CN115564585A - Financial product business processing system - Google Patents
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Abstract
Description
Translated fromChinese技术领域technical field
本发明涉及金融衍生工具系统领域，尤其涉及一种金融产品业务处理系统。The invention relates to the field of financial derivative instrument systems, in particular to a financial product business processing system.
背景技术Background technique
随着现代金融市场的发展，金融产品的交易量日益提升，因而能为客户提供金融产品服务的券商越发受到重视。With the development of the modern financial market, the trading volume of financial products is increasing day by day, so securities companies that can provide customers with financial product services are getting more and more attention.
根据最新颁布的法令可知，券商成为一级交易商和二级交易商的重要条件是建立一套完善的涵盖产品交易全流程的信息技术系统。然而，现有系统大多基于标准化的管理功能设计，不能很好的适应不同券商的需求，而且定制化需求的成本也较高。此外，券商还需要有突出的风险管理能力来帮助客户承担风险和管理自身风险，因此，目前亟需构建一种能快速满足客户定制化需求的涵盖产品交易全流程的金融产品业务处理系统。According to the latest decree, an important condition for securities companies to become primary dealers and secondary dealers is to establish a comprehensive information technology system covering the entire process of product transactions. However, most of the existing systems are designed based on standardized management functions, which cannot well adapt to the needs of different securities companies, and the cost of customized requirements is also high. In addition, securities companies also need to have outstanding risk management capabilities to help customers take risks and manage their own risks. Therefore, it is urgent to build a financial product business processing system that can quickly meet customer customization needs and cover the entire process of product transactions.
发明内容Contents of the invention
本发明的主要目的在于针对上述现有技术存在的缺陷，提供一种能快速满足客户定制化需求的涵盖产品交易全流程的金融产品业务处理系统。The main purpose of the present invention is to provide a financial product business processing system covering the entire process of product transactions that can quickly meet the customized needs of customers in view of the above-mentioned defects in the prior art.
为实现上述目的，本发明提供一种金融产品业务处理系统，所述业务处理系统包括：流程模块、产品管理模块和风控模块；To achieve the above object, the present invention provides a financial product business processing system, the business processing system includes: a process module, a product management module and a risk control module;
所述流程模块，用于接收目标客户的定制业务请求，根据所述定制业务请求确定待扩展业务的扩展需求信息，并将所述扩展需求信息发送至所述产品管理模块；The process module is configured to receive a customized service request from a target customer, determine the extended demand information of the service to be expanded according to the customized service request, and send the expanded demand information to the product management module;
所述产品管理模块，用于根据所述扩展需求信息，配置与所述扩展需求信息对应的金融产品，并将所述金融产品发送至所述风控模块；The product management module is configured to configure financial products corresponding to the extended demand information according to the extended demand information, and send the financial products to the risk control module;
所述风控模块，用于对所述金融产品进行风险监测，并根据所述风险监测的结果进行凤险计量和/或风险展示。The risk control module is used to monitor the risks of the financial products, and perform risk measurement and/or risk display according to the results of the risk monitoring.
可选地，所述产品管理模块包括：期权结构子模块、期权产品子模块和合约簿记子模块；Optionally, the product management module includes: an option structure submodule, an option product submodule and a contract bookkeeping submodule;
所述期权结构子模块，用于根据所述扩展需求信息，配置所述金融产品的定制期权结构；The option structure submodule is configured to configure the customized option structure of the financial product according to the extended demand information;
所述期权产品子模块，用于根据所述定制期权结构，配置所述金融产品中的定制期权产品；The option product sub-module is used to configure the customized option product in the financial product according to the customized option structure;
所述合约簿记子模块，用于根据所述定制期权产品，发起合约簿记流程。The contract bookkeeping sub-module is used to initiate a contract bookkeeping process according to the customized option product.
可选地，所述期权结构子模块包括：公共要素单元和特殊要素单元；Optionally, the option structure submodule includes: a common element unit and a special element unit;
公共要素单元，用于根据所述扩展需求，设置定制期权结构中的公共要素；A common element unit, configured to set the common elements in the customized option structure according to the extended requirements;
特殊要素单元，用于根据所述扩展需求，设置定制期权结构中的特殊要素；A special element unit, used to set special elements in the customized option structure according to the expansion requirements;
可选地，所述期权产品子模块包括：功能要素单元和特殊结构要素单元；Optionally, the option product sub-module includes: a functional element unit and a special structural element unit;
功能要素单元，用于根据所述扩展需求，设置定制期权结构的功能要素；A functional element unit, configured to set the functional elements of the customized option structure according to the extended requirements;
特殊结构要素单元，用于根据所述功能要素，设置定制期权结构中的特殊结构要素。The special structural element unit is used to set the special structural elements in the customized option structure according to the functional elements.
可选地，所述风控模块包括：风险监测子模块、风险计量子模块和风险展示子模块；Optionally, the risk control module includes: a risk monitoring submodule, a risk measurement submodule, and a risk display submodule;
所述风险监测子模块，用于监测所述金融产品的风险；The risk monitoring sub-module is used to monitor the risk of the financial product;
所述风险计量子模块，用于根据所述监测的结果，对所述金融产品进行风险计量；The risk measurement sub-module is used to perform risk measurement on the financial product according to the monitoring results;
所述风险展示子模块，用于根据所述监测的结果，展示所述金融产品的风险。The risk display submodule is used to display the risk of the financial product according to the monitoring result.
可选地，所述风险监测子模块包括：盈亏监控单元、合约信息监控单元、标的物管理单元和风险敞口监测单元；Optionally, the risk monitoring submodule includes: a profit and loss monitoring unit, a contract information monitoring unit, a subject matter management unit, and a risk exposure monitoring unit;
所述盈亏监控单元，用于确定所述金融产品的预设维度的盈亏，并对所述盈亏进行统计与展示；The profit and loss monitoring unit is used to determine the profit and loss of the preset dimensions of the financial product, and to make statistics and display of the profit and loss;
所述合约信息监控单元，用于获取历史合约信息，根据所述历史合约信息确定所述金融产品的定制合约的风险；The contract information monitoring unit is used to obtain historical contract information, and determine the risk of the customized contract of the financial product according to the historical contract information;
所述标的物管理单元，用于获取所述金融产品的标的物，并维护所述标的物的标准合约数据；The subject matter management unit is configured to obtain the subject matter of the financial product, and maintain standard contract data of the subject matter;
所述风险敞口监测单元，用于获取所述定制合约和所述标的物，根据所述定制合约和/或所述标的物确定希腊字母风险敞口。The risk exposure monitoring unit is configured to obtain the customized contract and the subject matter, and determine the Greek letter risk exposure according to the customized contract and/or the subject matter.
可选地，所述风险计量子模块包括：限额分析单元、保证金管理单元、定价管理单元；Optionally, the risk measurement sub-module includes: a limit analysis unit, a deposit management unit, and a pricing management unit;
所述保证金管理单元，用于获取所述目标客户的保证金，并根据预设间隔时间提醒所述目标客户追保；The security deposit management unit is used to obtain the security deposit of the target customer, and remind the target customer to pursue insurance according to a preset interval;
所述限额分析单元，用于根据所述历史交易合约和所述标的物，确定所述金融产品的风险限额；The limit analysis unit is configured to determine the risk limit of the financial product according to the historical transaction contract and the subject matter;
所述定价管理单元，用于根据所述定制业务请求，确定与所述定制期权结构相对应的定价模型；The pricing management unit is configured to determine a pricing model corresponding to the customized option structure according to the customized service request;
可选地，所述风险展示模块包括：风险报告单元和报送报表管理单元；Optionally, the risk presentation module includes: a risk reporting unit and a reporting report management unit;
所述风险报告单元，用于实时获取所述希腊字母风险敞口，在所述希腊字母风险敞口值超过第一预设阈值时进行黄色预警；The risk reporting unit is configured to obtain the Greek letter risk exposure in real time, and give a yellow warning when the Greek letter risk exposure value exceeds a first preset threshold;
所述风险报告单元，还用于在所述希腊字母敞口值超过第二预设阈值时进行红色高亮；The risk reporting unit is further configured to perform red highlighting when the Greek letter exposure value exceeds a second preset threshold;
所述报送报表管理单元，用于根据所述定制合约生成数据报送报表，并将所述数据报送报表发送至流程模块。The reporting report management unit is configured to generate a data reporting report according to the customized contract, and send the data reporting report to the process module.
可选地，所述流程模块包括：流程设计子模块、流程配置子模块和流程流转子模块；Optionally, the process module includes: a process design sub-module, a process configuration sub-module and a process flow rotor module;
所述流程设计子模块，用于接收目标客户的定制业务请求，并为所述定制业务配置定制流程；The process design sub-module is used to receive a customized business request from a target customer, and configure a customized process for the customized business;
所述流程配置子模块，用于根据所述定制流程将所述扩展需求信息发送至所述产品管理模块；The process configuration sub-module is configured to send the extended requirement information to the product management module according to the customization process;
所述流程流转子模块，用于对所述定制流程的各个环节进行审批，在某个环节的审批结果为通过时，进入下一个环节的审批将所述扩展需求信息发送至所述产品管理模块。The process flow rotor module is used to approve each link of the customization process. When the approval result of a certain link is passed, the approval of the next link will send the extended demand information to the product management module .
可选地，所述流程配置子模块还用于获取所述定制流程的环节的信息，并根据目标客户的定制业务请求编辑所述环节。Optionally, the process configuration sub-module is further configured to obtain information about links of the customized process, and edit the links according to the customization service request of the target customer.
本发明公开了一种金融产品业务处理系统，该业务处理系统包括：流程模块、产品管理模块和风控模块；流程模块，用于接收目标客户的定制业务请求，根据定制业务请求确定待扩展业务的扩展需求信息，并将扩展需求信息发送至所述产品管理模块；产品管理模块，用于根据扩展需求信息，配置与扩展需求信息对应的金融产品，并将金融产品发送至风控模块；风控模块，用于金融产品进行风险监测，并根据风险监测结果进行风险计量和/或风险展示。与现有技术相比，本发明通过流程模块、产品管理模块和风控模块共同构建了能够快速满足客户定制化需求的涵盖金融产品交易全流程的业务处理系统。The invention discloses a financial product business processing system. The business processing system includes: a process module, a product management module and a risk control module; Expand demand information, and send the expanded demand information to the product management module; the product management module is used to configure financial products corresponding to the expanded demand information according to the expanded demand information, and send the financial products to the risk control module; The module is used for risk monitoring of financial products, and risk measurement and/or risk display based on risk monitoring results. Compared with the prior art, the present invention jointly builds a business processing system covering the entire process of financial product transactions that can quickly meet customized needs of customers through the process module, product management module and risk control module.
附图说明Description of drawings
图1为本发明金融产品业务处理系统第一实施例的结构示意图；FIG. 1 is a schematic structural diagram of the first embodiment of the financial product business processing system of the present invention;
图2为本发明金融产品业务处理系统第二实施例的结构示意图；Fig. 2 is a schematic structural diagram of the second embodiment of the financial product business processing system of the present invention;
图3为本发明金融产品业务处理系统第三实施例的结构示意图；3 is a schematic structural diagram of a third embodiment of the financial product business processing system of the present invention;
本发明目的的实现、功能特点及优点将结合实施例，参照附图做进一步说明。The realization of the purpose of the present invention, functional characteristics and advantages will be further described in conjunction with the embodiments and with reference to the accompanying drawings.
具体实施方式detailed description
应当理解，此处所描述的具体实施例仅仅用以解释本发明，并不用于限定本发明。It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.
下面将结合本发明实施例中的附图，对本发明实施例中的技术方案进行清楚、完整地描述，显然，所描述的实施例仅仅是本发明的一部分实施例，而不是全部的实施例。基于本发明中的实施例，本领域普通技术人员在没有作出创造性劳动前提下所获得的所有其他实施例，都属于本发明保护的范围。The following will clearly and completely describe the technical solutions in the embodiments of the present invention with reference to the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are only part of the embodiments of the present invention, not all of them. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without creative efforts fall within the protection scope of the present invention.
另外，各个实施例之间的技术方案可以相互结合，但是必须是以本领域普通技术人员能够实现为基础，当技术方案的结合出现相互矛盾或无法实现时应当人认为这种技术方案的结合不存在，也不在本发明要求的保护范围之内。In addition, the technical solutions of the various embodiments can be combined with each other, but it must be based on the realization of those skilled in the art. When the combination of technical solutions is contradictory or cannot be realized, it should be considered that the combination of technical solutions Exist, also not within the scope of protection required by the present invention.
参照图1，图1为本发明实施例提出的金融产品业务处理系统第一实施例的结构示意图。Referring to FIG. 1 , FIG. 1 is a schematic structural diagram of a first embodiment of a financial product business processing system proposed by an embodiment of the present invention.
基于图1，提出本发明金融产品业务处理系统的第一实施例。Based on Fig. 1, the first embodiment of the financial product business processing system of the present invention is proposed.
本实施例中，所述金融产品业务处理系统包括：流程模块10、产品管理模块20和风控模块30；In this embodiment, the financial product business processing system includes: a
所述流程模块10，用于接收目标客户的定制业务请求，根据所述定制业务请求确定待扩展业务的扩展需求信息，并将所述扩展需求信息发送至所述产品管理模块20；The
可理解的是，上述目标客户可以是通过券商进行金融产品定制和/或金融产品交易的个体或集体，而不同目标客户对金融产品的需求也不同。因此，为了快速制定与目标客户需求相一致的金融产品，本实施例在接收目标客户的定制业务请求后，在已有的业务模板上，基于目标客户的定制业务确定为其扩展的业务的信息，即为扩展需求信息。然后将扩展需求信息发送至产品管理模块20。It is understandable that the above-mentioned target customers may be individuals or groups who conduct financial product customization and/or financial product transactions through securities companies, and different target customers have different needs for financial products. Therefore, in order to quickly formulate financial products that are consistent with the needs of target customers, this embodiment determines the extended business information based on the target customer's customized business on the existing business template after receiving the target customer's customized business request , which is the extended demand information. Then the extended requirement information is sent to the
易理解的是，金融产品的业务处理过程是由与金融产品和/或金融产品交易相关的部门相互配合完成，相关部门可以是：销售部、产品部、交易部、运营部、风控合规部、系统运维部和中后台部等，而各个部门需要打通审核流程才能让信息流转时效提升，从而快速配置金融产品。It is easy to understand that the business process of financial products is completed by departments related to financial products and/or financial product transactions. The relevant departments can be: sales department, product department, transaction department, operation department, risk control and compliance Department, system operation and maintenance department, middle and back office department, etc., and each department needs to get through the review process to improve the timeliness of information flow, so as to quickly configure financial products.
进一步地，作为可选的实施方式，所述流程模块10包括：流程设计子模块、流程配置子模块和流程流转子模块；Further, as an optional implementation, the
所述流程设计子模块，用于接收目标客户的定制业务请求，并为所述定制业务配置定制流程；The process design sub-module is used to receive a customized business request from a target customer, and configure a customized process for the customized business;
需要说明的是，定制流程的具体信息可包括流程分类、流程名称、流程标识等。流程分类，流程名称，流程标识具体可以根据各个部门的相关职能进行定义与说明。例如，流程分类可以是：产品创设、产品续存、发行成立；流程名称可以是：定价审核方案名称、交易对手评级授信申请、现金流新增流程、全量合约簿记观察流程等；流程标识可以是：价格，测试等。It should be noted that the specific information of the customized process may include process classification, process name, process identification, and the like. Process classification, process name, and process identification can be defined and explained according to the relevant functions of each department. For example, the process classification can be: product creation, product continuation, and issuance establishment; the process name can be: pricing review plan name, counterparty rating credit application, cash flow new process, full contract bookkeeping observation process, etc.; process identification can be : prices, tests, etc.
所述流程配置子模块，用于根据所述定制流程将所述扩展需求信息发送至所述产品管理模块20；还用于获取所述定制流程的环节的信息，并根据目标客户的定制业务请求编辑所述环节。The process configuration sub-module is used to send the extended demand information to the
需要说明的是，当从目标客户的定制业务获取到待扩展业务的扩展需求信息后，本实施例会将扩展需求信息发送至产品管理模块20以便产品部人员根据扩展需求信息，配置目标客户需要的金融产品。此外，流程配置子模块还可用于获取各个环节的流程信息，例如：流程编码，流程名称，流程分类等，还可用于在节点处根据客户的要求对已有流程进行修改或增添新流程。It should be noted that, after obtaining the extended demand information of the business to be expanded from the customized business of the target customer, this embodiment will send the extended demand information to the
所述流程流转子模块，用于对所述定制流程的各个环节进行审批，在某个环节的审批结果为通过时，进入下一个环节的审批。The process flow rotor module is used to approve each link of the customization process, and when the approval result of a certain link is passed, it enters the approval of the next link.
可理解的是，金融产品业务的处理过程中包含多个环节，因此在流转过程中难免会出现一些问题，为了避免纰漏的出现，本实施例需要对各个环节的流程信息和产品信息进行校验，根据校验结果选择对审批的流程执行通过、驳回或退回的操作，并给出具体的处理意见。处理过程中包括的环节可以是：开户审批、修改客户信息审批、授信额度变更审批、交易簿记审批、交易要素修改审批、出入金审批、结算审批，此外，流程流转子模块中不仅可以查阅上述审批信息，还可以查阅流程图，审批历史和审批环节，提升流程追溯效率，避免做重复的无用功。It is understandable that the processing of financial product business includes multiple links, so some problems will inevitably occur during the transfer process. In order to avoid mistakes, this embodiment needs to verify the process information and product information of each link , choose to pass, reject or return the approval process according to the verification result, and give specific handling opinions. The links included in the processing process can be: account opening approval, customer information modification approval, credit limit change approval, transaction bookkeeping approval, transaction element modification approval, deposit and withdrawal approval, settlement approval, in addition, the process flow sub-module can not only check the above approval Information, you can also check the flow chart, approval history and approval links, improve the efficiency of process traceability, and avoid repeated useless work.
此外，上述流程模块10还可以实时同步周边系统如：OA、交易系统等系统的数据，从而在风险运营、统计报表等方面提供统一视图，降低数据报表与统计分析的困难，以及提升业务追溯效率。并且，券商可以选择将该流程模块10灵活接入券商自身的流程中心或者直接使用该流程模块10中的统一流程中心，来完成金融产品业务的全流程处理。In addition, the above-mentioned
所述产品管理模块20，用于根据所述扩展需求信息，配置与所述扩展需求信息对应的金融产品，并将所述金融产品发送至所述风控模块30；The
需要说明的是，上述配置与扩展需求信息对应的金融产品的过程，可以是根据客户的定制业务，在共用或通用的模板上，增加符合扩展需求信息的特殊模块从而构成金融产品。It should be noted that the above-mentioned process of configuring financial products corresponding to extended demand information can be based on the customer's customized business, adding special modules that meet the extended demand information on a shared or general template to form financial products.
所述风控模块30，用于对所述金融产品进行风险监测，并根据风险监测结果进行风险计量和/或风险展示。The
可理解的是，风控模块30用于评估券商为目标客户配置的金融产品的风险，既能帮助目标客户评测风险，也能够有效管理券商自身风险。It can be understood that the
本实施例公开了一种金融产品业务处理系统，该业务处理系统包括：流程模块10、产品管理模块20和风控模块30；流程模块10，用于接收目标客户的定制业务请求，根据定制业务请求确定待扩展业务的扩展需求信息，并将扩展需求信息发送至所述产品管理模块20；产品管理模块20，用于根据扩展需求信息，配置与扩展需求信息对应的金融产品，并将金融产品发送至风控模块30；风控模块30，用于金融产品进行风险监测，并根据风险监测结果进行风险计量和/或风险展示。其中，流程模块10包括：流程设计子模块、流程配置子模块和流程流转子模块；流程设计子模块，用于接收目标客户的定制业务请求，并为所述定制业务配置定制流程；流程配置子模块，用于根据所述定制流程将所述扩展需求信息发送至所述产品管理模块20，还用于获取所述定制流程的环节的信息，并根据目标客户的定制业务请求编辑所述环节；流程流转子模块，用于对所述定制流程的各个环节进行审批，在某个环节的审批结果为通过时，进入下一个环节的审批。本实施例根据目标客户定制业务流程，从流程设计，流程配置到流程流转进行全流程化的管理，把与定制业务关联的各个部门需要操作的流程审批串起来，实现端到端的全流程化。因此，与现有技术相比，本实施例通过流程模块10、产品管理模块20和风控模块30共同构建了能够快速满足客户定制化需求的涵盖金融产品交易全流程的业务处理系统。This embodiment discloses a financial product business processing system. The business processing system includes: a
本发明实施例提供了一种金融产品业务处理系统，参照图2，图2为本发明金融产品业务处理系统第二实施例的结构示意图。An embodiment of the present invention provides a financial product business processing system. Referring to FIG. 2 , FIG. 2 is a schematic structural diagram of a second embodiment of the financial product business processing system of the present invention.
基于上述第一实施例，在本实施例中，所述产品管理模块20包括：期权结构子模块201、期权产品子模块202和合约簿记子模块203；Based on the first embodiment above, in this embodiment, the
所述期权结构子模块201，用于根据所述扩展需求信息，配置所述金融产品的定制期权结构；The
需要说明的是，期权是指未来某个时间兑现的某个标的物的协议合约权利，例如股票期权是指未来某个时间节点兑现某股票某数量指定购买价格的权利合约。其中，标的物是指金融产品交易的买卖合同中所指的物体或商品，例如A股指数，工业指数等。上述期权结构可以是期权的一种组合形式，期权结构可以是：保本雪球、保护智增、非保本雪球、蝴蝶、看跌单鲨、看跌单鲨欧式、看跌二元、看涨单鲨、看涨单鲨欧式、看涨二元、跨式、美式看涨、美式双鲨、牛市价差、欧式看跌、欧式看涨、凸式、向下敲入看涨、熊市价差等中任一种或组合形式，本实施例中，期权结构可以是由公共要素和特定要素组成的具有特殊含义的对象，因此期权结构的配置可以由两大部分组成，分别是公共要素和特殊要素，当目标客户的定制期权结构中需要该类要素时，可以直接复制。其中，公共要素可以是汇集了所有期权结构和/或金融产品中不需要或者共用的结构要素的集合，例如：交易、运营、收益凭证等；特殊要素可以是汇集了各种期权结构的特殊要素的集合，例如：欧式二元、非保本雪球、价差等。本实施例为了能快速适应金融产品的期权结构的多样化的发展，在新增期权结构的时候，公共要素和特殊要素都可以按需选择配置，从而形成目标客户的定制期权结构。上述结构要素可以是经过对金融产品交易的研究或实验后，将相关联的元素组合到一起形成的组合要素，结构要素内部的元素之间有相应的内部联动逻辑，例如，当结构要素为期初价格时，其内部元素可以是价格类型和价格；此外，本实施例中，不同的结构要素之间也设计了对应的外部联动逻辑，用于减少手工联动复杂度和手工计算的错误率。It should be noted that an option refers to an agreed contractual right of a certain subject matter to be realized at a certain time in the future. For example, a stock option refers to a right contract to realize a specified purchase price of a certain amount of a certain stock at a certain time point in the future. Among them, the subject matter refers to the object or commodity referred to in the sales contract of the financial product transaction, such as A-share index, industrial index, etc. The above option structure can be a combination of options, and the option structure can be: capital preservation snowball, protection smart increase, non-guaranteed snowball, butterfly, bearish single shark, bearish single shark European, bearish binary, bullish single shark, bullish Single Shark European, Bullish Binary, Straddle, American Call, American Double Shark, Bull Spread, European Put, European Call, Convex, Knock Down Call, Bear Spread, etc., or any combination thereof, this embodiment Among them, the option structure can be an object with special meaning composed of public elements and specific elements, so the configuration of the option structure can be composed of two parts, namely the public elements and special elements, when the target customer needs the custom option structure When a class element is used, it can be copied directly. Among them, the public elements can be a collection of structural elements that are not required or common in all option structures and/or financial products, such as: transactions, operations, income certificates, etc.; special elements can be special elements that bring together various option structures A collection of such as: European Binary, Non-Balanced Snowball, Spread, etc. In order to quickly adapt to the diversified development of the option structure of financial products in this embodiment, when adding an option structure, both public elements and special elements can be selected and configured as required, thereby forming a customized option structure for target customers. The above-mentioned structural elements can be combined elements formed by combining related elements after research or experimentation on financial product transactions. There is a corresponding internal linkage logic between the elements inside the structural elements. For example, when the structural elements are For price, its internal elements can be price type and price; in addition, in this embodiment, corresponding external linkage logic is also designed between different structural elements to reduce the complexity of manual linkage and the error rate of manual calculation.
所述期权产品子模块202，用于根据所述定制期权结构，配置所述金融产品中的定制期权产品；The
需要说明的是，期权产品的配置可以由两大部分组成，可以是期权结构的功能要素和特殊结构要素。其中，特殊结构要素可以是单腿结构，可以是多腿结构。当定制期权产品选择单腿结构时，定制期权结构只能选一个已设置好的期权结构，并在金融产品业务处理系统的相关页面展示对应的设置好的期权结构；而当定制期权产品选择多腿结构时，定制期权结构由母结构和多个子结构组成，根据选择后设置好的期权结构，页面会自动合并子结构要素展示到界面，子结构可以基于不同期权结构灵活进行配置，从而拼接成新产品，而母结构就是提供给客户的最终合约要素，例如：保护智增＝欧式+单鲨。其中，保护智增为母结构，欧式和单鲨为子结构。It should be noted that the configuration of option products can be composed of two major parts, which can be the functional elements and special structural elements of the option structure. Wherein, the special structural element may be a single-leg structure or a multi-leg structure. When the customized option product chooses a single-leg structure, only one option structure that has been set can be selected for the customized option structure, and the corresponding set option structure will be displayed on the relevant page of the financial product business processing system; In the leg structure, the customized option structure consists of a parent structure and multiple substructures. According to the option structure set after selection, the page will automatically merge the elements of the substructure and display them on the interface. The substructures can be flexibly configured based on different option structures, thus splicing into New products, and the parent structure is the final contract element provided to customers, for example: protection wisdom increase = European style + single shark. Among them, Baozhi Zhizeng is the parent structure, and European style and single shark are the child structures.
所述合约簿记子模块203，用于根据所述定制期权产品，发起合约簿记流程。The
需要说明的是，期权合约是由交易对手方和期权产品以及相关要素生成的一份合约内容，是一种金融衍生产品，指在特定时间内以特定价格买卖一定数量交易品种的权利。而簿记是一种证券化发行方式，本实施例在发起合约簿记流程时，可以根据所述定制期权产品自由选择合适的期权产品进行簿记录入信息，支持多腿、多类型期权拼接的录入，并支持通过存量合约记录的复制，便捷生成新交易。同时上述结构要素还可以设置默认值和对应控件的类型，在合约簿记的时候能快速回填要素值，减少交易员输入的要素值个数，而期权产品也提供了快速复制功能。簿记交易完成后，进入“待确认交易簿记”，因为交易过程中可能出现缺少名义本金、收盘价等的情况，经过确认后待确认交易簿记才能最终转换为确认交易簿记。It should be noted that an option contract is a contract generated by the counterparty, option products and related elements. It is a financial derivative product, which refers to the right to buy or sell a certain number of trading varieties at a specific price within a specific time. Bookkeeping is a securitization issuance method. In this embodiment, when initiating the contract bookkeeping process, you can freely select the appropriate option product according to the customized option product to record the information in the book, and support the entry of multi-leg and multi-type option splicing, and It supports the copying of existing contract records to easily generate new transactions. At the same time, the above-mentioned structural elements can also set default values and corresponding control types, which can quickly backfill element values during contract bookkeeping, reducing the number of element values entered by traders, and option products also provide a quick copy function. After the bookkeeping transaction is completed, enter the "Pending Confirmation Transaction Bookkeeping", because there may be a lack of notional principal, closing price, etc. during the transaction process. After confirmation, the transaction bookkeeping can only be converted into confirmation transaction bookkeeping.
本实施例中，产品管理模块20包括：期权结构子模块201、期权产品子模块202和合约簿记子模块203；期权结构子模块201，用于根据扩展需求信息，配置金融产品的定制期权结构；期权产品子模块202，用于根据定制期权结构，配置金融产品中的定制期权产品；合约簿记子模块203，用于根据定制期权产品，发起合约簿记流程。本实施例通过从灵活配置期权产品结构出发，支持定义单腿、多腿合约，支持单标的、多标的合约，支持交易员的交易簿和投资组合的个性化创设，并通过宽表和窄表来优化合约的查询效率和期权结构产品的维护效率，达到了合约表达通用、全面、易拓展的效果，实现整个业务流程的快速流转，从而能够快速满足客户定制化需求。In this embodiment, the
参照图3，图3为本发明金融产品业务处理系统第三实施例的结构示意图，基于上述图1所示的实施例，提出本发明金融产品业务处理系统的第三实施例。Referring to FIG. 3, FIG. 3 is a schematic structural diagram of the third embodiment of the financial product business processing system of the present invention. Based on the above embodiment shown in FIG. 1, the third embodiment of the financial product business processing system of the present invention is proposed.
基于上述实施例1，本实施例中，所述风控模块30包括：风险监测子模块301、风险计量子模块302和风险展示子模块303；Based on the above-mentioned embodiment 1, in this embodiment, the
所述风险监测子模块301，用于监测所述金融产品的风险；The
可理解的是，上述金融产品即为根据目标客户定制需求配置的金融产品。It is understandable that the above-mentioned financial products are financial products configured according to the customized needs of target customers.
进一步地，作为一种可实施方式，风险监测子模块301包括：盈亏监控单元、合约信息监控单元、标的物管理单元和风险敞口监测单元；Further, as an implementable manner, the
所述盈亏监控单元，用于确定所述金融产品的预设维度的盈亏，并对所述盈亏进行统计与展示；The profit and loss monitoring unit is used to determine the profit and loss of the preset dimensions of the financial product, and to make statistics and display of the profit and loss;
需要说明的是，上述预设维度的盈亏，可以是金融产品合约的总盈亏、年度盈亏、月度盈亏和当日盈亏，也可以是金融产品对冲过程中的总盈亏、年度盈亏、月度盈亏和当日盈亏，还可以是按照交易簿、标的物、结构、客户等维度汇总的盈亏。It should be noted that the profit and loss of the above preset dimensions can be the total profit and loss, annual profit and loss, monthly profit and loss and daily profit and loss of the financial product contract, or the total profit and loss, annual profit and loss, monthly profit and loss and daily profit and loss of the financial product hedging process , it can also be the profit and loss summarized according to transaction book, target object, structure, customer and other dimensions.
所述合约信息监控单元，用于获取历史合约信息，根据所述历史合约信息确定所述金融产品的定制合约的风险；The contract information monitoring unit is used to obtain historical contract information, and determine the risk of the customized contract of the financial product according to the historical contract information;
需要说明的是，历史合约信息可以包括：历史存续合约的总规模和总笔数，并可以从合约中提取关于场外期权、收益凭证、个股或非个股的交易信息；也可以包括今日新增、到期和敲出或临近(一周之内的)到期和敲出的合约数量；还可以包括：历史合约中的融入资金规模(期权预付金及收益凭证名义本金)。It should be noted that the historical contract information can include: the total size and total number of historical existing contracts, and can extract transaction information about OTC options, income certificates, individual stocks or non-individual stocks from the contract; it can also include today’s new , the number of contracts that are due and knocked out or that are close to (within one week) due and knocked out; it can also include: the size of the financing in the historical contract (option prepayment and nominal principal of income certificates).
所述标的物管理单元，用于获取所述金融产品的标的物，并维护所述标的物的标准合约数据；The subject matter management unit is configured to obtain the subject matter of the financial product, and maintain standard contract data of the subject matter;
需要说明的是，获取上述金融产品的标的物后，会获得标的物的相关信息，例如标的名称，标的代码，标的类别等，且在标的物管理单元内还会设白名单管理子单元和黑名单管理子单元进行管理，白名单管理子单元可以设定标的物白名单及其对应的存续期名义本金限额，黑名单管理子单元可以由风控合规部工作人员设定标的物黑名单，且黑名单优先于白名单，例如当某个标的物A既在黑名单又在白名单，则A的白名单配置失效。It should be noted that after obtaining the subject matter of the above-mentioned financial products, relevant information of the subject matter, such as the name of the subject matter, code of the subject matter, category of the subject matter, etc., will be obtained, and a whitelist management subunit and blacklist management unit will also be set up in the subject matter management unit. The list management sub-unit manages. The white list management sub-unit can set the target object white list and its corresponding duration nominal principal limit. The black list management sub-unit can set the target object blacklist by the staff of the risk control and compliance department , and the blacklist takes precedence over the whitelist. For example, when a subject A is in both the blacklist and the whitelist, the whitelist configuration of A will be invalid.
所述风险敞口监测单元，用于获取所述定制合约和所述标的物，根据所述定制合约和/或所述标的物确定希腊字母风险敞口。The risk exposure monitoring unit is configured to obtain the customized contract and the subject matter, and determine the Greek letter risk exposure according to the customized contract and/or the subject matter.
需要说明的是，在对期权价格的影响因素进行定性分析的基础上，通过期权风险指标，在假定其他影响因素不变的情况下，可以量化单一因素对期权价格的动态影响。期权的风险指标通常用希腊字母来表示，包括：Delta值、Gamma、Theta、Vega、Rho等。对于券商来说，了解这些指标，更容易掌握期权价格的变动，有助于衡量和管理部位风险。其中，各希腊字母的含义是：Delta值：衡量标的资产价格变动时，期权价格的变化幅度；Gamma值：衡量标的资产价格变动时，期权Delta值的变化幅度；Theta值：衡量随着时间的消逝，期权价格的变化幅度；Vega值：衡量标的资产价格波动率变动时，期权价格的变化幅度；Rho值：衡量利率变动时，期权价格的变化幅度。It should be noted that, on the basis of qualitative analysis of the influencing factors of option prices, the dynamic impact of a single factor on option prices can be quantified by using option risk indicators and assuming other influencing factors remain unchanged. The risk indicators of options are usually represented by Greek letters, including: Delta value, Gamma, Theta, Vega, Rho, etc. For brokers, understanding these indicators makes it easier to grasp the changes in option prices, which helps measure and manage position risks. Among them, the meaning of each Greek letter is: Delta value: measure the change range of the option price when the underlying asset price changes; Gamma value: measure the change range of the option Delta value when the underlying asset price changes; Theta value: measure the change over time Disappearance, the range of change in option price; Vega value: the range of change in option price when measuring the volatility of the underlying asset price; Rho value: the range of change in option price when measuring interest rate changes.
所述风险计量子模块302，用于根据所述监测的结果，对所述金融产品进行风险计量；The
可理解的是，对金融产品进行风险计量，即为对金融产品的风险的计算与估量。进一步地，所述风险计量子模块302包括：保证金管理单元、限额分析单元、定价管理单元；It is understandable that the risk measurement of financial products is the calculation and estimation of the risks of financial products. Further, the
所述保证金管理单元，用于获取所述目标客户的保证金，并根据预设间隔时间提醒所述目标客户追保；The security deposit management unit is used to obtain the security deposit of the target customer, and remind the target customer to pursue insurance according to a preset interval;
需要说明的是，本实施例支持对不同的目标客户进行保证金的参数管理以及单笔保证金、组合保证金、定时保证金计算、保证金追保提醒管理等。It should be noted that this embodiment supports margin parameter management for different target customers, single margin, combined margin, timing margin calculation, margin call reminder management, etc.
所述限额分析单元，用于根据所述历史交易合约和所述标的物，确定所述金融产品的风险限额；The limit analysis unit is configured to determine the risk limit of the financial product according to the historical transaction contract and the subject matter;
可理解的是，为了防止为目标客户定制的金融产品的风险值过高，可以根据历史交易合约和标的物对定制的金融产品进行风险估量，将计算得出的估量值作为风险限额值，当定制的金融产品的风险值超过风险限额值后，立即对风控合规部的工作人员做出警示。It is understandable that in order to prevent the risk value of financial products customized for target customers from being too high, it is possible to estimate the risk of customized financial products based on historical transaction contracts and underlying objects, and use the calculated estimated value as the risk limit value. After the risk value of the customized financial product exceeds the risk limit value, the staff of the risk control and compliance department will be alerted immediately.
所述定价管理单元，用于根据所述定制业务请求，确定与所述定制期权结构相对应的定价模型；The pricing management unit is configured to determine a pricing model corresponding to the customized option structure according to the customized service request;
需要说明的是，在期权中为了实时盯市以及时掌握风险的敞口，需要设定不同的定价环境来支持实时盯市和风险监控的功能。因此，可以根据定制业务请求，从系统中的定价模型库中选取适合定制期权结构相对应的定价模型。It should be noted that in order to mark-to-market in real time and grasp the risk exposure in a timely manner in options, different pricing environments need to be set to support the functions of real-time mark-to-market and risk monitoring. Therefore, according to the customized business request, the pricing model corresponding to the customized option structure can be selected from the pricing model library in the system.
所述风险展示子模块303，用于根据所述监测的结果，展示所述金融产品的风险。The
需要说明的是，风险展示子模块303可以实时获取希腊字母风险敞口，并在各希腊字母风险敞口值超过第一预设阈值时对定制业务进行黄色预警，在所述希腊字母敞口值超过第二预设阈值时对定制业务进行红色高亮，第一预设阈值和第二预设阈值也是基于历史合约中的数据计算而得。It should be noted that the risk display sub-module 303 can obtain the Greek letter risk exposure in real time, and give a yellow warning to the customized business when the risk exposure value of each Greek letter exceeds the first preset threshold. When the second preset threshold is exceeded, the customized business is highlighted in red. The first preset threshold and the second preset threshold are also calculated based on the data in the historical contract.
此外，风险展示子模块303还可根据定制合约生成数据报送报表，并将数据报送报表发送至流程模块10。生成数据报送报表的过程可以是：统计所有合约的资金的信息和交易信息来生成报表。数据报送报表的种类可以包括：持续报送、周报送、月报送、季度报送、年度报送等，特别地，风险展示子模块303可以生成中证报价报送相关的报表，可以自动化生成交易日风控合规部所需的风险日报数据(数据集市采集同步至风控合规部)，从而实现全面风险管理。In addition, the
本实施例中，风控模块30包括：风险监测子模块301、风险计量子模块302和风险展示子模块303；风险监测子模块301，用于监测金融产品的风险；风险计量子模块302，用于根据监测的结果，对金融产品进行风险计量；风险展示子模块303，用于根据监测的结果，展示金融产品的风险。本实施例通过风险监测子模块301确定了金融产品的盈亏和风险，通过风险计量子模块302确定了金融产品的定价模型和风险限额，通过风险展示子模块303对金融产品及其业务的处理过程中的风险进行展示，以及对特殊情况及时预警。因此，本实施例通过风险监测子模块301、风险计量子模块302和风险展示子模块303实现了对金融产品业务的处理过程的全面风险管控。In this embodiment, the
需要说明的是，在本文中，术语“包括”、“包含”或者其任何其他变体意在涵盖非排他性的包含，从而使得包括一系列要素的过程、方法、物品或者系统不仅包括那些要素，而且还包括没有明确列出的其他要素，或者是还包括为这种过程、方法、物品或者系统所固有的要素。在没有更多限制的情况下，由语句“包括一个......”限定的要素，并不排除在包括该要素的过程、方法、物品或者系统中还存在另外的相同要素。It should be noted that, as used herein, the term "comprises", "comprises" or any other variation thereof is intended to cover a non-exclusive inclusion such that a process, method, article or system comprising a set of elements includes not only those elements, It also includes other elements not expressly listed, or elements inherent in the process, method, article, or system. Without further limitations, an element qualified by the phrase "comprising a ..." does not preclude the presence of additional identical elements in the process, method, article or system comprising the element.
上述本发明实施例序号仅仅为了描述，不代表实施例的优劣。The serial numbers of the above embodiments of the present invention are for description only, and do not represent the advantages and disadvantages of the embodiments.
以上仅为本发明的优选实施例，并非因此限制本发明的专利范围，凡是利用本发明说明书及附图内容所作的等效结构或等效流程变换，或直接或间接运用在其他相关的技术领域，均同理包括在本发明的专利保护范围内。The above are only preferred embodiments of the present invention, and are not intended to limit the patent scope of the present invention. Any equivalent structure or equivalent process conversion made by using the description of the present invention and the contents of the accompanying drawings, or directly or indirectly used in other related technical fields , are all included in the scope of patent protection of the present invention in the same way.
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| US20090144186A1 (en)* | 2007-11-30 | 2009-06-04 | Reuters Sa | Financial Product Design and Implementation |
| US20110125669A1 (en)* | 2009-11-24 | 2011-05-26 | Ideon Financial Solutions, S.L. | Systems and methods for providing customized financial products and for hedging risk exposure |
| CN108960611A (en)* | 2018-06-27 | 2018-12-07 | 兴证期货有限公司 | A kind of novel risk quantification analytical model based on option Greek alphabet |
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| Publication number | Priority date | Publication date | Assignee | Title |
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| US20090144186A1 (en)* | 2007-11-30 | 2009-06-04 | Reuters Sa | Financial Product Design and Implementation |
| US20110125669A1 (en)* | 2009-11-24 | 2011-05-26 | Ideon Financial Solutions, S.L. | Systems and methods for providing customized financial products and for hedging risk exposure |
| CN108960611A (en)* | 2018-06-27 | 2018-12-07 | 兴证期货有限公司 | A kind of novel risk quantification analytical model based on option Greek alphabet |
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