26 results about "Counterparty" patented technology

The invention relates to the technical field of financial transactions, in particular to a financial transaction real-time anti-fraud monitoring system which comprises a data processing module, a graph construction module, a graph traversal module, a risk estimation module, a risk level determination module and a transaction management and control module. Performing feature quantization on the historical transaction sequence to obtain an intermediate state feature vector; taking the transaction subject identifier and the transaction counterparty information as nodes, taking the transaction behavior as an edge, and constructing a transaction association graph; on the basis of a preset fraud mode rule set, performing graph traversal on the transaction association graph, and identifying abnormal transaction sub-graphs; generating a comprehensive risk index according to the deviation degree of the abnormal transaction sub-graph and the intermediate state feature vector; performing grade judgment on the abnormal transaction sub-graph to obtain a risk disposal grade, and managing and controlling a corresponding transaction behavior of the transaction platform; according to the invention, the real-time performance of real-time anti-fraud monitoring of financial transactions can be improved.

The invention provides a financial risk identification method and device based on artificial intelligence, and belongs to the technical field of financial risk prediction. The multi-source heterogeneous financial data is processed in batches through the preset time window, so that the influence of single data delay on the early warning efficiency is avoided, and the integrity of the aggregated data is ensured; redundant noise features are removed through a semantic enhancement feature map and multi-dimensional feature screening, and high-quality input is provided for a subsequent model; a deep learning model time series data risk probability prediction and a knowledge graph model are adopted to carry out incidence relation risk propagation analysis collaborative reasoning, two types of model results are subjected to weighted fusion to generate a preliminary early warning signal, dynamic risks such as user transaction behavior abnormity can be accurately captured, hidden risks such as transaction opponent association and public opinion diffusion can be identified, and the early warning accuracy is improved. And the comprehensiveness and accuracy of risk identification are improved.

An electronic trading system is configured to trade credit default swap (CDS) futures contracts on an open exchange. The CDS futures contract allows the buyer and seller isolate and trade the credit risk of a third party. The third pay may be a corporation, sovereign government, or any entity that issues bonds or notes. The CDS futures contract seller effectively pays the premium over time in increments determined by market rates and through the natural operation of the open market. The CDS futures contract buyer makes a contingency payment if the CDS futures contract goes in-the-money (ITM). Both sides of the contract are guaranteed by the exchange as a counterparty.

The application provides a large model-based financial supervision report intelligent generation method, relates to the technical field of data processing systems, and first constructs a supervision three-view structure containing regulatory provisions, supervision question and answer and penalty cases, and obtains the potential vector representation of the supervision provisions by using a large model and a graph embedding model. It can output the compliance risk score in the multi-explanation scene according to the institution state and the report result. On this basis, an initial report strategy in the form of an executable report graph is generated by the large model, a strict explanation and confrontation scene is constructed by introducing a supervision counterparty agent, the report strategy is optimized in the way of maximum-minimum game, and a strategy result robust to the most unfavorable supervision explanation is obtained. After the strategy converges, the supervision elasticity tensor is further calculated to depict the sensitivity of the report result to potential supervision changes, and the tensor is used to realize the self-evolution update of the newly added or revised provisions. The application can improve the automation, robustness and explainable consistency of the supervision report.

A system is configured to provide data pertaining to a record, performing the following method: (a) obtain, from a first source(s), a first record indicative of an actual financial transaction, paid via the first source; (b) perform enrichment on the first record, thereby determining: a counterparty and / or a financial classification category associated with the first record. The enrichment utilizes machine learning model(s) trained to identify correspondence, of first records indicative of actual financial transactions associated with a business entity, to second data. The second data are obtained from second source(s), distinct from the first source(s); (c) derive an enriched first record, based on the enrichment; and (d) provide the enriched first record.

Apparatus, systems and methods improve efficiency in transacting a swap or other futures based financial instrument, by using time-weighted index averages to decrease counterparty settlement risk. In preferred embodiments related to Bitcoin and several other cryptocurrencies, the swaps are based upon a time-weighted index average (Dwa) of multiple instances of difficulty (Dx to Dy) of mining the cryptocurrency over multiple time periods (Px to Py) where both Ds and Ps are available from the decentralized public blockchain. Traders can use these time-weighted index averages in conjunction with the anticipated values of Ds and Ps for the remainder of the duration of the index, to calculate the index value at any given time.

The embodiment of the invention belongs to the technical field of information, and particularly relates to an inter-bank resource supervision method, device and equipment. The method comprises the following steps: connecting an industry end with bank ends of a plurality of banks through a standardized interface; generating a supervision strategy containing a unique identification code at an industry end according to supervision business requirements, wherein the strategy determines the type of a trader and a budget amount based on project information; issuing the strategy to a corresponding target bank end; after the bank end receives the strategy, when a supervision account initiates a transaction, semantic analysis verification is carried out on the type of a transaction opponent according to the strategy, and accurate or accumulative control is carried out on the transaction amount; and if the verification is passed, executing the transaction. The technical problems that existing bank supervision systems are separated from one another, inter-bank accounts cannot be managed and controlled in a unified mode, and data cannot be globally summarized are effectively solved, the automation degree, accuracy and inter-bank unified management efficiency of fund supervision are remarkably improved, and the end-to-end panoramic supervision capability is provided for a supervisor.

The embodiment of the invention provides a transaction request processing method and device, equipment, a storage medium and a program product. Belongs to the technical field of finance. The method comprises the steps that in response to an internal user transaction request, transaction information corresponding to the internal user transaction request is acquired, and the transaction information comprises one or more of transaction type information, transaction amount information, transaction source mechanism information, transaction opponent information and business type information; calling a preset transaction rule corresponding to the transaction information, and verifying the transaction information; and if the verification is passed, processing the internal user transaction request, and if the verification is not passed, cancelling the processing of the internal user transaction request. According to the method, the internal user transaction request is verified from multiple dimensions of transaction type information, transaction amount information, transaction source mechanism information, transaction opponent information, business type information and the like, so that the verification accuracy of the internal user transaction is improved, and the security of the internal user transaction is improved.

The invention relates to systems and methods for executing a digital-asset transaction using a dual-tier messaging architecture. A central messaging server provides tamper detection and message-integrity verification while routing bilateral messages between transacting devices. A permissioned-blockchain channel manages a smart-contract escrow that holds digital assets in cold storage. A fiat-rail channel integrates a real-time payment protocol to obtain bank or rail confirmation that fiat funds are credited to a seller account. Upon receipt of settlement evidence and a validated session state, the escrow releases the digital asset from a seller cold-storage wallet to a buyer cold-storage wallet. Embodiments may capture a seller opt-in via a banking application, generate a dual-ledger audit trail across permissioned and public blockchains, and emit transaction identifiers for cross-system reconciliation. The approach improves compliance, reduces counterparty risk, and provides verifiable audit artifacts for regulated settlement of digital-asset transfers.

The invention discloses an inter-bank transaction clearing system and an inter-bank transaction clearing method based on intelligent offset bookkeeping, which support real-time dynamic offset, intelligent matching of transaction opponents and automatic risk control of inter-bank transaction clearing so as to realize efficient, safe and low-cost net amount settlement. Wherein the offset accounting is to summarize and calculate the receivable / payable amounts among all participants in the same period under the scene of'multi-party participation and multiple transactions', and finally, multiple transactions are combined into one transaction only according to the way of finishing accounting processing according to the net amount of each participant, so that the operation process is simplified, and the efficiency is improved; the total amount of funds exposed in the risk is reduced, and the credit risk is reduced; the fund occupation amount is reduced, the cash flow pressure of an enterprise is relieved, only net funds need to be prepared, and the liquidity risk is reduced; as the number of settlement times is greatly reduced, the probability of settlement failure is also reduced, and the service charge and the labor cost generated in the links of payment, settlement, account checking and the like are reduced.

A system for central limit management comprising one or more computers on a network and an input to receive an indication of a planned order of at least one derivative between counterparties to be executed on an execution venue from an asset manager. The system stores a limit comprising an indication of counterparty risk of the asset manager; and is configured to output an indication of a risk limit of the asset manager to an execution venue; and output an indication that the planned order is within the stored limit of the asset manager to the asset manager. Responsive to receiving the indication of a planned order from the asset manager, the system checks if the planned order is within the stored limit of the asset manager, and if so, outputs an indication of a limit required to execute an actual order associated with the planned order to the venue.

The invention belongs to the technical field of multi-factor models, and particularly relates to a multi-factor model-based reinsurance pricing calculation method, which comprises the following steps of: S1, determining a target: determining the purpose of reinsurance pricing calculation, and evaluating the rationality of a reinsurance contract or comparing the advantages and disadvantages of different reinsurance schemes; s2, factors are selected, wherein key factors influencing reinsurance price comparison are selected, and the factors comprise insurance company underwriting risk characteristics, historical claim settlement data, market environment and reinsurance market supply and demand conditions; according to the method, the accuracy of reinsurance pricing calculation can be improved by comprehensively considering various key factors, the model utilizes historical and actual data and adapts to different market environments, the accuracy is ensured through cross validation and back test, detailed reports and analysis support decisions are provided, and reinsurance arrangement optimization, cost reduction and market competitiveness improvement are facilitated.

Apparatus, systems and methods improve efficiency in transacting a swap or other futures based financial instrument, by using time-weighted index averages to decrease counterparty settlement risk. In preferred embodiments related to Bitcoin and several other cryptocurrencies, the swaps are based upon a time-weighted index average (Dwa) of multiple instances of difficulty (Dx to Dy) of mining the cryptocurrency over multiple time periods (Px to Py) where both Ds and Ps are available from the decentralized public blockchain. Traders can use these time-weighted index averages in conjunction with the anticipated values of Ds and Ps for the remainder of the duration of the index, to calculate the index value at any given time. The index can be used to increase or decrease mining of digital assets, or switch allocation of resources between mining different digital assets.

The disclosed embodiments relate to automatically enabling unconstrained inputs of data, e.g., related to quantities of a proposed trade order for submission to an electronic trading system from parties in an electronic data transaction system that enforces constraints, e.g., a maximum precision in specified quantities, on the inputs relating to the proposed trades that can be submitted by the counterparties. The disclosed embodiments relate to a user interface and system that enables a participant to specify quantities for trades with an increased precision, e.g., fractional quantities, enabling more precise alignment of the transactional characteristics with the specific goals of the participant, in an electronic trading system which constrains tradeable quantities to a maximum allowable precision, e.g., such as whole number quantities, based on business and / or regulatory requirements, e.g., requirements which dictate, for example, that transactions may only take place in whole number quantities or units.

Apparatus, systems and methods improve efficiency in transacting a swap or other futures based financial instrument, by using time-weighted index averages to decrease counterparty settlement risk. In preferred embodiments related to Bitcoin and several other cryptocurrencies, the swaps are based upon a time-weighted index average (Dwa) of multiple instances of difficulty (Dx to Dy) of mining the cryptocurrency over multiple time periods (Px to Py) where both Ds and Ps are available from the decentralized public blockchain. Traders can use these time-weighted index averages in conjunction with the anticipated values of Ds and Ps for the remainder of the duration of the index, to calculate the index value at any given time.

The disclosed embodiments relate to automatically enabling unconstrained inputs of data, e.g., related to quantities of a proposed trade order for submission to an electronic trading system from parties in an electronic data transaction system that enforces constraints, e.g., a maximum precision in specified quantities, on the inputs relating to the proposed trades that can be submitted by the counterparties. The disclosed embodiments relate to a user interface and system that enables a participant to specify quantities for trades with an increased precision, e.g., fractional quantities, enabling more precise alignment of the transactional characteristics with the specific goals of the participant, in an electronic trading system which constrains tradeable quantities to a maximum allowable precision, e.g., such as whole number quantities, based on business and / or regulatory requirements, e.g., requirements which dictate, for example, that transactions may only take place in whole number quantities or units.

A system and a method automatically enable unconstrained inputs of data including a price that relate to a proposed new or modified trade orders between counterparties for submission to an electronic trading system that enforces constraints on the inputs relating to the proposed trades that can be submitted by the counterparties.

The invention discloses a transaction opponent recommendation method and system based on multi-modal data, and relates to the technical field of financial software development. The method comprises the following steps: acquiring multi-modal data; performing data fusion on the multi-modal data, and configuring a multi-dimensional portrait label, including a precise label and a fuzzy label, for each candidate transaction opponent according to the fused data; according to the multi-dimensional portrait label, constructing a transaction opponent matrix including label information of all candidate transaction opponents; when an investment instruction is received, analyzing to obtain transaction feature elements of a bond product needing to be transacted; and when an inquiry demand initiated by a trader for the bond product is collected, according to the transaction opponent matrix, after a target transaction opponent matched with the bond product is determined through the multi-dimensional matching model, target transaction opponent information is output and / or an inquiry instruction is sent to the target transaction opponent. According to the invention, the efficiency and success rate of bond inquiry transaction can be obviously improved.

A plurality of computer-based transactions facilitated by each of a plurality of custodians are monitored. A first transaction of the plurality of transactions includes a transfer of an amount of cryptocurrency of a first type by a first counterparty to a second counterparty in exchange for an amount of cryptocurrency of a second, different type. Transaction packages are generated by each counterparty which include requisite information to effect the transfer. A settlement coordinator asynchronously receives (via a computing network) the transaction packages which specify information required to (i) transfer the cryptocurrency of the first type from the first counterparty to the second counterparty on a first blockchain and (ii) transfer the cryptocurrency of the second type from the second counterparty to the first counterparty on a second blockchain. The settlement coordinator after receiving the first request and the second request accesses the first blockchain and the second blockchain to transfer ownership of the cryptocurrency of the first type and the cryptocurrency of the second type to effect the first transaction.

The disclosed embodiments relate to a system for trading using a central counterparty which allows market participants to minimize risk and / or transactional fees associated with a portfolio of bilateral positions without substantially altering a risk profile thereof. In particular, the disclosed embodiments allow a market participant holding a portfolio of heterogeneous bilateral positions, such as positions in interest rate swap (“IRS”) contracts, to net together similar but not identical positions within their portfolio, thereby reducing margin requirements and / or transaction fees, according to criteria specified by the market participant, and which may be different from criteria specified by other market participants, wherein the overall risk exposure desired by the market participant in entering into the positions remains substantially unchanged as does the desired overall risk exposure of the counterparty market participants to those positions.

A system configured to provide data pertaining to a record, comprising a processing circuitry, the processing circuitry configured to perform the following method: obtain, from at least one first source, a first record indicative of an actual financial transaction, paid via the first source; perform enrichment on the first record, thereby determining at least one of: a counterparty associated with the first record; and a financial classification category associated with the first record, wherein the performing of the enrichment utilizes at least one machine learning model trained to identify correspondence, of first records indicative of actual financial transactions associated with a business entity, to second data, wherein the second data are obtained from at least one second source, distinct from the at least one first source; derive an enriched first record, based on the enrichment; and provide the enriched first record.

The disclosed embodiments relate to a system for trading using a central counterparty which allows market participants to minimize risk and / or transactional fees associated with a portfolio of bilateral positions without substantially altering a risk profile thereof. In particular, the disclosed embodiments allow a market participant holding a portfolio of heterogeneous bilateral positions, such as positions in interest rate swap (“IRS”) contracts, to net together similar but not identical positions within their portfolio, thereby reducing margin requirements and / or transaction fees, according to criteria specified by the market participant, and which may be different from criteria specified by other market participants, wherein the overall risk exposure desired by the market participant in entering into the positions remains substantially unchanged as does the desired overall risk exposure of the counterparty market participants to those positions.

The invention provides a credit evaluation method and system, and a storage medium, and relates to the technical field of internet finance. The first credit score of the to-be-evaluated block chain address is determined according to the payment file, the transaction record and the transaction opponent information. According to the invention, credit evaluation can be carried out on a specific block chain address, and the consumption experience of a user on a directly issued digital file can be improved.

To provide financial product services that can meet the diversifying needs of customers. [Solution] In an information processing system S having a first trading block (10) that conducts a first transaction of a financial product based on instructions from a computer program, the first trading block (10) has a first trading unit (100) for conducting the first transaction with a first counterparty (2), and the first trading unit (100) offers the first counterparty multiple types of transactions for the same financial product, including a transaction at a first service transaction rate having a pair of a first selling price and a first buying price that changes from time to time, and a transaction at a second service transaction rate having a pair of a second selling price and a second buying price that changes from time to time, where the first selling price and the second selling price are the prices at which the first counterparty sells the financial product, and the first buying price and the second buying price are the prices at which the first counterparty buys the financial product. This solves the above problem.

The application discloses a kind of three-party cooperative long-term foreign exchange transaction processing method and device, belong to the automation transaction processing technology of the field of financial technology.For the problems of transaction process fragmentation, protocol state asynchronization and risk control lag in the prior art, the application receives internal enterprise transaction application, executes dual risk control verification of credit and volatility;Initiate the same condition inquiry to multiple external financial institutions and match optimally;Automatically generate internal agreement and external agreement consistent with elements;During the existence period, automatically synchronize the life cycle state of both;And continuously monitor exchange rate volatility, counterparty credit rating and liquidity coverage, trigger early warning when exceeding limit.The method also supports electronic signature, ERP synchronization, multi-currency extension and blockchain evidence preservation.The application realizes the whole-process closed-loop management and control of group enterprise long-term foreign exchange transaction, improves operation safety, efficiency and compliance auditability.

The invention discloses a real-time financial anti-fraud system and method based on a user behavior portrait and a transaction graph, and belongs to the technical field of financial science and technology and information security. The method comprises the following steps: asynchronously executing a risk pre-calculation process to generate and store a user behavior inertia area and a transaction opponent associated risk field value; in the risk pre-calculation process, a user behavior inertia area is constructed based on historical transaction data of a user, and the user behavior inertia area is used for defining a high-frequency conventional transaction mode of the user; on the basis of the transaction network atlas, transaction opponent associated risk field values are calculated for the entity nodes in the atlas, and the associated risk field values are used for quantifying comprehensive risks of adjacent nodes of the entity nodes; and synchronously executing the real-time fraud decision process to respond to a real-time transaction request. The technical problems of high delay of real-time anti-fraud decision and redundant consumption of computing resources in the prior art can be improved.