Specific embodiment
In order to make those skilled in the art more fully understand the technical solution in this specification, below in conjunction with this explanationAttached drawing in book embodiment is clearly and completely described the technical solution in this specification embodiment, it is clear that describedEmbodiment be only this specification a part of the embodiment, instead of all the embodiments.The embodiment of base in this manual,Every other embodiment obtained by those of ordinary skill in the art without making creative efforts, all should belong toThe range of this specification protection.
In view of the determination method based on existing mobility time limit notch is in the stream for determining the target objects such as including bankWhen dynamic property time limit notch, often without distinguishing the specific function and business characteristic of different kinds of business in target object, but cageAccording to a certain unalterable rules, the fund for mechanically calculating certain several specified asset item and debt project is flowed into, is provided on system groundMobility time limit notch of the difference of gold outflow as target object, to predict the liquidity risk situation of target object.
However, bank and other financial mechanism is often related to, there are many different types of business.For example, credit operation, treasurerBusiness and financial market business.Function that different types of business often relates to, business objective, and internal asset-liabilitiesThe rule of correspondence or processing mode of project are different.For example, treasurer's business is often partial to be responsible in target objectThe capital management and risk control in portion, business objective is the cash flow for balancing the project of each business, to reduce as much as possibleThe liquidity risk of target object.And financial market business is then biased into the investment and financing management (example external in responsible target objectSuch as same trade financing, same trade investment), business objective is that higher profit is got for target object, and risk is relatively high.CreditBusiness is then partial to more traditional debt-credit management, and business objective is also that profit is got for target object, but relative to financeThe market business is more likely to pursue more steady income, and risk is relatively low.Since above-mentioned type of service is different, business meshMark is different, the rule of correspondence or processing mode of involved specific asset-liabilities project and asset-liabilities project not phaseTogether, cause to the method for determination of the mobility notch of different types of business and identified mobility notch in evaluation meshReference value when marking the liquidity risk of object is not also identical.
Further, it is contemplated that in bank and other financial mechanism, by the adjustment of treasurer's business, tend to credit operationA relatively stable state is adjusted to the mobility of treasurer's business.At this moment, the mobility notch of the market business more can relativelyReflect liquidity risk existing for target object, i.e., the mobility time limit notch of the market business is relative to true based on existing methodThe mobility time limit notch of fixed general target object is determining target pair due to having removed the interference of other types businessHas higher reference value when the liquidity risk of elephant.In addition, it is further contemplated that often not having for financial structures such as Small-Medium BanksIt individually sets up special treasurer, when processing, treasurer's business and financial market mix of traffic can be led to different types of industry mostlyRelative difficult of being engaged in removing.
Based on the above situation, this specification proposition can be right according to the specific feature and business objective of different service typesThe mobility time limit notch of different types of business is separated.Specifically, can be flowed to by comprehensive characterization project fundsIt finances map, and the obtained fitting relation of durability of the cashability based on asset item and debt project, from cash flowTo, and the adaptation mechanism of " stronger be in debt of durability supports the weaker assets of cashability " sets out, and determines different type industryThe corresponding relationship of asset item and debt project in business included asset item and debt project and same type business,To separate the asset-liabilities project of different types of business, and then it can subtly determine the higher finance of reference valueMobility time limit notch of the mobility time limit notch of the market business as target object, to determine the mobility wind of target objectDanger, to improve the accuracy and reliability of the liquidity risk of determining target object.
This specification embodiment provides a kind of determination method of mobility time limit notch, and this method can specifically be appliedIn the background server of bank and other financial mechanism, for predicting the liquidity risk situation of bank and other financial mechanism.
Specifically, server can according to the asset item and debt project of the financial structures such as acquired bank, andAsset-liabilities rule, establishes the financing map of financial institution, wherein the financing map is for characterizing asset column in financial institutionThe corresponding type of service of mesh, the corresponding type of service of debt project, the fund of the funds source of asset item and debt project are goneTo；According to the cashability parameter of asset item, the durability parameter of debt project, the suitable of asset item and debt project is determinedWith relationship；According to the asset item and the fitting relation of debt project, the financing map, financial market business is determinedMobility time limit notch of the mobility notch as financial institution.And then it can be according to the mobility phase of identified financial institutionThe mobility time limit risk of financial institution is more accurately predicted in limit, and more efficiently measure is taken to be handled.
In the present embodiment, the service implement body can be can financial financial data to bank it is (such as variousFinancial statement etc.) the Batch Processing server that is analyzed and processed.The server be specifically as follows one have data operation,The electronic equipment of store function and network interaction function；Or run in the electronic equipment, it is data processing, storageThe software supported is provided with network interaction.Do not limit the quantity of the server specifically in the present embodiment.The serviceDevice can be a server, can also be several servers, alternatively, the server cluster that several servers are formed.
In a Sample Scenario, the determination method for the mobility time limit notch that can be provided using this specification embodimentTo determine the flowing time limit notch of NB bank.
In this Sample Scenario, above-mentioned NB bank is one middle-size and small-size (business) bank, is not provided with independent treasurerIt is responsible for the Asset/liability management of bank specially, but there is the financial market portion of the bank to have both profit and the dual function of treasurer.That is, treasurer's business is mixed in the business of financial market for the bank.For example, in the financial market business of the bankThe bond held in, the purpose (or business objective) of some bond held is to get a profit, this partial debenture can be withThe asset item being not understood as in the business of financial market；Another was held for the considerations of liquidity risk management(for example, the main purpose held is not configured to get a profit, but in order to adjust the internal finance stream of bank), this partial debenture then may be usedWith the asset item being not understood as in four library business.For NB bank, due to no independent treasurer, treasurer's business and other classesThe mix of traffic of type can not be directly isolated to obtain treasurer's business and other kinds of business.It therefore, can be first according to assetsFeatures and the asset items such as project, the funds flow of debt project and debt project are obtained based on cashability, durabilityFitting relation, the asset item of multiple business type involved in NB bank and debt project are separated, and then calculate toolThe mobility time limit notch of body.
Specifically, the asset item of the available bank of the background server of NB bank, debt project and the money of bankRule of being in debt is produced, and then NB silver can be established according to the asset item of bank, debt project and the asset-liabilities rule of bankCapable financing map.
Wherein, above-mentioned asset item specifically can be understood as bank's investments abroad, the business item for causing fund to flow out.ExampleSuch as, above-mentioned asset item can specifically include: loan, reserve requirements on deposit, excess excess reserve, blend-out, bond investment of the same trade or businessDeng.Certainly, above-mentioned cited asset item is intended merely to that this specification embodiment is better described.For asset itemConcrete type, this specification are not construed as limiting.
Above-mentioned debt project specifically can be understood as bank and externally absorb fund, the business item for causing fund to flow into.ExampleSuch as, above-mentioned debt project can specifically include: depositing, issues bond, the same trade incorporates, issues deposit receipt of the same trade or business etc..Certainly, above-mentioned instituteThe debt project enumerated is intended merely to that this specification embodiment is better described.For the concrete type of debt project, this theoryBright book is not construed as limiting.
The asset-liabilities rule of above-mentioned bank is referred to as asset-liabilities planning.Specifically, bank establish one it is rightOuter asset column is currently, generally require first to formulate an asset-liabilities planning；It is determined according to asset-liabilities planning matched negativeLiability mesh is supported asset item by the fund of the debt project, and then could establish above-mentioned asset item.For example, NB is silver-coloredWhen row is want to offer a loan to certain factory, need to take out the deposit of corresponding a part according to asset-liabilities planning to support, Cai NengweiCertain factory provides above-mentioned loan.
In this Sample Scenario, above-mentioned financing map (MFDR) specifically can be understood as a kind of asset column according to bankThe data such as the asset-liabilities planning of mesh, debt project and bank, based on different types of service, business characteristic, and flowingThe considerations of property risk, the data map established.It can be shown refering to fig. 1.By map of financing, can it is intuitive, understand earth's surfaceThe type of service and asset item that asset item is generally corresponding in Zheng Chu bank type of service, debt project are generally corresponding toFunds source and debt project fund whereabouts.For example, loan is the asset item of credit operation, instability deposit in figureIt is the debt project of credit operation with stable deposit.In addition, the funds source of loan is unstable deposit, stablize the fund of depositWhereabouts includes supporting loan, and supporting treasurer's business etc..
It is regular according to the asset item of the target object and debt project and asset-liabilities in this Sample Scenario,The financing map for establishing NB bank, can specifically include: according to default rule, such as can be according to for middle-size and small-size bankIt finances atlas calculation (MFDR of Small-and-Median Commercial Bank, MFDR-SMCB), substantially marks off notThe asset item and debt project for including with type of service；It is planned according to the asset-liabilities of bank, determines the fund of asset itemThe fund whereabouts in source and debt project；The asset item and debt project for being included further according to above-mentioned different service types, withAnd asset item funds source and debt project fund whereabouts, establish the financing map of above-mentioned bank.
Further, it is also contemplated that, in order to reduce the liquidity risk of bank, can according to the cashability of asset item,The durability of debt project matches asset item and debt project.Specifically, can be joined according to the cashability of asset itemThe durability parameter of number, debt project, determines the fitting relation of asset item and debt project.
Wherein, above-mentioned cashability parameter specifically can be understood as characterizing whether asset item is easy to cash recycling moneyThe instruction parameter of golden (such as selling withdrawal fund).Usual cashability parameter values are bigger, and corresponding cashability is stronger；InsteadCashability parameter values it is smaller, corresponding cashability is weaker.
Whether above-mentioned durability (or persistence) parameter specifically can be understood as the fund for characterizing debt project steadyFixed, permanent instruction parameter.Usual durability parameter values are bigger, and corresponding durability is stronger；Otherwise durability parameter valuesSmaller, corresponding durability is weaker.
In this Sample Scenario, the fitting relation of above-mentioned asset item and debt project specifically can be understood as asset itemWith the suitable matching relationship of debt project.For example, the outflow of fund caused by W asset item is suitble to the money using Y debt projectGold flows into supplement, to keep the balance of cash flow.
Specifically, it is above-mentioned according to the cashability parameter of asset item and the durability parameter of debt project, determine assetsThe fitting relation of project and debt project, may include the following contents: according to agreement investment time, the asset item of asset itemRealization expend the time, determine the cashability parameter of asset item；It is refunded time, debt project according to the agreement of debt projectIt is required the probability parameter of payment beforehand, determines the durability parameter of debt project；By asset item according to cashability parameterIt is descending to be ranked up, the asset item after being sorted；Debt project is arranged according to durability parameter is ascendingSequence, the debt project after being sorted；According to the asset item after the sequence and the debt project after the sequence, institute is determinedState the fitting relation of asset item and debt project.
Wherein, above-mentioned asset item realization expend the time specifically can be understood as recycling asset item capital fund it is pre-The duration of survey.Specifically, the realization of above-mentioned asset item expend the time specifically can item types according to asset item, assetsThe specific market of the total capital quantity of the type of industry, asset item involved in project and Vehicles Collected from Market determine.
Above-mentioned debt project is required what the probability parameter of payment beforehand specifically can be understood as introducing by debt projectFund is required the probability drawn back in advance before agreement refunds the time.Specifically, above-mentioned debt project is required payment beforehandProbability parameter can be required according to the funds source side of the historical behavior data of the funds source side of debt project, debt projectThe agreement that payment beforehand to be born is lost and the determinations such as debt project pacta conventa.
In this Sample Scenario, specifically can with as shown in fig.2, by different asset items according to cashability parameter byArrive greatly it is small be ranked up, the asset item after being sorted；By different debt projects according to the ascending progress of durability parameterSequence, the debt project after being sorted；To obtain it is as shown in Figure 2 include asset item and sequence after sequence afterThe asset-liabilities sequencing table of debt project.And then it is based on above-mentioned asset-liabilities sequencing table, according to the asset item after the sequenceCome true with the debt project after the sequence according to the mechanism of the stronger weaker assets of matching cashability of being in debt of durabilityThe fitting relation of the fixed asset item and debt project.
In the financing map for having obtained NB bank, and the asset item and debt determining based on durability and cashabilityAfter the fitting relation of project, fitting relation, the financing map of the asset item and debt project can be integrated, is determinedAsset item and debt project in the asset item and debt project and each type service that different kinds of business is includedCorresponding relationship, and then can determine that the mobility time limit notch of the target object more accurate, reference value is relatively high.
Specifically, business can be adjusted according to the asset item and the fitting relation of debt project, the financing mapThe corresponding relationship of asset item, debt project and asset item and debt project in type；According to service class adjustedThe corresponding relationship of asset item, debt project and asset item and debt project in type splits financing map,It specifically can be refering to shown in Fig. 3.In figure, the money of the corresponding split correspondence different service types out of the visuals of different labeledProduction project and debt project.It is split by asset-liabilities, can establish to obtain the balance sheet of multiple types of service respectively.ItsIn, the balance sheet of type of service is corresponding with the fund of debt project for characterizing the fund of asset item in type of serviceRelationship；According to the balance sheet of the multiple type of service, the mobility time limit notch of target object is determined.
In this Sample Scenario, the balance sheet of above-mentioned type of service specifically can be understood as a kind of reflection bank etc.The accounting statement of mechanism assets, debt and owner's equity situation in sometime corresponding type of service.Specifically, passing throughThe balance sheet of above-mentioned type of service can determine the specific asset item and debt project that type of service is included, andCorresponding relationship between asset item and debt project.For example, the fund of B debt project half is for supporting A asset item.
Above-mentioned multiple types of service can specifically include: credit operation, treasurer's business and financial market business etc..Accordingly, the balance sheet of above-mentioned multiple types of service includes: the balance sheet of the balance sheet of credit operation, treasurer's businessWith the balance sheet of financial market business.Certainly, it should be noted that above-mentioned cited type of service and corresponding industryThe balance sheet of service type is intended merely to that this specification embodiment is better described.When it is implemented, as the case may be,It may be incorporated into other types of service, and the balance sheet of corresponding type of service.In this regard, this specification does not limitIt is fixed.
Specifically, can determine the asset item tool in credit operation by the balance sheet of above-mentioned credit operationBody may include loan project (for example including short term loan, medium-term and long-term credit etc.) etc., and the debt project in credit operation is specificIt may include deposit items (for example including deposit, unstable deposit etc. is stablized) etc..And the part fund in deposit items and borrowFund mesh is corresponding, and another part fund (can be denoted as the first fund) of deposit items is corresponding with the asset item in treasurer's business(can certainly be corresponding with the asset item in the business of financial market, for supporting financial market business) be used for support departmentLibrary business.Certainly, it should be noted that asset item and debt project that above-mentioned cited credit operation is included are oneKind schematically illustrates, and should not constitute the improper restriction to this specification.
By the balance sheet of above-mentioned treasurer's business, it can determine that the asset item in treasurer's business specifically can wrapIt includes: being used for project, the excess excess reserve, legal reserve reserve fund of management of liquidity in the blend-out project of first same trade, target objectIt may include: the first involvement project of the same trade or business, first issue deposit receipt project of the same trade or business, the first hair Deng, the debt project in treasurer's businessRow bond project etc..And the remaining fund of part fund, credit operation of multiple debt projects in above-mentioned treasurer's business and moneyProduction project is corresponding, and another part fund (can be denoted as the second fund) is corresponding with the asset item in the business of financial market, that is, usesIn support financial market business.Certainly, it should be noted that asset item that above-mentioned cited treasurer's business is included and negativeLiability mesh is that one kind schematically illustrates, and should not constitute the improper restriction to this specification.
By the balance sheet of above-mentioned financial market business, the asset item tool in the business of financial market can be determinedBody may include: the second blend-out project of the same trade, the investment project of bill and account receivable class, bond investment project, securities lent project etc.,Debt project in the business of financial market can specifically include: the second same trade involvement project, second issue same trade deposit receipt project, borrowEnter security project etc..And fund, the remaining fund of treasurer's business and the money of multiple debt projects in above-mentioned financial market businessProduction project is corresponding.Certainly, it should be noted that asset item and debt project that above-mentioned cited treasurer's business is includedIt is that one kind schematically illustrates, the improper restriction to this specification should not be constituted.
Also you need to add is that, as treasurer's business and the difference of business objective involved in the business of financial market, take charge ofThe project that library business is included: the first of the same trade or business involvement project, first issue deposit receipt project of the same trade or business, first issue bond project, theOne blend-out project of the same trade etc. be with managed fund stream, controlling risk is arranged for target, included different from financial market businessProject: the second of the same trade or business involvement project, second issue deposit receipt project of the same trade or business, second blend-out project of the same trade etc..Above-mentioned second same tradeIt is that target is arranged that involvement project, the second distribution deposit receipt project of the same trade or business, second blend-out project of the same trade etc., which are to get a profit,.Two kinds of differencesAlthough the asset-liabilities project formal approximation of type of service, since the business objective of setting is different, project itself is not led to also notIt is identical.When dividing type of service corresponding to asset item and debt project, it is also combined with asset item and debt projectBusiness objective divide corresponding type of service.
In this Sample Scenario, it is contemplated that for bank and other financial mechanism, the business objective of different kinds of business is notTogether, corresponding liquidity risk is different, causes the reference value when evaluating the liquidity risk of the mechanisms such as bank different.Specifically, treasurer's business is often to be partial to be responsible for the capital management and risk control inside target object, and business objective is balanceThe cash flow of the project of each business, to reduce the liquidity risk of target object as much as possible.And financial market business is thenIt is partial to be responsible for the external investment and financing management of target object, business objective is to get higher profit, risk for target objectIt is relatively high.Credit operation is then partial to more traditional debt-credit management, and business objective is also to get profit for target object,But relative to financial market business, it is more likely to pursue more steady income, risk is relatively low.Therefore Duo ZhongyeInfluence of the mobility time limit notch of financial market business to bank and other financial mechanism is relatively large in service type, in evaluation bankWith relatively higher reference value when the mobility wind direction of equal financial institutions.It therefore, can be according to above-mentioned a plurality of types of moneysLiability account is produced, the asset-liabilities of different service types are separated, and then determine the mobility time limit notch of financial market businessMobility time limit notch as NB bank.
When it is implemented, the credit industry in the default time limit can be calculated first according to the balance sheet of the credit operationIn the case that the mobility notch of business is 0, the surplus capital in credit operation is as the first fund；Further according to treasurer's businessBalance sheet, first fund, calculate in the case where the mobility notch of treasurer's business in default time limit is 0, departmentSurplus capital in the business of library is as the second fund；Finally according to the balance sheet of the financial market business, described secondFund calculates the mobility notch of the financial market business in default time limit, the mobility time limit notch as the target object.
Wherein, above-mentioned default time limit specifically can be understood as asset item, debt project expires the remaining time limit.Specifically, the above-mentioned default time limit may include next day, 2 to 7,8 to 30,31 to 90,91 days to 1 year, be greater than 1 yearDeng.Certainly, it should be noted that the above-mentioned cited default time limit is intended merely to that this specification embodiment is better described.ToolWhen body is implemented, other default time limits can also be determined according to specific application scenarios.In this regard, this specification is not construed as limiting.
When specifically being calculated according to the balance sheet of credit operation, it is contemplated that for credit operation, owner's equity canThink 0, therefore, according to the balance sheet of the credit operation when specific implementation, is unfolded according to the time limit, by the letter in default time limitThe fund of loan project in loan business and, subtract the deposit items in credit operation fund and, obtained funding gap is madeFor first fund.Wherein, above-mentioned first fund can be 0.It should be noted that above-mentioned first fund can be used for supportingTreasurer's business can be used for supporting financial market business.
When specifically being calculated according to the balance sheet of treasurer's business, it is contemplated that for treasurer's business, owner's equity canNot for 0.Therefore, other business are different from, treasurer's business may include two parts, the mobility of the corresponding treasurer's business of a partNotch (is referred to as not strippable treasurer's notch), and another then corresponds to owner's equity and (be properly termed as strippable departmentLibrary notch).When it is implemented, can be unfolded by the time limit, according to the balance sheet of treasurer's business by the department in default time limitSum in the fund of the first blend-out project of the same trade in the business of library, target object for the project funds of management of liquidity, subtractsThe fund of the first involvement project of the same trade or business in treasurer's business, first issue the fund of deposit receipt project of the same trade or business, first issue bond itemPurpose fund, first fund, obtained funding gap is as second fund, for supporting financial market business.ItsIn, above-mentioned second fund can be 0.Further, it is also possible to be unfolded according to the balance sheet of treasurer's business by the time limit, it willThe fund of excess excess reserve in treasurer's business in default time limit, in short term matched same trade involvement (can be described as just buying back) fund,The sum of reserve requirements on deposit subtracts the fund issued bond for supporting treasurer, and obtained funding gap is as above-mentioned instituteThe person's of having equity.
When specifically being calculated according to the balance sheet of financial market business, it is contemplated that for financial market business, ownPerson's equity can be 0, therefore, according to the balance sheet of the financial market business when specific implementation, be unfolded according to the time limit, willThe fund of the second blend-out project of the same trade in the financial market business in default time limit, the fund of the investment project of bill and account receivable class,Fund, the sum of the fund of securities lent project of bond investment project, second same trade subtracted in the business of financial market incorporate itemFund, the fund of borrowed stock project, second fund of purpose fund, the second distribution deposit receipt project of the same trade or business, obtained moneyMobility notch of the golden difference as the financial market business in the default time limit.
In the manner described above, can preparatively coincide the business processing logic of NB bank, and different types of business is separated,So that it is determined that (i.e. the time limit mobility of financial market business lacks the mobility notch of the financial market business in each default time limit outMouthful) mobility time limit notch as NB bank.And then this can be predicted according to the mobility time limit notch of above-mentioned NB bankThe specific liquidity risk situation of bank, and corresponding measure is taken as reference frame using above-mentioned mobility time limit notch in timeLiquidity risk is reduced, guarantees health, the stabilization of bank.
By above-mentioned Sample Scenario as it can be seen that this specification provide mobility time limit notch determination method, due to consideration thatThe specific feature and business objective of different service types involved by bank and other financial mechanism, by comprehensively utilizing characterization projectThe financing map of funds flow, and the adaptation determined based on the cashability of asset item and the durability of debt project are closedSystem separates the asset-liabilities of different types of service, so as to subtly determine the higher financial market of reference valueMobility time limit notch of the mobility time limit notch of business as target object, improves the mobility wind of determining target objectThe accuracy and reliability of danger.
As shown in fig.4, this specification embodiment provides a kind of determination method of mobility time limit notch, wherein shouldMethod is applied particularly to server-side.When it is implemented, this method may include the following contents.
S41: obtain target object asset item and debt project and the asset-liabilities of target object rule.
In the present embodiment, above-mentioned target object is specifically understood that the object of mobility time limit notch to be determined.ToolBody, above-mentioned target object can be middle-size and small-size bank, can also be with large bank, or other financial institutions.For above-mentionedThe particular content of target object, this specification are not construed as limiting.
In the present embodiment, above-mentioned asset item specifically can be understood as bank's investments abroad, and fund is caused to flow outBusiness item.For example, above-mentioned asset item can specifically include: loan, reserve requirements on deposit, excess excess reserve, the same trade are meltedOut, bond investment etc..
In the present embodiment, above-mentioned debt project specifically can be understood as bank and externally absorb fund, lead to cash flowThe business item entered.For example, above-mentioned debt project can specifically include: depositing, issue bond, the same trade incorporates, the distribution same trade is depositedIt is single etc..
In the present embodiment, above-mentioned asset-liabilities rule is referred to as being asset-liabilities planning.Specifically, above-mentioned moneyProduce the data information be in debt and recorded in planning with the matched debt project of asset item established.
S43: it is advised according to the asset item of the target object and debt project and the asset-liabilities of the target objectThen, the financing map of target object is established, wherein the financing map is for characterizing the corresponding industry of asset item in target objectService type, the corresponding type of service of debt project, the fund whereabouts of the funds source of asset item and debt project.
In the present embodiment, above-mentioned financing map (MFDR) specifically can be understood as a kind of asset column according to bankThe data such as the asset-liabilities planning of mesh, debt project and bank, based on different types of service, business characteristic, and flowingThe considerations of property risk, the data map established.By map of financing, asset column in bank can intuitively, be clearly symbolizedThe funds source and debt of type of service, the type of service that debt project is generally corresponding to and asset item that mesh is generally corresponding toThe fund whereabouts of project.
In the present embodiment, when it is implemented, can be marked off not according to default rule relevant to financing mapThe asset item and debt project for being included with type of service；According to the asset-liabilities of target object rule, asset item is determinedFunds source and debt project fund whereabouts；The asset item and debt for being included according to stroke separated different service typesThe fund whereabouts of the funds source and debt project of project and asset item, establishes the financing map of above-mentioned target object.
S45: it according to the cashability parameter of asset item, the durability parameter of debt project, determines asset item and bearsLiability purpose fitting relation.
In the present embodiment, above-mentioned cashability parameter specifically can be understood as characterizing whether asset item is easyCash the instruction parameter of recycling fund (such as selling withdrawal fund).Usual cashability parameter values are bigger, corresponding realizationAbility is stronger；Otherwise cashability parameter values are smaller, and corresponding cashability is weaker.
In the present embodiment, above-mentioned durability (or persistence) parameter specifically can be understood as characterizing debt itemWhether stable, the permanent instruction parameter of purpose fund.Usual durability parameter values are bigger, and corresponding durability is stronger；It is on the contraryDurability parameter values are smaller, and corresponding durability is weaker.
In the present embodiment, above-mentioned asset item and the fitting relation of debt project specifically can be understood as asset itemWith the suitable matching relationship of debt project.
In the present embodiment, the above-mentioned cashability parameter according to asset item, the durability parameter of debt project, reallyThe fitting relation of asset item and debt project is determined, when it is implemented, may comprise steps of: according to the agreement of asset itemThe realization of investment time, asset item expends the time, determines the cashability parameter of asset item；According to the agreement of debt projectRefund time, debt project are required the probability parameter of payment beforehand, determine the durability parameter of debt project；By asset itemIt is ranked up according to cashability parameter is descending, the asset item after being sorted；Debt project is joined according to durabilityNumber is ascending to be ranked up, the debt project after being sorted；According to after the sequence asset item and the sequence afterDebt project, determine the fitting relation of the asset item and debt project.
S47: according to the asset item and the fitting relation of debt project, the financing map, target object is determinedMobility time limit notch.
In the present embodiment, the mobility time limit notch of target object specifically can be understood as the default time limit (such as certainOne period) target object fund flow into fund outflow difference.The mobility time limit of usual above-mentioned target object lacksMouth can be used for evaluating the corresponding mobility of determining target (or liquidity risk).
In the present embodiment, when it is implemented, the asset column based on determined by durability and cashability can be integratedThe fitting relation of mesh and debt project, and can characterize project in type of service, in type of service asset item fundThe data such as fund whereabouts of debt project in source, type of service can separate the asset-liabilities of different service types, thusDetermine mobility time limit notch of the reference value with respect to better services type, the mobility time limit as target object lacksMouthful.
In the present embodiment, above-mentioned type of service can specifically include: credit operation, treasurer's business and financial market industryBusiness etc..Correspondingly, the balance sheet of the multiple type of service includes: the balance sheet of credit operation, treasurer's businessBalance sheet and the balance sheet of financial market business etc..Certainly, it should be noted that above-mentioned cited type of service,And the balance sheet of corresponding type of service is that one kind schematically illustrates, and should not constitute the improper limit to this specificationIt is fixed.
In the present embodiment, different types of service is further contemplated, business characteristic is different, and business objective is different,Corresponding processing logic is not also identical.Specifically, treasurer's business is often to be partial to be responsible for the capital management inside target objectAnd risk control, business objective is the cash flow for balancing the project of each business, to reduce the stream of target object as much as possibleDynamic property risk.And financial market business be then biased into it is (such as same trade financing, same in being responsible for the external investment and financing management of target objectIndustry investment etc.), business objective is that higher profit is got for target object, and risk is relatively high.Credit operation is then partial toMore traditional debt-credit management, business objective are also profit to be got for target object, but relative to financial market business, more inclineTo in pursuing more steady income, risk is relatively low.Therefore, opposite, the risk of financial market business is relatively high, andTarget object will also tend to the flowing implementations for relatively paying close attention to financial market business, can be by the financial market of target objectMobility time limit notch of the mobility time limit notch of business as target object, so that the mobility time limit determined by improving lacksThe reference value of mouth.
In the present embodiment, you need to add is that, above-mentioned financial market business can specifically include the financial city of narrow senseField business, i.e., business of the same trade or business.Specifically can be understood as carrying out between financial institution to invest and finance as every traffic item of coreMesh (including same trade financing, same trade investment etc.).For example, may include: inter-bank lending and borrowing, banker's deposit, same trade loaning bill, generation of the same trade or businessIt pays, buy in return and sell, sell repurchase etc..
In the present embodiment, the mobility time limit notch of target object can be calculated in the following way: according to describedThe balance sheet of credit operation is calculated in the case where the mobility notch of the credit operation in default time limit is 0, credit operationIn surplus capital as the first fund；According to the balance sheet of treasurer's business, first fund, calculate defaultIn the case that the mobility notch of treasurer's business in time limit is 0, the surplus capital in treasurer's business is as the second fund；According to instituteThe balance sheet of financial market business, second fund are stated, the mobility for calculating the financial market business in default time limit lacksMouthful, the mobility time limit notch as the target object.
After the mobility time limit notch of target object has been calculated in the manner described above, and then can be according to target pairThe mobility time limit notch of elephant evaluates the flowing implementations of target object, can also be according to the mobility phase of target objectLimit notch takes suitable measure to reduce liquidity risk, and the operation to guarantee target object is stable, safe.
Therefore the determination method of the mobility time limit notch of this specification offer, due to consideration that the finance such as bankThe specific feature and business objective of different service types involved by mechanism pass through comprehensive utilization characterization project funds flow directionFinancing map, and based on the fitting relation that the cashability of asset item and the durability of debt project determine, it will be differentThe asset-liabilities of type of service separate, so as to subtly determine the mobility of the higher financial market business of reference valueMobility time limit notch of the time limit notch as target object, improve the liquidity risk of determining target object accuracy andReliability.
In one embodiment, above-mentioned to be joined according to the cashability parameter of asset item and the durability of debt projectNumber, determines the fitting relation of asset item and debt project, when it is implemented, may include the following contents:
S1: the time is expended according to the realization of the agreement investment time, asset item of asset item, determines the change of asset itemExisting ability parameter；
S2: being required the probability parameter of payment beforehand according to the agreement refund time of debt project, debt project, determines negativeLiability purpose durability parameter；
S3: asset item is ranked up according to cashability parameter is descending, the asset item after being sorted；
S4: debt project is ranked up according to durability parameter is ascending, the debt project after being sorted；
S5: according to the asset item after the sequence and the debt project after the sequence, determine the asset item andThe fitting relation of debt project.
In the present embodiment, it should be noted that the above-mentioned cited agreement investment time according to asset item, moneyThe realization of production project expends the time, when determining the cashability parameter of asset item, and being refunded according to the agreement of debt projectBetween, debt project be required the probability parameter of payment beforehand, determine the durability parameter of debt project, it is only a kind of schematically to sayIt is bright.When it is implemented, according to specific application scenarios, can also according to other data of asset item, debt project otherData determine corresponding cashability parameter, durability parameter respectively.In this regard, this specification is not construed as limiting.
In the present embodiment, the asset item after above-mentioned sequence be according to asset item cashability parameter by greatly toWhat small sequence arranged, the debt project after above-mentioned sequence be have according to the durability parameter of debt project it is small to big suitableWhat sequence arranged.Therefore, the asset item after above-mentioned sequence and the debt project after sequence is corresponding, it can to determineAsset item and the fitting relation of debt project be to meet mechanism below, it may be assumed that with the stronger debt project matching of durabilityThe weaker asset item of cashability, and then can guarantee the mobility of the target object based on above-mentioned fitting relation relatively moreStablize, safety, reduces the liquidity risk of target object.
In one embodiment, above-mentioned to be schemed according to the asset item and the fitting relation of debt project, the financingSpectrum, determines the mobility time limit notch of target object, when it is implemented, may include the following contents: according to the asset itemFitting relation, the financing map with debt project adjust asset item, debt project and assets in type of serviceThe corresponding relationship of project and debt project；According to asset item, debt project and the asset column in type of service adjustedThe corresponding relationship of mesh and debt project establishes the balance sheet of multiple types of service respectively, wherein the assets of type of service are negativeDebt table is used to characterize the corresponding relationship of the fund of the fund of asset item and debt project in type of service；According to the multiple industryThe balance sheet of service type determines the mobility time limit notch of target object.
In the present embodiment, above-mentioned asset item and the corresponding relationship of debt project can specifically include same service classThe funds flow relationship of asset item and debt project in type also may include asset item and debt item between different service typesPurpose funds flow relationship.For example, the loan project in credit operation in a part of funds flow credit operation of deposit items,For supporting loan project；In addition, the asset item in another funds flow treasurer's business deposited in credit operation, is used forSupport treasurer's business.
In the present embodiment, the balance sheet of above-mentioned type of service specifically can be understood as a kind of reflection bank etc.The accounting statement of mechanism assets, debt and owner's equity situation in sometime corresponding type of service.Specifically, passing throughThe balance sheet of above-mentioned type of service can determine the specific asset item and debt project that type of service is included, andCorresponding relationship between asset item and debt project.
In the present embodiment, the above-mentioned balance sheet according to the multiple type of service, determines the stream of target objectDynamic property time limit notch, when it is implemented, may include: according to the balance sheet of multiple types of service, by different service typesAsset-liabilities separation, and then can be calculated separately out according to the asset-liabilities after separation each type of service mobility lackMouthful.
In one embodiment, the multiple type of service can specifically include: credit operation, treasurer's business and financeMarket business etc.；Correspondingly, the balance sheet of the multiple type of service can specifically include: the asset-liabilities of credit operationTable, the balance sheet of treasurer's business and balance sheet of financial market business etc..
Certainly, it should be noted that above-mentioned cited type of service, and the balance sheet of corresponding type of serviceIt is intended merely to that this specification embodiment is better described.When it is implemented, as the case may be and scene, may be incorporated into itHis type of service, and the balance sheet of corresponding type of service.In this regard, this specification is not construed as limiting.
In one embodiment, the business objective for further contemplating treasurer's business is to balance the project of each businessCash flow, to reduce the liquidity risk of target object as much as possible, the business objective of credit operation is steadily to obtain income,The business objective of financial market business is to get a profit as far as possible.As it can be seen that the wind direction of financial market business is relatively high, to target pairThe influence of elephant is relatively large, mobility of the mobility time limit notch of corresponding financial market business relative to other types businessTime limit notch has higher reference value.It therefore, can be using the mobility time limit notch of financial market business as target pairThe mobility time limit notch of elephant determines the flowing implementations of target object.
In the present embodiment, target is determined according to the balance sheet of the multiple type of service based on above-mentioned considerationThe mobility time limit notch of object, when it is implemented, may comprise steps of:
S1: according to the balance sheet of the credit operation, the mobility notch in the credit operation in default time limit is calculatedIn the case where 0, the surplus capital in credit operation is as the first fund；
S2: according to the balance sheet of treasurer's business, first fund, treasurer's business in the default time limit is calculatedMobility notch be 0 in the case where, the surplus capital in treasurer's business is as the second fund；
S3: according to the balance sheet of the financial market business, second fund, the financial city in default time limit is calculatedThe mobility notch of field business, the mobility time limit notch as the target object.
In the present embodiment, the above-mentioned default time limit specifically can be understood as the residue that expires of asset item, debt projectTime limit.Specifically, the above-mentioned default time limit may include next day, 2 to 7,8 to 30,31 to 90,91 days to 1 year,Greater than 1 year etc..Certainly, it should be noted that the above-mentioned cited default time limit is intended merely to that this specification implementation is better describedMode.When it is implemented, other default time limits can also be determined according to specific application scenarios.In this regard, this specification is not madeIt limits.
In the present embodiment, according to the balance sheet of the credit operation, the credit operation in the default time limit is calculatedMobility notch, specifically it is to be understood that being deployed in the credit in same default time limit according to the balance sheet of credit operationThe asset item and debt project of business, and determine the fund of the asset item in the default time limit and the fund of debt project,According to above-mentioned data, the difference conduct of the fund of the fund and debt project of asset item in the credit operation in default time limit is calculatedThe mobility notch (or mobility time limit notch of default time limit credit operation) of default time limit credit operation；And by adjustingSo that the mobility notch of the credit operation in above-mentioned default time limit is 0, the remaining fund of credit operation is calculated for supporting itThe fund of his business (such as treasurer's business or financial market business), obtains the first fund.
In the present embodiment, it according to the balance sheet of treasurer's business, first fund, calculates in the default phaseThe mobility notch of treasurer's business of limit, it is specific it is to be understood that being unfolded same default according to the balance sheet of treasurer's businessThe asset item and debt project of treasurer's business in time limit, and determine the fund and debt item of the asset item in the default time limitPurpose fund calculates assets in treasurer's business in default time limit in conjunction with remaining first fund of credit operation according to above-mentioned dataMobility notch (or default phase department of the difference of the fund of the fund and debt project of project as default time limit treasurer businessThe mobility time limit notch of library loan business)；And the mobility notch by adjusting the treasurer's business for making the above-mentioned default time limit is0, the remaining fund of treasurer's business is calculated for supporting the fund of other business (such as financial market business), obtains the second moneyGold.
In the present embodiment, the balance sheet of the financial market business, second fund calculate the default time limitFinancial market business mobility notch, specifically it is to be understood that being deployed according to the balance sheet of financial market businessThe asset item and debt project of the financial market business in same default time limit, and determine the asset item in the default time limitThe fund of fund and debt project calculates the fund of asset item in the financial market business in default time limit according to above-mentioned dataMobility notch (or default time limit finance city with the difference of the fund of debt project as default time limit financial market businessThe mobility time limit notch of field business), and then the notch can be determined to the target of the flowing implementations of evaluation goal objectThe mobility time limit notch of object.
In one embodiment, the above-mentioned balance sheet according to the credit operation calculates the letter in the default time limitIn the case that the mobility notch of loan business is 0, the surplus capital in credit operation is as the first fund, when it is implemented, canWith include: according to the balance sheet of the credit operation, by the fund of the loan project in the credit operation in default time limit and,Subtract the deposit items in credit operation fund and, obtained funding gap is as first fund；Wherein, the creditAsset item in business can specifically include loan project etc., and the debt project in the credit operation, which can specifically include, depositsFund mesh etc..
In the present embodiment, the asset item of the credit operation in above-mentioned default time limit and debt project and default phaseThe fund of the asset item of the credit operation of limit and the fund of debt project can be according to the balance sheets of above-mentioned credit operationIt is unfolded to obtain according to the default time limit.It should be noted that specific asset item and debt in above-mentioned cited credit operationProject is that one kind schematically illustrates, and should not constitute the improper restriction to this specification.
In this real-time mode, when specifically being calculated according to the balance sheet of credit operation, it is contemplated that for credit industryBusiness, owner's equity can be 0, therefore, according to the balance sheet of the credit operation when specific implementation, according to time limit exhibitionOpen, by the fund of the loan project in the credit operation in default time limit and, subtract the deposit items in credit operation fund and,Obtained funding gap is as first fund.Wherein, above-mentioned first fund can be 0.It should be noted that above-mentioned firstFund can be used for supporting treasurer's business, can be used for supporting financial market business.
In one embodiment, the above-mentioned balance sheet according to treasurer's business, first fund calculateIn the case that the mobility notch of treasurer's business in default time limit is 0, the surplus capital in treasurer's business is as the second fund, toolIt may include: according to the balance sheet of treasurer's business, together by first in treasurer's business in default time limit when body is implementedSum in the fund of the blend-out project of industry, target object for the project funds of management of liquidity, subtracts first in treasurer's businessThe fund of involvement project of the same trade or business, first issue the fund of deposit receipt project of the same trade or business, first issue bond project fund, described firstFund, obtained funding gap is as second fund；Wherein, the asset item in treasurer's business specifically can wrapIt includes: the project etc. in the blend-out project of first same trade, target object for management of liquidity, the debt project in treasurer's businessCan specifically include: the first of the same trade or business involvement project, first issue deposit receipt project of the same trade or business, first issue bond project etc..
In the present embodiment, the asset item of treasurer's business in above-mentioned default time limit and debt project and default phaseThe fund of the asset item of treasurer's business of limit and the fund of debt project can be according to the balance sheets of above-mentioned treasurer's businessIt is unfolded to obtain according to the default time limit.It should be noted that specific asset item and debt in above-mentioned cited treasurer's businessProject is that one kind schematically illustrates, and should not constitute the improper restriction to this specification.
In the present embodiment, when specifically being calculated according to the balance sheet of treasurer's business, it is contemplated that for treasurer's industryBusiness, owner's equity can not be 0.Therefore, other business are different from, treasurer's business may include two parts, and a part is correspondingThe mobility notch (being referred to as not strippable treasurer's notch) of treasurer's business, another then correspond to owner's equity (canTo be known as strippable treasurer's notch).When it is implemented, can be according to the balance sheet of treasurer's business, by time limit exhibitionIt opens, management of liquidity will be used in the fund of the first blend-out project of the same trade in treasurer's business in default time limit, target objectThe sum of project funds subtracts the fund of the first involvement project of the same trade or business in treasurer's business, the money of the first distribution deposit receipt project of the same trade or businessFund, first fund that gold, first issue bond project, obtained funding gap is as second fund, for branchHold financial market business.Wherein, above-mentioned second fund can be 0.Further, it is also possible to according to the asset-liabilities of treasurer's businessTable is unfolded by the time limit, and by the fund of the excess excess reserve in treasurer's business in default time limit, matched same trade involvement (can in short termReferred to as positive repurchase) fund, the sum of reserve requirements on deposit, subtract the fund issued bond for supporting treasurer, obtained moneyGolden difference is as above-mentioned owner's equity.
In one embodiment, the above-mentioned balance sheet according to the financial market business, second fund, meterThe mobility notch for calculating the financial market business in default time limit, when it is implemented, may include: according to the financial market businessBalance sheet, by the fund of the second blend-out project of the same trade in the financial market business in default time limit, bill and account receivable classThe fund of investment project, the fund of bond investment project, the sum of the fund of securities lent project, subtract in the business of financial marketFund, fund, the fund of borrowed stock project, described second of the second distribution deposit receipt project of the same trade or business of second involvement project of the same trade or businessFund, mobility notch of the obtained funding gap as the financial market business in the default time limit, wherein the finance cityAsset item in the business of field can specifically include: the blend-out project of second same trade, the investment project of bill and account receivable class, bond investmentProject, securities lent project etc., the debt project in the financial market business can specifically include: second same trade incorporates itemMesh, second issue same trade deposit receipt project, borrowed stock project etc..
In the present embodiment, the asset item and debt project of the financial market business in above-mentioned default time limit, and it is pre-If the fund of the asset item of the financial market business in time limit and the fund of debt project can be according to above-mentioned financial market businessBalance sheet be unfolded to obtain according to the default time limit.It should be noted that specific in above-mentioned cited financial market businessAsset item and debt project be that one kind schematically illustrates, the improper restriction to this specification should not be constituted.
In the present embodiment, when specifically being calculated according to the balance sheet of financial market business, it is contemplated that for goldMelt the market business, owner's equity can be 0, therefore, according to the balance sheet of the financial market business when specific implementation,It is unfolded according to the time limit, by the fund of the second blend-out project of the same trade in the financial market business in default time limit, bill and account receivable classThe fund of investment project, the fund of bond investment project, the sum of the fund of securities lent project, subtract in the business of financial marketFund, fund, the fund of borrowed stock project, described second of the second distribution deposit receipt project of the same trade or business of second involvement project of the same trade or businessFund, mobility notch of the obtained funding gap as the financial market business in the default time limit.
In the present embodiment, it should be noted that asset item and debt project that financial market business is included, departmentAsset item and debt project that library business is included allow the identical project of present pattern (such as all to include in two kinds of businessInvolvement project of the same trade or business etc.), but the business objective or purpose of the asset item and debt project in different business are different.BusinessTarget is the asset item that the asset item or debt project for maintaining the fund of target object stable may be considered treasurer's businessOr debt project, such as the first involvement project of the same trade or business can be denoted as.Business objective is that the asset item of profit or debt project canTo be considered the asset item or debt project of financial market business, such as it can be denoted as the second involvement project of the same trade or business, with differenceThe involvement project of the same trade or business of treasurer's business.
In one embodiment, according to the asset item and the fitting relation of debt project, the financing map,After the mobility time limit notch for determining target object, when it is implemented, the method can also include the following contents: described in relativelyThe mobility time limit notch of target object and the threshold value of preset mobility time limit notch, obtain comparison result；According to the ratioCompared with as a result, determining the liquidity risk of target object.
It in the present embodiment, when it is implemented, can be by the financial market business in reference value higher default time limitMobility notch as evaluation goal object flowing implementations target object mobility time limit notch.Specifically, canThe absolute value of the mobility time limit notch of target object to be compared with the threshold value of preset mobility time limit notch, ifComparison result is that the absolute value of the mobility time limit notch of target object is greater than the threshold value of preset mobility time limit notch, then may be usedTo judge target object, there are higher liquidity risks, need timely adjustment to handle, to reduce liquidity risk.If comparedThe result is that the absolute value of the mobility time limit notch of target object is less than or equal to the threshold value of preset mobility time limit notch, then may be usedLiquidity risk to judge target object is lower, and target object is in safer, stable operation state.
It in the present embodiment, further can also be using the flowing time limit notch of the target object in default time limit as referenceFoundation takes suitable processing mode to be adjusted processing to target object, is full of so that target object can preferably be taken into accountBenefit is safe and stable with mobility.
Therefore the determination method of the mobility time limit notch of this specification embodiment offer, due to consideration that bankThe specific feature and business objective of different service types involved by equal financial institutions characterize project funds by comprehensive utilizationThe financing map of flow direction, and based on the fitting relation that the cashability of asset item and the durability of debt project determine, it willThe asset-liabilities of different types of service separate, so as to subtly determine the higher financial market business of reference valueMobility time limit notch of the mobility time limit notch as target object, improves the standard of the liquidity risk of determining target objectExactness and reliability；Also pass through the threshold of mobility time limit notch and preset mobility time limit notch using financial market businessValue is compared, and the flowing implementations of target object is determined according to comparison result, and using comparison result as reference frame to meshMark object carries out corresponding adjustment, and the effect of the liquidity risk of target object is efficiently and accurately controlled to Danone.
As shown in fig.5, this specification embodiment additionally provides a kind of data processing method, to different types of dataCarry out accurate and effective data processing.Wherein, this method is when it is implemented, may include the following contents:
S51: the forward data of target object and the data rule of negative sense data and target object are obtained.
In the present embodiment, above-mentioned target object can specifically include bank and other financial mechanism.Certainly, above-mentioned citedBank be that one kind schematically illustrates, when it is implemented, above-mentioned target object may be used also according to specific application scenarios and requirementTo be the other kinds of financial institution such as securities broker company, insurance company, trust and investment corporation and fund management company.In addition, thisData processing method provided by specification can also promote the use of in addition to financial institution, the object machine of other field industryStructure.In this regard, this specification is not construed as limiting.
In the present embodiment, above-mentioned forward data and negative sense data are a kind of opposite concepts, specifically be can be understood asTwo kinds of data of target object flow contrary data.Specifically, above-mentioned forward data can refer to from target object streamData out.For example, it may be the data of characterization bank and other financial mechanism asset item.Opposite, above-mentioned negative sense data can be withIt is directed to the data of target object inflow.For example, it may be the data of characterization bank and other financial mechanism debt project.Certainly, onForward data, negative sense data cited by stating are that one kind schematically illustrates, and should not constitute the improper restriction to this specification.
In the present embodiment, the data rule of above-mentioned target object specifically can be understood as previously given or planningFor characterizing the information data of forward data and negative sense Data Matching relationship in target object.For example, asset-liabilities are planned.
S53: according to the data rule of the forward data of the target object and negative sense data and the target object,Establish the data map of target object, wherein the data map is for characterizing the corresponding data of forward data in target objectType, the corresponding data type of negative sense data, the data whereabouts of the data source of forward data and negative sense data.
In the present embodiment, the data map of above-mentioned target object specifically can be understood as a kind of according to target objectForward data, negative sense data and target object data rule, based on difference corresponding to forward data, negative sense dataData type, and specific data flow feature, the data map established.It, can intuitively, clearly by the data mapSymbolize the data type that each forward data is generally corresponding in target object, the data type that negative sense data are generally corresponding to, withAnd forward data data source and negative sense data data whereabouts.
In the present embodiment, when it is implemented, can be marked off not according to default rule relevant to data mapThe forward data and negative sense data for being included with data type；According to the data rule of target object, the number of forward data is determinedAccording to the data whereabouts in source and negative sense data；The forward data and negative sense number for being included according to the different types of data marked offAccording to and forward data data source and negative sense data data whereabouts, establish the data map of above-mentioned target object.
S55: according to the fisrt feature parameter of forward data, the second feature parameter of negative sense data, determine forward data andThe fitting relation of negative sense data.
In the present embodiment, above-mentioned fisrt feature parameter specifically can be understood as certain attribute spy of characterization forward dataThe supplemental characteristic of sign.For example, specifically can be the characteristic parameter of the cashability of characterization asset item.Above-mentioned second feature parameterIt specifically can be understood as the supplemental characteristic of certain attributive character of characterization negative sense data.For example, specifically can be characterization negative sense numberAccording to persistent parameter.Certainly it should be noted that above-mentioned cited fisrt feature parameter, second feature parameter are oneKind schematically illustrates.Particular content this specification of fisrt feature parameter and second feature parameter is not construed as limiting.
In the present embodiment, the attributive character that above-mentioned fisrt feature parameter and second feature parameter are characterized is mutualWith certain relevance.Therefore, can be joined by fisrt feature parameter, the second feature of negative sense data using forward dataNumber, redefines the fitting relation of forward data and negative sense data, i.e., according to fisrt feature parameter and second feature parameter, selectionSuitable forward data cooperates, supports corresponding negative sense data, to complete subsequent data processing.
S57: according to the fitting relation of the forward data and negative sense data, the data map, target object is determinedData processed result.
In the present embodiment, the data processed result of above-mentioned target object specifically can be understood as reflection target objectThe supplemental characteristic of kind situation feature.For example, it may be the liquidity risk of reflection target object, or reflection target object are strongThe data of Kang Chengdu.When it is implemented, ginseng corresponding to the data processed result of target object can be determined as the case may beNumber data.For the particular content of the data processed result of target object, this specification is not construed as limiting.
In the present embodiment, when it is implemented, can integrate true based on fisrt feature parameter and second feature parameter instituteWhat each forward data that the fitting relation and data map of fixed forward data and negative sense data are symbolized was generally corresponding toThe data of data type, the data source of the data type that negative sense data are generally corresponding to and forward data and negative sense data are goneTo etc., it is relatively higher not can be determined out reference value for the forward data of different types of data, negative sense data separatingData processed result with the data flow difference of forward data in data type and negative sense data as target object.
In one embodiment, above-mentioned to be joined according to fisrt feature parameter, the second feature of negative sense data of forward dataNumber, determines the fitting relation of forward data and negative sense data, when it is implemented, may include the following contents:
S1: by forward data according to forward data fisrt feature parameter it is descending be ranked up, after being sortedForward data；
S2: by negative sense data according to negative sense data second feature parameter it is ascending be ranked up, after being sortedNegative sense data；
S3: according to the negative sense data after the forward data and the sequence after the sequence, determine the forward data andThe fitting relation of negative sense data.
In the present embodiment, the negative sense data after the forward data and sequence after being sorted, can be accuratelyBy the biggish forward data of fisrt feature parameter (sort forward forward data) and the lesser negative sense number of second feature parameterCooperated according to (the negative sense data for sorting forward), corresponded to；The lesser forward data of fisrt feature parameter (is sorted rearwardNegative sense data) cooperated, corresponding with the biggish negative sense data of second feature parameter (the negative sense data to sort rearward), fromAnd determine the fitting relation of forward data and negative sense data.
In one embodiment, above-mentioned according to the fitting relation of the forward data and negative sense data, the datagramSpectrum, determines the data processed result of target object, when it is implemented, may include the following contents: according to the forward data andThe fitting relation of negative sense data, the data map adjust forward data, negative sense data in data type, and positive numberAccording to the corresponding relationship with negative sense data；According to forward data, negative sense data and the forward data in data type adjustedWith the corresponding relationship of negative sense data, the positive negative sense tables of data of multiple data types is established respectively, wherein the positive negative sense of data typeTables of data is used to characterize the corresponding relationship of forward data and negative sense data in same data type；According to the multiple data typePositive negative sense tables of data, determine the data processed result of target object.
In the present embodiment, the corresponding relationship of above-mentioned forward data and negative sense data can specifically include same data classData flow relationship in type between forward data and negative sense data also may include the data flow between different types of dataRelationship.
In the present embodiment, the positive negative sense of each data type in the positive negative sense tables of data of above-mentioned multiple data typesTables of data respectively corresponds a kind of data type.Specifically, passing through the positive negative sense tables of data of some data type, can understand, directlyDetermine each forward data and negative sense data that the data type is included with seeing, and each is being just in the data typeTo which certainly specific negative sense data of data source of data.It, can be with for example, by the positive negative sense tables of data of some data typeDetermine in the data type data flow of negative sense data A forward data B.
In the present embodiment, the above-mentioned positive negative sense tables of data according to the multiple data type, determines target objectData processed result determines each data when it is implemented, may include: the positive negative sense tables of data according to multiple data typesThe forward data and negative sense data that type is included, and then can be by the forward data of different types of data, negative sense data separating；Again respectively according to the positive negative sense tables of data of each data type, forward data in corresponding each data type is calculated and bearsTo the difference of the data flow of data, as target object data processing result.
In one embodiment, the target object can specifically include bank and other financial mechanism.Certainly, above-mentioned targetObject also may include the mechanism in the other types field in addition to financial institution.For the particular content of above-mentioned target object, originallySpecification is not construed as limiting.
In one embodiment, according to the fitting relation of the forward data and negative sense data, the data map,After the data processed result for determining target object, the method specific implementation can also include the following contents: the targetThe data processed result of object and preset processing result threshold value, obtain comparison result；According to the comparison result, target is determinedThe evaluation parameter of object.
In the present embodiment, above-mentioned evaluation parameter can specifically be determined according to the data processed result of target object.ExampleSuch as, if the data processed result of target object is to reflect the liquidity risk data of target object, when determining target objectWhen data processed result is greater than preset processing result threshold value, it can determine that the evaluation parameter of target object is super for liquidity riskSafe range out；When the data processed result for determining target object is less than or equal to preset processing result threshold value, can determineThe evaluation parameter of target object be liquidity risk in safe range.If the data processed result of target object is reflection meshThe data for marking the health degree of object, when the data processed result for determining target object is greater than preset processing result threshold value,The evaluation parameter of target object can be determined for health；When the data processed result for determining target object is less than or equal to preset placeWhen managing result threshold value, it can determine that the evaluation parameter of target object is unhealthy etc..Certainly, above-mentioned lifted example is intended merely toThis specification embodiment is better described, the improper restriction to this specification should not be constituted.
From the foregoing, it will be observed that the data processing method that this specification embodiment provides, due to passing through comprehensive utilization characterize data streamTo data map, and based on the fitting relation that fisrt feature parameter and second feature parameter determine, by different types of dataForward data, negative sense data separating, so as to subtly determine the higher data processed result of reference value, be used for meshThe data processing for marking object, to improve the accuracy and reliability of the data processing to target object.
This specification embodiment additionally provides a kind of server, including processor and refers to for storage processor to be executableThe memory of order, the processor can be according to instruction execution following steps when being embodied: obtaining the asset column of target objectMesh and debt project and the asset-liabilities of target object rule；According to the asset item of the target object and debt project,And the asset-liabilities rule of the target object, establish the financing map of target object, wherein the financing map is used for tableLevy target object in the corresponding type of service of asset item, the corresponding type of service of debt project, asset item funds sourceWith the fund whereabouts of debt project；According to the cashability parameter of asset item, the durability parameter of debt project, assets are determinedThe fitting relation of project and debt project；According to the asset item and the fitting relation of debt project, the financing map, reallySet the goal the mobility time limit notch of object.
In order to more accurately complete above-metioned instruction, as shown in fig.6, this specification additionally provides another kind specificallyServer, wherein the server includes network communications port 601, processor 602 and memory 603, and above structure is logicalIt crosses Internal cable to be connected, so that each structure can carry out specific data interaction.
Wherein, the network communications port 601 specifically can be used for obtaining the asset item and debt item of target objectThe asset-liabilities of mesh and target object rule.
The processor 602 specifically can be used for asset item and debt project according to the target object, Yi JisuoThe asset-liabilities rule for stating target object, establishes the financing map of target object, wherein the financing map is for characterizing targetThe corresponding type of service of asset item in object, the corresponding type of service of debt project, asset item funds source and debtThe fund whereabouts of project；According to the cashability parameter of asset item, the durability parameter of debt project, determine asset item andThe fitting relation of debt project；According to the asset item and the fitting relation of debt project, the financing map, target is determinedThe mobility time limit notch of object.
The memory 603, specifically can be used for storing the asset column of target object acquired in network communications port 601Mesh and debt project, the asset-liabilities rule for the intermediate data and target object that processor 602 generates, and storage are correspondingInstruction repertorie.
In the present embodiment, the network communications port 601 can be is bound from different communication protocol, thusThe virtual port of different data can be sent or received.Lead to for example, the network communications port can be responsible for progress web dataNo. 80 ports of letter are also possible to No. 21 ports for being responsible for carrying out FTP data communication, can also be that responsible progress mail data is logicalNo. 25 ports of letter.In addition, the network communications port can also be the communication interface or communication chip of entity.For example, itsIt can be mobile radio network communication chip, such as GSM, CDMA；It can also be Wifi chip；It can also be bluetooth corePiece.
In the present embodiment, the processor 602 can be implemented in any suitable manner.For example, processor can be withTake such as microprocessor or processor and storage can by (micro-) processor execute computer readable program code (such asSoftware or firmware) computer-readable medium, logic gate, switch, specific integrated circuit (Application SpecificIntegrated Circuit, ASIC), programmable logic controller (PLC) and the form etc. for being embedded in microcontroller.This specification is simultaneouslyIt is not construed as limiting.
In the present embodiment, the memory 603 may include many levels, in digital display circuit, as long as can saveBinary data can be memory；In integrated circuits, the circuit with store function of a not no physical formAlso memory, such as RAM, FIFO are；In systems, the storage equipment with physical form is also memory, such as memory bar, TFCard etc..
The computer that this specification embodiment additionally provides a kind of determination method based on above-mentioned mobility time limit notch is depositedStorage media, the computer storage medium are stored with computer program instructions, are performed reality in the computer program instructionsIt is existing: to obtain the asset item and debt project and the asset-liabilities of target object rule of target object；According to the target pairAsset item and debt project and the asset-liabilities of the target object rule of elephant, establish the financing map of target object,Wherein, the financing map is for characterizing the corresponding type of service of asset item in target object, the corresponding business of debt projectThe fund whereabouts of type, the funds source of asset item and debt project；According to the cashability parameter of asset item, debt itemPurpose durability parameter, determines the fitting relation of asset item and debt project；According to the asset item and debt projectFitting relation, the financing map determine the mobility time limit notch of target object.
In the present embodiment, above-mentioned storage medium includes but is not limited to random access memory (Random AccessMemory, RAM), read-only memory (Read-Only Memory, ROM), caching (Cache), hard disk (Hard DiskDrive, HDD) or storage card (Memory Card).The memory can be used for storing computer program instructions.Network is logicalLetter unit can be according to standard setting as defined in communication protocol, for carrying out the interface of network connection communication.
In the present embodiment, the function and effect of the program instruction specific implementation of computer storage medium storage, canTo compare explanation with other embodiment, details are not described herein.
As shown in fig.7, on software view, this specification embodiment additionally provides a kind of mobility time limit notch reallyDetermine device, which can specifically include construction module below:
Module 701 is obtained, specifically can be used for obtaining the asset item and debt project and target object of target objectAsset-liabilities rule；
Module 702 is established, specifically can be used for according to the asset item and debt project of the target object and describedThe asset-liabilities rule of target object, establishes the financing map of target object, wherein the financing map is for characterizing target pairAs the corresponding type of service of middle asset item, the corresponding type of service of debt project, asset item funds source and debt itemPurpose fund whereabouts；
First determining module 703, specifically can be used for the cashability parameter according to asset item, debt project it is durableProperty parameter, determines the fitting relation of asset item and debt project；
Second determining module 704 specifically can be used for according to the asset item and the fitting relation of debt project, describedFinancing map, determines the mobility time limit notch of target object.
In one embodiment, first determining module 703 can specifically include following structural unit:
First determination unit specifically can be used for being consumed according to the realization of the agreement investment time, asset item of asset itemIt is time-consuming, determine the cashability parameter of asset item；
Second determination unit, the time that specifically can be used for being refunded according to the agreement of debt project, debt project are required to mentionThe probability parameter of preceding refund determines the durability parameter of debt project；
First sequencing unit specifically can be used for for asset item being ranked up according to cashability parameter is descending,Asset item after being sorted；
Second sequencing unit specifically can be used for for debt project being ranked up according to durability parameter is ascending, obtainDebt project after to sequence；
Third determination unit specifically can be used for according to the asset item after the sequence and the debt item after the sequenceMesh determines the fitting relation of the asset item and debt project.
In one embodiment, second determining module 704 can specifically include following structural unit:
Adjustment unit specifically can be used for according to the asset item and the fitting relation of debt project, the financing figureIt composes, the corresponding relationship of asset item, debt project and asset item and debt project in adjustment type of service；
Unit is established, specifically can be used for according to the asset item in type of service adjusted, debt project, Yi JiziThe corresponding relationship of production project and debt project establishes the balance sheet of multiple types of service respectively, wherein the money of type of serviceProduce the corresponding relationship that liability account is used to characterize the fund of the fund of asset item and debt project in type of service；
4th determination unit specifically can be used for determining target pair according to the balance sheet of the multiple type of serviceThe mobility time limit notch of elephant.
In one embodiment, the multiple type of service can specifically include: credit operation, treasurer's business and financeThe market business；Correspondingly, the balance sheet of the multiple type of service includes: the balance sheet of credit operation, Si KuyeBalance sheet and the balance sheet of financial market business of business etc..Certainly, above-mentioned cited type of service, and it is correspondingThe balance sheet of type of service be that one kind schematically illustrates, the improper restriction to this specification should not be constituted.
In one embodiment, the 4th determination unit includes:
First computation subunit specifically can be used for the balance sheet according to the credit operation, calculate in the default phaseIn the case that the mobility notch of the credit operation of limit is 0, the surplus capital in credit operation is as the first fund；
Second computation subunit specifically can be used for the balance sheet according to treasurer's business, first fund,The surplus capital in the case where the mobility notch of treasurer's business in default time limit is 0, in treasurer's business is calculated as secondFund；
Third computation subunit specifically can be used for the balance sheet according to the financial market business, described secondFund calculates the mobility notch of the financial market business in default time limit, the mobility time limit notch as the target object.
In one embodiment, first computation subunit specifically can be used for the assets according to the credit operationThe fund of loan project in the credit operation in default time limit and, is subtracted the money of the deposit items in credit operation by liability accountJin He, obtained funding gap is as first fund；Wherein, the asset item in the credit operation includes loan itemMesh, the debt project in the credit operation includes deposit items.
In one embodiment, second computation subunit specifically can be used for the assets according to treasurer's businessLiability account will be used for mobility pipe in the fund of the first blend-out project of the same trade in treasurer's business in default time limit, target objectThe sum of the project funds of reason subtracts fund, the first distribution deposit receipt project of the same trade or business of the first involvement project of the same trade or business in treasurer's businessFund, the first fund, first fund for issuing bond project, obtained funding gap is as second fund；ItsIn, the asset item in treasurer's business includes: the first blend-out project of the same trade, the item that management of liquidity is used in target objectMesh, the debt project in treasurer's business include: the first involvement project of the same trade or business, first issue deposit receipt project of the same trade or business, the first hairRow bond project.
In one embodiment, the third computation subunit specifically can be used for according to the financial market businessBalance sheet, by the throwing of the fund, bill and account receivable class of the second blend-out project of the same trade in the financial market business in default time limitThe fund of money project, the fund of bond investment project, the sum of the fund of securities lent project subtract in the business of financial marketThe fund of two involvement projects of the same trade or business, the fund of the second distribution deposit receipt project of the same trade or business, the fund of borrowed stock project, second moneyGold, mobility notch of the obtained funding gap as the financial market business in the default time limit, wherein the financial marketAsset item in business includes: the blend-out project of second same trade, the investment project of bill and account receivable class, bond investment project, lendingSecurity project, the debt project in the financial market business include: the second involvement project of the same trade or business, second issue deposit receipt item of the same trade or businessMesh, borrowed stock project.
In one embodiment, described device can also include specifically processing module, specifically can be used for described in comparisonThe mobility time limit notch of target object and the threshold value of preset mobility time limit notch, obtain comparison result；And according to describedComparison result determines the liquidity risk of target object.
It should be noted that unit, device or module etc. that above-described embodiment illustrates, specifically can by computer chip orEntity is realized, or is realized by the product with certain function.For convenience of description, it describes to divide when apparatus above with functionIt is described respectively for various modules.It certainly, can be the function of each module in same or multiple softwares when implementing this specificationAnd/or realized in hardware, the module for realizing same function can also be realized by the combination of multiple submodule or subelement etc..WithUpper described Installation practice is only schematical, for example, the division of the unit, only a kind of logic function is drawnPoint, there may be another division manner in actual implementation, such as multiple units or components may be combined or can be integrated into separatelyOne system, or some features can be ignored or not executed.Another point, shown or discussed mutual coupling or straightConnecing coupling or communication connection can be through some interfaces, and the indirect coupling or communication connection of device or unit can be electrical property,Mechanical or other forms.
Therefore the determining device of the mobility time limit notch of this specification embodiment offer, pass through second and determines mouldThe financing map of block comprehensive utilization characterization project funds flow direction, and the cashability based on asset item and debt project are resistance toThe fitting relation that long property determines, the asset-liabilities of different types of service is separated, so as to subtly determine reference priceIt is worth mobility time limit notch of the mobility time limit notch as target object of higher financial market business, improves determining meshMark the accuracy and reliability of the liquidity risk of object.
Although being based on routine or nothing present description provides the method operating procedure as described in embodiment or flow chartCreative means may include more or less operating procedure.The step of enumerating in embodiment sequence is only numerous stepsOne of rapid execution sequence mode does not represent and unique executes sequence.When device or client production in practice executes,Can be executed according to embodiment or the execution of method shown in the drawings sequence or parallel (such as parallel processor or multithreadingThe environment of processing, even distributed data processing environment).The terms "include", "comprise" or its any other variant are intended toCover non-exclusive inclusion, so that the process, method, product or the equipment that include a series of elements not only include thoseElement, but also including other elements that are not explicitly listed, or further include for this process, method, product or settingStandby intrinsic element.In the absence of more restrictions, being not precluded is including process, method, the product of the elementOr there is also other identical or equivalent elements in equipment.The first, the second equal words are used to indicate names, and are not offered as appointingWhat specific sequence.
It is also known in the art that other than realizing controller in a manner of pure computer readable program code, it is completeEntirely can by by method and step carry out programming in logic come so that controller with logic gate, switch, specific integrated circuit, programmableLogic controller realizes identical function with the form for being embedded in microcontroller etc..Therefore this controller is considered one kindHardware component, and the structure that the device for realizing various functions that its inside includes can also be considered as in hardware component.OrPerson even, can will be considered as realizing the device of various functions either the software module of implementation method can be hardware againStructure in component.
This specification can describe in the general context of computer-executable instructions executed by a computer, such as journeySequence module.Generally, program module include routines performing specific tasks or implementing specific abstract data types, programs, objects,Component, data structure, class etc..This specification can also be practiced in a distributed computing environment, in these distributed computing ringsIn border, by executing task by the connected remote processing devices of communication network.In a distributed computing environment, program mouldBlock can be located in the local and remote computer storage media including storage equipment.
As seen through the above description of the embodiments, those skilled in the art can be understood that this specificationIt can realize by means of software and necessary general hardware platform.Based on this understanding, the technical solution of this specificationSubstantially the part that contributes to existing technology can be embodied in the form of software products in other words, the computer softwareProduct can store in storage medium, such as ROM/RAM, magnetic disk, CD, including some instructions are used so that a computerEquipment (can be personal computer, mobile terminal, server or the network equipment etc.) execute each embodiment of this specification orMethod described in certain parts of person's embodiment.
Each embodiment in this specification is described in a progressive manner, the same or similar portion between each embodimentDividing may refer to each other, and each embodiment focuses on the differences from other embodiments.This specification can be used forIn numerous general or special purpose computing system environments or configuration.Such as: personal computer, server computer, handheld deviceOr portable device, laptop device, multicomputer system, microprocessor-based system, set top box, programmable electronics setStandby, network PC, minicomputer, mainframe computer, distributed computing environment including any of the above system or equipment etc..
Although depicting this specification by embodiment, it will be appreciated by the skilled addressee that there are many become for this specificationShape and the spirit changed without departing from this specification, it is desirable to which the attached claims include these deformations and change without departing from thisThe spirit of specification.