risk insurance premium prediction method based on the migration rate of the loan balance distribution as described in any one of claims 1 to 7 are implemented.

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