CN102393945A - Data processing method and system for risk weighted asset calculation - Google Patents
Data processing method and system for risk weighted asset calculation Download PDFInfo
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- CN102393945A CN102393945A CN2011101806632A CN201110180663A CN102393945A CN 102393945 A CN102393945 A CN 102393945A CN 2011101806632 A CN2011101806632 A CN 2011101806632A CN 201110180663 A CN201110180663 A CN 201110180663A CN 102393945 A CN102393945 A CN 102393945A
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Abstract
The invention discloses a data processing method and a data processing system for risk weighted asset calculation. The system comprises a data extraction module, a field value calculation module, a risk weighted asset value calculation module and a report display module. In the method and the system, a data storage model for the risk weighted asset calculation is divided into four layers; data processing for the risk weighted asset calculation is realized among the layers by extracting, converting and loading data according to respective mapping documents of the four layers, so repeated data storage is avoided, a large quantity of application server resources is not required, and the processing efficiency of the system is improved on the premise of realizing the function of the system. Furthermore, uniform processing for a large amount of readily available data can be realized by splitting a logic of the risk weighted asset calculation according to asset classification, calculating risk weighted asset values respectively and finally integrating calculated results; and therefore, the processing efficiency of the system can be improved and the cost of the system can be reduced.
Description
Technical field
The present invention relates to the risk-weighted asset computing field, relate in particular to a kind of data processing method and system that risk-weighted asset is calculated that be used for.
Background technology
Current at risk-weighted asset (Risk-Weighted Assets; RWA) computing field; The computing engines of ripe software package all is to be deployed in application server environment, need usually when RWA calculates to consume the number of applications server resource and with I/O (I/O) resource of database server, can't make full use of the data-handling capacity of high performance database server; Thereby when carrying out the processing of mass data; Because I/O such as the reading of data processing, storage and file interaction consume big, can cause the RWA counting yield low and resource requirement is high, and then cause cost to increase.
In addition; The scope of business according to RWA calculating; The source data that needs relates to from 11 systems such as public credit flow process, retail branch pond, market risk management, credit Reserve Fund, general ledger, kernel business of bank, personal loan, security management, ERP finance, funds transaction backstage, international card are extracted business datum, and Data Source is very extensive.
Therefore, how carry out RWA and calculate, will guarantee also that simultaneously the performance requirement that RWA calculates system then becomes this area problem demanding prompt solution to Data Source and huge data volume widely.
Summary of the invention
The objective of the invention is to: a kind of data processing method and system that risk-weighted asset is calculated that be used for is provided, is used to realize improve the treatment effeciency of system and lower system cost when risk-weighted asset is calculated.
On the one hand, the invention provides a kind of data processing method that risk-weighted asset is calculated that is used for, said method comprises the steps:
A. from the risk data fairground, extract the basic data that is used for liability is carried out risk-weighted asset calculating according to first mapping document, and said basic data is stored in interface layer;
B. calculate the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data in the said interface layer, and said whole field values are stored in the middle layer;
C. judge the definitive application rules of said liability according to the suitable rules of the rules of said liability sign and artificial selection; And calculate the risk-weighted asset value of said liability, and said risk-weighted asset value is stored in resultant layer according to the whole field values in the 3rd mapping document, said definitive application rules and the said middle layer;
D. generate the form that is used to show according to the risk-weighted asset value in the 4th mapping document and the said resultant layer, and said form is stored in the form layer.
On the other hand, the present invention also provides a kind of data handling system that risk-weighted asset is calculated that is used for, and said system comprises:
Data extraction module is used for extracting the basic data that is used for liability is carried out risk-weighted asset calculating from the risk data fairground according to first mapping document, and said basic data is stored in interface layer;
The field value computing module is used for calculating the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data of said interface layer, and said whole field values is stored in the middle layer;
Risk-weighted asset value computing module; Be used for judging the definitive application rules of said liability according to the suitable rules of the rules of said liability sign and artificial selection; And calculate the risk-weighted asset value of said liability, and said risk-weighted asset value is stored in resultant layer according to the whole field values in the 3rd mapping document, said definitive application rules and the said middle layer;
The report form showing module is used for generating the form that is used to show according to the risk-weighted asset value of the 4th mapping document and said resultant layer, and said form is stored in the form layer.
The data processing method and the system that are used for risk-weighted asset calculating of embodiment of the present invention have following beneficial effect: the data storage model through being used for risk-weighted asset calculating is divided into four layers; And realize the data handling procedure that risk-weighted asset is calculated according to mapping document separately through extraction, conversion and the loading of data between layer and the layer; Finally obtain the risk-weighted asset value and generate corresponding form showing; Thereby avoid the repeated storage of data; More need not consume the number of applications server resource, under the prerequisite that realizes systemic-function, improve the treatment effeciency of system.
Description of drawings
Fig. 1 is the embodiment 1 that is used for the data processing method of risk-weighted asset calculating of the present invention.
Fig. 2 is the embodiment 2 that is used for the data processing method of risk-weighted asset calculating of the present invention.
Fig. 3 is the structured flowchart that is used for the embodiment 1 of the data handling system 1 that risk-weighted asset calculates of the present invention.
Fig. 4 is the structured flowchart of data extraction module 10 in the data handling system 1 of the present invention.
Fig. 5 is the structured flowchart of field value computing module 11 in the data handling system 1 of the present invention.
Fig. 6 is the structured flowchart of risk-weighted asset value computing module 12 in the data handling system 1 of the present invention.
Fig. 7 is the structured flowchart of form display module 13 in the data handling system 1 of the present invention.
Fig. 8 is the structured flowchart that is used for the embodiment 2 of the data handling system 1 that risk-weighted asset calculates of the present invention.
Fig. 9 is the synoptic diagram that the risk-weighted asset computational logic of liability is split according to assets classes according to the present invention.
Embodiment
For the purpose, technical scheme and the advantage that make embodiments of the invention is clearer, further combine accompanying drawing that the present invention is described in detail below.
Fig. 1 is a kind of embodiment 1 that is used for the data processing method of risk-weighted asset calculating of the present invention, and as shown in Figure 1, said method comprises:
S101 extracts the basic data that is used for liability is carried out risk-weighted asset calculating according to first mapping document from the risk data fairground, and said basic data is stored in interface layer.Wherein said first mapping document has defined the data processing rule from said risk data fairground to said interface layer.Concrete; Said risk data fairground has been stored risk-weighted asset and has been calculated required data, and it relates to the data to a plurality of systems such as public credit, retail branch pond, market risk management, credit Reserve Fund, general ledger, kernel business of bank, personal credit, security management, ERP finance, funds transaction backstage, international cards.And interface layer described in this first mapping document all show the processing rule of field level; The field mappings relation that comprises table, upstream source table and the object table of origin system, and extract between data area the data procedures, table data processing rule such as incidence relation from said risk data fairground.
S102 calculates the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data in the said interface layer, and said whole field values is stored in the middle layer.Wherein, Said second mapping document has defined the data processing rule from said interface layer to said middle layer; For example calculate the data processing rule etc. of said whole field values through said basic data; And the field that calculates for example comprise arithmetic mean PD, initial value and weighted mean promise breaking loss percentage (Loss Given Default, LGD), initial value and weighted mean valid period (Effective maturity, M) etc.The rules that the said liability of said rules sign expression is suitable for for risk-weighted asset is calculated under current data status, in embodiments of the present invention, said rules can comprise senior method, elementary method and positive law.And about how to identify suitable rules and will do detailed description in the back to the process that this liability makes a check mark according to current data status.
S103; Judge the definitive application rules of said liability according to the suitable rules of the rules of said liability sign and artificial selection; And calculate the risk-weighted asset value of said liability, and said risk-weighted asset value is stored in resultant layer according to the whole field values in the 3rd mapping document, said definitive application rules and the said middle layer.Wherein, said the 3rd mapping document has defined the data processing rule from said middle layer to said resultant layer, for example calculates the data processing rule etc. of risk-weighted asset value through said whole field values.And the definitive application rules of judging liability according to the suitable rules of rules sign and artificial selection about how will be described in detail in the back.
S104 generates the form that is used to show according to the risk-weighted asset value in the 4th mapping document and the said resultant layer, and said form is stored in the form layer.Said the 4th mapping document has defined the data processing rule from said resultant layer to said form layer, and for example, the fact table from said resultant layer is to the data processing rule of the fact table of form layer.In one embodiment; Can leave form in said form layer respectively according to version number; Wherein, Version number be meant according to the initial value Default Probability (Probabilitu of Default, PD), arithmetic mean PD, weighted mean PD and long-term mean P D calculate the risk-weighted asset value of 4 cover versions respectively.
In embodiments of the present invention; Said interface layer, middle layer, structural sheet and form layer are the 4 layer data storage organizations of dividing in the data storage area that risk-weighted asset is calculated; It stores the corresponding data with 4 stages of calculation risk weighted assets respectively; Extraction, conversion and loading through data between the adjacent two layers and corresponding mapping document come to realize corresponding data processing respectively, thereby avoided the repeated storage of data in calculation risk weighted assets process, satisfying under the prerequisite of business function; Can the data that system preserves be reduced to minimum, thereby help improving the performance of total system.
In addition; In embodiments of the present invention; Can also the risk-weighted asset computational logic of liability be split according to assets classes; For example according to retail class, company's class, investment type, type of deriving, asset securitization class, equity class, other assets, operational risk and the market risk are classified outside the venue; Carry out risk-weighted asset to each classification according to treatment scheme shown in Figure 1 respectively then and calculate, the result of calculation of each classification is integrated at last again and obtained final risk-weighted asset result of calculation, its detailed process can be with reference to figure 9.The purpose of doing like this is in order to improve the data-handling efficiency of system, the purpose that reaching embarrasses letter, divides and rule.
Fig. 2 is a kind of embodiment 2 that is used for the data processing method of risk-weighted asset calculating of the present invention, and as shown in Figure 2, said method comprises:
S201 extracts the basic data that is used for liability is carried out risk-weighted asset calculating from the risk data fairground according to first mapping document.In embodiment shown in Figure 11, described content in detail, so repeat no more here about first mapping document and risk data fairground.
S202 is that said basic data processes and is used for derivative data item that risk-weighted asset the calculates part as said basic data according to said first mapping document.Said derivative data item has flag and numeric field etc.; Calculating the derivative data item is the needs for subsequent calculations; Simultaneously also be in order to reduce the data degree of coupling of interface layer and middle layer, resultant layer and form layer, finally to reach raising system reusability, the complexity that reduces system and the maintainable purpose of elevator system.The required derivative data item of every type of business is not necessarily identical, for example: needing derivative data item " liability grade " in public type and the investment type, in the business of other classifications, then do not need; Whether again derivative data item " securitisation " is exclusive for the business of asset securitization class.For another example, be former coin for the amount of money that is provided in the basic data of extracting, the amount of money after need its processing being converted to RMB is as the derivative data item.
S203 classifies said basic data according to subject area.Wherein, Said subject area is illustrated in the categorical data that gathers naturally in the service environment of risk-weighted asset calculating; The customer information that is for example adopted in the embodiment of the invention, Transaction Information etc., and Transaction Information can be divided into: to public class, retail class, investment type, type of deriving, equity category information etc. outside the venue.Through data are classified according to subject area, thus for according to assets classes to each classification respectively the calculation risk weighted assets data basis is provided, thereby the purpose that reaching embarrasses letter, divides and rule.
S204 is stored in interface layer with said basic data.Particularly, said basic data is stored in the interface layer according to said subject area.
S205, according to preset rule be stored in basic data in the said interface layer and judge the rules that said liability is suitable for, and use with the corresponding rules sign of said rules said liability identified.As stated, said rules can comprise senior method, elementary method and positive law.In embodiments of the present invention, said preset rule is meant according to the regulation of new Basel Agreement and the predefined decision logic that is used for judging according to basic data the rules that liability is suitable for of institutes such as dimension demand of form.For example, for senior method, need have following basic data: default risk exposes that (Exposure at Default EAD), PD, LGD, M, also need satisfy the form demand of senior method simultaneously.And if basic data lacks LGD or " classification of risk exposure ", then can only calculate with positive law.In addition, for different assets classes,, therefore for the liability of different assets classes, judge that the decision logic of the rules that it is suitable for can there are differences because its algorithm and the required content of form there are differences.For example,, when judging, need to consider " Account Type ", then do not need to consider " Account Type " for the liability of credit class for the liability of investment type.
S206 calculates the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data in the said interface layer, and said whole field values is stored in the middle layer.About the detailed content of this step with combine Fig. 1 similar to the description of step S102, so repeat no more here.
S207; Judge the definitive application rules of said liability according to the suitable rules of the rules of said liability sign and artificial selection; And calculate the risk-weighted asset value of said liability, and said risk-weighted asset value is stored in resultant layer according to the whole field values in the 3rd mapping document, said definitive application rules and the said middle layer.About the detailed content of this step with combine Fig. 1 similar to the description of step S103, so repeat no more here.But in addition, judge the definitive application rules of liability about how according to the suitable rules of rules sign and artificial selection, it mainly comprises following judgment principle:
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are senior method;
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are positive law;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are positive law, then said definitive application rules are positive law.
S208 generates the form that is used to show according to the risk-weighted asset value in the 4th mapping document and the said resultant layer, and said form is stored in the form layer.About the detailed content of this step with combine Fig. 1 similar to the description of step S104, so repeat no more here.
In addition; After step S205 and before step S206, said method can also comprise: the basic data in the said interface layer is carried out quality check, and the generation quality checks report confession business personnel audit; Wherein, said quality checks and comprises logic verify and general ledger verification.The purpose that said quality checks be through logic verify and general ledger verification dual mode check said basic data whether in the tolerable scope of business and its result of calculation whether can be accepted.Particularly, logic verify mainly comprises following content: add up the problem log bar number of current basic data, and it is reflected in quality checks in the report; Whether the data item of using in the relevant system parameter table of check in the basic data such as code changes, and the result is reflected in quality checks in the report.And it is not comprehensive for fear of carry out the risk-weighted asset result calculated according to the basic data of interface layer; Just need carry out the general ledger verification; Soon asset data in the interface layer and the asset data on the general ledger are compared, and the present quality of effective aspect is relatively checked in the report.Need to prove that here the business personnel can check report according to said quality and judge whether to carry out risk-weighted asset calculating, perhaps calculate according to carrying out risk-weighted asset by system again after this report adjustment data.
In the foregoing description 2, about the detailed content of interface layer, middle layer, structural sheet and form layer with combine the corresponding description of Fig. 1 in embodiment 1 identical, so repeat no more here.In addition; In embodiment 2; Can the risk-weighted asset computational logic be split according to assets classes equally; Carry out risk-weighted asset to each classification according to treatment scheme shown in Figure 2 respectively then and calculate, again the result of calculation of each classification is integrated at last and obtained final risk-weighted asset result of calculation, thus the purpose that reaching embarrasses letter, divides and rule.
More than be detailed description, next describe system embodiment of the present invention method embodiment of the present invention.
At first with reference to figure 3, Fig. 3 is a kind of structured flowchart that is used for the embodiment 1 of the data handling system 1 that risk-weighted asset calculates of the present invention, and as shown in the figure, in embodiment 1, data handling system 1 comprises:
Field value computing module 11 is used for calculating the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data of said interface layer, and said whole field values is stored in the middle layer.About the detailed content of this module with combine Fig. 1 identical to the associated description of step S102, so repeat no more here.
Risk-weighted asset value computing module 12; Be used for judging the definitive application rules of said liability according to the suitable rules of the rules of said liability sign and artificial selection; And calculate the risk-weighted asset value of said liability, and said risk-weighted asset value is stored in resultant layer according to the whole field values in the 3rd mapping document, said definitive application rules and the said middle layer.About the detailed content of this module with combine Fig. 1 identical to the associated description of step S103, so repeat no more here.
Wherein, said first mapping document has defined the data processing rule from the risk data fairground to interface layer; Said second mapping document has defined the data processing rule from the interface layer to the middle layer; Said the 3rd mapping document has defined the data processing rule from the middle layer to the resultant layer; Said the 4th mapping document has defined the data processing rule from resultant layer to the form layer.Their detailed content is identical to the corresponding description of the inventive method embodiment with Fig. 2 with combination Fig. 1, so repeat no more here.
In embodiments of the present invention; Said interface layer, middle layer, structural sheet and form layer are the 4 layer data storage organizations of dividing in the data storage area that risk-weighted asset is calculated; It stores the corresponding data with 4 stages of calculation risk weighted assets respectively; Extraction, conversion and loading through data between the adjacent two layers and corresponding mapping document come to realize corresponding data processing respectively, thereby avoided the repeated storage of data in calculation risk weighted assets process, satisfying under the prerequisite of business function; Can the data that system preserves be reduced to minimum, thereby help improving the performance of total system.
In addition; In embodiments of the present invention; Can also the risk-weighted asset computational logic of liability be split according to assets classes; For example according to retail class, company's class, investment type, type of deriving, asset securitization class, equity class, other assets, operational risk and the market risk are classified outside the venue; Carry out risk-weighted asset to each classification according to treatment scheme shown in Figure 1 respectively then and calculate, again the result of calculation of each classification is integrated at last and obtained final risk-weighted asset result of calculation.The purpose of doing like this is in order to improve the data-handling efficiency of system, the purpose that reaching embarrasses letter, divides and rule.
Fig. 4 is the structured flowchart of data extraction module 10 in the data handling system 1.As shown in the figure, data extraction module 10 comprises:
Machining cell 101, being used for according to said first mapping document is that said basic data processes and is used for derivative data item that risk-weighted asset the calculates part as said basic data.Wherein, about the detailed content of said derivative data item with combine Fig. 2 identical to the corresponding description of step S202, so repeat no more here.
Basic data storage unit 103 is used for said basic data is stored in interface layer.Particularly, said basic data is stored in the interface layer according to said subject area.
Rules identify unit 104, be used for according to preset rule be stored in the basic data of interface layer, judge the rules that said liability is suitable for, and use with the corresponding rules sign of said rules said liability is identified.About the detailed content of this module with combine Fig. 2 identical to the corresponding description of step S205, so repeat no more here.
Describe the field value computing module 11 in the data handling system 1 below in detail, as shown in Figure 5, field value computing module 11 comprises:
Field value computing unit 110 is used for calculating the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data of said interface layer.
Field value storage unit 111 is used for said whole field values are stored in the middle layer.
Fig. 6 is the structured flowchart of risk-weighted asset value computing module 12 in the data handling system 1, and is as shown in the figure, and risk-weighted asset value computing module 12 comprises:
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are senior method;
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are positive law;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are positive law, then said definitive application rules are positive law.
Risk-weighted asset value computing unit 121 is used for calculating according to whole field values in the 3rd mapping document, said definitive application rules and said middle layer the risk-weighted asset value of said liability.
Risk-weighted asset value storage unit 122 is used for said risk-weighted asset value is stored in resultant layer.
Fig. 7 is the structured flowchart of form display module 13 in the data handling system 1, and is as shown in the figure, and form display module 13 comprises:
Except above-mentioned module, the data handling system 1 that is used for risk-weighted asset calculating of the present invention can also comprise that quality checks module 14, and its structured flowchart is as shown in Figure 8.Quality checks module 14 and is used for that the basic data of said interface layer is carried out quality and checks, and generates quality and check report and supply business personnel's audit, and wherein, said quality checks and comprises logic verify and general ledger verification.The purpose that said quality checks be through logic verify and general ledger verification dual mode check said basic data whether in the tolerable scope of business and its result of calculation whether can be accepted.Detailed content about logic verify and general ledger verification has combined Fig. 2 to describe in the embodiment 2 of the inventive method, so repeat no more here.Need to prove that here the business personnel can check report according to said quality and judge whether to carry out risk-weighted asset calculating, perhaps calculate according to carrying out risk-weighted asset by system 1 again after this report adjustment data.
In addition; In the embodiment 2 of data handling system shown in Figure 81; Can the risk-weighted asset computational logic be split according to assets classes equally; Carry out risk-weighted asset to each classification by data handling system 1 respectively then and calculate, again the result of calculation of each classification is integrated at last and obtained final risk-weighted asset result of calculation, thus the purpose that reaching embarrasses letter, divides and rule.
In sum; The present invention is divided into four layers through the data storage model that will be used for risk-weighted asset calculating; Be respectively interface layer, middle layer, structural sheet and form layer, realize the data handling procedure that risk-weighted asset is calculated according to mapping document separately through extraction, conversion and the loading of data between layer and the layer, finally obtain the risk-weighted asset value and generate corresponding form showing; Thereby avoided the repeated storage of data; Satisfying under the prerequisite of business function, the data that system is preserved reduce to minimum, improve system performance then.And the present invention can make full use of the TERADATA platform relational database management system of in the world maximum commercial data base (that is: be used for) and realize, need not consume the number of applications server resource, thereby further improve the efficient of system.In addition; The present invention is through splitting the risk-weighted asset computational logic according to assets classes; Calculate respectively according to each classification then, result of calculation is integrated the most at last, thereby realizes the Unified Treatment mode to the huge data of wide material sources and quantity; Improved the treatment effeciency of system and reduced the cost of system, finally the reaching purpose that embarrasses letter, divide and rule.
Through the description to above embodiment, those skilled in the art can be well understood to the present invention and can realize by the mode of software combined with hardware platform, can certainly all implement through hardware.Based on such understanding; All or part of can the coming out that technical scheme of the present invention contributes to background technology with the embodied of software product; This computer software product can be stored in the storage medium, like ROM/RAM, magnetic disc, CD etc., comprises that some instructions are with so that a computer equipment (can be a personal computer; Server, the perhaps network equipment etc.) carry out the described method of some part of each embodiment of the present invention or embodiment.
More than disclosedly be merely embodiment of the present invention; Only be used for the present invention is illustrated; Can not limit the present invention's protection domain with this, those skilled in the art can carry out various modifications, variation or replacement under the prerequisite that does not break away from essence of the present invention, therefore; Various equivalent variations according to the present invention did still belong to the scope that the present invention is contained.
Claims (14)
1. one kind is used for the data processing method that risk-weighted asset is calculated, and it is characterized in that said method comprises the steps:
A. from the risk data fairground, extract the basic data that is used for liability is carried out risk-weighted asset calculating according to first mapping document, and said basic data is stored in interface layer;
B. calculate the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data in the said interface layer, and said whole field values are stored in the middle layer;
C. judge the definitive application rules of said liability according to the suitable rules of the rules of said liability sign and artificial selection; And calculate the risk-weighted asset value of said liability, and said risk-weighted asset value is stored in resultant layer according to the whole field values in the 3rd mapping document, said definitive application rules and the said middle layer;
D. generate the form that is used to show according to the risk-weighted asset value in the 4th mapping document and the said resultant layer, and said form is stored in the form layer.
2. the method for claim 1 is characterized in that,
Said first mapping document has defined the data processing rule from said risk data fairground to said interface layer;
Said second mapping document has defined the data processing rule from said interface layer to said middle layer;
Said the 3rd mapping document has defined the data processing rule from said middle layer to said resultant layer;
Said the 4th mapping document has defined the data processing rule from said resultant layer to said form layer.
3. method as claimed in claim 2 is characterized in that, said from the risk data fairground, extract basic data after and this basic data is stored in interface layer before, said step a also comprises:
According to said first mapping document is that said basic data processes and is used for derivative data item that risk-weighted asset the calculates part as said basic data;
According to subject area said basic data is classified, wherein, said subject area is illustrated in the categorical data that gathers naturally in the service environment of risk-weighted asset calculating.
4. method as claimed in claim 3 is characterized in that, said basic data is stored in interface layer after, said step a also comprises:
According to preset rule be stored in the basic data in the said interface layer, judge the rules that said liability is suitable for, and use with the corresponding rules sign of said rules said liability is identified.
5. method as claimed in claim 4 is characterized in that, in said step c, the definitive application rules that the suitable rules of said rules sign and artificial selection according to liability are judged said liability specifically comprise:
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are senior method;
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are positive law;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are positive law, then said definitive application rules are positive law.
6. method as claimed in claim 2 is characterized in that, after said step a and before step b, said method also comprises the steps:
Said basic data is carried out quality check, and generate quality and check report and supply business personnel's audit, wherein, said quality checks and comprises logic verify and general ledger verification.
7. one kind is used for the data handling system that risk-weighted asset is calculated, and it is characterized in that said system comprises:
Data extraction module is used for extracting the basic data that is used for liability is carried out risk-weighted asset calculating from the risk data fairground according to first mapping document, and said basic data is stored in interface layer;
The field value computing module is used for calculating the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data of said interface layer, and said whole field values is stored in the middle layer;
Risk-weighted asset value computing module; Be used for judging the definitive application rules of said liability according to the suitable rules of the rules of said liability sign and artificial selection; And calculate the risk-weighted asset value of said liability, and said risk-weighted asset value is stored in resultant layer according to the whole field values in the 3rd mapping document, said definitive application rules and the said middle layer;
The form display module is used for generating the form that is used to show according to the risk-weighted asset value of the 4th mapping document and said resultant layer, and said form is stored in the form layer.
8. system as claimed in claim 7 is characterized in that,
Said first mapping document has defined the data processing rule from said risk data fairground to said interface layer;
Said second mapping document has defined the data processing rule from said interface layer to said middle layer;
Said the 3rd mapping document has defined the data processing rule from said middle layer to said resultant layer;
Said the 4th mapping document has defined the data processing rule from said resultant layer to said form layer.
9. system as claimed in claim 8 is characterized in that, said data extraction module comprises:
Extraction unit is used for extracting the basic data that is used for liability is carried out risk-weighted asset calculating from the risk data fairground according to first mapping document;
Machining cell, being used for according to said first mapping document is that said basic data processes and is used for derivative data item that risk-weighted asset the calculates part as said basic data;
Taxon is used for according to subject area said basic data being classified;
The basic data storage unit is used for said basic data is stored in interface layer;
The rules identify unit, be used for according to preset rule be stored in the basic data of interface layer, judge the rules that said liability is suitable for, and use with the corresponding rules sign of said rules said liability is identified.
10. system as claimed in claim 8 is characterized in that, said field value computing module comprises:
The field value computing unit is used for calculating the whole field values that are used for risk-weighted asset calculating according to the rules sign of second mapping document, said liability and the basic data of said interface layer;
The field value storage unit is used for said whole field values are stored in the middle layer.
11. system as claimed in claim 8 is characterized in that, said risk-weighted asset value computing module comprises:
The rules judging unit is used for judging according to the suitable rules of the rules of said liability sign and artificial selection the definitive application rules of said liability;
Risk-weighted asset value computing unit is used for calculating according to whole field values in the 3rd mapping document, said definitive application rules and said middle layer the risk-weighted asset value of said liability;
Risk-weighted asset value storage unit is used for said risk-weighted asset value is stored in resultant layer.
12. system as claimed in claim 11 is characterized in that, the judgment principle of said rules judging unit comprises:
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are senior method;
When the suitable rules of said artificial selection are senior method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are positive law;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being senior method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are elementary method and the corresponding rules of said rules sign when being elementary method, then said definitive application rules are elementary method;
When the suitable rules of said artificial selection are positive law, then said definitive application rules are positive law.
13. system as claimed in claim 8 is characterized in that, said form display module comprises:
The report generation unit is used for generating the form that is used to show according to the risk-weighted asset value of the 4th mapping document and said resultant layer;
The form storage unit is used for said form is stored in the form layer;
The form display unit is used to show the form that is stored in said form layer.
14. system as claimed in claim 8 is characterized in that, said system also comprises:
Quality checks module, is used for that said basic data is carried out quality and checks, and generate quality and check report and supply business personnel's audit, and wherein, said quality checks and comprises logic verify and general ledger verification.
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| CN104321800A (en) * | 2012-04-06 | 2015-01-28 | 汤姆森路透社全球资源公司 | Price target builder |
| CN108765112A (en) * | 2018-05-02 | 2018-11-06 | 平安科技（深圳）有限公司 | Equity profit and loss meter extracting method, terminal and storage medium |
| CN114139490A (en) * | 2022-02-07 | 2022-03-04 | 建元和光(北京)科技有限公司 | Method, device and equipment for automatic data preprocessing |
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| US20070055708A1 (en) * | 2005-09-07 | 2007-03-08 | Ncr Corporation | Processing formulae in rules for profitability calculations for financial processing in a relational database management system |
| CN101216835A (en) * | 2007-12-29 | 2008-07-09 | 北京大学 | Data file conversion method and apparatus |
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| US20070055708A1 (en) * | 2005-09-07 | 2007-03-08 | Ncr Corporation | Processing formulae in rules for profitability calculations for financial processing in a relational database management system |
| CN101216835A (en) * | 2007-12-29 | 2008-07-09 | 北京大学 | Data file conversion method and apparatus |
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| Publication number | Priority date | Publication date | Assignee | Title |
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| CN104321800A (en) * | 2012-04-06 | 2015-01-28 | 汤姆森路透社全球资源公司 | Price target builder |
| CN104321800B (en) * | 2012-04-06 | 2018-04-27 | 汤姆森路透社全球资源公司 | Price target maker |
| CN108765112A (en) * | 2018-05-02 | 2018-11-06 | 平安科技（深圳）有限公司 | Equity profit and loss meter extracting method, terminal and storage medium |
| CN114139490A (en) * | 2022-02-07 | 2022-03-04 | 建元和光(北京)科技有限公司 | Method, device and equipment for automatic data preprocessing |
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