基于交易报文指纹关系的商业银行风险交易识别与发现

发布时间：2018-05-18 17:38

本文选题：商业银行 + 风险交易　；参考：《计算机应用研究》2017年03期

【摘要】：商业银行风险由市场风险、信用风险和操作风险三类组成。随着金融产品不断创新,商业银行交易操作变得日益复杂,由于交易风险引发的商业银行安全事故频出。目前,商业银行主要从规章制度上规范交易操作步骤以及使用信息系统对当天交易产生的票据进行复核做到事后监督,而对正在操作中的交易只能通过业务部门制定的规则对交易报文进行规则匹配,但也只能处理已知的风险交易。为了保证国家金融市场秩序的稳定和商业银行正常的经营,迫切需要一种能有效识别出商业银行日常操作交易中关于风险交易的方法,针对这些问题,在整合商业银行风险交易和数据挖掘技术的基础上,设计了基于交易报文指纹关系的风险交易识别方案。
[Abstract]:Commercial bank risk consists of market risk, credit risk and operational risk. With the continuous innovation of financial products, commercial bank trading operations become increasingly complex, due to transaction risks caused by commercial bank security accidents frequently. At present, commercial banks mainly regulate the operation steps of transactions from the rules and regulations, and use information systems to review the bills generated during the day's trading, so as to supervise after the day. The transaction in operation can only match the rules of the transaction packets through the rules made by the business department, but it can only deal with the known risk transactions. In order to ensure the stability of the national financial market order and the normal operation of commercial banks, there is an urgent need for a method that can effectively identify the risk transactions in the daily operations of commercial banks, aiming at these problems. Based on the integration of commercial bank risk transaction and data mining technology, a risk transaction identification scheme based on transaction packet fingerprint relationship is designed.
【作者单位】：西南财经大学工商管理学院;电子科技大学经济与管理学院;成都银行都江堰分行;
【分类号】：F832.33;TP311.13

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