Finance modeling optimization method based on information self-circulation

An optimization method and self-circulation technology, applied in finance, instruments, data processing applications, etc., can solve problems such as perfecting models, achieve short-term, low-cost, and avoid difficulties

Inactive Publication Date: 2011-06-01
陈晓明
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  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

How to ensure that the regulatory system is more effective and effective for a long time requires continuous improvement of the risk assessment model. How to improve the model quickly and at low cost is still a major problem at present.

Method used

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  • Finance modeling optimization method based on information self-circulation
  • Finance modeling optimization method based on information self-circulation
  • Finance modeling optimization method based on information self-circulation

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Experimental program
Comparison scheme
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Embodiment Construction

[0022] The financial modeling optimization method based on self-circulation of information is special in that it includes the following steps: Step ①, establishing an initial model of risk measurement as the initial model. Step ②, collect customer information according to the data required by the model. Step ③, apply the model and customer information to measure the risk of each customer. In step ④, customers are grouped according to the risk value measured by each customer. Step ⑤, statistics the default rate of each group of customers. Step ⑥, compare the default rate of each group of customers with the default probability defined by each group of customers, and judge whether the model is consistent with the measurement results. If not, repeat steps ③~⑥ and modify the risk measurement model until the result measured by the model until it matches the definition.

[0023] Specifically, the establishment of the initial risk measurement model described in step ① is an essenti...

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Abstract

The present invention relates to a finance modeling optimization method based on information self-circulation, characterized by: establishing a risk measurement initial model as the initial model, collecting customer information according to the data required by the model, measuring the risk value for each customer by using the model and the customer information, grouping the customers according to the measured risk value for each customer, making a statistics of default rate for each group of customers, determining whether the initial model is coincident with the measured result by contrasting the default rate for each group of customers with the defined default rate for each group of customers, correcting the risk measurement model if the initial model is not coincident with the measured result, and repeating the last step until the measured result of the model is coincident with the defined risk value. The adoption of the finance modeling optimization method combined with software in a credit management system can realize the risk management model optimization with the most rigorous thinking, the shortest time, the most convenient operation and the minimum cost.

Description

technical field [0001] The invention relates to a financial modeling optimization method, in particular to a financial modeling optimization method based on information self-circulation. Background technique [0002] In our country, credit business income accounts for more than 80% of bank income and becomes the main source of bank enterprise income and profit. Credit is a high-risk business, and the risk cost caused by non-performing loans is close to or even exceeds the cost of capital ratio. Reducing the non-performing loan ratio has become the focus of financial companies to improve efficiency and government regulatory authorities to prevent financial risks. The problems exposed by the world financial crisis show that there is nothing wrong with the international financial regulatory system. The fault is that some countries have relaxed their regulatory strength. my country has introduced an internationally advanced banking regulatory system since the beginning of this c...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/00G06Q40/02
Inventor 陈晓明
Owner 陈晓明
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