Risk control method, device, equipment, medium and program product

Abstract

The invention provides a risk control method which can be applied to the technical field of financial science and technology. The method comprises the steps that in response to starting of a target quantitative transaction strategy, a target pre-occupation risk open limit is acquired, and the target pre-occupation risk open limit comes from authorization of a transaction management system for managing risks of a first type of business and is not authorized by a second type of business; the authorization condition comprises that the sum of the channel risk values of other transaction channels except the target quantitative transaction strategy in the first type of business and the target pre-occupation risk opening limit is smaller than the transaction risk threshold value of the first type of business; before the to-be-executed transaction in the target quantitative transaction strategy is executed, accumulating the risk value of the to-be-executed transaction to an accumulated transaction risk value of the target quantitative transaction strategy to obtain a to-be-assessed risk value; and when the to-be-assessed risk value is smaller than the target pre-occupation risk opening limit, the to-be-executed transaction is allowed to be executed, and otherwise, execution is not allowed. The invention further provides a risk control device and equipment, a storage medium and a program product.

Description

Technical Field

[0001] The present disclosure relates to the field of information security and can be used in the field of financial technology or other fields. More specifically, it relates to a risk control method, device, equipment, medium and program product. Background Art

[0002] The businesses of financial institutions such as banks are often complex, with multiple trading channels often operating within the same business category. For example, while financial institutions commonly use quantitative trading strategies to automate certain transactions to improve efficiency, they also typically maintain non-quantitative trading channels for scenarios requiring such methods. Furthermore, quantitative trading strategies can often be refined based on specific scenarios, allowing for multiple quantitative trading strategies to be deployed within the same business category. To manage the trading risks of these complex businesses, existing technologies typically utilize specialized risk management systems to collect real-time trading risk data across all trading channels for the business, enabling transaction monitoring.

[0003] While implementing the present invention, the inventors discovered the following deficiencies in the prior art: When conducting pre-trade risk control on quantitative trading channels, each quantitative trade must first be preceded by a query to the trading management system regarding the current risk of the business to which it belongs, and a determination must be made as to whether the execution of the current quantitative trade will cause the risk of the entire business to exceed a threshold. Due to the automated execution and frequent nature of quantitative trading, the system must interact with the trading management system before each trade is executed. This, on the one hand, results in frequent interactions and consumes significant network resources; on the other hand, the trading management system must process each query request, resulting in a significant amount of repeated computation and consuming significant computing resources. Furthermore, the repeated interaction with the trading management system before each quantitative trade is executed significantly impacts the speed and reliability of pre-trade control. Summary of the Invention

[0004] In view of the above problems, the present disclosure provides a risk control method, apparatus, device, medium and program product that can improve the efficiency and reliability of transaction risk management.

[0005] According to a first aspect of the present disclosure, a risk control method is provided, which is applied to a quantitative trading system. The method comprises: in response to the start of a target quantitative trading strategy, obtaining the pre-occupied risk exposure amount of the target quantitative trading strategy to obtain a target pre-occupied risk exposure amount; wherein the target pre-occupied risk exposure amount comes from the authorization of a trading management system that manages the risk of a first type of business, the target quantitative trading strategy is one of the m trading channels of the first type of business, wherein the authorization condition of the trading management system for the target pre-occupied risk exposure amount includes that the sum of the channel risk values ​​of m-1 trading channels other than the target quantitative trading strategy and the target pre-occupied risk exposure amount is less than the sum of the channel risk values ​​of the first type of business the transaction risk threshold of the transaction service, the channel risk value of each transaction channel is the pre-occupied risk exposure limit of the transaction channel or the cumulative transaction risk value of the transaction channel, wherein the cumulative transaction risk value is the accumulation of the risk values ​​of the actually executed transactions, and m is an integer greater than 1; in response to the pending transaction in the target quantitative trading strategy satisfying the execution trigger condition, the risk value of the pending transaction is added to the cumulative transaction risk value of the target quantitative trading strategy to obtain a risk value to be assessed; and when the risk value to be assessed is less than the target pre-occupied risk exposure limit, the pending transaction is allowed to be executed; otherwise, the pending transaction is not allowed to be executed.

[0006] According to an embodiment of the present disclosure, the method also includes: when the target quantitative trading strategy stops running, calculating the difference between the target pre-occupied risk exposure amount and the cumulative trading risk value of the target quantitative trading strategy to obtain the risk amount to be refunded; and sending risk amount refund notification information to the transaction management system, wherein the risk amount refund notification information includes information about the first type of business and the risk amount to be refunded.

[0007] According to an embodiment of the present disclosure, the triggering conditions for stopping the target quantitative trading strategy include: the risk value to be assessed is not less than the target pre-occupied risk exposure limit; or a user instruction to stop the target quantitative trading strategy is received.

[0008] According to an embodiment of the present disclosure, in response to the start-up of the target quantitative trading strategy, obtaining the pre-occupied risk exposure amount of the target quantitative trading strategy to obtain the target pre-occupied risk exposure amount includes: in response to the start-up of the target quantitative trading strategy, sending a risk slicing request to the trading management system, the risk slicing request including information about the first type of business and information about the target quantitative trading strategy; receiving a risk slicing response result returned by the trading management system after processing the risk slicing request; and when the risk slicing response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure amount, obtaining the target pre-occupied risk exposure amount.

[0009] According to an embodiment of the present disclosure, in response to the activation of the target quantitative trading strategy, sending a risk slicing request to the trading management system includes: in response to the activation of the target quantitative trading strategy, reading the pre-occupied risk exposure amount set in the target quantitative trading strategy to obtain the numerical value of the target pre-occupied risk exposure amount; reading the information of the business category set in the target quantitative trading strategy to obtain information of the first category of business; and sending the risk slicing request to the trading management system, wherein the risk slicing request also includes the numerical value of the target pre-occupied risk exposure amount.

[0010] According to a second aspect of the embodiments of the present disclosure, a risk control method is provided, which is applied to a transaction management system. The method includes: receiving a risk slicing request, wherein the risk slicing request includes information about a first type of business and information about a target quantitative trading strategy, wherein the target quantitative trading strategy is one of m trading channels of the first type of business; processing the risk slicing request to obtain a risk slicing response result; sending the risk slicing response result to the target quantitative trading strategy; and when the risk slicing response result includes allowing the target quantitative trading strategy to operate with a target pre-occupied risk exposure limit, updating the full channel risk value of the first type of business to be the sum of the channel risk values ​​of m-1 trading channels and the target pre-occupied risk exposure limit, wherein the channel risk value of each trading channel is the pre-occupied risk exposure limit of the trading channel or the cumulative trading risk value of the trading channel, wherein the full channel risk value of the first type of business is less than the trading risk threshold of the first type of business.

[0011] According to an embodiment of the present disclosure, the method further includes: receiving risk limit refund notification information sent by the target quantitative trading strategy, wherein the risk limit refund notification information includes information of the first category of business and the risk limit to be refunded; and deducting the risk limit to be refunded from the full-channel risk value of the first category of business to update the full-channel risk value of the first category of business.

[0012] According to an embodiment of the present disclosure, the processing of the risk slicing request and obtaining a risk slicing response result includes: when the risk slicing request includes the numerical value of the target pre-occupied risk exposure amount, comparing the channel risk values ​​of the m-1 trading channels and the sum of the target pre-occupied risk exposure amounts with the transaction risk threshold of the first type of business; and when the sum of the channel risk values ​​of the m-1 trading channels and the target pre-occupied risk exposure amounts is less than the transaction risk threshold of the first type of business, determining that the risk slicing response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure amount, otherwise determining that the risk slicing response result is not allowing the operation of the target quantitative trading strategy.

[0013] A third aspect of the disclosed embodiments provides a risk control device, which is provided in a quantitative trading system. The device includes a first acquisition module, a first risk assessment module, and a first decision module.

[0014] The first acquisition module is used to obtain the pre-occupied risk exposure amount of the target quantitative trading strategy in response to the activation of the target quantitative trading strategy to obtain the target pre-occupied risk exposure amount; wherein, the target pre-occupied risk exposure amount comes from the authorization of the trading management system that manages the risks of the first category of business, the target quantitative trading strategy is one of the m trading channels of the first category of business, and the authorization conditions of the trading management system for the target pre-occupied risk exposure amount include that the sum of the channel risk values ​​of m-1 trading channels other than the target quantitative trading strategy and the target pre-occupied risk exposure amount is less than the trading risk threshold of the first category of business; the channel risk value of each trading channel is the pre-occupied risk exposure amount of the trading channel or the cumulative transaction risk value of the trading channel, wherein the cumulative transaction risk value is the accumulation of the risk values ​​of actually executed transactions, and m is an integer greater than 1.

[0015] The first risk assessment module is configured to, in response to any pending transaction in the target quantitative trading strategy satisfying an execution trigger condition, accumulate the risk value of the pending transaction to the cumulative transaction risk value of the target quantitative trading strategy to obtain a risk value to be assessed.

[0016] The first decision module is configured to allow the pending transaction to be executed when the risk value to be assessed is less than the target pre-occupied risk exposure limit, and otherwise not allow the pending transaction to be executed.

[0017] According to an embodiment of the present disclosure, the device further includes a balance refund module. The balance refund module is configured to: when the target quantitative trading strategy ceases operation, calculate the difference between the target pre-occupied risk exposure amount and the cumulative transaction risk value of the target quantitative trading strategy to obtain a risk amount to be refunded; and send a risk amount refund notification message to the transaction management system, the risk amount refund notification message including information about the first type of business and the risk amount to be refunded.

[0018] A fourth aspect of the embodiments of the present disclosure provides a risk control device comprising: a second receiving module, a second processing module, a response feedback module, and a second risk monitoring module.

[0019] The second receiving module is used to receive a risk segmentation request, wherein the risk segmentation request includes information about the first type of business and information about the target quantitative trading strategy, wherein the target quantitative trading strategy is one of the m trading channels of the first type of business.

[0020] The second processing module is used to process the risk segmentation request and obtain a risk segmentation response result.

[0021] The response feedback module is used to send the risk segmentation response result to the target quantitative trading strategy

[0022] The second risk monitoring module is used to update the full-channel risk value of the first type of business to the sum of the channel risk values ​​of m-1 trading channels other than the target quantitative trading strategy and the target pre-occupied risk exposure limit when the risk segmentation response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure limit, wherein the channel risk value of each trading channel is the pre-occupied risk exposure limit of the trading channel or the cumulative trading risk value of the trading channel, and wherein the full-channel risk value of the first type of business is less than the trading risk threshold of the first type of business.

[0023] According to an embodiment of the present disclosure, the second risk monitoring module is further used to: receive risk limit refund notification information sent by the target quantitative trading strategy, wherein the risk limit refund notification information includes information of the first category of business and the risk limit to be refunded; and deduct the risk limit to be refunded from the full-channel risk value of the first category of business to update the full-channel risk value of the first category of business.

[0024] A fifth aspect of the disclosed embodiments provides a risk control system. The risk control system includes a quantitative trading system and a trading management system. The quantitative trading system implements the method provided in the first aspect, and the trading management system implements the method provided in the second aspect.

[0025] A sixth aspect of the present disclosure provides an electronic device comprising: one or more processors; and a memory for storing one or more computer programs, wherein the one or more processors execute the one or more computer programs to implement the steps of the method provided in the first or second aspect.

[0026] The seventh aspect of the embodiments of the present disclosure further provides a computer-readable storage medium on which a computer program or instructions are stored. When the above computer program or instructions are executed by a processor, the steps of the method provided in the above first aspect or second aspect are implemented.

[0027] The eighth aspect of the present disclosure further provides a computer program product, comprising a computer program or instructions, which, when executed by a processor, implements the steps of the method provided in the first or second aspect.

[0028] One or more of the above embodiments have the following advantages or beneficial effects: in a quantitative trading system, after obtaining the target pre-occupied risk exposure limit authorized by the transaction management system, the transactions in the target quantitative trading strategy can be subject to ex ante risk control within the target pre-occupied risk exposure limit, without having to retrieve the latest value of the omni-channel risk value of the first category of business from the transaction management system every time. This, on the one hand, improves the ex ante risk control efficiency and operational efficiency of quantitative trading; on the other hand, effectively reduces the number of interactions between the quantitative trading system and the transaction management system, saving network resources; on another hand, the authorization condition of the target pre-occupied risk exposure limit also ensures that the execution of transactions in the target quantitative trading strategy will not deviate from the transaction risk threshold limit of the first category of business; further, the reduction in the number of interactions also greatly releases the computing resources of the transaction management system, which is conducive to improving the operational efficiency and reliability of the transaction management system. BRIEF DESCRIPTION OF THE DRAWINGS

[0029] The above contents and other objects, features and advantages of the present disclosure will become more apparent through the following description of the embodiments of the present disclosure with reference to the accompanying drawings, in which:

[0030] Figure 1 Schematically illustrates an application scenario diagram of the risk control method, apparatus, device, medium, and program product according to an embodiment of the present disclosure;

[0031] Figure 2 The following schematically illustrates a flow chart of a risk control method applied to quantitative trading according to an embodiment of the present disclosure;

[0032] Figure 3 The following schematically illustrates a flow chart of a risk control method applied to a business side according to an embodiment of the present disclosure;

[0033] Figure 4 The flowchart of processing a risk slicing request in a risk control method applied to a business side according to an embodiment of the present disclosure is schematically shown;

[0034] Figure 5 The system architecture of the risk control system according to an embodiment of the present disclosure is schematically shown;

[0035] Figure 6 The following schematically shows a block diagram of a risk control device provided on a quantitative trading side according to an embodiment of the present disclosure;

[0036] Figure 7 A block diagram schematically illustrates a risk control device provided on the business side according to an embodiment of the present disclosure; and

[0037] Figure 8 A block diagram of an electronic device suitable for implementing the risk control method according to an embodiment of the present disclosure is schematically shown. DETAILED DESCRIPTION

[0038] Hereinafter, embodiments of the present disclosure will be described with reference to the accompanying drawings. However, it should be understood that these descriptions are merely exemplary and are not intended to limit the scope of the present disclosure. In the detailed description below, for ease of explanation, many specific details are set forth to provide a comprehensive understanding of the embodiments of the present disclosure. However, it is apparent that one or more embodiments may also be implemented without these specific details. In addition, in the following description, descriptions of well-known structures and technologies are omitted to avoid unnecessary confusion of the concepts of the present disclosure.

[0039] The terms used herein are only for describing specific embodiments and are not intended to limit the present disclosure. The terms "comprise," "include," etc. used herein indicate the presence of the features, steps, operations, and / or components, but do not exclude the presence or addition of one or more other features, steps, operations, or components.

[0040] All terms used herein (including technical and scientific terms) have the meanings commonly understood by those skilled in the art unless otherwise defined. It should be noted that the terms used herein should be interpreted as having a meaning consistent with the context of this specification and should not be interpreted in an idealized or overly rigid manner.

[0041] When expressions such as "at least one of A, B, and C, etc." are used, they should generally be interpreted in accordance with the meaning commonly understood by those skilled in the art (for example, "a system having at least one of A, B, and C" should include but is not limited to a system having A alone, B alone, C alone, A and B, A and C, B and C, and / or A, B, C, etc.).

[0042] The embodiments of the present disclosure provide a risk control method, apparatus, device, medium, and program product that can improve the efficiency and reliability of quantitative trading risk control in advance. Figure 1 The application scenario diagram of the risk control method, apparatus, device, medium and program product according to the embodiments of the present disclosure is schematically shown.

[0043] Combine Figure 1 According to an embodiment of the present disclosure, in a system for managing transaction risk management (hereinafter referred to as a transaction management system), businesses can be classified to manage the transaction risks of different types of businesses. Each type of business may include more than one transaction channel, so the transaction risk of each type of business is the aggregated risk of transactions in all transaction channels under that type of business. Figure 1In the first category, the trading channels of the business can include quantitative trading strategy L1, quantitative trading strategy L2 and non-quantitative trading channels. When conducting transaction risk assessment and control for the first category of business, it is necessary to include all the risks of transactions in all trading channels under the first category of business. It is understandable that Figure 1 The fact that the trading channels of the first type of business include two quantitative trading strategies is only an example, and the present disclosure does not limit the number of quantitative trading strategies included in the first type of business.

[0044] According to an embodiment of the present disclosure, when a target quantitative trading strategy (either quantitative trading strategy L1 or quantitative trading strategy L2) is activated, a target pre-existing risk exposure limit can be isolated from the existing risk limit range for the first category of business (i.e., the trading risk threshold for the first category of business minus the latest value of the all-channel risk value for the first category of business) and assigned to the target quantitative trading strategy. This target pre-existing risk exposure limit is then added to the all-channel risk value for the first category of business. This allows the strategy to be automatically executed as long as the accumulated trading risk of the quantitative trading within the target quantitative trading strategy is within the target pre-existing risk exposure limit, eliminating the need to retrieve the latest all-channel risk value for the first category of business each time. This significantly improves the efficiency of both pre-emptive control and operational efficiency of quantitative trading, while ensuring that pre-emptive risk control for quantitative trading channels remains within the trading risk threshold for the first category of business. Furthermore, the accumulated risk value for the first category of business, including other trading channels, can be properly measured.

[0045] In order to facilitate the subsequent introduction, Figure 1 The key terms used in this article are defined as follows:

[0046] Cumulative Transaction Risk Value: refers to the cumulative risk value of transactions actually executed within a certain range (such as quantitative trading strategy L1 or Category 1 business). The cumulative transaction risk value will be continuously updated as transactions actually occur.

[0047] Pre-occupied risk exposure quota: This refers to the pre-occupied risk quota range that has not yet occurred. The pre-occupied risk exposure quota does not change after it is obtained.

[0048] Transaction risk threshold: used to define the maximum value of the total risk of a type of business (such as Category 1 business). Once set, it will not automatically change.

[0049] All-channel risk value: It is used to define the aggregated value of the channel risk value of all transaction channels under a type of business (such as the first type of business).

[0050] Channel Risk Value: The Channel Risk Value for each trading channel is the pre-allocated risk exposure limit for that trading channel (if any) or the cumulative trading risk value for that trading channel. When a trading channel (such as Quantitative Trading Strategy L1 or Quantitative Trading Strategy L2) uses pre-allocated risk exposure limits for trading risk control, the Channel Risk Value for that trading channel is the pre-allocated risk exposure limit for that trading channel and does not change with the actual execution of trades within that trading channel. When a trading channel (such as a non-quantitative trading channel) does not use pre-allocated risk exposure limits for risk control, the Channel Risk Value for that trading channel is the cumulative trading risk value for that trading channel. In this case, the Channel Risk Value for that trading channel is continuously updated as trades within that trading channel are executed.

[0051] According to the embodiments of the present disclosure, quantitative trading strategies L1 and L2 implement risk control using a pre-defined risk exposure quota. Consequently, the channel risk values ​​for quantitative trading strategies L1 and L2 are their respective pre-defined risk exposure quotas, which remain unchanged once acquired. The channel risk value for non-quantitative trading channels can be measured using the cumulative transaction risk value of these channels, which is continuously updated as transactions occur. This results in corresponding updates to the full channel risk value for the first category of business.

[0052] It should be noted that for trading channels that do not utilize pre-set risk exposure limits (e.g., non-quantitative trading channels), measuring the channel risk value using the cumulative transaction risk value of such channels is merely an example or theoretical illustration. In practice, the transaction risk of each transaction in these trading channels can be directly incorporated into the overall channel risk value for Category 1 businesses, eliminating the need to separately measure their channel risk values.

[0053] It should be noted that the risk control methods, devices, equipment, media and program products provided in the embodiments of the present disclosure can be used in the field of financial technology, and can also be used in any field other than the field of financial technology. The present disclosure does not limit the application field.

[0054] The following will be based on Figure 1 The scene described by Figures 2 to 4 The risk control method of the embodiment of the present disclosure is described in detail.

[0055] Figure 2 A flowchart schematically illustrates a risk control method for quantitative trading according to an embodiment of the present disclosure. This method can be applied to quantitative trading strategy L1 or quantitative trading strategy L2, or to a quantitative trading system that runs quantitative trading strategy L1 and quantitative trading strategy L2.

[0056] like Figure 2As shown, the risk control method may include operations S210 to S250.

[0057] In operation S210, in response to the activation of a target quantitative trading strategy (one of quantitative trading strategy L1 and quantitative trading strategy L2), the pre-allocated risk exposure limit for the target quantitative trading strategy is obtained to obtain a target pre-allocated risk exposure limit. The target pre-allocated risk exposure limit is authorized by the trading management system that manages the risk of the first category of business. The target quantitative trading strategy is one of m trading channels for the first category of business, where m is an integer greater than 1.

[0058] In the disclosed embodiment, the authorization condition for the target quantitative trading strategy to obtain the target pre-occupied risk exposure limit from the trading management system (i.e., the numerical range limit of the target pre-occupied risk exposure limit) is that the sum of the channel risk values ​​and the target pre-occupied risk exposure limit of the m-1 trading channels of the first category of business other than the target quantitative trading strategy is less than the trading risk threshold of the first category of business.

[0059] In one embodiment, during the deployment or configuration phase before the target quantitative trading strategy is launched, the trading management system is requested to provide a pre-reserved risk exposure quota. After obtaining authorization or permission from the trading management system, the target pre-reserved risk exposure quota is configured into the parameters of the target quantitative trading strategy. The configured parameters are then obtained in operation S210.

[0060] Alternatively, in another embodiment, when the target quantitative trading strategy is activated, the trading management system may be first requested to provide the pre-occupied risk exposure quota, and the target pre-occupied risk exposure quota may be obtained after obtaining permission from the trading management system. For example, in operation S210, in response to the activation of the target quantitative trading strategy, a risk slicing request may be sent to the trading management system, and then the risk slicing response result returned by the trading management system after processing the risk slicing request may be received. When the risk slicing response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure quota, the target pre-occupied risk exposure quota may be obtained. Applying for the pre-occupied risk exposure quota from the trading management system at startup can avoid unnecessary squeezing of the risk quota available to other trading channels due to applying for the pre-occupied risk exposure quota in advance, thereby making risk control more in line with actual needs.

[0061] In one embodiment, the value of the pre-occupied risk exposure limit requested by the target quantitative trading strategy can be set by the trader based on the operational requirements of the target quantitative trading strategy. Thus, before the target quantitative trading strategy sends a risk slicing request to the trading management system, it can read the pre-occupied risk exposure limit value set in the target quantitative trading strategy and add the target pre-occupied risk exposure limit value to the risk slicing request. Then, based on the business category information to which the target quantitative trading strategy belongs, the risk slicing request is sent to the trading management system to request permission to operate with the target pre-occupied risk exposure limit. Upon receiving a risk slicing response from the trading management system indicating permission to operate with the target pre-occupied risk exposure limit, the target quantitative trading strategy is determined to be operable with the target pre-occupied risk exposure limit. Thus, since the target pre-occupied risk exposure limit value requested by the target quantitative trading strategy is set based on the operational requirements of the target quantitative trading strategy, once the target pre-occupied risk exposure limit is approved by the trading management system, the target quantitative trading strategy can operate more smoothly.

[0062] Next, in operation S220 , in response to the pending transaction in the target quantitative trading strategy satisfying the execution trigger condition, the risk value of the pending transaction is added to the cumulative transaction risk value of the target quantitative trading strategy to obtain the risk value to be evaluated.

[0063] Then in operation S230 , when the risk value to be assessed is less than the target pre-occupied risk exposure limit, the pending transaction is allowed to be executed; otherwise, the pending transaction is not allowed to be executed.

[0064] In this way, the quantitative trading system can perform ex-ante risk control on transactions within the target quantitative trading strategy, limited by the target pre-existing risk exposure limit. As long as the accumulated trading risk of the quantitative transactions in the target quantitative trading strategy is within the target pre-existing risk exposure limit, the transaction can be automatically executed, eliminating the need to retrieve the latest full-channel risk value for Category 1 business from the trading management system each time. This significantly improves the efficiency of ex-ante risk control and operational efficiency of quantitative trading, while ensuring that the ex-ante risk control of the quantitative trading channel remains within the transaction risk threshold of Category 1 business.

[0065] Moreover, according to the embodiment of the present disclosure, after the transaction management system authorizes the target pre-occupied risk exposure quota to the target quantitative transaction strategy, the target quantitative transaction strategy can use the target pre-occupied risk exposure quota as a limit during operation to manage the target quantitative transaction strategy's own accumulated transaction risk. In this way, the target quantitative transaction strategy does not need to interact with the transaction management system before each transaction is executed, effectively reducing the number of interactions and saving network resources; and the authorization conditions of the target pre-occupied risk exposure quota also ensure that the transaction execution in the target quantitative transaction strategy will not deviate from the transaction risk threshold limit of the first category of business; furthermore, since the target quantitative strategy does not need to interact with the transaction management system before each transaction is executed, it also greatly releases the computing resources of the transaction management system, which is conducive to improving the operating efficiency and reliability of the transaction management system.

[0066] Furthermore, the method of the embodiment of the present disclosure may further include operations S240 and S250 after operation S230.

[0067] In operation S240 , when the target quantitative trading strategy stops running, the difference between the target pre-occupied risk exposure amount and the cumulative transaction risk value of the target quantitative trading strategy is calculated to obtain the risk amount to be refunded.

[0068] Then, in operation S250, a risk limit refund notification message is sent to the transaction management system, wherein the risk limit refund notification message includes information about the first type of business and the risk limit to be refunded.

[0069] In one embodiment, the triggering condition for terminating the target quantitative trading strategy may be a determination in operation S230 that the to-be-assessed risk value is not less than the target pre-occupied risk exposure limit. Specifically, when the to-be-assessed risk value is not less than the target pre-occupied risk exposure limit, not only is the pending transaction not permitted, but execution of the target quantitative trading strategy is also terminated. Of course, in other embodiments, the triggering condition for terminating the target quantitative trading strategy may also include manual intervention, such as receiving a user instruction to terminate the target quantitative trading strategy.

[0070] The purpose of the risk limit refund notification is to refund the pending risk limit to the first category of business in the transaction management system. Specifically, upon receiving the risk limit refund notification, the transaction management system can deduct the pending risk limit from the all-channel risk value of the first category of business. In this way, the target quantitative trading strategy will return the unused risk limit from the target pre-occupied risk exposure limit to the first category of business in the transaction management system. This can facilitate the use of other trading channels for the first category of business and reduce unnecessary crowding out of trading risk in other trading channels of the first category of business.

[0071] Figure 3The flowchart of the risk control method applied to the business side according to one embodiment of the present disclosure is schematically shown. The method can be applied to a transaction management system that manages transaction risks of various types of businesses, including the first type of business.

[0072] like Figure 3 As shown, the method may include operations S310 to S360.

[0073] First, in operation S310, a risk segmentation request is received, where the risk segmentation request includes information about the first type of business and information about the target quantitative trading strategy (such as information about the quantitative trading strategy L1 or the quantitative trading strategy L2), where the target quantitative trading strategy is one of the m trading channels of the first type of business.

[0074] Then in operation S320, the risk slicing request is processed to obtain a risk slicing response result.

[0075] In one embodiment, the first type of business can allocate a target pre-occupied risk exposure amount allowed to the target quantitative trading strategy based on the difference between its omni-channel risk value and the transaction risk threshold (if any), and then add the target pre-occupied risk exposure amount to the risk slicing response result, indicating that the target quantitative trading strategy is allowed to operate with the target pre-occupied risk exposure amount.

[0076] In another embodiment, the risk slicing request itself includes the target pre-occupied risk exposure limit value requested by the target quantitative trading strategy. In this case, the first type of business needs to determine whether the target pre-occupied risk exposure limit will cause the omni-channel risk value of the first type of business to exceed the transaction risk threshold, so as to determine whether to allow the target quantitative trading strategy to operate with the target pre-occupied risk exposure limit (the flowchart for processing the risk slicing request is as follows: Figure 4 Then, the risk segmentation response result is formed based on the judgment conclusion.

[0077] like Figure 4 As shown, when the risk slicing request includes a value of the target pre-occupied risk exposure limit, the process of processing the risk slicing request in the above operation S330 may include operations S41 to S44.

[0078] In operation S41 , a value of the target pre-occupied risk exposure amount included in the risk slicing request is extracted.

[0079] Next, in operation S42, the sum of the channel risk values ​​and the target pre-occupied risk exposure limits for the other m-1 transaction channels is compared to see if it is less than the transaction risk threshold for the first type of business. If so, authorization conditions are met, and operation S43 is executed; if not, authorization conditions are not met, and operation S44 is executed.

[0080] In operation S43, when the sum of the channel risk values ​​and the target pre-occupied risk exposure amounts of the other m-1 trading channels is less than the transaction risk threshold of the first type of business, determining the risk slicing response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure amount.

[0081] In operation S44, when the sum of the channel risk values ​​and the target pre-occupied risk exposure amounts of the other m-1 trading channels is not less than the trading risk threshold of the first type of business, the risk slicing response result is determined to be not allowing the operation of the target quantitative trading strategy.

[0082] Next, in operation S330, the risk slicing response result is sent to the target quantitative trading strategy.

[0083] At the same time, in operation S340, if the risk slicing response includes allowing the target quantitative trading strategy to operate at the target pre-occupied risk exposure limit, the all-channel risk value for the first category of business is updated to the sum of the channel risk values ​​of the other m-1 trading channels and the target pre-occupied risk exposure limit. The all-channel risk value for the first category of business is less than the transaction risk threshold for the first category of business.

[0084] In this way, a target pre-existing risk exposure can be isolated from the remaining risk limit range for the first category of business (i.e., the transaction risk threshold for the first category of business minus the all-channel risk value for the first category of business) to be assigned to the target quantitative trading strategy. This target pre-existing risk exposure is then added to the all-channel risk value for the first category of business to update the all-channel risk value for the first category of business. This allows the target quantitative trading strategy to be executed within the target pre-existing risk exposure limit without having to retrieve the all-channel risk value for the first category of business each time it is executed. This also ensures that the all-channel risk value for the first category of business does not exceed the transaction risk threshold. Furthermore, the accumulated risk value for the first category of business, including other trading channels, can be properly measured, enabling effective management and control of trading risks in other trading channels for the first category of business. Furthermore, the reduced number of interactions between the target quantitative strategy and the trading management system significantly frees up computing resources within the trading management system, improving its operational efficiency and reliability. For example, this improves the efficiency and reliability of the trading management system in managing risks in non-quantitative trading channels.

[0085] Furthermore, after operation S340, the method may further include operation S350 and operation S360.

[0086] In operation S350, a risk quota refund notification message sent by the target quantitative trading strategy is received, wherein the risk quota refund notification message includes information about the first type of business and the risk quota to be refunded.

[0087] In operation S360 , the omni-channel risk value of the first type of business is updated by deducting the risk amount to be refunded from the omni-channel risk value of the first type of business.

[0088] In this way, the unused risk quota in the target reserved risk exposure quota can be returned to the first category of business, which can facilitate the use of other transaction channels of the first category of business.

[0089] Figure 5 The system architecture of a risk control system according to an embodiment of the present disclosure is schematically shown.

[0090] like Figure 5 As shown, the risk control system 500 of this embodiment may include a quantitative trading system 501, a trading management system 502, and a valuation and pricing system 503. In some embodiments, the valuation and pricing system 503 may also be integrated into the quantitative trading system 501.

[0091] The quantitative trading system 501 is used to run and manage quantitative trading strategies, such as quantitative trading strategy L1 and quantitative trading strategy L2.

[0092] The transaction management system 502 is used to manage transaction risks of various types of businesses including the first type of business.

[0093] The valuation and pricing system 503 can apply valuation strategies to each transaction, such as calculating the DV01 risk value for a single transaction. DV01 refers to the basis point value, a metric that measures the change in interest rates associated with a change in bond prices. It calculates the change in the bond price for a 1 basis point (0.01%) change in interest rates.

[0094] Specifically, the quantitative trading system 501, as a separate upstream trading channel, establishes a unified risk control platform 511 to interact with the trading management system 502 (such as applying for pre-occupied risk exposure quotas). At the same time, during the execution of quantitative trading, the valuation pricing system 503 is called to calculate the DV01 risk value of a single transaction in advance, which can then be referenced. Figure 2 The described method performs ex ante risk control on each quantitative transaction.

[0095] In one embodiment, a separate VaR limit element can be added during the configuration of a quantitative trading strategy in the quantitative trading system 501, allowing traders to manually enter the VaR limit applicable to the quantitative trading strategy as the pre-defined risk exposure limit required for the quantitative trading strategy. The VaR limit (value at risk) measures the maximum loss a portfolio can suffer within a specific future timeframe, given a certain confidence level. It is a statistical metric, typically expressed as a DV01 limit, and is used to estimate the maximum potential decline in portfolio value within a given execution window (e.g., 95% or 99%) and over a specific period of time (e.g., one day, one week, or one month).

[0096] When the quantitative trading strategy is started, the pre-occupied risk exposure limit set by the trader in the quantitative trading strategy can be read, and then a risk slicing request is sent to the trading management system 502 according to the business type dimension (taking the first type of business as an example) to which the quantitative trading strategy belongs, and the pre-occupied risk exposure limit is applied for from the trading management system 502.

[0097] The transaction management system 502 may refer to Figure 3 and Figure 4 The described method manages transaction risks for various types of businesses. Specifically, the transaction management system 502 can determine whether to allow the quantitative trading strategy to obtain the pre-occupied risk exposure limit through the following processing: first, the total risk amount of the first type of business (i.e., the all-channel risk value) is changed to the sum of the historical risk value of the first type of business (i.e., the aggregated channel risk values ​​of the other m-1 trading channels) and the pre-occupied risk exposure limit. Then, based on the dimension of the first type of business, it is determined whether the pre-occupied risk exposure limit set by the quantitative trading strategy will cause the cumulative total risk amount of the first type of business to exceed the transaction risk threshold set for the first type of business in the transaction management system 502. If it exceeds the threshold, it indicates that the activation of the quantitative trading strategy will cause the total risk amount of the first type of business to exceed the threshold, and the quantitative trading strategy will be terminated and the trader will be notified. If it does not exceed the threshold, the quantitative trading strategy will operate normally.

[0098] When a trade is about to be executed during the operation of a quantitative trading strategy, pre-emptive risk control is performed according to the aforementioned operations S220 and S230. The DV01 risk value of trades that pass pre-emptive risk control and are executed in operation S230 is not included in the transaction management system 502. In other words, the quantitative trading strategy does not need to interact with the transaction management system 502 during the execution of the trade. The quantitative trading strategy is only stopped and the trader is notified when the cumulative DV01 risk value of trades during the local operation of the quantitative trading strategy exceeds the aforementioned pre-emptive risk exposure limit.

[0099] After the quantitative trading strategy is terminated, the quantitative trading system 501 can return any unused risk quota from the reserved risk exposure quota to the trading management system 502 based on the business type. At this point, the total risk of the first type of business in the trading management system 502 is the historical risk value of the first type of business + the reserved risk exposure quota - (the reserved risk exposure quota - the cumulative transaction risk value of completed transactions during the strategy operation period).

[0100] In this way, the quantitative trading system 501 can accumulate and control the transaction risks in the quantitative trading strategy by itself, without having to interact with the trading management system 502 to call the historical actual accumulated risk value counted in the trading management system 502 before sending each trading instruction.

[0101] Transaction management system 502 can manage transaction risk values ​​based on business type. For example, transaction management system 502 can set risk value limit parameters based on business type and determine whether the total risk amount of a particular business type exceeds the limit. For example, one transaction classification management method in transaction management system 502 might be: the current total risk amount (all-channel risk value) for Category 1, Category 2, and Category 3 businesses is Total Risk Value 1, Total Risk Value 2, and Total Risk Value 3, respectively. When quantitative trading strategy L1 is activated, since quantitative trading strategy L1 belongs to Category 1 business, the pre-requisite risk exposure limit applied by quantitative trading strategy L1 will be calculated based on the total risk amount of Category 1 business.

[0102] When multiple quantitative trading strategies are simultaneously activated in quantitative trading system 501, each quantitative trading strategy performs risk pre-positioning, accumulates its own trading risk, and performs pre-emptive risk control based on its own pre-positioned risk exposure limit and the business type to which it belongs. When a quantitative trading strategy is terminated, each quantitative trading strategy returns any excess pre-positioned risk value (pending risk refund) to the business to which it belongs. Multiple quantitative trading strategies in quantitative trading system 501 can be processed in parallel.

[0103] Multiple quantitative trading strategies in the quantitative trading system 501 can belong to the same business type. For example, quantitative trading strategy L1 and quantitative trading strategy L2 both belong to the first type of business, and thus both can apply for pre-occupied risk exposure quotas from the first type of business in the trading management system 502. However, there is no situation where a quantitative trading strategy belongs to multiple business types.

[0104] When quantitative trading strategies L1 and L2 are activated simultaneously, if the combined pre-exposed risk exposure quotas requested by both cause the total risk of the first category of business (the omnichannel risk value) to exceed the transaction risk threshold set for that category in transaction management system 502, both quantitative trading strategies L1 and L2 will be deactivated simultaneously and neither will be allowed to operate. If quantitative trading strategies L1 and L2 are activated sequentially, a decision on whether to grant the requested pre-exposed risk exposure quotas will be made for each strategy individually. Specifically, if the first quantitative trading strategy is able to apply for the corresponding pre-exposed risk exposure quota, but the second quantitative trading strategy's application for pre-exposed risk exposure quota causes the omnichannel risk value of the first category of business to exceed the limit (i.e., exceed the transaction risk threshold set for that category in transaction management system 502), the second quantitative trading strategy will be deactivated without affecting the operation of the first quantitative trading strategy. However, for quantitative strategies that do not belong to different business types, risk assessments are performed and evaluated in parallel.

[0105] It can be seen that the risk control system 500 of the embodiment of the present disclosure can pre-allocate the corresponding risk value from the trading management system 502 to the unified risk control middle platform 511 of the quantitative trading system 501 by means of exposure slicing when the quantitative trading strategy is started, so as to facilitate the quantitative trading system 501 to perform local risk control, improve the pre-control efficiency of the quantitative trading system 501 itself, and ensure the normal measurement of trading risks of other channels by the trading management system 502.

[0106] Figure 6 The block diagram of a risk control device 600 provided on the quantitative trading side according to an embodiment of the present disclosure is schematically shown. In one embodiment, the device 600 can be provided in the unified risk control center 511 of the quantitative trading system 501.

[0107] like Figure 6 As shown, the apparatus 600 may include a first acquisition module 610 , a first risk assessment module 620 and a first decision module 630 .

[0108] The first acquisition module 610 is configured to, in response to the activation of the target quantitative trading strategy, acquire the pre-occupied risk exposure amount of the target quantitative trading strategy to obtain the target pre-occupied risk exposure amount; wherein the target pre-occupied risk exposure amount is authorized by the transaction management system that manages the risks of the first category of business, the target quantitative trading strategy is one of m trading channels for the first category of business, and the sum of the channel risk values ​​and the target pre-occupied risk exposure amount of m-1 trading channels excluding the target quantitative trading strategy among the m trading channels is less than the transaction risk threshold for the first category of business; the channel risk value of each trading channel is the pre-occupied risk exposure amount of the trading channel or the cumulative transaction risk value of the trading channel, wherein the cumulative transaction risk value is the accumulation of the risk values ​​of actually executed transactions, and m is an integer greater than 1. In one embodiment, the first acquisition module 610 can perform operation S210 described above.

[0109] The first risk assessment module 620 is configured to, in response to any pending transaction in the target quantitative trading strategy satisfying an execution trigger condition, add the risk value of the pending transaction to the cumulative transaction risk value of the target quantitative trading strategy to obtain a pending risk value. In one embodiment, the first risk assessment module 620 may perform operation S220 described above.

[0110] The first decision module 630 is configured to allow the pending transaction to be executed when the risk value to be assessed is less than the target pre-occupied risk exposure limit, and otherwise not allow the pending transaction to be executed. In one embodiment, the first decision module 630 may execute the operation S230 described above.

[0111] In some embodiments, apparatus 600 may further include a balance refund module. This balance refund module is configured to: when the target quantitative trading strategy ceases operation, calculate the difference between the target pre-occupied risk exposure limit and the cumulative transaction risk value of the target quantitative trading strategy to obtain a risk limit to be refunded; and send a risk limit refund notification message to the transaction management system, the risk limit refund notification message including information about the first category of business and the risk limit to be refunded. In one embodiment, the balance refund module may perform operation S250 described above.

[0112] The apparatus 600 may perform a reference Figure 2 The risk control methods applied to quantitative trading are introduced in the previous article and will not be repeated here.

[0113] Figure 7 The block diagram of a risk control device 700 provided at the business side according to an embodiment of the present disclosure is schematically shown. In one embodiment, the device 700 may be provided in the transaction management system 502.

[0114] like Figure 7As shown, the apparatus 700 may include a second receiving module 710 , a second processing module 720 , a response feedback module 730 and a second risk monitoring module 740 .

[0115] The second receiving module 710 is configured to receive a risk slicing request, wherein the risk slicing request includes information about the first type of business and information about a target quantitative trading strategy, wherein the target quantitative trading strategy is one of the m trading channels for the first type of business. In one embodiment, the second receiving module 710 may perform operation S310 described above.

[0116] The second processing module 720 is used to process the risk segmentation request and obtain a risk segmentation response result. In one embodiment, the second processing module 720 can perform the operation S320 described above.

[0117] The response feedback module 730 is used to send the risk slicing response result to the target quantitative trading strategy. In one embodiment, the response feedback module 730 can perform the operation S330 described above.

[0118] When the risk slicing response indicates that the target quantitative trading strategy's pre-occupied risk exposure is the target pre-occupied risk exposure, the second risk monitoring module 740 is configured to update the total channel risk value for the first category of business to the sum of the channel risk values ​​of m-1 trading channels and the target pre-occupied risk exposure. The channel risk value for each trading channel is the pre-occupied risk exposure value for that trading channel or the cumulative transaction risk value for that trading channel, and the total channel risk value for the first category of business is less than the transaction risk threshold for the first category of business. In one embodiment, the second risk monitoring module 740 may perform operation S340 described above.

[0119] According to other embodiments of the present disclosure, the second risk monitoring module 740 is further configured to: receive a risk limit refund notification message from the target quantitative trading strategy, wherein the risk limit refund notification message includes information about the first category of business and the risk limit to be refunded; and update the omnichannel risk value of the first category of business by deducting the risk limit to be refunded from the omnichannel risk value of the first category of business. In one embodiment, the second risk monitoring module 740 may also perform operations S350 and S360 described above.

[0120] According to an embodiment of the present disclosure, any multiple modules among the first acquisition module 610, the first risk assessment module 620, the first decision module 630, the balance refund module, the second receiving module 710, the second processing module 720, the response feedback module 730, and the second risk monitoring module 740 can be combined into a single module for implementation, or any one of these modules can be split into multiple modules. Alternatively, at least part of the functionality of one or more of these modules can be combined with at least part of the functionality of other modules and implemented in a single module. According to an embodiment of the present disclosure, at least one of the first acquisition module 610, the first risk assessment module 620, the first decision module 630, the balance refund module, the second receiving module 710, the second processing module 720, the response feedback module 730, and the second risk monitoring module 740 can be at least partially implemented as a hardware circuit, such as a field programmable gate array (FPGA), a programmable logic array (PLA), a system on a chip, a system on a substrate, a system on a package, an application-specific integrated circuit (ASIC), or can be implemented in hardware or firmware by any other reasonable means of circuit integration or packaging, or implemented in any one of the three implementation methods of software, hardware, and firmware, or in any appropriate combination of any of them. Alternatively, at least one of the first acquisition module 610, the first risk assessment module 620, the first decision module 630, the balance refund module, the second receiving module 710, the second processing module 720, the response feedback module 730, and the second risk monitoring module 740 can be at least partially implemented as a computer program module, which can perform the corresponding function when executed.

[0121] Figure 8 A block diagram of an electronic device suitable for implementing the risk control method according to an embodiment of the present disclosure is schematically shown.

[0122] like Figure 8 As shown, the electronic device 900 according to an embodiment of the present disclosure includes a processor 901, which can perform various appropriate actions and processes according to a program stored in a read-only memory (ROM) 902 or a program loaded from a storage unit 908 into a random access memory (RAM) 903. The processor 901 may include, for example, a general-purpose microprocessor (e.g., a CPU), an instruction set processor and / or a related chipset and / or a special-purpose microprocessor (e.g., an application-specific integrated circuit (ASIC)), etc. The processor 901 may also include onboard memory for caching purposes. The processor 901 may include a single processing unit or multiple processing units for performing different actions of the method flow according to the embodiment of the present disclosure.

[0123] Various programs and data required for the operation of the electronic device 900 are stored in the RAM 903. The processor 901, the ROM 902, and the RAM 903 are connected to each other via a bus 904. The processor 901 executes the various operations of the method flow according to the embodiment of the present disclosure by executing the programs in the ROM 902 and / or the RAM 903. It should be noted that the programs may also be stored in one or more memories other than the ROM 902 and the RAM 903. The processor 901 may also execute the various operations of the method flow according to the embodiment of the present disclosure by executing the programs stored in the one or more memories.

[0124] According to an embodiment of the present disclosure, electronic device 900 may further include an input / output (I / O) interface 905, which is also connected to bus 904. Electronic device 900 may also include one or more of the following components connected to I / O interface 905: an input section 906 including a keyboard, mouse, etc.; an output section 907 including devices such as a cathode ray tube (CRT), liquid crystal display (LCD), and speakers; a storage section 908 including a hard disk; and a communication section 909 including a network interface card such as a LAN card or modem. Communication section 909 performs communication processing via a network such as the Internet. A drive 910 is also connected to I / O interface 905 as needed. Removable media 911, such as a magnetic disk, optical disk, magneto-optical disk, semiconductor memory, etc., is installed in drive 910 as needed, so that computer programs read from the removable media can be installed into storage section 908 as needed.

[0125] The present disclosure also provides a computer-readable storage medium, which may be included in the device / apparatus / system described in the above embodiments, or may exist independently and not be incorporated into the device / apparatus / system. The computer-readable storage medium carries one or more programs, and when executed, implements the method according to the embodiments of the present disclosure.

[0126] According to an embodiment of the present disclosure, a computer-readable storage medium may be a non-volatile computer-readable storage medium, and may include, for example, but is not limited to: a portable computer disk, a hard disk, a random access memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), a portable compact disk read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination thereof. In the present disclosure, a computer-readable storage medium may be any tangible medium that contains or stores a program that can be used by or in conjunction with an instruction execution system, apparatus, or device. For example, according to an embodiment of the present disclosure, a computer-readable storage medium may include the ROM 902 and / or RAM 903 described above, and / or one or more memories other than ROM 902 and RAM 903.

[0127] The embodiments of the present disclosure also include a computer program product, which includes a computer program containing program code for executing the method shown in the flowchart. When the computer program product is executed in a computer system, the program code is used to cause the computer system to implement the method provided by the embodiments of the present disclosure.

[0128] The computer program executes the above functions defined in the system / device of the embodiment of the present disclosure when the processor 901 executes the computer program. According to the embodiment of the present disclosure, the system, device, module, unit, etc. described above can be implemented by a computer program module.

[0129] In one embodiment, the computer program may be stored on a tangible storage medium such as an optical storage device or a magnetic storage device. In another embodiment, the computer program may be transmitted and distributed in the form of a signal on a network medium, downloaded and installed via the communication portion 909, and / or installed from a removable medium 911. The program code contained in the computer program may be transmitted using any appropriate network medium, including but not limited to wireless, wired, or any suitable combination thereof.

[0130] In such an embodiment, the computer program can be downloaded and installed from a network via the communication section 909, and / or installed from a removable medium 911. When the computer program is executed by the processor 901, the above-described functions defined in the system of the embodiment of the present disclosure are performed. According to the embodiment of the present disclosure, the systems, devices, means, modules, units, etc. described above can be implemented by computer program modules.

[0131] According to an embodiment of the present disclosure, the program code for executing the computer program provided by the embodiment of the present disclosure can be written in any combination of one or more programming languages. Specifically, these computer programs can be implemented using high-level procedural and / or object-oriented programming languages, and / or assembly / machine languages. Programming languages ​​include, but are not limited to, languages ​​such as Java, C++, Python, "C" or similar programming languages. The program code can be executed entirely on the user computing device, partially on the user device, partially on a remote computing device, or entirely on a remote computing device or server. In cases involving a remote computing device, the remote computing device can be connected to the user computing device through any type of network, including a local area network (LAN) or a wide area network (WAN), or can be connected to an external computing device (for example, using an Internet service provider to connect via the Internet).

[0132] The flowcharts and block diagrams in the accompanying drawings illustrate the possible implementation architecture, functions and operations of the systems, methods and computer program products according to various embodiments of the present disclosure. In this regard, each box in the flowchart or block diagram can represent a module, program segment, or a part of code, and the above-mentioned module, program segment, or a part of code contains one or more executable instructions for implementing the specified logical function. It should also be noted that in some alternative implementations, the functions marked in the box can also occur in an order different from that marked in the accompanying drawings. For example, two boxes represented in succession can actually be executed substantially in parallel, and they can sometimes be executed in the opposite order, depending on the functions involved. It should also be noted that each box in the block diagram or flowchart, and the combination of boxes in the block diagram or flowchart, can be implemented with a dedicated hardware-based system that performs the specified function or operation, or can be implemented with a combination of dedicated hardware and computer instructions.

[0133] Those skilled in the art will appreciate that the features described in the various embodiments of the present disclosure may be combined and / or coupled in various ways, even if such combinations or couplings are not explicitly described in the present disclosure. In particular, the features described in the various embodiments of the present disclosure may be combined and / or coupled in various ways without departing from the spirit and teachings of the present disclosure. All such combinations and / or couplings fall within the scope of the present disclosure.

[0134] The above describes the embodiments of the present disclosure. However, these embodiments are for illustrative purposes only and are not intended to limit the scope of the present disclosure. Although each embodiment has been described separately above, this does not mean that the measures in each embodiment cannot be advantageously used in combination. Without departing from the scope of the present disclosure, those skilled in the art may make various substitutions and modifications, which should all fall within the scope of the present disclosure.

Claims

1. A risk control method, applied to a quantitative trading system, wherein: The method comprises: In response to the initiation of a target quantitative trading strategy, a pre-occupied risk exposure amount of the target quantitative trading strategy is obtained to obtain a target pre-occupied risk exposure amount; wherein the target pre-occupied risk exposure amount is authorized by a trading management system that manages risks of a first category of business, and the target quantitative trading strategy is one of m trading channels of the first category of business, wherein an authorization condition for the target pre-occupied risk exposure amount by the trading management system includes that the sum of the channel risk values ​​of m-1 trading channels other than the target quantitative trading strategy and the target pre-occupied risk exposure amount is less than a trading risk threshold for the first category of business, the channel risk value of each trading channel is the pre-occupied risk exposure amount of the trading channel or the cumulative transaction risk value of the trading channel, wherein the cumulative transaction risk value is the accumulation of risk values ​​of actually executed transactions, and m is an integer greater than 1; In response to a pending transaction in the target quantitative trading strategy satisfying an execution trigger condition, accumulating the risk value of the pending transaction to the cumulative transaction risk value of the target quantitative trading strategy to obtain a risk value to be assessed; and When the risk value to be assessed is less than the target pre-occupied risk exposure limit, the pending transaction is allowed to be executed; otherwise, the pending transaction is not allowed to be executed.

2. The method according to claim 1, wherein The method further comprises: When the target quantitative trading strategy stops running, calculating the difference between the target pre-occupied risk exposure amount and the cumulative transaction risk value of the target quantitative trading strategy to obtain the risk amount to be refunded; and Sending risk limit refund notification information to the transaction management system, wherein the risk limit refund notification information includes information about the first type of business and the risk limit to be refunded.

3. The method according to claim 2, wherein: The triggering conditions for stopping the target quantitative trading strategy include: the risk value to be assessed is not less than the target pre-occupied risk exposure limit; or a user instruction to stop the target quantitative trading strategy is received.

4. The method according to claim 1, wherein In response to the initiation of the target quantitative trading strategy, obtaining the pre-occupied risk exposure amount of the target quantitative trading strategy to obtain the target pre-occupied risk exposure amount includes: In response to the initiation of the target quantitative trading strategy, sending a risk segmentation request to the trading management system, the risk segmentation request including information about the first type of business and information about the target quantitative trading strategy; receiving a risk slicing response result returned by the transaction management system after processing the risk slicing request; and When the risk slicing response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure amount, the target pre-occupied risk exposure amount is obtained.

5. The method according to claim 4, wherein In response to the initiation of the target quantitative trading strategy, sending the risk slicing request to the trading management system includes: In response to the activation of the target quantitative trading strategy, reading the pre-occupied risk exposure amount set in the target quantitative trading strategy to obtain a value of the target pre-occupied risk exposure amount; and The risk slicing request is sent to the transaction management system, wherein the risk slicing request further includes a value of the target pre-occupied risk exposure limit.

6. A risk control method, applied to a transaction management system, wherein: The method comprises: receiving a risk segmentation request, wherein the risk segmentation request includes information about the first type of business and information about a target quantitative trading strategy, wherein the target quantitative trading strategy is one of the m trading channels of the first type of business; Processing the risk slicing request to obtain a risk slicing response result; Sending the risk slicing response result to the target quantitative trading strategy; and When the risk slicing response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure limit, the full-channel risk value of the first category of business is updated to the sum of the channel risk values ​​of m-1 trading channels other than the target quantitative trading strategy and the target pre-occupied risk exposure limit, wherein the channel risk value of each trading channel is the pre-occupied risk exposure limit of the trading channel or the cumulative trading risk value of the trading channel, wherein the full-channel risk value of the first category of business is less than the trading risk threshold of the first category of business.

7. The method according to claim 6, wherein: The method further comprises: Receiving risk quota refund notification information sent by the target quantitative trading strategy, wherein the risk quota refund notification information includes information about the first type of business and the risk quota to be refunded; and The omni-channel risk value of the first category of business is updated by deducting the risk amount to be refunded from the omni-channel risk value of the first category of business.

8. The method according to claim 6, wherein: Processing the risk slicing request to obtain a risk slicing response result includes: When the risk segmentation request includes the value of the target pre-occupied risk exposure amount, comparing the sum of the channel risk values ​​of the m-1 transaction channels and the target pre-occupied risk exposure amount with the transaction risk threshold of the first type of business; and When the sum of the channel risk values ​​of the m-1 trading channels and the target pre-occupied risk exposure amount is less than the transaction risk threshold of the first type of business, the risk segmentation response result is determined to include allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure amount; otherwise, the risk segmentation response result is determined to not allow the target quantitative trading strategy to operate.

9. A risk control device, provided in a quantitative trading system, wherein: The device comprises: a first acquisition module configured to, in response to the activation of a target quantitative trading strategy, acquire a pre-occupied risk exposure amount of the target quantitative trading strategy to obtain a target pre-occupied risk exposure amount; wherein the target pre-occupied risk exposure amount is authorized by a trading management system that manages risks of a first category of business, the target quantitative trading strategy is one of m trading channels of the first category of business, and an authorization condition for the target pre-occupied risk exposure amount by the trading management system includes that the sum of the channel risk values ​​of m-1 trading channels other than the target quantitative trading strategy and the target pre-occupied risk exposure amount is less than a trading risk threshold for the first category of business; the channel risk value of each trading channel is the pre-occupied risk exposure amount of the trading channel or the cumulative transaction risk value of the trading channel, wherein the cumulative transaction risk value is the accumulation of risk values ​​of actually executed transactions, and m is an integer greater than 1; a first risk assessment module configured to, in response to a pending transaction in the target quantitative trading strategy satisfying an execution trigger condition, accumulate the risk value of the pending transaction to the cumulative transaction risk value of the target quantitative trading strategy to obtain a pending risk value; and The first decision module is configured to allow the pending transaction to be executed when the risk value to be assessed is less than the target pre-occupied risk exposure limit, and otherwise not allow the pending transaction to be executed.

10. A risk control device, provided in a transaction management system, wherein: The device comprises: a second receiving module, configured to receive a risk slicing request, wherein the risk slicing request includes information about the first type of business and information about a target quantitative trading strategy, wherein the target quantitative trading strategy is one of the m trading channels for the first type of business; A second processing module is used to process the risk segmentation request and obtain a risk segmentation response result; A response feedback module, configured to send the risk slicing response result to the target quantitative trading strategy; and A second risk monitoring module is configured to update the full-channel risk value of the first category of business to the sum of the channel risk values ​​of m-1 trading channels other than the target quantitative trading strategy and the target pre-occupied risk exposure limit when the risk segmentation response result includes allowing the target quantitative trading strategy to operate with the target pre-occupied risk exposure limit, wherein the channel risk value of each trading channel is the pre-occupied risk exposure limit of the trading channel or the cumulative trading risk value of the trading channel, and wherein the full-channel risk value of the first category of business is less than the trading risk threshold of the first category of business.

11. An electronic device comprising: one or more processors; a memory for storing one or more computer programs, The one or more processors execute the one or more computer programs to implement the steps of the method according to any one of claims 1 to 8.

12. A computer-readable storage medium having a computer program or instruction stored thereon, wherein: When the computer program or instruction is executed by a processor, the steps of the method according to any one of claims 1 to 8 are implemented.

13. A computer program product comprising a computer program or instructions, wherein: When the computer program or instruction is executed by a processor, the steps of the method according to any one of claims 1 to 8 are implemented.

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